Accepted papers (41) click to download .RAR file 16.8 MB

Alexander Ludwig, Klaus D. Schmidt:Calendar Year Reserves in the Multivariate Additive Model

Alois Gisler, Annina Saluz, Mario V. Wüthrich:Bornhuetter-Ferguson Reserving Method with Repricing

Andrei Badescu:A two-dimensional risk model with proportional reinsurance

Andrey Kudryavtsev:Multicollinearity in credibility regression models

Anna Castañer, M. Mercè Claramunt, Claude Lefèvre:Multirisks models in discrete time

Annina Saluz, Alois Gisler, Mario Wuthrich:Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method

Benjamin Avanzi, Luke C. Cassara, Bernard Wong:Modelling Dependence in Insurance Claims Processes with Levy Copulas

Catalina Bolancé, Mercedes Ayuso, Montserrat Guillén:Non parametric approach to analyzing operational risk losses

Christian Biener:Pricing in Microinsurance Markets

Corina Constantinescu:Explicit ruin formulas for models with dependence among risks

Dimitri Semenovich, Ian Heppell:Applications of convex optimization in premium rating

Dorothea Diers:Multi-Year Enterprise Risk Management based on Internal Models

Emiliano A. Valdez, Yugu Xiao:On the distortion of a copula and its margins

Enrique de Alba, Ricardo Andrade:Bayesian Graduation. A Fresh View

Eva Boj, Josep Fortiana, Anna Esteve, M. M. Claramunt, T. Costa:Actuarial Applications of Distance-Based Generalized Linear Models

Franck ADEKAMBI:Health care insurance pricing when the healthy and sick periods form an alternating renewal process with stochastic force of interest

Fredrik Thuring:A credibility method for profitable cross-selling of insurance products

Georgios Pitselis:On a Hierarchical Credibility Model for Quantiles

Gerard Torrent:Simulation of High-Dimensional T-Student Copula

Gian Paolo Clemente, Nino Savelli:Stochastic Claim Reserving Based on CRM for Solvency II Purposes

Glenn Meyers, Peng Shi:The Retrospective Testing of Stochastic Loss Reserve Models

Jean-Philippe Boucher, Donatien Hainaut:Count Data Modeling with Multifractal Processes

José A. Álvarez Jareño, Prudencio Muñiz Rodríguez:Index of Ranking for bonus-malus system

Jozef Hajnala:METHODOLOGY IN SIMULATION ESTIMATION OF COLLECTIVE RISK IN NON-LIFE INSURANCE

Lluís Bermúdez, Antoni Ferri, Montserrat Guillén:A correlation analysis for non life underwriting module SCR

Lourdes B. Afonso, Rui M.R. Cardoso, Alfredo D. Egídio dos Reis:Dividend problems in the dual risk model

Magda Schiegl:A Model Study about the Applicability of the Chain Ladder Method

MARCO PIRRA, SALVATORE FORTE, MATTEO IALENTI:Implementing a Solvency II internal model: Bayesian stochastic reserving and Parameter Estimation

María Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall:Double Chain Ladder and Bornhuetter-Ferguson

María Dolores Martínez Miranda, Jens Perch Nielsen, Richard Verrall:Double Chain Ladder

Mario V. Wuthrich , Paul Embrechts , Andreas Tsanakasy:Risk Margin for a Non-Life Insurance Run-Off

Michael Fackler:Inflation and excess insurance

Michael Fackler:The financial crisis – risk transfer, insurance layers and (no?) reinsurance culture

Neil M. Bodoff:Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk, and Value

Niels Rietdorf, Anders Hedegaard Jessen:Diagonal effects in claims reserving

Niels Rietdorf, Anders Hedegaard Jessen:Provisions for loss adjustment expenses

René Stephan:Measuring the Impact of Inflation on the undiscounted Loss Reserves

S.D. Baxter, O.D. Bettis, S.J.R. Brimblecombe, C.A. Fitzgerald, Dr. S. Harrison, V.J. Hodge, B.P. Maher, P.G. Meins, A. Mookerjee. L. Perroy and N.G. Silver:CLIMATE CHANGE AND RESOURCE DEPLETION: THE CHALLENGE FOR ACTUARIES (REVIEW OF LITERATURE)

Sebastian Happ , Michael Merzy, Mario V. WuthricH:Claims Development Result in the Paid-Incurred Chain Reserving Method

Werner Hürlimann:INSURANCE RISK ECONOMIC CAPITAL FOR EXCESS-OF-LOSS CONTRACTS WITH AN INFLATION STABILITY CLAUSE

Yuriy Krvavych:Managing exposure to reinsurance credit risk