Editorial |
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| Editorial
CAIRNS, Andrew
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3 - 3 -
| Thanks
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Articles |
5 - 16 -
| Hedging in Financial Markets
BAXTER, Martin
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17 - 47 -
| Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
MOELLER, Thomas
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49 - 48 -
| Withdrawal Benefits under a Dependent Double Decrement Model
CARRIERE, Jacques F.
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59 - 76 -
| Modeling and Comparing Dependencies in Multivariate Risk Portfolios
BAUERLE, Nicole, MULLER, Alfred
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77 - 93 -
| Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use
CHAN, Terence
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95 - 118 -
| The Cox Regression Model for Claims Data in Non-Life Insurance
KEIDING, Niels, ANDERSEN, Christian, FLEDELIUS, Peter
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119 - 134 -
| On Stop-Loss Order and the Distortion Pricing Principle
HURLIMANN, Werner
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Workshops |
135 - 152 -
| On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method
SCOLLNIK, D.P.M.
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153 - 162 -
| A Note On the Net Premium for a Generalized Largest Claims Reinsurance Cover
BERGLUND, Raoul M.
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Miscellaneous |
163 - 166 -
| Book Reviews
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