Report date: Jan 19,2021 Conflict count: 312398 Publisher: Cambridge University Press Title count: 193 Conflict count: 25363 ========================================================== Created: 2015-11-24 04:02:38.0 ConfID: 5070274 CauseID: 1387509135 OtherID: 1118199220 JT: Astin Bulletin MD: Cheung, 34 ,1,99,2004,Asset Allocation with Regime-Switching: Discrete-Time Case DOI: 10.2143/AST.34.1.504957(Journal) (5070274-N ) DOI: 10.1017/S0515036100013908(Journal) ========================================================== Created: 2016-06-09 05:47:39.0 ConfID: 5141561 CauseID: 1393426228 OtherID: 1118199220 JT: Astin Bulletin MD: Genest, 37 ,2,475,2007,A Primer on Copulas for Count Data DOI: 10.2143/AST.37.2.2024077(Journal) (5141561-N ) DOI: 10.1017/S0515036100014963(Journal) ========================================================== Created: 2016-06-09 06:51:33.0 ConfID: 5141566 CauseID: 1393427744 OtherID: 1118199220 JT: Astin Bulletin MD: Heras, 34 ,2,435,2004,An Application of Linear Programming to Bonus Malus System Design DOI: 10.2143/AST.34.2.505152(Journal) (5141566-N ) DOI: 10.1017/S0515036100013775(Journal) ========================================================== Created: 2016-06-09 06:51:44.0 ConfID: 5141567 CauseID: 1393427747 OtherID: 1118199220 JT: Astin Bulletin MD: Vilar-Zanón, 37 ,2,405,2007,On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation DOI: 10.2143/AST.37.2.2024074(Journal) (5141567-N ) DOI: 10.1017/S0515036100014938(Journal) ========================================================== Created: 2016-07-14 07:25:08.0 ConfID: 5148732 CauseID: 1394312200 OtherID: 1118199220 JT: Astin Bulletin MD: Purcaru, 33 ,1,23,2003,Dependence in Dynamic Claim Frequency Credibility Models DOI: 10.2143/AST.33.1.1037(Journal) (5148732-N ) DOI: 10.1017/S0515036100013283(Journal) ========================================================== Created: 2016-07-14 07:25:08.0 ConfID: 5148733 CauseID: 1394312200 OtherID: 1118199220 JT: Astin Bulletin MD: Wu, 33 ,1,1,2003,On Characterization of Distortion Premium Principle DOI: 10.2143/AST.33.1.1035(Journal) (5148733-N ) DOI: 10.1017/S051503610001326X(Journal) ========================================================== Created: 2016-07-14 07:25:08.0 ConfID: 5148734 CauseID: 1394312200 OtherID: 1118199220 JT: Astin Bulletin MD: Drekic, 33 ,1,11,2003,On the Density and Moments of the Time of Ruin with Exponential Claims DOI: 10.2143/AST.33.1.1036(Journal) (5148734-N ) DOI: 10.1017/S0515036100013271(Journal) ========================================================== Created: 2016-07-14 07:25:08.0 ConfID: 5148735 CauseID: 1394312200 OtherID: 1118199220 JT: Astin Bulletin MD: Hürlimann, 33 ,1,41,2003,A Gaussian Exponential Approximation to Some Compound Poisson Distributions DOI: 10.2143/AST.33.1.1038(Journal) (5148735-N ) DOI: 10.1017/S0515036100013295(Journal) ========================================================== Created: 2016-07-14 07:25:08.0 ConfID: 5148736 CauseID: 1394312200 OtherID: 1118199220 JT: Astin Bulletin MD: Wüthrich, 33 ,1,75,2003,Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables DOI: 10.2143/AST.33.1.1040(Journal) (5148736-N ) DOI: 10.1017/S0515036100013313(Journal) ========================================================== Created: 2016-07-14 07:25:08.0 ConfID: 5148737 CauseID: 1394312200 OtherID: 1118199220 JT: Astin Bulletin MD: Choy, 33 ,1,93,2003,Scale Mixtures Distributions in Insurance Applications DOI: 10.2143/AST.33.1.1041(Journal) (5148737-N ) DOI: 10.1017/S0515036100013325(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148738 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Aase, 33 ,2,117,2003,New Econ for Life Actuaries DOI: 10.2143/AST.33.2.503685(Journal) (5148738-N ) DOI: 10.1017/S0515036100013386(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148739 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Bühlmann, 33 ,2,123,2003,Comment on the Discussion Article by Aase and Persson DOI: 10.2143/AST.33.2.503686(Journal) (5148739-N ) DOI: 10.1017/S0515036100013398(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148740 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Hipp, 33 ,2,193,2003,Optimal Dynamic XL Reinsurance DOI: 10.2143/AST.33.2.503690(Journal) (5148740-N ) DOI: 10.1017/S051503610001343X(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148741 