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Astin bulletin-Volumen 42 Número 1 - mayo 2012
Details
Articles
Publication:
Astin bulletin
Number:
Volumen 42 Número 1 - mayo 2012
Type:
Normal
Rights:
InC
Title
Author
Pages
Linear stochastic reserving methods
Dahms, René
Modelling claims rum-off with reversible jump markov chain Monte Carlo methods
Verrall, Richard
Double chain ladder
Martínez Miranda, María Dolores
Global warming, extreme weather events, and forecasting tropical cyclones : a market-based forward-looking approach
Chang, Carolyn W.
Mean value principle under cumulative prospect theory
Kaluszka, Marek
Parameter uncertainty in exponential family tail estimation
Landsman, Z.
Modeling dependent risk with multivariate erlang mixtures
Lee, Simon C. K.
A Nonhomogeneous poisson hidden markov model for claim counts
Lu, Yi
No Good deal, local mean variance and ambiguity risk pricing and hedging for an insurance payment process
Delong, Lukasz
Experience and exposure rating for property per risk excess of loss reinsurance revisited
Estimating copulas for insurance from scarce observations, expert opinion and prior information : a bayesian approach
Arbenz, Philipp
p. 271-290
Bootstrapping individual claim histories
Rosenlund, Stig
Conditional tail expectation and premium calculation
Heras, Antonio
p. 325-342
On aproximating law invariant comonotonic coherent risk measures
Nakano, Yumiharu
Higher moments of the claims development result in general insurance
Salzman, Robert
p. 355-384
Arriba