Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
PETERS, Gareth W., SHEVCHENKO, Pavel V., WÜTHRICH, Mario V.
Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims
LIU, Huijuan, VERRALL, Richard
Full Credibility with Generalized Linear and Mixed Models
GARRIDO, José, ZHOU, Jun
Credible Loss Ratio Claims Reserves:
The Benktander, Neuhaus and Mack Methods Revisited
HÜRLIMANN, Werner
Risk Measures and Efficient Use of Capital
ARTZNER, Philippe, DELBAEN, Freddy, KOCH-MEDINA, Pablo
Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
AFONSO, Lourdes B., EGÍDIO DOS REIS, Alfredo D., WATERS, Howard R.
Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
LI, Johnny Siu-Hang, HARDY, Mary, TAN, Ken Seng
Actuarial Applications of a Hierarchical Insurance Claims Model
FREES, Edward W., SHI, Peng, VALDEZ, Emiliano A.
Estimating the Variance of Bootstrapped Risk Measures
KIM, Joseph H.T., HARDY, Mary R.
Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
CAI, Jun, FENG, Runhuan, WILLMOT, Gordon E.
Assessing Individual Unexplained Variation in Non-Life Insurance
HÖSSJER, Ola, ERIKSSON, Bengt, JÄRNMALM, Kajsa, OHLSSON, Esbjörn
Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
BÜHLMANN, Hans, DE FELICE, Massimo, GISLER, Alois, MORICONI, Franco, WÜTHRICH, Mario V.
Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance
MAHMOUDVAND, Rahim, HASSANI, Hossein
Quasi Risk-Neutral Pricing in Insurance
NIEDERAU, Harry, ZWEIFEL, Peter
Stochastic Models for Actuarial Use: The Equilibrium Modelling of Local Markets
THOMSON, Robert J., GOTT, Dmitri V.
Invitation to the 2010 International Congress of Actuaries in Cape Town