Articles
Dynamic Pricing of General Insurance in a Competitive Market
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- 17 April 2015, pp. 1-34
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Invited Historical Article
The History of ASTIN. Invited Lecture at the 50 Years Anniversary of ASTIN
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- 17 April 2015, pp. 191-202
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Articles
On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model*
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- 17 April 2015, pp. 203-233
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Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures
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- 17 April 2015, pp. 35-52
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Bonus-malus Systems as Markov Set-chains
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- 17 April 2015, pp. 53-65
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A Discrete-Time Model for Reinvestment Risk in Bond Markets*
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- 17 April 2015, pp. 235-264
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Locally Risk-minimizing Hedging of Insurance Payment Streams
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- 17 April 2015, pp. 67-91
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The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
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- 17 April 2015, pp. 265-291
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Algorithmic Analysis of the Sparre Andersen Model in Discrete Time
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- 17 April 2015, pp. 293-317
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Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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- 17 April 2015, pp. 93-112
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A Note on a Recent Paper by Zaks, Frostig and Levikson
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- 17 April 2015, pp. 319-321
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An Individual Claims Reserving Model
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- 17 April 2015, pp. 113-132
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Some Notes on the Average Duration of an Income Protection Claim*
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- 17 April 2015, pp. 133-148
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Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
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- 17 April 2015, pp. 323-343
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Mortality Projection Based on the Wang Transform
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- 17 April 2015, pp. 149-161
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Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications*
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- 17 April 2015, pp. 345-364
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Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds*
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- 17 April 2015, pp. 163-183
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Quantifying and Correcting the Bias in Estimated Risk Measures
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- 17 April 2015, pp. 365-386
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Other
Register for the 2007 Astin Colloquium
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- 17 April 2015, pp. 185-186
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Articles
Local Moment Matching and S-convex Extrema
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- 17 April 2015, pp. 387-404
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