Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest | 2006/04/01 | English | 74 |
An Actuarial Index of the Right-Tail Risk | 1998/04/01 | English | 73 |
On the Class of Erlang Mixtures with Risk Theoretic Applications | 2007/04/01 | English | 73 |
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach | 2004/07/01 | English | 72 |
Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin | 2004/10/01 | English | 71 |
Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model | 2011/07/01 | English | 70 |
Risk Classification for Claim Counts | 2007/10/01 | English | 70 |
Mortality Regimes and Pricing | 2011/04/01 | English | 69 |
Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option | 2003/07/01 | English | 68 |
Weighted Pricing Functionals With Applications to Insurance | 2009/10/01 | English | 68 |
Modeling with Weibull-Pareto Models | 2012/04/01 | English | 67 |
Markov Aging Process and Phase-Type Law of Mortality | 2007/10/01 | English | 63 |
Actuarial Modeling with MCMC and BUGs | 2001/04/01 | English | 62 |
Pricing Annuity Guarantees Under a Regime-Switching Model | 2009/07/01 | English | 62 |
Projecting Mortality Trends | 2004/04/01 | English | 61 |
Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II | 2014/01/02 | English | 60 |
A General Procedure for Constructing Mortality Models | 2014/01/02 | English | 60 |
Modeling Surrender and Lapse Rates With Economic Variables | 2005/10/01 | English | 60 |
Enterprise Risk Management | 2012/01/01 | English | 59 |
Structural Changes in the Lee-Carter Mortality Indexes | 2011/01/01 | English | 59 |
Explaining Mortality Dynamics | 2011/04/01 | English | 58 |
On The Expected Discounted Penalty function for Lévy Risk Processes | 2006/10/01 | English | 58 |
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment | 2007/07/01 | English | 56 |
Mortality Change and Forecasting | 1998/10/01 | English | 54 |
Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions | 2014/01/02 | English | 52 |
On a Class of Renewal Risk Processes | 1998/07/01 | English | 51 |
Predicting the Frequency and Amount of Health Care Expenditures | 2011/07/01 | English | 50 |
Hedging Equity-Linked Life Insurance Contracts | 2001/04/01 | English | 50 |
Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty | 2002/01/01 | English | 49 |
A Bayesian Log-Normal Model for Multivariate Loss Reserving | 2012/01/01 | English | 49 |