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Author ID: cummins.j-david Recent zbMATH articles by "Cummins, J. David"
Published as: Cummins, J. David
Documents Indexed: 7 Publications since 1994
Co-Authors: 9 Co-Authors with 7 Joint Publications
149 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

5 Publications have been cited 36 times in 36 Documents Cited by Year
Longevity bond premiums: the extreme value approach and risk cubic pricing. Zbl 1231.91427
Chen, Hua; Cummins, J. David
14
2010
Fuzzy financial pricing of property-liability insurance. With discussion by David Appel and Lawrence A. Berger, Krzysztof M. Ostaszewski and Oakley E. Van Slyke and a reply by the authors. Zbl 1080.62542
Cummins, J. David; Derrig, Richard A.
12
1997
Optimal insurance with divergent beliefs about insurer total default risk. Zbl 1054.91050
Cummins, J. David; Mahul, Olivier
8
2003
Catastrophic events, parameter uncertainty and the breakdown of implicit long-term contracting: The case of terrorism insurance. Zbl 1040.91059
Cummins, J. David; Lewis, Christopher M.
1
2003
Capital structure and the cost of equity capital in the property- liability insurance industry. Zbl 0825.62744
Cummins, J. David; Lamm-Tennant, Joan
1
1994
Longevity bond premiums: the extreme value approach and risk cubic pricing. Zbl 1231.91427
Chen, Hua; Cummins, J. David
14
2010
Optimal insurance with divergent beliefs about insurer total default risk. Zbl 1054.91050
Cummins, J. David; Mahul, Olivier
8
2003
Catastrophic events, parameter uncertainty and the breakdown of implicit long-term contracting: The case of terrorism insurance. Zbl 1040.91059
Cummins, J. David; Lewis, Christopher M.
1
2003
Fuzzy financial pricing of property-liability insurance. With discussion by David Appel and Lawrence A. Berger, Krzysztof M. Ostaszewski and Oakley E. Van Slyke and a reply by the authors. Zbl 1080.62542
Cummins, J. David; Derrig, Richard A.
12
1997
Capital structure and the cost of equity capital in the property- liability insurance industry. Zbl 0825.62744
Cummins, J. David; Lamm-Tennant, Joan
1
1994

Citations by Year