-
2
-
-
0002219226
-
Thinking Coherently
-
ARTZNER, PHILIPPE, FREDDY DELABAEN, JEAN-MARC EBER, and DAVID HEATH. 1998. “Thinking Coherently,” Risk 10: 68-71.
-
(1998)
Risk
, vol.10
, pp. 68-71
-
-
Artzner, P.1
Freddy Delabaen, J.-M.E.2
David, H.3
-
3
-
-
0033412999
-
Coherent Measures of Risk
-
ARTZNER, PHILIPPE, FREDDY DELABAEN, JEAN-MARC EBER, and DAVID HEATH. 1999. “Coherent Measures of Risk,” Mathematical Finance 9: 203-28.
-
(1999)
Mathematical Finance
, vol.9
, pp. 203-228
-
-
Artzner, P.1
Freddy Delabaen, J.-M.E.2
David, H.3
-
4
-
-
85011531647
-
Modelling and Comparing Dependencies in Multivariate Risk Portfolios
-
BÄURLE, NICOLE, and ALFRED MÜLLER. 1998. “Modelling and Comparing Dependencies in Multivariate Risk Portfolios,” ASTIN Bulletin 28: 59-76.
-
(1998)
ASTIN Bulletin
, vol.28
, pp. 59-76
-
-
Bäurle, N.1
Alfred, M.Ü.L.L.E.R.2
-
7
-
-
0003979557
-
-
Schaumburg, Ill: Society of Actuaries
-
BOWERS, NEWTON L., HANS U. GERBER, JAMES C. HICKMAN, DONALD A. JONES, and CECIL J. NESBITT. 1997. Actuarial mathematics. Schaumburg, Ill: Society of Actuaries.
-
(1997)
Actuarial Mathematics
-
-
Bowers, N.1
Hans, U.2
James, C.3
Donald, A.4
Cecil, J.5
-
8
-
-
0027869017
-
Earthquake Risk and Insurance
-
BRILLINGER, DAVID R. 1993. “Earthquake Risk and Insurance,” Environmetrics 4: 1-21.
-
(1993)
Environmetrics
, vol.4
, pp. 1-21
-
-
Brillinger, D.1
-
9
-
-
85032117425
-
Incorporating a Hurricane Model into Property Ratemaking
-
Winter 1996
-
BURGER, GEORGE B., BETH E. FITZGERALD, JONATHAN WHITE, and PATRICK B. WOODS. 1996. “Incorporating a Hurricane Model into Property Ratemaking,” Proceedings of the Casualty Actuarial Society Forum, Winter 1996, pp. 129-190.
-
(1996)
Proceedings of the Casualty Actuarial Society Forum
, pp. 129-190
-
-
Burger, G.1
Beth, E.2
Jonathan, W.3
Patrick, B.4
-
10
-
-
85032127535
-
-
Arlington, VA: Casualty Actuarial Society
-
CASUALTY ACTUARIAL SOCIETY. 1996. Foundations of Casualty Actuarial Science. Arlington, VA: Casualty Actuarial Society.
-
(1996)
Foundations of Casualty Actuarial Science
-
-
-
11
-
-
84856693487
-
Pricing the Hurricane Peril-Change is Overdue
-
Winter 1998
-
CHERNICK, DAVID R. 1998. “Pricing the Hurricane Peril-Change is Overdue,” in CAS Forums, Winter 1998, pp. 23-54.
-
(1998)
CAS Forums
, pp. 23-54
-
-
Chernick, D.1
-
12
-
-
0043281106
-
Pricing Catastrophe Insurance Products Based on Actually Reported Claims
-
CHRISTENSEN, CLAUS V., and HANSPETER SCHMIDLI. 2000. “Pricing Catastrophe Insurance Products Based on Actually Reported Claims,” Insurance: Mathematics & Economics 27: 189-200.
-
(2000)
Insurance: Mathematics & Economics
, vol.27
, pp. 189-200
-
-
Christensen, C.1
Hanspeter, S.2
-
13
-
-
0344185273
-
A Formal Approach to Catastrophe Risk Assessment and Management
-
CLARK, KAREN M. 1986. “A Formal Approach to Catastrophe Risk Assessment and Management,” Proceedings of the Casualty Actuarial Society, LXXIII.
-
(1986)
Proceedings of the Casualty Actuarial Society
, vol.73
-
-
Clark, K.1
-
15
-
-
85011436946
-
Economics of Securization of Risks
-
COX, SAMUEL H., JOSEPH R. FAIRCHILD, and HAL W. PEDERSEN. 2000. “Economics of Securization of Risks.” ASTIN Bulletin 30: 157-93.
