Annals of Actuarial Science Volume 2 Part 1

picture of Annals of Actuarial Science Volume 2 Part 1
Published:
2007
Author:
The Actuarial Profession
  • SKU: TBAASV2P1
  • ISBN/ISSN:
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  • Modelling the claim duration of income protection insurance policyholders using parametric mixture models / D.G.W. Pitt
  • Prediction error of the chain ladder reserving method applied to correlated run-off triangles / M. Merz and M.V. Wuthrich
  • Defining and measuring investment risk in defined benefit pension funds / S.F. Whelan
  • On immunisations and S-convex extremal distributions / C. Courtois and M. Denuit
  • Bayesian nonparametric approach to credibility modelling / A. Gangopadhyay and W.-C. Gau
  • 'Freedom with publicity' - The Actuarial Profession and United Kingdom insurance regulation from 1844 to 1945 / P.M. Booth

OTHER MATTERS

  • Papers from Actuarial journals worldwide

REVIEWS

  • Quantitave risk management: concepts, techniques, tools / A.J. McNeil, R. Frey and P. Embrechts
  • The econometrics of individual risk: credit, insurance and marketing / B. Gourieroux and J. Jasiak