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Astin bulletin-Volumen 40 Número 1 - mayo 2010
Details
Articles
Publication:
Astin bulletin
Number:
Volumen 40 Número 1 - mayo 2010
Type:
Normal
Rights:
InC
Title
Author
Pages
The Devil is in the tails : actuarial mathematics and the subprime mortgage crisis
Donnelly, Catherine
p. 1-33
Survival analysis on pedigrees: a marked point process model
MacDonald, Angus S.
p. 35-64
On the Risk-neutral valuation of life insurance contracts with numerical methods in view
Bauer, Daniel
p. 65-95
Optimal reinsurance for variance related premium calculation principles
Guerra, Manuel
p. 97-121
Discrete-Time risk models based on time series for count random variables
Cossette, Hélène
p. 123-150
A Multilevel analysis of intercompany claim counts
Antonio, Katrien
p. 151-177
Optimal risk control for the excess of loss reinsurance policies
Meng, Hui
p. 179-197
Some remarks on delayed renewal risk models
Woo, Jae-Kyung
p. 199-219
Optimal reinsurance revisited - A geometric approach
Chun Cheung, Ka
p. 221-239
A Bootstrap test for the probability of ruin in the compound poisson risk process
Baumgartner, Benjamin
p. 241-255
Determining and allocating diversification benefits for a portfolio of risks
Choo, Weihao
p. 257-269
Dispersion estimates for poisson and tweedie models
Rosenlund, Stig
p. 271-279
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
Ng, A.C-Y.
p. 281-306
Pricing of reinsurance contracts in the presence of catastrophe bonds
Haslip, Gareth G.
p. 307-329
Comonotonic approximations to quantiles of life annuity conditional expected present values : extensions to general arima models and comparison with the bootstrap
Denuit, M.
p. 331-349
Matrix-Form recursions for a family of compound distributions
Wu, Xueyuan
p. 351-368
General stein-type covariance decompositions with applications to insurance and finance
Furman, Edward
p. 369-375
Bounded relative error importance sampling and rare event simulation
McLeish, Don L.
p. 377-398
Arriba