On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving
The Skewness of Bornhuetter-Ferguson
Tree-Based Models for the Efficient Valuation of Large Variable Annuity Portfolios
Regularized Regression for Reserving and Mortality Models
Loss Data Analysis with Maximum Entropy
Market Price of Longevity Risk for a Multi-Cohort Mortality Model with Application to Longevity Bond Option Pricing
Sample Dependence of Risk Premia
Pricing Bounds and Bang-Bang Analysis of the Polaris Variable Annuities
Usage-Based Insurance: The Concept and Study of Available Analyses
Optimal Dividends Under Erlang(2) Inter-Dividend Decision Times
Parameter Reduction in Actuarial Triangle Models
Evolutionary Hierarchical Credibility
Common Shock Models for Claim Arrays
Gaussian Process Models for Mortality Rates and Improvement Factors
On the Distribution of the Excedents of Funds with Assets and Liabilities in Presence of Solvency and Recovery Requirements
On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes
Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach
The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multi-State Latent Factor Model for Transition Rates
Optimal Withdrawal Rate Under Longevity Risks: A Criterion for Life Planning after Retirement
A Micro-Level Claim Count Model with Overdispersion and Reporting Delays
Guarantee Valuation in Notional Defined Contribution Pension Systems
Mortality Heterogeneity and Systematic Mortality Improvement
Existence and Uniqueness of Chain Ladder Solutions
A Note on Realistic Dividends in Actuarial Surplus Models
Family, Friends and Framing: A Cross-Country Study of Subjective Survival Expectations
There are 3 versions of this paper
Family, Friends and Framing: A Cross-Country Study of Subjective Survival Expectations
Family, Friends and Framing: A Cross-Country Study of Subjective Survival Expectations
Family, Friends and Framing: A Cross-Country Study of Subjective Survival Expectations
ERM in an Optimal Control Framework
Probability of Sufficiency of Solvency II Reserve Risk Margins: Practical Approximations
Pension Fund Efficiency: An International Comparison of Australian Performance
Is Gamma Frailty a Good Model? Evidence from Canadian Pension Funds
An Empirical Investigation of the Value of Finalisation Count Information to Loss Reserving
The Application of Affine Processes in Multi-Cohort Mortality Model
Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations
Immunization and Hedging of Longevity Risk
On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs
Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Family
A Hybrid Model for Pricing and Hedging of Long Dated Bonds
Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market
Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
Product Pricing and Solvency Capital Requirements for Long-Term Care Insurance
A Value Based Cohort Index for Longevity Risk Management
A Multivariate Tweedie Lifetime Model: Censoring and Truncation
A Multivariate Forward-Rate Mortality Framework
Individual Capability and Effort in Retirement Benefit Choice
There are 2 versions of this paper
Individual Capability and Effort in Retirement Benefit Choice
Individual Capability and Effort in Retirement Benefit Choice
Optimal Annuity Purchases for Australian Retirees
There are 2 versions of this paper
Optimal Annuity Purchases for Australian Retirees
Optimal Annuity Purchases for Australian Retirees
Capturing Non-Exchangeable Dependence in Multivariate Loss Processes with Nested Archimedean Lévy Copulas
Paths and Indices of Maximal Tail Dependence
Lifetime Asset Allocation with Idiosyncratic and Systematic Mortality Risks
On Optimal Periodic Dividend Strategies in the Dual Model with Diffusion
There are 2 versions of this paper