Allocation of Capital between Assets and Liabilities
ZHANG, Yingjie
Tax-deductible Pre-event Catastrophe Loss Reserves -
The Case of Florida
MILIDONIS, Andreas, GRACE, Martin F.
The Decompositions of the Discounted Penalty Functions and Dividends-penalty Identity in a Markov-modulated Risk Model
LI, Shuanming, LU, Yi
Using Multi-dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation
COURET, Jose, VENTER, Gary
The Prediction Error of Bornhuetter/Ferguson
MACK, Thomas
General Pareto Optimal Allocations and Applications to Multi-period Risks
BARRIEU, Pauline, SCANDOLO, Giacomo
Multivariate Latent Risk -
A Credibility Approach
ENGLUND, Martin, GUILLÉN, Montserrat, GUSTAFSSON, Jim, NIELSEN, Lars Hougaard, NIELSEN, Jens Perch
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
ASIMIT, Alexandru V., JONES, Bruce L.
On the Optimal Pricing of a Heterogeneous Portfolio
FALIN, Gennady I.
On the Applicability of the Wang Transform for Pricing Financial Risks
PELSSER, Antoon
On Risk Model with Dividends Payments Perturbed by a Brownian Motion -
An Algorithmic Approach
FROSTIG, Esther
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
CHAN, Jennifer S.K., CHOY, S.T. Boris, MAKOV, Udi E.
Optimal Consumption and Insurance -
A Continuous-time Markov Chain Approach
KRAFT, Holger, STEFFENSEN, Mogens
Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
DICKSON, David C.M.
Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
BORATYŃSKA, Agata
Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions
YOW, Shuan, SHERRIS, Michael
The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance
PORTEOUS, Bruce T., TAPADAR, Pradip
5th Conference in Actuarial Science and Finance on Samos, September 4-7, 2008