ASTIN BULLETIN Tomo 40 Número 2 - 2010
Año 2010
Imagen del registro

Detalle

Publicacion: Astin bulletin

Tomo 40 Número 2 - 2010

Normal

Artículos

Título Autor Páginas
Cost of capital margin for a general insurance liability Runoff Salzmann, R.
Robust estimation of reserve risk Busse, M.
Existence and uniqueness of equilibrium in a reinsurance syndicate Aase, KK.
Pricing unemplyiment insurance : an unemplyment duration adjuste approach Chuang, H.L.
Measurement and transfer of catastrophic risks : a simulation analysis Alba, Enrique de
Supervisory insurance accounting : mathematics for provision - and solvency capital - requirements Artzner, Ph.
First order mortality rates and safe side actuarial calculations in life insurance Christiansen, M.C.
Recursive formulas for compound phase distributions- univariate and bivariate cases Ren, J.
Analytical pricing of the unit-linked endowment with guarantees and periodic premiums Hürlimann, W.
Fast sensitivity computations for Monte Carlo valuation of pension funds Joshi, M.
Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model : long vs. short memory Ho, H.C.
Dependent multi-peril ratemaking models Frees, E.W.
On Fire exposure rating and the impact of the risk profile type Riegel, U.
Model selection and claim frequency for worker's compensation insurance Cui, J.
Competition-originated cycles and insurance strategies Malinovskii, V. K.
Bootstrapping the separation method in claims reserving Björkwall, S.
Prediction of RBNS and IBNR claims using claim amounts and claim counts Verrall, R.
Economic factors and solvency Nyrhinen, N.
A Row-wise stacking of the runoff triangle : state space alternatives for IBNR reserve prediction Atherino, R.