ASTIN Bulletin
Volume 42, issue 1
2012


1 - 34 - 
Linear Stochastic Reserving Methods
DAHMS, René

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35 - 58 - 
Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods
VERRALL, Richard, HÖSSJER, Ola, BJÖRKWALL, Susanna

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59 - 76 - 
Double Chain Ladder
MARTÍNEZ MIRANDA, María Dolores, NIELSEN, Jens Perch, VERRALL, Richard

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77 - 101 - 
Global Warming, Extreme Weather Events, and Forecasting Tropical Cyclones
A Market-Based Forward-Looking Approach
CHANG, Carolyn W., CHANG, Jack S.K., GUAN LIM, Kian

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103 - 122 - 
Mean-Value Principle under Cumulative Prospect Theory
KALUSZKA, Marek, KRZESZOWIEC, Michał

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123 - 152 - 
Parameter Uncertainty in Exponential Family Tail Estimation
LANDSMAN, Z., TSANAKAS, A.

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153 - 180 - 
Modeling Dependent Risks with Multivariate Erlang Mixtures
LEE, Simon C.K., LIN, X. Sheldon

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181 - 202 - 
A Nonhomogeneous Poisson Hidden Markov Model for Claim Counts
LU, Yi, ZENG, Leilei

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203 - 232 - 
No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process
DELONG, Łukasz

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233 - 270 - 
Experience and Exposure Rating for Property per Risk Excess of Loss Reinsurance Revisited
DESMEDT, S., SNOUSSI, M., CHENUT, X., WALHIN, J.F.

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271 - 290 - 
Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information
A Bayesian Approach
ARBENZ, Philipp, CANESTRARO, Davide

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291 - 324 - 
Bootstrapping Individual Claim Histories
ROSENLUND, Stig

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325 - 342 - 
Conditional Tail Expectation and Premium Calculation
HERAS, Antonio, BALBÁS, Beatriz, VILAR, José Luis

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343 - 353 - 
On Approximating Law-Invariant Comonotonic Coherent Risk Measures
NAKANO, Yumiharu

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355 - 384 - 
Higher Moments of the Claims Development Result in General Insurance
SALZMANN, Robert, WÜTRICH, Mario V., MERZ, Michael

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385 - 387 - 
Obituary
Paul Johansen, the First Chairman of ASTIN Has Died
BÜHLMANN, Hans, CZAPIEWSKI, Colin, HAVNING, Mette, JOHANSEN, Søren

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