Volume 7; Issue 1

Annals of Actuarial Science

Volume 7; Issue 1

1

Dependence modelling in multivariate claims run-off triangles

Merz, Michael, Wüthrich, Mario V., Hashorva, Enkelejd

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 416 KB

english, 2013

2

Executive's Guide to Solvency II, Buckham David, Wahl Jason Rose Stuart, John Wiley & Sons, 2011, 194pp. (hardback), £65.00. ISBN: 978-0-470-54572-0

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 169 KB

english, 2013

3

A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)

Ganegoda, Amandha, Evans, John

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 614 KB

english, 2013

4

Stress Testing for Financial Institutions: Applications, Regulations and Techniques, edited by Rösch Daniel, Scheule Harald, Risk Books, 2008, 457pp. £99.00. ISBN: 978-1-906348-11-3

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 170 KB

english, 2013

5

PAPERS FROM ACTUARIAL JOURNALS WORLDWIDE

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 414 KB

english, 2013

6

Bank and insurance capital management, de Weert Frans, Chichester: Wiley Finance, 2011, 246pp. (hardback), £45.00. ISBN: 978-0-470-66477-3.

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 167 KB

english, 2013

7

Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives, Fraser John, Simkins Betty J., John Wiley & Sons, 2010, 577pp. (hardback), £70.00. ISBN: 978-0-470-49908-5

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 173 KB

english, 2013

8

Quantitative Operational Risk Models, Bolancé Catalina, Guillén Montserrat, Gustafsson Jim, and Nielsen Jens Perch, Chapman & Hall/CRC Finance series, 2012, 209pp. (hardback), £44.99. ISBN9781439895924

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 169 KB

english, 2013

9

Financial Enterprise Risk Management, Sweeting Paul, Cambridge University Press, 2011, 562pp. (hardback), £70.00. ISBN9780521111645

Kelliher, Patrick

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 173 KB

english, 2013

10

Diversification in heavy-tailed portfolios: properties and pitfalls

Mainik, Georg, Embrechts, Paul

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 798 KB

english, 2013

11

The Solvency II Handbook, Developing ERM Frameworks in Insurance and Reinsurance Companies, edited by Cruz Marcelo, Risk Books, 2009, 614pp. (paperback), £145.00. ISBN: 978-1-906348-19-9

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 171 KB

english, 2013

12

Managing Business Risk: a practical guide to protecting your business, edited by Reuvid Jonathan, Kogan Page Ltd; 8th edition (2012), 274pp., £50.00 (US$99.00). ISBN: 9780749462826

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 173 KB

english, 2013

13

Economic capital modelling for the MTPL man-made catastrophe risk

Hürlimann, Werner

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 281 KB

english, 2013

14

Enterprise Risk Management

McNeil, Alexander J.

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 169 KB

english, 2013

15

AAS volume 7 issue 1 Cover and Front matter

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 176 KB

english, 2013

16

AAS volume 7 issue 1 Cover and Back matter

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 203 KB

english, 2013

17

Counterparty Credit Risk: Measurement, Pricing and Hedging, edited by Canabarro Eduardo, Risk Books, 2009, 356pp., £125.00. ISBN: 978-1-906348-34-2

Forfar, David O.

Journal:

Annals of Actuarial Science

Year:

2013

Language:

english

File:

PDF, 37 KB

english, 2013