5th Conference in Actuarial Science & Finance on Samos, September 4-7, 2008.
- Published in:
- 2008
- Publication type:
- Conference Paper/Materials
Works matching IS 05150361 AND DT 2008 AND VI 38 AND IP 1
Results: 18
1
2
THE IMPACT OF CAPITAL STRUCTURE ON ECONOMIC CAPITAL AND RISK ADJUSTED PERFORMANCE.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 341, doi. 10.1017/S0515036100015191
- By:
- Publication type:
- Article
3
ENTERPRISE RISK MANAGEMENT, INSURER VALUE MAXIMISATION, AND MARKET FRICTIONS.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 293, doi. 10.1017/S051503610001518X
- By:
- Publication type:
- Article
4
POSTERIOR REGRET Γ-MINIMAX ESTIMATION OF INSURANCE PREMIUM IN COLLECTIVE RISK MODEL.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 277
- By:
- Publication type:
- Article
5
SOME EXPLICIT SOLUTIONS FOR THE JOINT DENSITY OF THE TIME OF RUIN AND THE DEFICIT AT RUIN.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 259, doi. 10.1017/S0515036100015166
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- Publication type:
- Article
6
OPTIMAL CONSUMPTION AND INSURANCE: A CONTINUOUS-TIME MARKOV CHAIN APPROACH.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 231, doi. 10.1017/S0515036100015154
- By:
- Publication type:
- Article
7
ROBUST BAYESIAN ANALYSIS OF LOSS RESERVES DATA USING THE GENERALIZED-i DISTRIBUTION.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 207, doi. 10.1017/S0515036100015142
- By:
- Publication type:
- Article
8
ON RISK MODEL WITH DIVIDENDS PAYMENTS PERTURBED BY A BROWNIAN MOTION - AN ALGORITHMIC APPROACH.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 183, doi. 10.1017/S0515036100015130
- By:
- Publication type:
- Article
9
ON THE APPLICABILITY OF THE WANG TRANSFORM FOR PRICING FINANCIAL RISKS.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 171, doi. 10.1017/S0515036100015129
- By:
- Publication type:
- Article
10
ON THE OPTIMAL PRICING OF A HETEROGENEOUS PORTFOLIO.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 161, doi. 10.1017/S0515036100015117
- By:
- Publication type:
- Article
11
ASYMPTOTIC TAIL PROBABILITIES FOR LARGE CLAIMS REINSURANCE OF A PORTFOLIO OF DEPENDENT RISKS.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 147, doi. 10.1017/S0515036100015105
- By:
- Publication type:
- Article
12
MULTIVARIATE LATENT RISK: A CREDIBILITY APPROACH.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 137, doi. 10.1017/S0515036100015099
- By:
- Publication type:
- Article
13
GENERAL PARETO OPTIMAL ALLOCATIONS AND APPLICATIONS TO MULTI-PERIOD RISKS.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 105, doi. 10.1017/S0515036100015087
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- Publication type:
- Article
14
THE PREDICTION ERROR OF BORNHUETTER/FERGUSON.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 87, doi. 10.1017/S0515036100015075
- By:
- Publication type:
- Article
15
USING MULTI-DIMENSIONAL CREDIBILITY TO ESTIMATE CLASS FREQUENCY VECTORS IN WORKERS COMPENSATION.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 73, doi. 10.1017/S0515036100015063
- By:
- Publication type:
- Article
16
THE DECOMPOSITIONS OF THE DISCOUNTED PENALTY FUNCTIONS AND DIVIDENDS-PENALTY IDENTITY IN A MARKOV-MODULATED RISK MODEL.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 53, doi. 10.1017/S0515036100015051
- By:
- Publication type:
- Article
17
TAX-DEDUCTIBLE PRE-EVENT CATASTROPHE LOSS RESERVES: THE CASE OF FLORIDA.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 13, doi. 10.1017/S051503610001504X
- By:
- Publication type:
- Article
18
ALLOCATION OF CAPITAL BETWEEN ASSETS AND LIABILITIES.
- Published in:
- Astin Bulletin, 2008, v. 38, n. 1, p. 1, doi. 10.1017/S0515036100015038
- By:
- Publication type:
- Article