Department of Finance
Journal of Actuarial Practice (1993–2006)
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Date of this Version
2005
Document Type
Article
Citation
Journal of Actuarial Practice Volume 12, 2005
Abstract
ARTICLES
Risk-Based Regulatory Capital for Insurers: A Case Study • Christian Sutherland-Wong and Michael Sherris 5
A New Hybrid Defined Benefit Plan Design • Wayne E. Dydo . 47
A Primer on Duration, Convexity, and Immunization • Leslaw Gajek, Krzysztof Ostaszewski, and Hans-Joachim Zwiesler 59
Modeling Clusters of Extreme Losses • Beatriz Vaz de Melo Mendes and Juliana Sa Freire de Lima 83
Modeling Insurance Loss Data: The Log-EIG Distribution • Uditha Balasooriya, Chan Kee Low, and Adrian Y W Wong 101
A Modern Approach to Modeling Insurances on Two Lives • Maria Bilikova and Graham Luffrum 127
On the Pricing of Top and Drop Excess of Loss Covers • Jean-François Walhin and Michel Denuit 137
An Application of Control Theory to the Individual Aggregate Cost Method • Alexandros A. Zimbidis and Steven Haberman 159
Reputation Pricing: A Model for Valuing Future Life Insurance Policies • Rami Yosef 181
Ultimate Ruin Probability for a Time-Series Risk Model with Dependent Classes of Insurance Business • Lai Mei Wan, Kam Chuen Yuen, and Wai Keung Li 193
Optimal Dividend Strategies: Some Economic Interpretations for the Constant Barrier Case • Maite Marmol, M Merce Claramunt, and Antonio Alegre 215
Included in
Accounting Commons, Business Administration, Management, and Operations Commons, Corporate Finance Commons, Finance and Financial Management Commons, Insurance Commons, Management Sciences and Quantitative Methods Commons
Comments
© Copyright April 2005
Absalom Press, Inc.