Issue 2/2012
Content (9 Articles)
Original Research Paper
Shot-noise driven multivariate default models
Matthias Scherer, Ludwig Schmid, Thorsten Schmidt
Original Research Paper
Poisson regression and Zero-inflated Poisson regression: application to private health insurance data
Younès Mouatassim, El Hadj Ezzahid
Original Research Paper
Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
Frédéric Planchet, Quentin Guibert, Marc Juillard
Original Research Paper
Modeling accounting year dependence in runoff triangles
Robert Salzmann, Mario V. Wüthrich
Original Research Paper
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
Patrice Gaillardetz, Huan Yi Li, Anne MacKay
Open Access
Original Research Paper
The Omega model: from bankruptcy to occupation times in the red
Hans U. Gerber, Elias S. W. Shiu, Hailiang Yang
Original Research Paper
Lévy systems and the time value of ruin for Markov additive processes
Zied Ben Salah, Manuel Morales
Original Research Paper
Remarks on quantiles and distortion risk measures
Jan Dhaene, Alexander Kukush, Daniël Linders, Qihe Tang