Optimal Insurance and Reinsurance Policies in the Risk Process
GOLUBIN, A.Y.
Dividend Moments in the Dual Risk Model:
Exact and Approximate Approaches
CHEUNG, Eric C.K., DREKIC, Steve
Optimal Investment and Bounded Ruin Probability:
Constant Portfolio Strategies and Mean-Variance Analysis
KORN, Ralf, WIESE, Anke
Pareto Optimality and Equilibrium in an Insurance Market
GOLUBIN, A.Y.
The Gerber-Shiu Expected Discounted Penalty-Reward Function under an Affine Jump-Diffusion Model
AVRAM, Florin, USABEL, Miguel
Market Consistent Pricing of Insurance Products
MALAMUD, Semyon, TRUBOWITZ, Eugene, WÜTHRICH, Mario V.
Sampling Distributions of Critical Illness Insurance Premium Rates: Breast and Ovarian Cancer
LU, Li, MACDONALD, Angus, WATERS, Howard
Credibility for the Chain Ladder Reserving Method
GISLER, Alois, WÜTHRICH, Mario V.
Economic Capital Allocations for Non-Negative Portfolios of Dependent Risks
FURMAN, Edward, LANDSMAN, Zinoviy
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
BAUER, Daniel, KLING, Alexander, RUSS, Jochen
Optimal Dividends in the Dual Model with Diffusion
AVANZI, Benjamin, GERBER, Hans U.
Correction note to «The Prediction Error of Bornhuetter/Ferguson» by T. Mack
MACK, Thomas
3rd International Life Colloquium and 19th International AFIR/ERM Colloquium
Announcement and Call for Papers
IAA Life Section Prize
39th International ASTIN Colloquium
Announcement and Call for Papers
2009 Bowles Symposium
Liquidity, Valuation and Financial Crises