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Boyle, 33 ,2,125,2003,Guaranteed Annuity Options DOI: 10.2143/AST.33.2.503687(Journal) (5148741-N ) DOI: 10.1017/S0515036100013404(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148742 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Dickson, 34 ,1,49,2004,Some Optimal Dividends Problems DOI: 10.2143/AST.34.1.504954(Journal) (5148742-N ) DOI: 10.1017/S0515036100013878(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148743 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Kaluszka, 34 ,1,27,2004,An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing DOI: 10.2143/AST.34.1.504953(Journal) (5148743-N ) DOI: 10.1017/S0515036100013866(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148744 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Bühlmann, 33 ,2,153,2003,A Discrete Time Benchmark Approach for Insurance and Finance DOI: 10.2143/AST.33.2.503688(Journal) (5148744-N ) DOI: 10.1017/S0515036100013416(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148745 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Sarabia, 34 ,1,85,2004,On the Use of Conditional Specification Models in Claim Count Distributions: an Application to Bonus-Malus Systems DOI: 10.2143/AST.34.1.504956(Journal) (5148745-N ) DOI: 10.1017/S0515036100013891(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148746 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Goovaerts, 33 ,2,173,2003,A Unified Approach to Generate Risk Measures DOI: 10.2143/AST.33.2.503689(Journal) (5148746-N ) DOI: 10.1017/S0515036100013428(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148747 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Butt, 34 ,1,175,2004,Application of Frailty-Based Mortality Models Using Generalized Linear Models DOI: 10.2143/AST.34.1.504961(Journal) (5148747-N ) DOI: 10.1017/S0515036100013945(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148748 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Hald, 34 ,1,75,2004,On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance DOI: 10.2143/AST.34.1.504955(Journal) (5148748-N ) DOI: 10.1017/S051503610001388X(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148749 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Gatto, 34 ,1,113,2004,An Accurate Asymptotic Approximation for Experience Rated Premiums DOI: 10.2143/AST.34.1.504958(Journal) (5148749-N ) DOI: 10.1017/S051503610001391X(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148750 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Taylor, 33 ,2,313,2003,Chain Ladder Bias DOI: 10.2143/AST.33.2.503695(Journal) (5148750-N ) DOI: 10.1017/S0515036100013489(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148751 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Schnieper, 34 ,1,125,2004,Robust Bayesian Experience Rating DOI: 10.2143/AST.34.1.504959(Journal) (5148751-N ) DOI: 10.1017/S0515036100013921(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148752 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Haberman, 34 ,1,199,2004,Measuring Process Risk in Income Protection Insurance DOI: 10.2143/AST.34.1.504962(Journal) (5148752-N ) DOI: 10.1017/S0515036100013957(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148753 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Wüthrich, 33 ,2,331,2003,Claims Reserving Using Tweedie''s Compound Poisson Model DOI: 10.2143/AST.33.2.503696(Journal) (5148753-N ) DOI: 10.1017/S0515036100013490(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148754 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Venter, 34 ,1,229,2004,Testing Distributions of Stochastically Generated Yield Curves DOI: 10.2143/AST.34.1.504963(Journal) (5148754-N ) DOI: 10.1017/S0515036100013969(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148755 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Albrecht, 33 ,2,347,2003,Interest-Rate Changes and the Value of a Non-life Insurance Company DOI: 10.2143/AST.33.2.503697(Journal) (5148755-N ) DOI: 10.1017/S0515036100013507(Journal) ========================================================== Created: 2016-07-14 07:25:29.0 ConfID: 5148756 CauseID: 1394312208 OtherID: 1118199220 JT: Astin Bulletin MD: Schmitter, 34 ,1,249,2004,The Sample Size Needed for the Calculation of a GLM Tariff DOI: 10.2143/AST.34.1.504964(Journal) (5148756-N ) DOI: 