Volume 9; Issue 2

North American Actuarial Journal

Volume 9; Issue 2

1

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

Chi-Liang Tsai, Cary

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 180 KB

english, 2005

2

The Time Value of Ruin in a Sparre Andersen Model

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 399 KB

english, 2005

3

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

Schmidli, Hanspeter

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 216 KB

english, 2005

4

On the Moments of the Time of Ruin with Applications to Phase-Type Claims

Drekic, Steve, Willmot, Gordon E.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 365 KB

english, 2005

5

“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model,”, Andrew C. Y. Ng and Hailiang Yang, July 2005

Sheldon Lin, X., Liu, Xiaoming

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 215 KB

english, 2005

6

“Authors’ Reply: The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 - Discussions by Hanspeter Schmidli, Hansjörg Albrecher, Cary Chi-Liang Tsai, Shuanming Li

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 229 KB

english, 2005

7

“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model,”, Andrew C. Y. Ng and Hailiang Yang, July 2005

Gerber, Hans U., Shiu, Elias S. W.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 152 KB

english, 2005

8

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 212 KB

english, 2005

9

Modeling Hidden Exposures in Claim Severity Via the Em Algorithm

Rempala, Grzegorz A., Derrig, Richard A.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 394 KB

english, 2005

10

Variance of the CTE Estimator

John Manistre, B., Hancock, Geoffrey H.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 537 KB

english, 2005

11

We Are All “Actuaries Of The Third Kind” Now

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 169 KB

english, 2005

12

2003 Swiss Re Blood Pressure Study of Insured Lives

Allen Pinkham, C., Ivanovic, Brian, Cumming, Marianne E.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 274 KB

english, 2005

13

Credibility Using Copulas

Frees, Edward W., Wang, Ping

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 415 KB

english, 2005

14

Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model

Ng, Andrew C. Y., Yang, Hailiang

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 377 KB

english, 2005

15

“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005

Albrecher, Hansjörg

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 207 KB

english, 2005