Volume 39; Issue 2

Main
Astin Bulletin
Volume 39; Issue 2

Astin Bulletin

Volume 39; Issue 2

1

Option Pricing in a Jump-Diffusion Model with Regime-Switching

YUEN, Fei Lung, YANG, Hailiang

Journal:

Year:

2009

Language:

english

File:

PDF, 474 KB

english, 2009

2

A Note on Nonparametric Estimation of the CTE

KO, Bangwon, RUSSO, Ralph P., SHYAMALKUMAR, Nariankadu D.

Journal:

Year:

2009

Language:

english

File:

PDF, 527 KB

english, 2009

3

New Goodness-of-Fit Tests for Pareto Distributions

RIZZO, Maria L.

Journal:

Year:

2009

Language:

english

File:

PDF, 827 KB

english, 2009

4

Demand Elasticity, Risk Classification and Loss Coverage

Journal:

Year:

2009

Language:

english

File:

PDF, 1.23 MB

english, 2009

5

Asymptotics for Operational Risk Quantified with Expected Shortfall

BIAGINI, Francesca, ULMER, Sascha

Journal:

Year:

2009

Language:

english

File:

PDF, 531 KB

english, 2009

6

Stochastic Mortality

OLIVIERI, Annamaria, PITACCO, Ermanno

Journal:

Year:

2009

Language:

english

File:

PDF, 998 KB

english, 2009

7

A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model

LIU, Huijuan, VERRALL, Richard

Journal:

Year:

2009

Language:

english

File:

PDF, 351 KB

english, 2009

8

Scenario Analysis for a Multi-Period Diffusion Model of Risk

MALINOVSKII, Vsevolod K.

Journal:

Year:

2009

Language:

english

File:

PDF, 700 KB

english, 2009

9

Modelling Adverse Selection in the Presence of a Common Genetic Disorder

MACDONALD, Angus S., MCIVOR, Kenneth R.

Journal:

Year:

2009

Language:

english

File:

PDF, 540 KB

english, 2009

10

Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation

HAO, Xuemiao, TANG, Qihe

Journal:

Year:

2009

Language:

english

File:

PDF, 488 KB

english, 2009

11

Continuous Monitoring

LINDSET, Snorre, PERSSON, Svein-Arne

Journal:

Year:

2009

Language:

english

File:

PDF, 425 KB

english, 2009

12

Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs

VERLAAK, Robert, HÜRLIMANN, Werner, BEIRLANT, Jan

Journal:

Year:

2009

Language:

english

File:

PDF, 1.31 MB

english, 2009

13

Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family

ALAI, Daniel H., WÜTHRICH, Mario V.

Journal:

Year:

2009

Language:

english

File:

PDF, 733 KB

english, 2009

14

Multi-Level Risk Aggregation

FILIPOVIĆ, Damir

Journal:

Year:

2009

Language:

english

File:

PDF, 482 KB

english, 2009

15

On Parameter Estimation in Hierarchical Credibility

BELHADJ, Hassine, GOULET, Vincent, OUELLET, Tommy

Journal:

Year:

2009

Language:

english

File:

PDF, 542 KB

english, 2009

16

Sharing Risk

Journal:

Year:

2009

Language:

english

File:

PDF, 1.21 MB

english, 2009

17

The Application of Expected-Utility Theory to the Choice of Investment Channels in a Defined-Contribution Retirement Fund

Levitan, Shaun, Thomson, Robert

Journal:

Year:

2009

Language:

english

File:

PDF, 825 KB

english, 2009

18

ASB volume 39 issue 2 Cover and Back matter

Journal:

Year:

2009

Language:

english

File:

PDF, 1.10 MB

english, 2009

19

ASB volume 39 issue 2 Cover and Front matter

Journal:

Year:

2009

File:

PDF, 801 KB

2009