The Devil Is in the Tails
Actuarial Mathematics and the Subprime Mortgage Crisis
DONNELLY, Catherine, EMBRECHTS, Paul
Survival Analysis on Pedigrees
A Marked Point Process Model
MACDONALD, Angus S.
On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
BAUER, Daniel, BERGMANN, Daniela, KIESEL, Rüdiger
Optimal Reinsurance for Variance Related Premium Calculation Principles
GUERRA, Manuel, CENTENO, Maria de Lourdes
Discrete-Time Risk Models on Time Series for Count Random Variables
COSSETTE, Hélène, MARCEAU, Etienne, MAUME-DESCHAMPS, Véronique
A Multilevel Analysis of Intercompany Claim Counts
ANTONIO, Katrien, FREES, Edward W., VALDEZ, Emiliano A.
Optimal Risk Control for the Excess of Loss Reinsurance Policies
MENG, Hui, ZHANG, Xin
Some Remarks on Delayed Renewal Risk Models
WOO, Jae-Kyung
Optimal Reinsurance Revisited
A Geometric Approach
CHEUNG, Ka Chun
A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process
BAUMGARTNER, Benjamin, GATTO, Riccardo
Determining and Allocating Diversification Benefits for a Portfolio of Risks
CHOO, Weihao, DE JONG, Piet
Dispersion Estimates for Poisson and Tweedie Models
ROSENLUND, Stig
On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model with Phase-Type Gains
NG, Andrew C.Y.
Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds
HASLIP, Gareth G., KAISHEV, Vladimir K.
Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values
Extensions to General Arima Models and Comparison with the Bootstrap
DENUIT, M., HABERMAN, S., RENSHAW, A.E.
Matrix-Form Recursions for a Family of Compound Distributions
WU, Xueyuan, LI, Shuanming
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
FURMAN, Edward, ZITIKIS, Ričardas
Bounded Relative Error Importance Sampling and Rare Event Simulation
MCLEISH, Don L.
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credebility Updated Premiums
AFONSO, Lourdes B., EGÍDIO DOS REIS, Alfredo D., WATERS, Howard R.