PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 42, issue 2
2012


389 - 411 - 
Surprise, Surprise
From Neoclassical Economics to E-Life
INGRAM, David, TAYLER, Paul, THOMPSON, Michael

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413 - 452 - 
Key Q-Duration
A Framework for Hedging Longevity Risk
SIU-HANG LI, Johnny, LUO, Ancheng

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453 - 499 - 
On the Calculation of the Solvency Capital Requirement Based on Nested Simulations
BAUER, Daniel, REUSS, Andreas, SINGER, Daniela

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501 - 527 - 
The Impact of Culture on the Demand for Non-Life Insurance
PARK, Sojung Carol, LEMAIRE, Jean

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529 - 557 - 
Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
CHI, Yichun

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559 - 574 - 
Are Flexible Premium Variable Annuities Under-Priced?
CHI, Yichun, LIN, X. Sheldon

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575 - 600 - 
Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints
CHEUNG, K.C., LIU, F., YAM, S.C.P.

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601 - 629 - 
Tail Comonotonicity and Conservative Risk Measures
HUA, Lei, JOE, Harry

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631 - 653 - 
The Covariance between the Surplus Prior to and Ruin in the Classical Risk Model
PSARRAKOS, Georgios, POLITIS, Konstadinos

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655 - 678 - 
A Multivariate Discrete Poisson-Lindley Distribution
Extensions and Actuarial Applications
GÓMEZ-DÉNIZ, Emilio, SARABIA, José María, BALAKRISHNAN, K.

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