| Flores, C. |
Multiplicative cascade models for rain in hydro-meteorological disasters risk management |
| Lescourret, L. and Robert, C. |
Estimating the probability of two dependent catastrophic events |
| Christofides, S. |
Pricing of catastrophe linked securities |
| Roustant, O., Laurent, J-P., Bay, X. and Carraro, L. |
A bootstrap approach to price uncertainty of weather derivatives |
| Neuhaus, W. |
On the estimation of outstanding claims |
| Braun, C. |
The prediction error of the chain ladder method applied to correlated run-off triangles |
| Wu, X. and Yuen, Y. |
On an interaction risk model with delayed claims |
| Ahlgrim, K.C., D'Arcy, S.P. and Gorvett, R.W. |
Asset-liability modeling for insurers: Incorporating a regime-switching process
for equity returns into a Dynamic Financial Analysis model. |
| Conger, R.F., Hurley, J.D. and Lowe, S.P. |
How might the presentation of liabilites at fair value have affected the
reported results of US property and casualty insurers? |
| Landsman, Z. and Valdez, E.A. |
Tail conditional expectations for exponential dispersion models |
| Wüthrich, M.V. |
Aggregation and diversification effect of dependent random variables |
| Cairns, A.J.G. and Rosas, S.A.G. |
A family of term-structure models with stochastic volatility for use in dynamic financial analysis |
| Holtan, J. |
Pragmatic insurance option pricing |
| Aase, K.K. |
Area yield futures and future options: Risk management and hedging |
| Cummins, J.D., Miltersen, K.R., and Persson, S-A. |
International comparison of interest rate guarantees in life insurance |
| de Lourdes Centeno, M and e Silva, J.A. |
Applying the proportional hazard premium calculation principle. |
| Ohlsson, E. |
Credibility rating in a multiplicative tariff. |
| dos Reis, A.D.E. |
The compound binomial model revisited. |
| Garcia, J.M.A. |
Explicit solutions for survival probabilities in the classical risk model. |
| Goovaerts, M.J., van den Borre, E. and Laeven, R.J.A. |
Managing economic and virtual economic capital within financial conglomerates. |
| Rydtgaard, M. and Savelli, N. |
Risk-based capital requirements for property and liability insurers according to
different reinsurance strategies and the effect on profitability. |
| Rempala, G.A. and Derrig, R.A. |
Modelling hidden exposures in claim severity via the EM algorithm. |
| D'Arcy, S.P. and Derrig, R.A.
|
The economics of insurance fraud investigation: Evidence of a Nash Equilibrium. |