10.1017/S0515036100013970(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148757 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: de Jong, 33 ,2,383,2003,The Valuation and Hedging of Variable Rate Savings Accounts DOI: 10.2143/AST.33.2.503699(Journal) (5148757-N ) DOI: 10.1017/S0515036100013520(Journal) ========================================================== Created: 2016-07-14 07:25:18.0 ConfID: 5148758 CauseID: 1394312204 OtherID: 1118199220 JT: Astin Bulletin MD: Norberg, 33 ,2,265,2003,The Markov Chain Market DOI: 10.2143/AST.33.2.503693(Journal) (5148758-N ) DOI: 10.1017/S0515036100013465(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148759 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Hess, 34 ,2,299,2004,Optimal Premium Plans for Reinsurance with Reinstatements DOI: 10.2143/AST.34.2.505145(Journal) (5148759-N ) DOI: 10.1017/S0515036100013702(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148760 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Lemaire, 34 ,2,271,2004,Challenges to Actuarial Science in the 21st Century DOI: 10.2143/AST.34.2.505143(Journal) (5148760-N ) DOI: 10.1017/S0515036100013684(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148761 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Landsman, 34 ,2,285,2004,Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails DOI: 10.2143/AST.34.2.505144(Journal) (5148761-N ) DOI: 10.1017/S0515036100013696(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148762 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Morales, 34 ,2,361,2004,Risk Theory with the Generalized Inverse Gaussian Lévy Process DOI: 10.2143/AST.34.2.505148(Journal) (5148762-N ) DOI: 10.1017/S0515036100013738(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148763 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Owadally, 34 ,2,425,2004,The Treatment of Assets in Pension Funding DOI: 10.2143/AST.34.2.505151(Journal) (5148763-N ) DOI: 10.1017/S0515036100013763(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148764 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: null, 34 ,2,460,2004,New Mathematical Methods in Risk Theory. Workshop in Honour of Hans Bühlmann, Florence, 6-8 October 2005 DOI: 10.2143/AST.34.2.505155(Journal) (5148764-N ) DOI: 10.1017/S0515036100013805(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148765 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Pfeifer, 34 ,2,333,2004,Modeling and Generating Dependent Risk Processes for IRM and DFA DOI: 10.2143/AST.34.2.505147(Journal) (5148765-N ) DOI: 10.1017/S0515036100013726(Journal) ========================================================== Created: 2016-07-14 07:25:41.0 ConfID: 5148766 CauseID: 1394312210 OtherID: 1118199220 JT: Astin Bulletin MD: Pitts, 34 ,2,379,2004,A Functional Approach to Approximations for the Individual Risk Model DOI: 10.2143/AST.34.2.505149(Journal) (5148766-N ) DOI: 10.1017/S051503610001374X(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148767 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Li, 35 ,1,61,2005,Ruin Probabilities for Two Classes of Risk Processes DOI: 10.2143/AST.35.1.583166(Journal) (5148767-N ) DOI: 10.1017/S0515036100014069(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148768 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Bladt, 35 ,1,145,2005,A Review on Phase-type Distributions and their Use in Risk Theory DOI: 10.2143/AST.35.1.583170(Journal) (5148768-N ) DOI: 10.1017/S0515036100014100(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148769 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Gay, 35 ,1,163,2005,Premium Calculation for Fat-tailed Risk DOI: 10.2143/AST.35.1.583171(Journal) (5148769-N ) DOI: 10.1017/S0515036100014112(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148770 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Hürlimann, 35 ,1,211,2005,Excess of Loss Reinsurance with Reinstatements Revisited DOI: 10.2143/AST.35.1.583173(Journal) (5148770-N ) DOI: 10.1017/S0515036100014136(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148771 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Devolder, 35 ,1,275,2005,Fair Valuation of Various Participation Schemes in Life Insurance DOI: 10.2143/AST.35.1.583176(Journal) (5148771-N ) DOI: 10.1017/S0515036100014161(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148772 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Karlis, 