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ASB volume 40 issue 2 Cover and Back matter
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
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- 20 February 2017, pp. b1-b2
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- November 2010
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Supervisory Insurance Accounting: Mathematics for Provision – and Solvency Capital – Requirements*
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
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- 09 August 2013, pp. 569-585
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- November 2010
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Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
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- 09 August 2013, pp. 871-887
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- November 2010
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Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model: Long vs. Short Memory
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
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- 09 August 2013, pp. 669-698
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- November 2010
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On Fire Exposure Rating and the Impact of the Risk Profile Type
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
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- 09 August 2013, pp. 727-777
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- November 2010
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Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 331-349
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- May 2010
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A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 241-255
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- May 2010
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Survival Analysis on Pedigrees: A Marked Point Process Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 35-64
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- May 2010
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Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 307-329
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- May 2010
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Discrete-Time Risk Models Based on Time Series for Count Random Variables
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 123-150
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- May 2010
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A Multilevel Analysis of Intercompany Claim Counts
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 151-177
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- May 2010
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The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 1-33
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- May 2010
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Dispersion Estimates for Poisson and Tweedie Models
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 271-279
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- May 2010
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ASB volume 40 issue 1 Cover and Front matter
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 20 February 2017, pp. f1-f2
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- May 2010
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Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 399-414
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- May 2010
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Bounded Relative Error Importance Sampling and Rare Event Simulation
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 377-398
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- May 2010
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Some Remarks on Delayed Renewal Risk Models
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 199-219
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- May 2010
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Determining and Allocating Diversification Benefits for a Portfolio of Risks
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 257-269
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- May 2010
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General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 369-375
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- May 2010
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Optimal Reinsurance for Variance Related Premium Calculation Principles1
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- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
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- 09 August 2013, pp. 97-121
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- May 2010
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