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John A Major
John A Major
Major Analytics CT, LLC
Verified email at alum.wpi.edu
Title
Cited by
Cited by
Year
Advanced techniques for modeling terrorism risk
JA Major
The Journal of Risk Finance 4 (1), 15-24, 2002
2302002
EFD: A hybrid knowledge/statistical‐based system for the detection of fraud
JA Major, DR Riedinger
International Journal of Intelligent Systems 7 (7), 687-703, 1992
1981992
EFD: A hybrid knowledge/statistical‐based system for the detection of fraud
JA Major, DR Riedinger
International Journal of Intelligent Systems 7 (7), 687-703, 1992
1981992
Selecting among rules induced from a hurricane database
JA Major, JJ Mangano
Journal of intelligent information systems 4, 39-52, 1995
1681995
Catastrophe risk pricing in the traditional market
JA Major, RE Kreps
Alternative risk strategies, 201-222, 2002
402002
Index hedge performance: insurer market penetration and basis risk
J Major
The Financing of Catastrophe Risk, 391-432, 1999
371999
Multivariate copulas for financial modeling
G Venter, J Barnett, R Kreps, J Major
Variance 1 (1), 103-119, 2007
302007
Us property-casualty: Underwriting cycle modeling and risk benchmarks
SS Wang, JA Major, CH Pan, JWK Leong
Research Paper of Risk Lighthouse LLC and Guy Carpenter & Company 12, 2010
272010
Enterprise risk analysis for property and liability insurance companies
PJ Brehm, GR Perry, GG Venter, EW Susan
Guy Carpenter & Company, LLC, 2007
262007
Marginal decomposition of risk measures
GG Venter, JA Major, RE Kreps
ASTIN Bulletin: The Journal of the IAA 36 (2), 375-413, 2006
192006
Capital and value of risk transfer
K Froot, G Venter, J Major
14th Annual International AFIR Colloquium, 181-195, 2004
192004
Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance Pricing
JA Major
Casualty Actuarial Society Forum, W inter, 45-89, 2004
102004
The Uncertain Nature of Catastrophe Modeling
JA Major
Natural Disaster Management, 1999
91999
Distortion measures and homogeneous financial derivatives
JA Major
Insurance: Mathematics and Economics 79, 82-91, 2018
82018
On the multifractal distribution of insured property
Y Lantsman, JA Major, JJ Mangano
Fractals 10 (03), 305-311, 2002
82002
Multivariate copulas for financial modeling
J Barnett, R Kreps, J Major, G Venter
Casualty Actuarial Society 1 (1), 103-199, 2007
72007
Taking Uncertainty into Account: Bias Issues Arising from Parameter Uncertainty in Risk Models
JA Major
CAS Forum, 153-196, 1999
61999
The firm-value risk model
J Major
Available at SSRN 2610675, 2009
52009
Methodological considerations in the statistical modeling of catastrophe bond prices
JA Major
Risk Management and Insurance Review 22 (1), 39-56, 2019
42019
Capital tranching: A RAROC approach to assessing reinsurance cost effectiveness
D Mango, J Major, A Adler, C Bunick
Variance 7 (1), 29-60, 2013
42013
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