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Paper and presentation archive 1998

General Insurance Convention & ASTIN Colloquium 1998

Preparing for the Euro [summary only]
Supermodular ordering and stochastic annuities
Some applications of unsupervised neural networks in rate making procedure
Benchmarking
Asset modelling - empirical tests of yield curve generators
The handling of continuous tariff variables: tips and experiences
Strong stop-loss criteria: definition and application to risk management
Data warehousing
Actuaries in claims management advisory roles [summary only]
Dynamic dynamic-programming solutions for the portfolio of risky assets
The impact of proportional mortality profit distribution on solidarity
The transitional state chain-ladder method
Non-homogeneous Markov and semi-Markov models for pricing derivative securities
Extreme value techniques. Part III - increased limits factors (ILF) pricing
Extreme value techniques. Part II - value proposition for Fortune 500 companies
Largest claims reinsurance premiums under possible claims dependence
Currency risk models in insurance: a mathematical perspective
Extreme value techniques. Part I - pricing high-excess property and casualty layers
Stochastic claims inflation in IBNR
Liability modelling - empirical tests of loss emergence generators
Some stochastic control problems in insurance
Minimum solvency margin of a general insurance company: proposals and curiosities
Reinsurance bad debt provisions [summary only]
Reserving and pricing for large claims
The reserving of non-standard classes of insurance
Customer lifetime value [summary only]
Pricing of insurance risk [submitted for the Brian Hey Prize]
Some estimates on the standard deviation of ultimate claims when judgement is used
Year 2000
Price/demand elasticity
Pricing for risk in financial transactions
Extreme value techniques. Part IV - fin re pricing
Pricing the risk of a general insurance portfolio using series expansions for the finite time multivariate ruin probability in a financial-actuarial risk process

General Insurance Convention & ASTIN Colloquium1998

Standard errors of prediction in claims reserving: a comparison of methods. Analytic and bootstrap estimates of prediction errors in claims reserving

General Insurance Convention / ASTIN Colloquium 1998

Including insurance indices and the boundaries
Appendix A: 1998 survey of proprietory risk assessment systems
UK Household Business Working Party
Measuring competitiveness simply
1998 GISC Reinsurance Pricing Working Party

General Insurance Convention 1998

Dynamic dynamic-programming solutions for the portfolio of risky assets
Minimum solvency margin of a general insurance company: proposals and curiosities
A stochastic model to determine IBNR reserves

General Insurance Convention and ASTIN Colloquium 1998

Financial pricing of insurance in the multiple line insurance company
Portfolio optimisation