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Astin bulletin-Tomo 41 Número 2 - 2011

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Artículos

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Publicación: Astin bulletin

Número: Tomo 41 Número 2 - 2011

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method	Saluz, A.
Market-consistent valuation of insurance liabilities by cost of capital	Möhr, C.
The Impact of genetic information on the insurance industry : conclusions from the 'bottom-up' modelling programme	MacDonald, A.
Modelling adult mortality in small populations : the saint model	Jarner, S.F.
Modelling and forecasting the mortality of the very old	Currie, I. D.
Fair valuation of Life Insurance contracts under a correlated jump difussion model	Dong, Y.
Dependent loss reserving using copulas	Shi, P.
Optimal reinsurance under VaR and CVaR risk measures : a simplified approach	Chi, Y.
The Impact of stochaistic volatility on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities	Kling, A.
Optimal reinsurance revisited : point of view of cedent and reinsurer	Hürlimann, W.
Modelling dependence in insurance claims processes with Lévy Copulas	Avanzi, B.
Optimal dividends and capital injections in the dual model with difussion	Avanzi, B.
Randomized observation periods for the compound poisson risk model : dividends	Albrecher, H.
Using the censored gamma distribution for modeling fractional response variables with an application to loss given default	Sigrist, F.