NUMERICAL EVALUATION OF CONTINUOUS TIME RUIN PROBABILITIES FOR A PORTFOLIO WITH CREDIBILITY UPDATED PREMIUMS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 399, doi. 10.2143/AST.40.1.2049236
- By:
- Publication type:
- Article
Works matching IS 05150361 AND DT 2010 AND VI 40 AND IP 1
Results: 19
1
2
BOUNDED RELATIVE ERROR IMPORTANCE SAMPLING AND RARE EVENT SIMULATION.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 377, doi. 10.2143/AST.40.1.2049235
- By:
- Publication type:
- Article
3
GENERAL STEIN-TYPE COVARIANCE DECOMPOSITIONS WITH APPLICATIONS TO INSURANCE AND FINANCE.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 369, doi. 10.2143/AST.40.1.2049234
- By:
- Publication type:
- Article
4
MATRIX-FORM RECURSIONS FOR A FAMILY OF COMPOUND DISTRIBUTIONS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 351, doi. 10.2143/AST.40.1.2049233
- By:
- Publication type:
- Article
5
COMONOTONIC APPROXIMATIONS TO QUANTILES OF LIFE ANNUITY CONDITIONAL EXPECTED PRESENT VALUES: EXTENSIONS TO GENERAL ARIMA MODELS AND COMPARISON WITH THE BOOTSTRAP.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 331, doi. 10.2143/AST.40.1.2049232
- By:
- Publication type:
- Article
6
PRICING OF REINSURANCE CONTRACTS IN THE PRESENCE OF CATASTROPHE BONDS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 307, doi. 10.2143/AST.40.1.2049231
- By:
- Publication type:
- Article
7
ON THE UPCROSSING AND DOWNCROSSING PROBABILITIES OF A DUAL RISK MODEL WITH PHASE-TYPE GAINS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 281, doi. 10.2143/AST.40.1.2049230
- By:
- Publication type:
- Article
8
DISPERSION ESTIMATES FOR POISSON AND TWEEDIE MODELS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 271, doi. 10.2143/AST.40.1.2049229
- By:
- Publication type:
- Article
9
DETERMINING AND ALLOCATING DIVERSIFICATION BENEFITS FOR A PORTFOLIO OF RISKS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 257, doi. 10.2143/AST.40.1.2049228
- By:
- Publication type:
- Article
10
A BOOTSTRAP TEST FOR THE PROBABILITY OF RUIN IN THE COMPOUND POISSON RISK PROCESS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 241, doi. 10.2143/AST.40.1.2049227
- By:
- Publication type:
- Article
11
OPTIMAL REINSURANCE REVISITED - A GEOMETRIC APPROACH.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 221, doi. 10.2143/AST.40.1.2049226
- By:
- Publication type:
- Article
12
SOME REMARKS ON DELAYED RENEWAL RISK MODELS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 199, doi. 10.2143/AST.40.1.2049225
- By:
- Publication type:
- Article
13
OPTIMAL RISK CONTROL FOR THE EXCESS OF LOSS REINSURANCE POLICIES.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 179, doi. 10.2143/AST.40.1.2049224
- By:
- Publication type:
- Article
14
A MULTILEVEL ANALYSIS OF INTERCOMPANY CLAIM COUNTS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 151, doi. 10.2143/AST.40.1.2049223
- By:
- Publication type:
- Article
15
DISCRETE-TIME RISK MODELS BASED ON TIME SER FOR COUNT RANDOM VARIABLES.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 123, doi. 10.2143/AST.40.1.2049221
- By:
- Publication type:
- Article
16
OPTIMAL REINSURANCE FOR VARIANCE RELATED PREMIUM CALCULATION PRINCIPLES.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 97, doi. 10.2143/AST.40.1.2049220
- By:
- Publication type:
- Article
17
ON THE RISK-NEUTRAL VALUATION OF LIFE INSURANCE CONTRACTS WITH NUMERICAL METHODS IN VIEW.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 65, doi. 10.2143/AST.40.1.2049219
- By:
- Publication type:
- Article
18
SURVIVAL ANALYSIS ON PEDIGREES: A MARKED POINT PROCESS MODEL.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 35, doi. 10.2143/AST.40.1.2049218
- By:
- Publication type:
- Article
19
THE DEVIL IS IN THE TAILS: ACTUARIAL MATHEMATICS AND THE SUBPRIME MORTGAGE CRISIS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 1, doi. 10.2143/AST.40.1.2049222
- By:
- Publication type:
- Article