-
(2000)
ASTIN Bulletin
, vol.30
, pp. 157-193
-
-
Cox, S.1
Joseph, R.2
Hal, W.3
-
19
-
-
0002201567
-
Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
-
DENUIT, MICHEL, C. GENEST, and ÉTIENNE MARCEAU. 2002. “Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications,” Scandinavian Actuarial Journal 1: 3-16.
-
(2002)
Scandinavian Actuarial Journal
, vol.1
, pp. 3-16
-
-
Denuit, M.1
Genest, C.2
Étienne, M.3
-
20
-
-
85011519651
-
Dependency of Risks and Stop-Loss Order
-
DHAENE, JAN, and MARC J. GOOVAERTS. 1996. “Dependency of Risks and Stop-Loss Order,” ASTIN Bulletin 26: 201-12.
-
(1996)
ASTIN Bulletin
, vol.26
, pp. 201-212
-
-
Dhaene, J.1
Marc, J.2
-
21
-
-
0037143978
-
The Concept of Comonotonicity in Actuarial Science and Finance: Theory
-
DHAENE, JAN, MICHEL DENUIT, MARC J. GOOVAERTS, ROB KAAS, and DAVID VYNCKE. 2002a. “The Concept of Comonotonicity in Actuarial Science and Finance: Theory,” Insurance: Mathematics & Economics 31: 3-33.
-
(2002)
Insurance: Mathematics & Economics
, vol.31
, pp. 3-33
-
-
Dhaene, J.1
Michel, D.2
Marc, J.3
Rob, K.4
David, V.5
-
22
-
-
0037131235
-
The Concept of Comonotonicity in Actuarial Science and Finance: Applications
-
DHAENE, JAN, MICHEL DENUIT, MARC J. GOOVAERTS, ROB KAAS, and DAVID VYNCKE. 2002b. “The Concept of Comonotonicity in Actuarial Science and Finance: Applications,” Insurance: Mathematics & Economics 31: 131-161.
-
(2002)
Insurance: Mathematics & Economics
, vol.31
, pp. 131-161
-
-
Dhaene, J.1
Michel, D.2
Marc, J.3
Rob, K.4
David, V.5
-
24
-
-
0002101229
-
Correlation and Dependence in Risk Management: Properties and Pitfalls
-
edited by M. A. H. Dempster, Cambridge: Cambridge University Press
-
EMBRECHTS, PAUL, ALEXANDER MCNEIL, and DANIEL STRAUMANN. 2002. “Correlation and Dependence in Risk Management: Properties and Pitfalls,” Risk Management: Value at Risk and Beyond, edited by M. A. H. Dempster, pp. 176-223. Cambridge: Cambridge University Press.
-
(2002)
Management: Value at Risk and Beyond
, pp. 176-223
-
-
Embrechts, P.1
Alexander, M.2
Daniel, S.3
-
25
-
-
0003871943
-
-
Philadelphia: S. S. Huebner Foundation, University of Pennsylvania
-
GERBER, HANS U. 1979. An Introduction to Mathematical Risk Theory. Philadelphia: S. S. Huebner Foundation, University of Pennsylvania.
-
(1979)
An Introduction to Mathematical Risk Theory
-
-
Gerber, H.1
-
26
-
-
0000252256
-
Supermodular Ordering and Stochastic Annuities
-
GOOVAERTS, MARC J., and JAN DHAENE. 1999. “Supermodular Ordering and Stochastic Annuities,” Insurance: Mathematics & Economics 24: 281-90.
-
(1999)
Insurance: Mathematics & Economics
, vol.24
, pp. 281-290
-
-
Goovaerts, M.1
Jan, D.2
-
27
-
-
0008056811
-
Basis Risk Catastrophe Insurance Derivative Contracts
-
HARRINGTON, SCOTT, and GREG NIEHAUS. 1999. “Basis Risk Catastrophe Insurance Derivative Contracts,” Journal of Risk and Insurance 66: 49-82.
-
(1999)
Journal of Risk and Insurance
, vol.66
, pp. 49-82
-
-
Harrington, S.1
Greg, N.2
-
28
-
-
85011465033
-
Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
-
HÜRLIMANN, WERNER. 2001. “Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks,” ASTIN Bulletin 31: 107-22.
-
(2001)
ASTIN Bulletin
, vol.31
, pp. 107-122
-
-
Hürlimann, W.1
-
29
-
-
17844374717
-
Conditional Value-at-Risk Bounds for Compound Poisson Risks and a Normal Approximation
-
HÜRLIMANN, WERNER. (2003). “Conditional Value-at-Risk Bounds for Compound Poisson Risks and a Normal Approximation,” Journal of Applied Mathematics 3: 141-54.
