Works matching IS 05150361 AND DT 2006 AND VI 36 AND IP 2

Results: 17

LIFE ANNUITIZATION: WHY AND HOW MUCH?

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 629, doi. 10.2143/AST.36.2.2017936

By:

Hainaut, Donatien;
Devolder, Pierre

Publication type:

Article

ADVERSE SELECTION SPIRALS.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 589, doi. 10.2143/AST.36.2.2017935

By:

De Jong, Piet;
Ferris, Shauna

Publication type:

Article

ON BAYESIAN MIXTURE CREDIBILITY.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 573, doi. 10.2143/AST.36.2.2017934

By:

Lau, John W.;
Tak Kuen Siu;
Hailing Yang

Publication type:

Article

DISCUSSION OF THE MEAN SQUARE ERROR OF PREDICTION IN THE CHAIN LADDER RESERVING METHOD.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 566, doi. 10.2143/AST.36.2.2017940

By:

Venter, Gary G.

Publication type:

Article

THE ESTIMATION ERROR IN THE CHAIN-LADDER RESERVING METHOD: A BAYESIAN APPROACH.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 554, doi. 10.2143/AST.36.2.2017939

By:

Gisler, Alois

Publication type:

Article

THE MEAN SQUARE ERROR OF PREDICTION IN THE CHAIN LADDER RESERVING METHOD - FINAL REMARK.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 1, doi. 10.2143/AST.36.2.2017938

By:

Buchwalder, Markus;
Bühlmann, Hans;
Merz, Michael;
Wüthrich, Mario V.

Publication type:

Article

THE MEAN SQUARE ERROR OF PREDICTION IN THE CHAIN LADDER RESERVING METHOD - A COMMENT.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 543, doi. 10.2143/AST.36.2.2017937

By:

Mack, Thomas;
Quarg, Gerhard;
Braun, Christian

Publication type:

Article

THE MEAN SQUARE ERROR OF PREDICTION IN THE CHAIN LADDER RESERVING METHOD (MACK AND MURPHY REVISITED).

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 521, doi. 10.2143/AST.36.2.2017933

By:

Buchwalder, Markus;
Bühlmann, Hans;
Merz, Michael;
Wüthrich, Mario V.

Publication type:

Article

DYNAMIC PORTFOLIO SELECTION IN A DUAL EXPECTED UTILITY THEORY FRAMEWORK.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 505, doi. 10.2143/AST.36.2.2017932

By:

Cenci, Marisa;
Corradini, Massimiliano;
Gheno, Andrea

Publication type:

Article

A NOTE ON THE DIVIDENDS-PENALTY IDENTITY AND THE OPTIMAL DIVIDEND BARRIER.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 489, doi. 10.2143/AST.36.2.2017931

By:

Gerber, Hans U.;
Lin, X. Sheldon;
Yang, Hailiang

Publication type:

Article

A DAMAGED GENERALISED POISSON MODEL AND ITS APPLICATION TO REPORTED AND UNREPORTED ACCIDENT COUNTS.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 463, doi. 10.2143/AST.36.2.2017930

By:

Scollnik, David P. M.

Publication type:

Article

TAIL VARIANCE PREMIUM WITH APPLICATIONS FOR ELLIPTICAL PORTFOLIO OF RISKS.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 433, doi. 10.2143/AST.36.2.2017929

By:

Furman, Edward;
Landsman, Zinoviy

Publication type:

Article

OPTIMAL DYNAMIC REINSURANCE.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 415, doi. 10.2143/AST.36.2.2017928

By:

Dickson, David C. M.;
Waters, Howard R.

Publication type:

Article

MARGINAL DECOMPOSITION OF RISK MEASURES.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 375, doi. 10.2143/AST.36.2.2017927

By:

Venter, Gary G.;
Major, John A.;
Kreps, Rodney E.

Publication type:

Article

ON THE TAIL BEHAVIOR OF SUMS OF DEPENDENT RISKS.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 361, doi. 10.2143/AST.36.2.2017926

By:

Barbe, Philippe;
Fougères, Anne-Laure;
Genest, Christian

Publication type:

Article

A NOTE ON CREDIT INSURANCE.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 347, doi. 10.2143/AST.36.2.2017925

By:

Leitner, Johannes

Publication type:

Article

THE IMPACT OF MULTIFACTORIAL GENETIC DISORDERS ON CRITICAL ILLNESS INSURANCE: A SIMULATION STUDY BASED ON UK BIOBANK.

Published in:

Astin Bulletin, 2006, v. 36, n. 2, p. 311, doi. 10.2143/AST.36.2.2017924

By:

Macdonald, Angus;
Pritchard, Delme;
Tapadar, Pradip

Publication type:

Article