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Conference papers for 1998
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General Insurance Convention & ASTIN Colloquium 1998
Actuaries in claims management advisory roles [summary only]
Asset modelling - empirical tests of yield curve generators
Benchmarking
Currency risk models in insurance: a mathematical perspective
Customer lifetime value [summary only]
Data warehousing
Dynamic dynamic-programming solutions for the portfolio of risky assets
Extreme value techniques. Part I - pricing high-excess property and casualty layers
Extreme value techniques. Part II - value proposition for Fortune 500 companies
Extreme value techniques. Part III - increased limits factors (ILF) pricing
Extreme value techniques. Part IV - fin re pricing
Largest claims reinsurance premiums under possible claims dependence
Liability modelling - empirical tests of loss emergence generators
Minimum solvency margin of a general insurance company: proposals and curiosities
Non-homogeneous Markov and semi-Markov models for pricing derivative securities
Preparing for the Euro [summary only]
Price/demand elasticity
Pricing for risk in financial transactions
Pricing of insurance risk [submitted for the Brian Hey Prize]
Pricing the risk of a general insurance portfolio using series expansions for the finite time multivariate ruin probability in a financial-actuarial risk process
Reinsurance bad debt provisions [summary only]
Reserving and pricing for large claims
Some applications of unsupervised neural networks in rate making procedure
Some estimates on the standard deviation of ultimate claims when judgement is used
Some stochastic control problems in insurance
Stochastic claims inflation in IBNR
Strong stop-loss criteria: definition and application to risk management
Supermodular ordering and stochastic annuities
The handling of continuous tariff variables: tips and experiences
The impact of proportional mortality profit distribution on solidarity
The reserving of non-standard classes of insurance
The transitional state chain-ladder method
Year 2000
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
1998 GISC Reinsurance Pricing Working Party
Appendix A: 1998 survey of proprietory risk assessment systems
Including insurance indices and the boundaries
Measuring competitiveness simply
UK Household Business Working Party
General Insurance Convention 1998
A stochastic model to determine IBNR reserves
Dynamic dynamic-programming solutions for the portfolio of risky assets
Minimum solvency margin of a general insurance company: proposals and curiosities
General Insurance Convention and ASTIN Colloquium 1998
Financial pricing of insurance in the multiple line insurance company
Portfolio optimisation
