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Astin bulletin-Tomo 39 Número 2 - 2009

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Artigos

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Publicação: Astin bulletin

Número: Tomo 39 Número 2 - 2009

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Modelling adverse selection in the presence of a common genetic disorder the breast cancer polygene	MacDonald, Angus S.
Demand elasticity, risk classification and loss coverage when can community rating work?	Thomas, R. Guy
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs	Verlaak, Robert
Taylor approximations for model uncertainty within the tweedie exponential dispersion family	Alai, Daniel H.
Asymptotic ruin probabilities of the lévy insurance model under periodic taxation	Hao, Xuemiao
On parameter estimation in hierarchical credibility	Belhadj, Hassine
Option pricing in a jump-diffusion model with regime-switching	Yuen, Fei Lung
Stochastic mortality the impact on target capital	Olivieri, Annamaria
Multi-level risk aggregation	Filipovic, Damir
Continuous monitoring does credit risk vanish?	Lindset, Snorre
Sharing risk an economic perspective	Kull, Andreas
The Application of expected-utility theory to the choice of investment channels in a defined-contribution retirement fund	Levitan, Shaun
Scenario analysis for a multi-period diffusion model of risk	Malinovskii, Vsevolod K.
A Bootstrap estimate of the predictive distribution of outstanding claims for the schnieper model	Liu, Huijuan
New goodness-of-fit tests for pareto distributions	Rizzo, Maria L.
A Note on nonparametric estimation of the CTE	Ko, Bangwon
Asymptotics for operational risk quantified with expected shortfall	Biagini, Francesca