USING THE CENSORED GAMMA DISTRIBUTION FOR MODELING FRACTIONAL RESPONSE VARIABLES WITH AN APPLICATION TO LOSS GIVEN DEFAULT.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 673, doi. 10.2143/AST.41.2.2136992
- By:
- Publication type:
- Article
Works matching IS 05150361 AND DT 2011 AND VI 41 AND IP 2
Results: 14
1
2
RANDOMIZED OBSERVATION PERIODS FOR THE COMPOUND POISSON RISK MODEL: DIVIDENDS.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 645, doi. 10.2143/AST.41.2.2136991
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- Publication type:
- Article
3
OPTIMAL DIVIDENDS AND CAPITAL INJECTIONS IN THE DUAL MODEL WITH DIFFUSION.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 611, doi. 10.2143/AST.41.2.2136990
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- Publication type:
- Article
4
MODELLING DEPENDENCE IN INSURANCE CLAIMS PROCESSES WITH LÉVY COPULAS.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 575, doi. 10.2143/AST.41.2.2136989
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- Publication type:
- Article
5
OPTIMAL REINSURANCE REVISITED -- POINT OF VIEW OF CEDENT AND REINSURER.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 547, doi. 10.2143/AST41.2.2136988
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- Publication type:
- Article
6
THE IMPACT OF STOCHASTIC VOLATILITY ON PRICING, HEDGING, AND HEDGE EFFICIENCY OF WITHDRAWAL BENEFIT GUARANTEES IN VARIABLE ANNUITIES.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 511, doi. 10.2143/AST.41.2.2136987
- By:
- Publication type:
- Article
7
OPTIMAL REINSURANCE UNDER VAR AND CVAR RISK MEASURES: A SIMPLIFIED APPROACH.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 487, doi. 10.2143/AST.41.2.2136986
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- Publication type:
- Article
8
MARKET-CONSISTENT VALUATION OF INSURANCE LIABILITIES BY COST OF CAPITAL.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 315, doi. 10.2143/AST.41.2.2136980
- By:
- Publication type:
- Article
9
FAIR VALUATION OF LIFE INSURANCE CONTRACTS UNDER A CORRELATED JUMP DIFFUSION MODEL.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 429, doi. 10.2143/AST.41.2.2136984
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- Publication type:
- Article
10
MODELLING AND FORECASTING THE MORTALITY OF THE VERY OLD.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 419, doi. 10.2143/AST.41.2.2136983
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- Publication type:
- Article
11
MODELLING ADULT MORTALITY IN SMALL POPULATIONS: THE SAINT MODEL.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 377, doi. 10.2143/AST.41.2.2136982
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- Publication type:
- Article
12
THE IMPACT OF GENETIC INFORMATION ON THE INSURANCE INDUSTRY: CONCLUSIONS FROM THE 'BOTTOM-UP' MODELLING PROGRAMME.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 343, doi. 10.2143/AST.41.2.2136981
- By:
- Publication type:
- Article
13
DEPENDENT LOSS RESERVING USING COPULAS.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 449, doi. 10.2143/AST.41.2.2136985
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- Publication type:
- Article
14
DEVELOPMENT PATTERN AND PREDICTION ERROR FOR THE STOCHASTIC BORNHUETTER-FERGUSON CLAIMS RESERVING METHOD.
- Published in:
- Astin Bulletin, 2011, v. 41, n. 2, p. 279, doi. 10.2143/AST.41.2.2136979
- By:
- Publication type:
- Article