ASTIN BULLETIN Tomo 39 Número 1 - 2009
Año 2009
Imagen del registro

Detalle

Publicacion: Astin bulletin

Tomo 39 Número 1 - 2009

Normal

Artículos

Título Autor Páginas
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