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Astin bulletin-Tomo 41 Número 2 - 2011
Detalhe
Artigos
Publicação:
Astin bulletin
Número:
Tomo 41 Número 2 - 2011
Tipo:
Normal
Direitos:
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.
Arriba