ASTIN BULLETIN Tomo 38 Número 1 - 2008
Ano 2008
Imagem do registro


Publicacion: Astin bulletin

Tomo 38 Número 1 - 2008



Título Autor Páginas
Allocation of capital between assets and liabilities Zhang, Y.
Tax-deductible pre-event catastrophe loss reserves : the case of Florida Milidonis, A.
The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model Li, S.
Using multi-dimensional credibility to estimate class frequency vectors in workers compensation J. Couret, G. Venter Couret, J.
The prediction error of Bornhuetter-Ferguson Mack, Th.
General pareto optimal allocations and applications to multi-period risks Barrieu, P.
Multivariate latent risk : a credibility approach
Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks Asimit, A.V.
On the optimal pricing of a heterogeneous portfolio Falin, G.I.
On the applicability of the wang transform for pricing financial risks Pelsser, Antoon
On risk model with dividends payments perturbed by a brownian motion - an algorithmic approach Frostig, Esther
Robust bayesian analysis of loss reserves data using the generalized-t distribution Chan, Jennifer S.K.
Optimal consumption and insurance : a continuous-time markov chain approach Kraft, Holger
Some explicit solutions for the joint density of the time of ruin and the deficit at ruin Dickson, David C.M.
Posterior regret-minimax estimation of insurance premium in collective risk model Boratyríska, Agata
Enterprise risk management, insurer value maximisation, and market frictions Yow, Shuan
The Impact of capital structure on economic capital and risk adjusted performance Porteous, Bruce T.