Topics Menu

	AUTOMOBILE INSURANCE
	Perez-Sanchez	Measuring Sensitivity in Bonus-Malus System
	Pinquet	Long-Range Contagion In Automobile Insurance Data: Estimation and Implications For Experience Rating
	Viaene	A Comparison Of State-Of-The-Art Classification Techniques For Expert Automobile Insurance Fraud Detection
	DEPENDENT AND COMONOTONIC RISKS
	Frostig	Ordering Ruin Probabilities For Correlated Claims Arrival Streams
	Goovaerts	The Concept of Comonotonicity in Actuarial Science and Finance: Theory
	Kaas	A Simple Geometric Proof That Comonotonic Risks Have The Convex-Largest Sum
	Spreeuw	The Risky Thing About Dependent Mortality
	ECONOMIC MODELS
	Cummins	Estimating Efficiency and Productivity In the Insurance Industry: Frontier Efficiency Methodologies
	Landsman	Risk Measures and Insurance Premium Principles
	Posey	Switching Cost, Competition and Pricing in the Property-Liability Insurance Market for Large Commercial Accounts
	FINANCE
	Bermúdez	Detecting and Estimating Long-Memory Processes On Spanish Interest Rates
	Carriere	Linear Regression and Standardized Quasi-Monte Carlo For Approximating Optimal Stopping Times
	DeSchepper	Bounds For Present Value Functions With Stochastic Interest Rates And Stochastic Volatility
	Hernández-Rangel	Pricing and Hedging In Incomplete Markets: Applications To Insurance Contracts
	Lee	Pricing Equity-Indexed Annuities Embedded with Exotic Options
	Shiu	Pricing Lookback Options and Dynamic Guarantees
	Yang	Reserving For Guaranteed Annuity Options :A Stochastic Simulation Approach
	LIFE AND HEALTH INSURANCE
	Carson	The Economics and Actuarial Value Of Life Insurance Backdating (Part A)
	Cordeiro	The Average Duration Of A Claim and Claim Inception Rates By Cause Of Disability
	Hu	Mortality Assessment Technology: A New Tool For Life Insurance Underwriting
	Milevsky	The Term Structure Of Mortality-Contingent Claims: Some Canadian Evidence
	Ostaszewski	The Economics and Actuarial Value Of Life Insurance Backdating (Part B)
	PENSIONS
	Brown	A Macro-Economic Indicator Of Age At Retirement
	Figueira	Maintenance Cost of Non-Autonomous Pensions Funds: An Evaluation Via A Regeneration Scheme Of Diffusion Processes
	Huang	More On The Control Of Pension Funds: Optimal Contribution and Asset Strategies
	Nardini	From An Unfunded To A Partially Funded Pension System: Feasibility, Fairness, and Accrued Rights
	Shand	Stochastic Modeling Of The Pension Accounting Expense
	Sinha	Market Structure and Difficulty With Cost Reduction In Publicly Mandated But Privately Run Pension Plans
	Steffensen	Control By Intervention Options In Life and Pension Insurance
	Vigna	Optimal Investment Strategies and Risk Measures In Defined Contribution Pension Schemes
	RISK MODELS
	Brazauskas	Influence Functions Of Empirical Nonparametric Estimators Of Reinsurance Premiums
	Pitacco	Facing LTC Risks
	Snoussi	On The Distribution Of The Surplus Prior and At Ruin In A Discrete Semi-Markov Risk Model
	Verrall	A Stochastic Model for the Bornhuetter-Ferguson Method of Claims Reserving
	STATISTICAL MODELS
	Brockett	Fraud Classification Using Principal Component Analysis Of RIDITs
	Frees	Multivariate Credibility For Aggregate Loss Models
	Shapiro	The Merging Of Neural Networks, Fuzzy Logic, and Genetic Algorithms
	Sundt	On Error Bounds For Approximations To Multivariate Distributions II