-
(2003)
Journal of Applied Mathematics
, vol.3
, pp. 141-154
-
-
Hürlimann, W.1
-
34
-
-
85011501232
-
Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory
-
MCNEIL, ALEXANDER J. 1997. “Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory,” ASTIN Bulletin 27: 117-37.
-
(1997)
ASTIN Bulletin
, vol.27
, pp. 117-137
-
-
McNeil, A.1
-
35
-
-
0006157518
-
Discussion of ‘Aggregation of Correlated Risk Portfolios: Models and Algorithms
-
MEYERS, GLENN. 1999. “Discussion of ‘Aggregation of Correlated Risk Portfolios: Models and Algorithms,’ ” in the Proceedings of the Casualty Actuarial Society, LXXXVI.
-
(1999)
Proceedings of the Casualty Actuarial Society
, vol.86
-
-
Meyers, G.1
-
36
-
-
0031574502
-
Stop-Loss Order for Portfolios of Dependent Risks
-
MÜLLER, ALFRED. 1997. “Stop-Loss Order for Portfolios of Dependent Risks,” Insurance: Mathematics & Economics 21, 219-23.
-
(1997)
Insurance: Mathematics & Economics
, vol.21
, pp. 219-223
-
-
Müller, A.1
-
37
-
-
84890534712
-
-
Technical report, U.S. Department of Commerce, Washington, D.C
-
NATIONAL CLIMATIC DATA CENTER (NCDC). 2001. “Billion Dollar U.S. Weather Disasters 1980-2001.” Technical report, U.S. Department of Commerce, Washington, D.C.
-
(2001)
Billion Dollar U.S. Weather Disasters 1980-2001
-
-
-
40
-
-
85011519678
-
Discussion of the Danish Data on Large Fire Insurance Losses
-
RESNICK, SIDNEY I. 1997. “Discussion of the Danish Data on Large Fire Insurance Losses,” ASTIN Bulletin 27: 139-51.
-
(1997)
ASTIN Bulletin
, vol.27
, pp. 139-151
-
-
Resnick, S.1
-
42
-
-
0002433744
-
Extreme Value Statistics and Windstorm Losses: A Case Study
-
ROOTZÉN, HOLGER, and NADER TAJVIDI. 1997. “Extreme Value Statistics and Windstorm Losses: A Case Study,” Scandinavian Actuarial Journal 1: 70-94.
-
(1997)
Scandinavian Actuarial Journal
, vol.1
, pp. 70-94
-
-
Rootzén, H.1
Nader, T.2
-
44
-
-
85011436302
-
Estimating the Value of the WINCAT Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk
-
SCHMOCK, UWE. 1999. “Estimating the Value of the WINCAT Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk,” ASTIN Bulletin 19: 101-63.
-
(1999)
ASTIN Bulletin
, vol.19
, pp. 101-163
-
-
Schmock, U.W.E.1
-
45
-
-
85032078519
-
Catastrophe Ratemaking Revisited (Use of Computer Models to Estimate Loss Costs)
-
Winter 1996
-
WALTERS, MICHAEL A. and FRANC¸ OIS MORIN. 1996. “Catastrophe Ratemaking Revisited (Use of Computer Models to Estimate Loss Costs),” in the CAS Forums, Winter 1996.
-
(1996)
CAS Forums
-
-
Walters, M.1
Franc¸, O.2
-
46
-
-
0001646783
-
Aggregation of Correlated Risk Portfolios: Models and Algorithms
-
WANG, SHAUN. 1998. “Aggregation of Correlated Risk Portfolios: Models and Algorithms,” Proceedings of the Casualty Actuarial Society, LXXXV: 848-939.
-
(1998)
Proceedings of the Casualty Actuarial Society
, vol.85
, pp. 848-939
-
-
Wang, S.1
-
47
-
-
0012798015
-
Comonotonicity, Correlation Order and Premium Principles
-
WANG, SHAUN, and JAN DHAENE. 1998. “Comonotonicity, Correlation Order and Premium Principles,” Insurance: Mathematics & Economics 22: 235-42.
-
(1998)
Insurance: Mathematics & Economics
, vol.22
, pp. 235-242
-
-
Wang, S.1
Jan, D.2
-
48
-
-
85011154617
-
Raising Value-at-Risk
-
WIRCH, JULIA L. 1999. “Raising Value-at-Risk,” North American Actuarial Journal 3(2): 106-15.
-
(1999)
North American Actuarial Journal
, vol.3
, Issue.2
, pp. 106-115
-
-
Wirch, J.1
|