Articles |
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1 - 11 - | Allocation of Capital between Assets and Liabilities ZHANG, Yingjie | abstract details |
13 - 51 - | Tax-deductible Pre-event Catastrophe Loss Reserves The Case of Florida MILIDONIS, Andreas, GRACE, Martin F. | abstract details |
53 - 71 - | The Decompositions of the Discounted Penalty Functions and Dividends-penalty Identity in a Markov-modulated Risk Model LI, Shuanming, LU, Yi | abstract details |
73 - 85 - | Using Multi-dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation COURET, Jose, VENTER, Gary | abstract details |
87 - 103 - | The Prediction Error of Bornhuetter/Ferguson MACK, Thomas | abstract details |
105 - 136 - | General Pareto Optimal Allocations and Applications to Multi-period Risks BARRIEU, Pauline, SCANDOLO, Giacomo | abstract details |
137 - 146 - | Multivariate Latent Risk A Credibility Approach ENGLUND, Martin, GUILLÉN, Montserrat, GUSTAFSSON, Jim, NIELSEN, Lars Hougaard, NIELSEN, Jens Perch | abstract details |
147 - 159 - | Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks ASIMIT, Alexandru V., JONES, Bruce L. | abstract details |
161 - 170 - | On the Optimal Pricing of a Heterogeneous Portfolio FALIN, Gennady I. | abstract details |
171 - 181 - | On the Applicability of the Wang Transform for Pricing Financial Risks PELSSER, Antoon | abstract details |
183 - 206 - | On Risk Model with Dividends Payments Perturbed by a Brownian Motion An Algorithmic Approach FROSTIG, Esther | abstract details |
207 - 230 - | Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution CHAN, Jennifer S.K., CHOY, S.T. Boris, MAKOV, Udi E. | abstract details |
231 - 257 - | Optimal Consumption and Insurance A Continuous-time Markov Chain Approach KRAFT, Holger, STEFFENSEN, Mogens | abstract details |
259 - 276 - | Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin DICKSON, David C.M. | abstract details |
277 - 291 - | Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model BORATYŃSKA, Agata | abstract details |
293 - 339 - | Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions YOW, Shuan, SHERRIS, Michael | abstract details |
341 - 380 - | The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance PORTEOUS, Bruce T., TAPADAR, Pradip | abstract details |
Miscellaneous |
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381 - 382 - | 5th Conference in Actuarial Science and Finance on Samos, September 4-7, 2008 | abstract details |