Department of Finance
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