| 1 - 33 - | The Devil Is in the Tails Actuarial Mathematics and the Subprime Mortgage Crisis DONNELLY, Catherine, EMBRECHTS, Paul | abstract details |
| 35 - 64 - | Survival Analysis on Pedigrees A Marked Point Process Model MACDONALD, Angus S. | abstract details |
| 65 - 95 - | On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View BAUER, Daniel, BERGMANN, Daniela, KIESEL, Rüdiger | abstract details |
| 97 - 121 - | Optimal Reinsurance for Variance Related Premium Calculation Principles GUERRA, Manuel, CENTENO, Maria de Lourdes | abstract details |
| 123 - 150 - | Discrete-Time Risk Models on Time Series for Count Random Variables COSSETTE, Hélène, MARCEAU, Etienne, MAUME-DESCHAMPS, Véronique | abstract details |
| 151 - 177 - | A Multilevel Analysis of Intercompany Claim Counts ANTONIO, Katrien, FREES, Edward W., VALDEZ, Emiliano A. | abstract details |
| 179 - 197 - | Optimal Risk Control for the Excess of Loss Reinsurance Policies MENG, Hui, ZHANG, Xin | abstract details |
| 199 - 219 - | Some Remarks on Delayed Renewal Risk Models WOO, Jae-Kyung | abstract details |
| 221 - 239 - | Optimal Reinsurance Revisited A Geometric Approach CHEUNG, Ka Chun | abstract details |
| 241 - 255 - | A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process BAUMGARTNER, Benjamin, GATTO, Riccardo | abstract details |
| 257 - 269 - | Determining and Allocating Diversification Benefits for a Portfolio of Risks CHOO, Weihao, DE JONG, Piet | abstract details |
| 271 - 279 - | Dispersion Estimates for Poisson and Tweedie Models ROSENLUND, Stig | abstract details |
| 281 - 306 - | On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model with Phase-Type Gains NG, Andrew C.Y. | abstract details |
| 307 - 329 - | Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds HASLIP, Gareth G., KAISHEV, Vladimir K. | abstract details |
| 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. | abstract details |
| 351 - 368 - | Matrix-Form Recursions for a Family of Compound Distributions WU, Xueyuan, LI, Shuanming | abstract details |
| 369 - 375 - | General Stein-Type Covariance Decompositions with Applications to Insurance and Finance FURMAN, Edward, ZITIKIS, Ričardas | abstract details |
| 377 - 398 - | Bounded Relative Error Importance Sampling and Rare Event Simulation MCLEISH, Don L. | abstract details |
| 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. | abstract details |
