1962 results in ASTIN Bulletin: The Journal of the IAA
Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 279-313
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- November 2011
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Dependent Loss Reserving using Copulas
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 449-486
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- November 2011
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Optimal Reinsurance Revisited – Point of View of Cedent and Reinsurer
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 547-574
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- November 2011
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Optimal Dividends and Capital Injections in the Dual Model with Diffusion
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 611-644
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- November 2011
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Market-Consistent Valuation of Insurance Liabilities by Cost of Capital
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 315-341
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- November 2011
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The Impact of Genetic Information on the Insurance Industry: Conclusions from the ‘Bottom-Up’ Modelling Programme
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 343-376
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- November 2011
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Modelling Dependence in Insurance Claims Processes with Lévy Copulas
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 575-609
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- November 2011
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The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge Efficiency of Withdrawal Benefit Guarantees in Variable Annuities
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 511-545
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- November 2011
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Using the Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 673-710
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- November 2011
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Modelling and Forecasting the Mortality of the Very Old
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 419-427
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- November 2011
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Fair Valuation of Life Insurance Contracts Under a Correlated Jump Diffusion Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
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- 09 August 2013, pp. 429-447
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- November 2011
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A Bayesian Approach for Estimating Extreme Quantiles Under a Semiparametric Mixture Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 87-106
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- May 2011
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On Maximum Likelihood and Pseudo-Maximum Likelihood Estimation in Compound Insurance Models with Deductibles
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 1-28
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- May 2011
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Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 107-129
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- May 2011
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Ambiguity Aversion: A New Perspective on Insurance Pricing
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 157-189
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- May 2011
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A Note on Subadditivity of Zero-Utility Premiums
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 239-250
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- May 2011
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Measuring Comonotonicity in M-Dimensional Vectors
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 191-213
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- May 2011
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Maximum Likelihood and Estimation Efficiency of the Chain Ladder
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 131-155
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- May 2011
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Pension Fund Management and Conditional Indexation
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 61-86
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- May 2011
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Statistiscal Analysis of the Spreads of Catastrophe Bonds at the Time of Issue
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 1 / May 2011
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- 09 August 2013, pp. 251-277
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- May 2011
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