Gary Venter

434 total citations
27 papers, 240 citations indexed

About

Gary Venter is a scholar working on Demography, Economics and Econometrics and Finance. According to data from OpenAlex, Gary Venter has authored 27 papers receiving a total of 240 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Demography, 11 papers in Economics and Econometrics and 10 papers in Finance. Recurrent topics in Gary Venter's work include Insurance, Mortality, Demography, Risk Management (12 papers), Insurance and Financial Risk Management (10 papers) and Stochastic processes and financial applications (6 papers). Gary Venter is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (12 papers), Insurance and Financial Risk Management (10 papers) and Stochastic processes and financial applications (6 papers). Gary Venter collaborates with scholars based in United States, Australia and United Kingdom. Gary Venter's co-authors include Thomas M. Mack, John A. Major and Kenneth Froot and has published in prestigious journals such as Journal of Risk & Insurance, Insurance Mathematics and Economics and Astin Bulletin.

In The Last Decade

Gary Venter

21 papers receiving 189 citations

Peers

Gary Venter
Gary Venter
Citations per year, relative to Gary Venter Gary Venter (= 1×) peers Daniël Linders

Countries citing papers authored by Gary Venter

Since Specialization
Citations

This map shows the geographic impact of Gary Venter's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gary Venter with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gary Venter more than expected).

Fields of papers citing papers by Gary Venter

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gary Venter. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gary Venter. The network helps show where Gary Venter may publish in the future.

Co-authorship network of co-authors of Gary Venter

This figure shows the co-authorship network connecting the top 25 collaborators of Gary Venter. A scholar is included among the top collaborators of Gary Venter based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Gary Venter. Gary Venter is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
2.
Venter, Gary, et al.. (2017). PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE. Astin Bulletin. 48(1). 89–110. 9 indexed citations
3.
Venter, Gary. (2013). TAILS OF COPULAS. 34 indexed citations
4.
Venter, Gary. (2011). Mortality Trend Models.
5.
Venter, Gary. (2008). Distribution and Value of Reserves Using Paid and Incurred Triangles. 5 indexed citations
6.
Venter, Gary. (2007). Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications. Astin Bulletin. 37(2). 345–364. 6 indexed citations
7.
Venter, Gary. (2006). Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method. Astin Bulletin. 36(2). 566–571. 8 indexed citations
8.
Venter, Gary, et al.. (2006). Marginal Decomposition of Risk Measures. Astin Bulletin. 36(2). 375–413. 3 indexed citations
9.
Venter, Gary. (2006). Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method. Astin Bulletin. 36(2). 566–571. 8 indexed citations
10.
Venter, Gary, et al.. (2006). Marginal Decomposition of Risk Measures. Astin Bulletin. 36(2). 375–413. 6 indexed citations
11.
Venter, Gary. (2006). Refining Reserve Runoff Ranges. 6 indexed citations
12.
Venter, Gary. (2006). Adapting Banking Models to Insurer ERM. 2 indexed citations
13.
Venter, Gary. (2004). Testing Distributions of Stochastically Generated Yield Curves. Astin Bulletin. 34(1). 229–247. 1 indexed citations
14.
Froot, Kenneth, Gary Venter, & John A. Major. (2004). Capital and Value of Risk Transfer. 20(9). 958–966. 1 indexed citations
15.
Venter, Gary. (2004). Testing Distributions of Stochastically Generated Yield Curves. Astin Bulletin. 34(1). 229–247. 1 indexed citations
16.
Venter, Gary, et al.. (2001). INTEREST RATE RISK: AN EVALUATION OF DURATION MATCHING AS A RISK-MINIMIZING STRATEGY FOR PROPERTY/CASUALTY INSURERS.
17.
Venter, Gary. (1993). Premium calculation implications of reinsurance without arbitrage. Insurance Mathematics and Economics. 12(1). 70–71. 3 indexed citations
18.
Venter, Gary. (1992). Premium Calculation Without Arbitrage Author's Reply on the Note by P. Albrecht. Astin Bulletin. 22(2). 255–256. 1 indexed citations
19.
Venter, Gary. (1991). A Comparative Analysis of Most European and Japanese Bonus-malus Systems: Extension. Journal of Risk & Insurance. 58(3). 542–542. 5 indexed citations
20.
Venter, Gary. (1989). A three-way credibility approach to loss reserving. Insurance Mathematics and Economics. 8(1). 63–69.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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