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Astin bulletin-Volumen 42 Número 1 - mayo 2012

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Artículos

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Publicación: Astin bulletin

Número: Volumen 42 Número 1 - mayo 2012

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
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