| Venter | 2018 | Bayesian Regularization Ratemaking | Link |
| Venter | 2018 | R Bayesian Tools Package for Difficult Freq Dists | Link |
| Venter, Tang | 2018 | Statistical Regularization Applied to Practical Reserving Problems | Link |
| Venter | 2017 | Parameter Shrinkage for Joint APC Modeling of Related Datasets | Link |
| Venter | 2016 | 2 ESGs Calibrated to Australian Rates | Link |
| Venter | 2016 | Automatic Inclusion of Diagonal Effects in Reserve Models | Link |
| Venter | 2016 | Modeling Variance in Reserves | Link |
| Venter | 2015 | Building and Testing Economic Scenario Generators for P & C ERM | Link |
| Venter | 2015 | Capital Need , Allocation and Risk Pricing Example | Link |
| Venter | 2014 | Capital Allocation by Layer | Link |
| Venter | 2013 | Parameter Risk Curriculum | Link |
| Venter | 2012 | Correlation Copulas and Conditioning | Link |
| Venter | 2012 | The bivariate t-copula | Link |
| Venter, Xiong, He, Gong | 2012 | Testing yield curve generators | Link |
| Venter | 2011 | Copula Descriptive Functions | Link |
| Venter | 2011 | Negative binomial models | Link |
| Venter | 2010 | Advances in Modeling of Financial Series | Link |
| Venter | 2010 | More Eyeball Tests of Copula Fits | Link |
| Venter | 2010 | Mortality Projection for US Workers Compensation Annuity Claims | Link |
| Venter | 2009 | Risk Measures and Capital Allocation | Link |
| Venter | 2009 | Uncertainty of Longevity Projections | Link |
| Venter, Major | 2009 | Risk Measure and Allocation Terminology | Link |
| Venter | 2008 | Summary of Møller Paper on Pricing Transforms | Link |
| Venter | 2007 | Capital Allocation via Marginal Allocation of Risk Measures | Link |
| Venter | 2007 | Market Value , Economic Capital and Reinsurance A Status Report | Link |
| Venter | 2007 | MERTON & PEROLD FOR DUMMIES | Link |
| Venter et al. | 2007 | Multivariate Copulas for Financial Modeling | Link |
| Venter | 2006 | Adapting Banking Models to Insurer ERM | Link |
| Venter | 2006 | Capital Consumption, Riskiness Leverage, Co-measures and the M Curve | Link |
| Venter | 2006 | How Risk Averse Should an Insurer Be? | Link |
| Venter | 2006 | The M Curve Concepts and Applications | Link |
| Venter et al. | 2006 | MMj Copulas | Link |
| Venter, Major, Kreps | 2006 | Marginal Decomposition of Risk Measures Marginal Decomposition of Risk Measures | Link |
| Major, Venter | 2005 | Capital allocation in insurance companies | Link |
| Venter | 2005 | Coherent Measures, Co-Measures, and Capital | Link |
| Venter | 2005 | Comeasures | Link |
| Venter | 2005 | Our current studies | Link |
| Venter, Kreps, Major | 2005 | Spectral and Co Measures | Link |
| Venter, Major, Kreps | 2005 | Additive Marginal Allocation of Risk Measures | Link |
| Venter, Pagliaccio | 2005 | Distributions Underlying Power Function ILF’s (Riebesell Revisited) | Link |
| Venter | 2003 | Evaluating Business Unit Profits Capital Consumption , Financial Guarantees and Firm Value | Link |
| Venter, Salomatov, Wu | 2003 | Correlation Effects on Loss Reserve Ranges | Link |
| Venter | 2002 | Fitting Report Lag Distributions Revisited | Link |
| Venter | 2000 | Sensitivity Testing of Dependency and Parameter Uncertainty | Link |
| Venter | 2000 | Simulating Normal and t Copulas | Link |
| Venter | 2000 | State space model | Link |
| Venter | 2000 | Using Maximum Likelihood Estimation to Parameterize Increased Limits Factors | Link |
| Venter | 2000 | Variants of the Chain Ladder | Link |
| Venter | 2000 | Weighted averages | Link |
| Mack, Venter | 1999 | Is the Over-dispersed Poisson Model Underlying the Chain Ladder Algorithm | Link |
| Venter | 1998 | DISTORTED PROBABILITY NOT A PREMIUM PRINCIPLE | Link |
| Venter | 1998 | SIMULATING LOSS DEVELOPMENT | Link |
| Venter | 1996 | Note on Murphy WAD | Link |
| Venter, Mack | 1995 | Does the ODP Really Agree with Chain Ladder? | Link |
