Issue 2/2011
Content (7 Articles)
Original Research Paper
Interest rate risk: dimension reduction in the Swiss Solvency Test
Marcel Ambrus, Jérôme Crugnola-Humbert, Martin Schmid
Original Research Paper
Solvency capital requirement for hybrid products
Michael Kochanski, Bertel Karnarski
Original Research Paper
Revised version of: Solvency requirement for a long-term guarantee: risk measures versus probability of ruin
Pierre Devolder
Original Research Paper
Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns
Werner Hürlimann
Original Research Paper
Threshold dividend strategies for a Markov-additive risk model
Lothar Breuer
Original Research Paper
Analysis of Finnish and Swedish mortality data with stochastic mortality models
Enrico Lovász
Original Research Paper
Statistical methods to compare mortality for a group with non-divergent populations: an application to Spanish regions
Ana Debón, Francisco Montes, Francisco Martínez-Ruiz