PEETERS ONLINE JOURNALS
Peeters Online Bibliographies
Peeters Publishers
ASTIN Bulletin
Volume 40, issue 2
2010


415 - 451 - 
Cost-of-Capital Margin for a General Insurance Liability Runoff
SALZMANN, Robert, WÜTRICH, Mario V.

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453 - 489 - 
Robust Estimation of Reserve Risk
BUSSE, Marc, MÜLLER, Ulrich, DACOROGNA, Michel

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491 - 517 - 
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
AASE, Knut K.

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519 - 545 - 
Pricing Unemployment Insurance
An Unemployment-Duration-Adjusted Approach
CHUANG, Hwei-Lin, YU, Min-Teh

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547 - 568 - 
Measurement and Transfer of Catastrophic Risks
A Simulation Analysis
DE ALBA, Enrique, ZÚÑIGA, Jesús, RAMÍREZ CORZO, Marco

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569 - 585 - 
Supervisory Insurance Accounting
Mathematics for Provision - and Solvency Capital - Requirement
ARTZNER, Philippe, EISELE, Karl-Theodor

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587 - 614 - 
First-Order Mortality Rates and Safe-Side Actuarial Calculations in Life Insurance
CHRISTIANSEN, Marcus C., DENUIT, Michel M.

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615 - 629 - 
Recursive Formulas for Compound Phase Distributions
Univariate and Bivariate Cases
REN, Jiandong

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631 - 653 - 
Analytical Pricing of the Unit-Linked Endowment with Guarantees and Periodic Premiums
HÜRLIMANN, Werner

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655 - 667 - 
Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds
JOSHI, Mark, PITT, David

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669 - 698 - 
Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model
Long vs. Short Memory
HO, Hwai-Chung, YANG, Sharon S., LIU, Fang-I

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699 - 726 - 
Dependent Multi-Peril Ratemaking Models
FREES, Edward J., MEYERS, Glenn, CUMMINGS, A. David

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727 - 777 - 
On Fire Exposure Rating and the Impact of the Risk Profile Type
RIEGEL, Ulrich

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779 - 796 - 
Model Selection and Claim Frequency for Workers' Compensation Insurance
CUI, Jisheng, PITT, David, QIAN, Guoqi

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797 - 843 - 
Competition-Originated Cycles and Insurance Strategies
MALINOVSKII, Vsevolod

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845 - 869 - 
Bootstrapping the Separation Method in Claims Reserving
BJÖRKWALL, Susanna, HÖSSJER, Ola, OHLSSON, Esbjörn

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871 - 887 - 
Prediction of RBNS and IBNR Claims Using Claim Amounts and Claim Counts
VERRALL, Richard, NIELSEN, Jens Perch, JESSEN, Anders Hedegaard

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889 - 915 - 
Economic Factors and Solvency
NYRHINEN, Harri

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917 - 946 - 
A Row-Wise Stacking of the Runoff Triangle
State Space Alternatives for IBNR Reserve Prediction
ATHERINO, Rodrigo, PIZZINGA, Adrian, FERNANDES, Cristiano

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