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Astin bulletin-Volumen 40 Número 1 - mayo 2010

Publicación: Astin bulletin

Número: Volumen 40 Número 1 - mayo 2010

Tipo: Normal

Derechos: InC

Título Autor Páginas
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