Works matching IS 05150361 AND DT 2010 AND VI 40 AND IP 1
Results: 19
NUMERICAL EVALUATION OF CONTINUOUS TIME RUIN PROBABILITIES FOR A PORTFOLIO WITH CREDIBILITY UPDATED PREMIUMS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 399, doi. 10.2143/AST.40.1.2049236
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- Article
BOUNDED RELATIVE ERROR IMPORTANCE SAMPLING AND RARE EVENT SIMULATION.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 377, doi. 10.2143/AST.40.1.2049235
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- Article
GENERAL STEIN-TYPE COVARIANCE DECOMPOSITIONS WITH APPLICATIONS TO INSURANCE AND FINANCE.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 369, doi. 10.2143/AST.40.1.2049234
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- Article
MATRIX-FORM RECURSIONS FOR A FAMILY OF COMPOUND DISTRIBUTIONS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 351, doi. 10.2143/AST.40.1.2049233
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- Article
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, 2010, v. 40, n. 1, p. 331, doi. 10.2143/AST.40.1.2049232
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- Article
PRICING OF REINSURANCE CONTRACTS IN THE PRESENCE OF CATASTROPHE BONDS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 307, doi. 10.2143/AST.40.1.2049231
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- Article
ON THE UPCROSSING AND DOWNCROSSING PROBABILITIES OF A DUAL RISK MODEL WITH PHASE-TYPE GAINS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 281, doi. 10.2143/AST.40.1.2049230
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- Article
DISPERSION ESTIMATES FOR POISSON AND TWEEDIE MODELS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 271, doi. 10.2143/AST.40.1.2049229
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- Article
DETERMINING AND ALLOCATING DIVERSIFICATION BENEFITS FOR A PORTFOLIO OF RISKS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 257, doi. 10.2143/AST.40.1.2049228
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- Article
A BOOTSTRAP TEST FOR THE PROBABILITY OF RUIN IN THE COMPOUND POISSON RISK PROCESS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 241, doi. 10.2143/AST.40.1.2049227
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- Article
OPTIMAL REINSURANCE REVISITED - A GEOMETRIC APPROACH.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 221, doi. 10.2143/AST.40.1.2049226
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- Article
SOME REMARKS ON DELAYED RENEWAL RISK MODELS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 199, doi. 10.2143/AST.40.1.2049225
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- Article
OPTIMAL RISK CONTROL FOR THE EXCESS OF LOSS REINSURANCE POLICIES.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 179, doi. 10.2143/AST.40.1.2049224
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- Article
A MULTILEVEL ANALYSIS OF INTERCOMPANY CLAIM COUNTS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 151, doi. 10.2143/AST.40.1.2049223
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- Article
DISCRETE-TIME RISK MODELS BASED ON TIME SER FOR COUNT RANDOM VARIABLES.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 123, doi. 10.2143/AST.40.1.2049221
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- Article
OPTIMAL REINSURANCE FOR VARIANCE RELATED PREMIUM CALCULATION PRINCIPLES.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 97, doi. 10.2143/AST.40.1.2049220
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- Article
ON THE RISK-NEUTRAL VALUATION OF LIFE INSURANCE CONTRACTS WITH NUMERICAL METHODS IN VIEW.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 65, doi. 10.2143/AST.40.1.2049219
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- Article
SURVIVAL ANALYSIS ON PEDIGREES: A MARKED POINT PROCESS MODEL.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 35, doi. 10.2143/AST.40.1.2049218
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- Article
THE DEVIL IS IN THE TAILS: ACTUARIAL MATHEMATICS AND THE SUBPRIME MORTGAGE CRISIS.
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- Astin Bulletin, 2010, v. 40, n. 1, p. 1, doi. 10.2143/AST.40.1.2049222
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- Article