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    It is in: › Issue Information
    ASTIN BULLETIN Número 1 29 1999
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    Year 1999
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    Publicacion: Astin bulletin

    Número 1 29 1999

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    Articles

    Title Author Pages
    Prediction of outstanding liabilities II : model variations and extension
    On multivariate Panjer recursions
    Markov Chain Monte Carlo estimation of regime switching vector autoregressions
    Using Mixed Poisson processes in connection with bonus-malus systems
    Estimating the value of the Wincat Coupons of the Winterthur Insurance convertible bond
    An addendum and a short comment on the paper : estimating the value of the Wincat coupons of the Winterthur Insurance convertible bond : a study of the model risk by U. Schmock/ A. Gisler, P. Frost
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