| Bulletin 01/02 2008 |
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Valuation of guaranteed unit linked contracts |
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A note on mortality selection |
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A Loss Reserving Method for Incomplete Claim Data |
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- C.J. Beveridge, D.C.M. Dickson, X. Wu
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Optimal Dividends under Reinsurance
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A Note on the Maximum Severity of Ruin in an Erlang(n) Risk Process |
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| Bulletin 02/2007 |
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- Bjorn Sundt, A.D.E. dos Reis
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Cramér-Lundberg results for the infinite time ruin probability in the compound binominal model |
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| Bulletin 01/2007 |
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SOLVENCY - a historical review and some pragmatic solutions |
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Solvency II development in Europe |
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Internal models for the Swiss Solvency Test |
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- Hans Bühlmamnn, Michael Merz
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The Valuation Portfolio |
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Modelling of Risks in Insurance Groups for the Swiss Solvency Test |
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- Damir Filipovic, Michael Kupper
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On the Group Level Swiss Solvency Test |
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- Michael Merz, Mario V. Wüthrich
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Prediction Error of ther expected Claims Development Result in the Chain Ladder Method |
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| Bulletin 02/2006 |
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- Heinz Müller, Roger Baumann
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Shortfall Minimizing Portfolios |
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Note on Semi-linear Credibility and Structural Interruption in the Bühlmann-Straub Model |
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| Bulletin 01/2006 |
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Optimization of a Chain of Excess-of-Loss reinsurance Layers with Aggregate Stop-Loss Limits |
page 15 onwards |
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Premium Liability Risks: Modeling Small Claims |
page 27 onwards |
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| Bulletin 02/2005 |
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- Klaus D. Schmidt, Mathias Zocher
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Loss Reserving and Hofmann Distributions |
page 127 onwards |
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| Bulletin 01/2005 |
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Schätzer und Test für den Schadenparameter in Krankenversicherungstarifen mit Selbstbeteiligung |
page 11 onwards |
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Closing and Projecting Life Tables using Log-Linear Models |
page 29 onwards |
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| Bulletin 02/2004 |
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Die Invaliditätsstatistik 1996/2000 in der schweizerischen Kollektivlebenversicherung |
page 149 onwards |
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Optimal Quota Share Reinsurance for Dependent Lines of Business |
page 173 onwards |
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On Double Periodic Non-Homogeneous Poisson Processes |
page 195 onwards |
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| Bulletin 01/2004 |
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- Gabi Baumgartner, Hans Bühlmann, Michael Koller
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Multidimensional valuation of life insurance policies and fair value |
page 27 onwards |
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| Bulletin 02/2003 |
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Une nouvelle caractérisation de la distribution de Pareto, avec application à la cadence de paiement du réassureur en excédent de sinistre |
page 131 onwards |
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- M.M. Claramunt, M. Mármol, A. Alegre
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A note on the expected present value of dividends with a constant barrier in the discrete time model |
page 149 onwards |
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| Bulletin 01/2003 |
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Berufliche Vorsorge: Einige grundlegende Zusammenhänge |
page 13 onwards |
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Schadenhöhenverteilung der einzelnen Segmente versus Schadenhöhenverteilung des ganzen Portefeuilles |
page 27 onwards |
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- Sandra Pitrebois, Michel Denuit,
Jean-François Wahin
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Tarification automobile sur données de panel |
page 51 onwards |
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| Bulletin 02/2001 |
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- Olivier Deprez, Christoph Furrer,
Hans U. Gerber
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Performanceweitergabe bei einer Mindestverzinsung |
page 109 onwards |
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- Herbert Lüthy, P. Keller, K. Binswanger,
B. Gmür
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Adaptive Algorithmic Annuities |
page 123 onwards |
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- Matthias Denzler, Hans Müller, Dana Scherer
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A Practical Application of Continuous Time Finance: Calculation of Benchmark Portfolios |
page 139 onwards |
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| Bulletin 01/2001 |
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- H. Cossette, M. Denuit, J. Dhaene,
É. Marceau
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Stochastic Approximations of Present Value Functions |
page 15 onwards |
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Some comments on two approximations used for the pricing of reinstatements |
page 29 onwards |
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- Kaspar Rufibach, Manuel Bertschy, Manuela Schüttel, Michael Vock, Tina Wasserfallen
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Eintrittsraten und Austrittswahrscheinlichkeiten EVK 2000 |
page 49 onwards |
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| Bulletin 02/2000 |
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- Jan Dhaene, Shaun Wang, Virginia Wang, Marc J. Goovaerts
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Comonotonicity and Maximal Stop-Loss Premiums |
page 99 onwards |
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- Bjorn Sundt, David C.M. Dickson
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Comparison of methods for evaluation of the
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page 129 onwards |
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| Bulletin 01/2000 |
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- Jan Dhaene, Marleen Vanneste, Henk Wolthuis
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A note on dependencies in multiple life statuses |
page 19 onwards |
