Department of Finance
Journal of Actuarial Practice (1993–2006)
Date of this Version
2006
Document Type
Article
Citation
Journal of Actuarial Practice, Volume 13, 2006
Abstract
ARTICLES
Bivariate Archimedean Copula Models for Censored Data in Non-Life Insurance • Michel Denuit, Dana Purcaru, and Ingrid Van Keilegom 5
Bayesian Analysis of Insurance Losses Using the Biihlmann-Straub Credibility Model • Abraham J. van der Merwe and Kobus N Bekker . 33
Bayesian Analysis of a Health Insurance Model • Helio S. Migon and Edison M. O. Penna 61
Solvency of Life Insurance Companies: Methodological Issues • Rosa Cocozza and Emilia Di Lorenzo . 81
Pricing Insurance Policies with a Distribution-Free Financial Pricing Model • Min-Ming Wen . 103
A Note on the Instability of the Unprojected Individual Level Premium Cost Method • Pierre Devolder and Valerie Goffin . 119
Spatial Distribution of Frequency and Severity of Water Claims in California • Gurbhag Singh, Max Tang, Don McNeill, and Lyn Hunstad 127
Analysis of an Insurance Risk Model with Thinning Dependence and Common Shock • Lai Mei Wan, Kam Chuen Yuen, and Wai Keung Li . 147
Consistent Assumptions for Modeling Credit Loss Correlations • Jan Dhaene, Marc Goovaerts, Robert Koch, Ruben Olieslagers, Olivier Romijn, and Steven Vanduffel 165
On Some Risk-Adjusted Tail-Based Premium Calculation Principles • Edward Furman and Zinoviy Landsman . 175
Estimation of Large Insurance Losses: A Case Study • Tine Buch-Kromann . 191
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Comments
© Copyright April 2006 Absalom Press, Inc