PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 41, issue 1
2011


1 - 28 - 
On Maximum Likelihood and Pseudo-Maximum Likelihood Estimation in Compound Insurance Models with Deductibles
PAULSEN, Jostein, STUBØ, Knut

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29 - 59 - 
Bayesian Stochastic Mortality Modelling for Two Populations
CAIRNS, Andrew J.G., BLAKE, David, Dowd, Kevin, COUGHLAN, Guy D., KHALAF-ALLAH, Marwa

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61 - 86 - 
Pension Fund Management and Conditional Indexation
KLEINOW, Torsten

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87 - 106 - 
A Bayesian Approach for Estimating Extreme Quantiles under a Semiparametric Mixture Model
CABRAS, Stefano, CASTELLANOS, María Eugenia

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107 - 129 - 
Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers
MARTÍNEZ MIRANDA, María Dolores, NIELSEN, Bent, NIELSEN, Jens Perch, VERRALL, Richard

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131 - 155 - 
Maximum Likelihood and Estimation Efficiency of the Chain Ladder
TAYLOR, Greg

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157 - 189 - 
Ambiguity Aversion
A New Perspective on Insurance Pricing
ZHAO, Lin, ZHU, Wei

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191 - 213 - 
Measuring Comonotonicity in M-Dimensional Vectors
KOCH, Inge, DE SCHEPPER, Ann

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215 - 238 - 
On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula
BARGÈS, Mathieu, COSSETTE, Hélène, LOISEL, Stéphane, MARCEAU, Étienne

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239 - 250 - 
A Note on Subadditivity of Zero-Utility Premiums
DENUIT, Michel M., EECKHOUDT, Louis, MENEGATTI, Mario

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251 - 277 - 
Statistical Analysis of the Spreads of Catastrophe Bonds at the Time of Issue
PAPACHRISTOU, Dimitris

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