Ausgabe 2/2013
Inhalt (11 Artikel)
Original Research Paper
Creating portfolio-specific mortality tables: a case study
S. J. Richards, K. Kaufhold, S. Rosenbusch
Original Research Paper
Bivariate lower and upper orthant value-at-risk
Hélène Cossette, Mélina Mailhot, Étienne Marceau, Mhamed Mesfioui
Original Research Paper
A double-exponential GARCH model for stochastic mortality
Celeste M. H. Chai, Tak Kuen Siu, Xian Zhou
Original Research Paper
Prediction error for credible claims reserves: an h-likelihood approach
Patrizia Gigante, Liviana Picech, Luciano Sigalotti
Original Research Paper
A compound renewal model for medical malpractice insurance
Ghislain Léveillé, Emmanuel Hamel
Original Research Paper
Tree-based methods: an application to disability probabilities
Marcus Bauer, Ralf Krüger, Walter Olbricht
Original Research Paper
Valuing the profit share in participating pure-endowment policies with return of premiums
Ana Rita Ramos, Onofre Alves Simões
Original Research Paper
On the robust stability of pricing models for non-life insurance products
Athanasios A. Pantelous, Athanasios Papageorgiou