PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 40, issue 1
2010


1 - 33 - 
The Devil Is in the Tails
Actuarial Mathematics and the Subprime Mortgage Crisis
DONNELLY, Catherine, EMBRECHTS, Paul

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35 - 64 - 
Survival Analysis on Pedigrees
A Marked Point Process Model
MACDONALD, Angus S.

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65 - 95 - 
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
BAUER, Daniel, BERGMANN, Daniela, KIESEL, Rüdiger

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97 - 121 - 
Optimal Reinsurance for Variance Related Premium Calculation Principles
GUERRA, Manuel, CENTENO, Maria de Lourdes

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123 - 150 - 
Discrete-Time Risk Models on Time Series for Count Random Variables
COSSETTE, Hélène, MARCEAU, Etienne, MAUME-DESCHAMPS, Véronique

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151 - 177 - 
A Multilevel Analysis of Intercompany Claim Counts
ANTONIO, Katrien, FREES, Edward W., VALDEZ, Emiliano A.

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179 - 197 - 
Optimal Risk Control for the Excess of Loss Reinsurance Policies
MENG, Hui, ZHANG, Xin

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199 - 219 - 
Some Remarks on Delayed Renewal Risk Models
WOO, Jae-Kyung

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221 - 239 - 
Optimal Reinsurance Revisited
A Geometric Approach
CHEUNG, Ka Chun

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241 - 255 - 
A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process
BAUMGARTNER, Benjamin, GATTO, Riccardo

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257 - 269 - 
Determining and Allocating Diversification Benefits for a Portfolio of Risks
CHOO, Weihao, DE JONG, Piet

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271 - 279 - 
Dispersion Estimates for Poisson and Tweedie Models
ROSENLUND, Stig

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281 - 306 - 
On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model with Phase-Type Gains
NG, Andrew C.Y.

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307 - 329 - 
Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds
HASLIP, Gareth G., KAISHEV, Vladimir K.

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331 - 349 - 
Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values
Extensions to General Arima Models and Comparison with the Bootstrap
DENUIT, M., HABERMAN, S., RENSHAW, A.E.

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351 - 368 - 
Matrix-Form Recursions for a Family of Compound Distributions
WU, Xueyuan, LI, Shuanming

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369 - 375 - 
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
FURMAN, Edward, ZITIKIS, Ričardas

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377 - 398 - 
Bounded Relative Error Importance Sampling and Rare Event Simulation
MCLEISH, Don L.

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399 - 414 - 
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credebility Updated Premiums
AFONSO, Lourdes B., EGÍDIO DOS REIS, Alfredo D., WATERS, Howard R.

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