Search
EN
ES
PT
Cover
Search
Magazines
Magazine titles
Magazines by date
Highlights
Collections
Centro de Documentación y Conocimiento
EN
ES
PT
Cover
Search
Magazines
Magazine titles
Magazines by date
Highlights
Collections
Centro de Documentación y Conocimiento
Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.
Astin bulletin-Tomo 39 Número 1 - 2009
Details
Articles
Publication:
Astin bulletin
Number:
Tomo 39 Número 1 - 2009
Type:
Normal
Rights:
InC
Title
Author
Pages
Model uncertainty in claims reserving within Tweedie's compound poisson models
Peters, Gareth W.
p. 1-33
Predictive distributions for reserves which separate true IBNR and IBNER claims
Liu, Huijuan
p. 35-60
Full credibility with generalized linear and mixed models
Garrido, Juan
p. 61-80
Credible loss ratio claims reserves : the benktander, neuhaus and mack methods revisited
Hürlimann, Werner
p. 81-99
Risk measures and efficient use of capital
Artzner, Philippe
p. 101-116
Calculating continuous time ruin probabilities for a large portfolio with varying premiums
Afonso, Lourdes B.
p. 117-136
Uncertainty in mortality forecasting: an extension to the classical lee-carter approach
Li, Johnny Siu-Hang
p. 137-164
Actuarial applications of a hierarchical insurance claims model
Frees, Edward W.
p. 165-197
Estimating the variance of bootstrapped risk measures
Kim, Joseph H.T.
p. 199-223
Analysis of the compound poisson surplus model with liquid reserves, interest and dividends
Cai, Jun
p. 225-247
Assessing individual unexplained variation in non-life insurance
p. 249-273
Recursive credibility formula for chain ladder factors and the claims development result
p. 275-306
Generalized bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance
Mahmoudvand, Rahim
p. 307-315
Quasi risk-neutral pricing in insurance
Niederau, Harry
p. 317-337
Stochastic models for actuarial use : the equilibrium modelling of local markets
p. 339-370
Arriba