The 4th AFIR/ERM International Colloquium
The XXV ASTIN Colloquium in Cannes
G. PARKER
Two Stochastic Approaches
for Discounting Actuarial Functions
O. HESSELAGER
A Markov Model for Loss Reserving
H. U. GERBER, E.S.W. SHIU
Martingale Approach to Pricing Perpetual American Options
E. KREMER
Robust Credibility via Robust Kalman Filtering
D. A. STANFORD, K. J. STROINSKI
Recursive Methods for Computing Finite Time
Ruin Probabilities for Phase-Distributed claim sizes
R. S. AMBAGASPITIYA, N. BALAKRISHNAN
On the Compound Generalized Poisson Distributions
A. E. RENSHAW
Modeling the Claims Process in the Presence of Covariates
J. LEMAIRE, H. M. ZI
A Comparative Analysis of 30 Bonus-Malus Systems
B. AJNE
Additivity of Chain-Ladder Projections
P. TER BERG
Deductibles and the Inverse Gaussian Distribution
R. J. VERRALL
A Method for Modelling Varying Run-off Evolutions
In Claims Reserving