35 ,1,3,2005,EM Algorithm for Mixed Poisson and Other Discrete Distributions DOI: 10.2143/AST.35.1.583163(Journal) (5148772-N ) DOI: 10.1017/S0515036100014033(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148773 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Alink, 35 ,1,25,2005,Analysis of the Expected Shortfall of Aggregate Dependent Risks DOI: 10.2143/AST.35.1.583164(Journal) (5148773-N ) DOI: 10.1017/S0515036100014045(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148774 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Dickson, 35 ,1,45,2005,The Density of the Time to Ruin in the Classical Poisson Risk Model DOI: 10.2143/AST.35.1.583165(Journal) (5148774-N ) DOI: 10.1017/S0515036100014057(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148775 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Garcia, 35 ,1,113,2005,Explicit Solutions for Survival Probabilities in the Classical Risk Model DOI: 10.2143/AST.35.1.583168(Journal) (5148775-N ) DOI: 10.1017/S0515036100014082(Journal) ========================================================== Created: 2016-07-14 07:26:03.0 ConfID: 5148776 CauseID: 1394312213 OtherID: 1118199220 JT: Astin Bulletin MD: Emms, 35 ,2,427,2005,Pricing General Insurance Using Optimal Control Theory DOI: 10.2143/AST.35.2.2003461(Journal) (5148776-N ) DOI: 10.1017/S051503610001432X(Journal) ========================================================== Created: 2016-07-14 07:26:03.0 ConfID: 5148777 CauseID: 1394312213 OtherID: 1118199220 JT: Astin Bulletin MD: Helms, 35 ,2,455,2005,Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities DOI: 10.2143/AST.35.2.2003462(Journal) (5148777-N ) DOI: 10.1017/S0515036100014331(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148778 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Landsman, 35 ,1,189,2005,Tail Conditional Expectations for Exponential Dispersion Models DOI: 10.2143/AST.35.1.583172(Journal) (5148778-N ) DOI: 10.1017/S0515036100014124(Journal) ========================================================== Created: 2016-07-14 07:26:03.0 ConfID: 5148779 CauseID: 1394312213 OtherID: 1118199220 JT: Astin Bulletin MD: Kaluszka, 35 ,2,337,2005,Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models DOI: 10.2143/AST.35.2.2003456(Journal) (5148779-N ) DOI: 10.1017/S0515036100014276(Journal) ========================================================== Created: 2016-07-14 07:25:52.0 ConfID: 5148780 CauseID: 1394312212 OtherID: 1118199220 JT: Astin Bulletin MD: Pitrebois, 35 ,1,261,2005,Bonus-malus Systems with Varying Deductibles DOI: 10.2143/AST.35.1.583175(Journal) (5148780-N ) DOI: 10.1017/S051503610001415X(Journal) ========================================================== Created: 2016-07-14 07:26:03.0 ConfID: 5148781 CauseID: 1394312213 OtherID: 1118199220 JT: Astin Bulletin MD: Ng, 35 ,2,351,2005,Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model DOI: 10.2143/AST.35.2.2003457(Journal) (5148781-N ) DOI: 10.1017/S0515036100014288(Journal) ========================================================== Created: 2016-07-14 07:26:03.0 ConfID: 5148782 CauseID: 1394312213 OtherID: 1118199220 JT: Astin Bulletin MD: Mango, 35 ,2,471,2005,Insurance Capital as a Shared Asset DOI: 10.2143/AST.35.2.2003463(Journal) (5148782-N ) DOI: 10.1017/S0515036100014343(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148783 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Ohlsson, 36 ,1,121,2006,Exact Credibility and Tweedie Models DOI: 10.2143/AST.36.1.2014146(Journal) (5148783-N ) DOI: 10.1017/S0515036100014422(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148784 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Zaks, 36 ,1,161,2006,Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level DOI: 10.2143/AST.36.1.2014148(Journal) (5148784-N ) DOI: 10.1017/S0515036100014446(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148785 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Gerber, 36 ,1,5,2006,Maximizing Dividends without Bankruptcy DOI: 10.2143/AST.36.1.2014143(Journal) (5148785-N ) DOI: 10.1017/S0515036100014392(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148786 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Hamada, 36 ,1,187,2006,Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions DOI: 10.2143/AST.36.1.2014149(Journal) (5148786-N ) DOI: 10.1017/S0515036100014458(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148787 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Steffensen, 36 ,1,245,2006,Quadratic Optimization of Life and Pension Insurance Payments DOI: 10.2143/AST.36.1.2014151(Journal) (5148787-N ) DOI: 10.1017/S0515036100014471(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148788 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Tsanakas, 36 ,1,219,2006,Risk Exchange with Distorted Probabilities DOI: 10.2143/AST.36.1.2014150(Journal) (5148788-N ) DOI: 10.1017/S051503610001446X(Journal) ========================================================== Created: 2016-07-14 07:26:18.0 ConfID: 5148789 CauseID: 1394312214 OtherID: 1118199220 JT: Astin Bulletin MD: Angers, 36 ,1,25,2006,Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles DOI: 10.2143/AST.36.1.2014144(Journal) (5148789-N ) DOI: 10.1017/S0515036100014409(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148790 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Dahl, 37 ,2,235,2007,A Discrete-Time Model for Reinvestment Risk in Bond Markets DOI: 10.2143/AST.37.2.2024066(Journal) (5148790-N ) DOI: 10.1017/S0515036100014859(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148791 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Schmidt, 37 ,2,319,2007,A Note on a Recent Paper by Zaks, Frostig and Levikson DOI: 10.2143/AST.37.2.2024069(Journal) (5148791-N ) DOI: 10.1017/S0515036100014884(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148792 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Venter, 37 ,2,345,2007,Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications DOI: 10.2143/AST.37.2.2024071(Journal) (5148792-N ) DOI: 10.1017/S0515036100014902(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148793 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Lo, 37 ,2,323,2007,Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models DOI: 10.2143/AST.37.2.2024070(Journal) (5148793-N ) DOI: 10.1017/S0515036100014896(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148794 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Kim, 37 ,2,365,2007,Quantifying and Correcting the Bias in Estimated Risk Measures DOI: 10.2143/AST.37.2.2024072(Journal) (5148794-N ) DOI: 10.1017/S0515036100014914(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148795 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Espinosa, 37 ,2,429,2007,A Correction for Ascertainment Bias in Estimating Rates of Onset of Highly Penetrant Genetic Disorders DOI: 10.2143/AST.37.2.2024075(Journal) (5148795-N ) DOI: 10.1017/S051503610001494X(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148796 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Joshi, 37 ,2,453,2007,Effective Implementation of Generic Market Models DOI: 10.2143/AST.37.2.2024076(Journal) (5148796-N ) DOI: 10.1017/S0515036100014951(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148797 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: Taylor, 37 ,2,517,2007,Credibility, Hypothesis Testing and Regression Software DOI: 10.2143/AST.37.2.2024078(Journal) (5148797-N ) DOI: 10.1017/S0515036100014975(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148798 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: null, 37 ,2,542,2007,Report on the 1st International IAA Life Colloquium and the 16th International AFIR Colloquium DOI: 10.2143/AST.37.2.2024081(Journal) (5148798-N ) DOI: 10.1017/S0515036100015002(Journal) ========================================================== Created: 2016-07-14 07:26:40.0 ConfID: 5148799 CauseID: 1394312220 OtherID: 1118199220 JT: Astin Bulletin MD: null, 37 ,2,545,2007,Faculty Positions in Actuarial Science and/or Mathematical Finance in the Robinson College of Business at Georgia State University DOI: 10.2143/AST.37.2.2024082(Journal) (5148799-N ) DOI: 10.1017/S0515036100015014(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148800 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Li, 38 ,1,53,2008,The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model DOI: 10.2143/AST.38.1.2030402(Journal) (5148800-N ) DOI: 10.1017/S0515036100015051(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148801 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Zhang, 38 ,1,1,2008,Allocation of Capital Between Assets and Liabilities DOI: 10.2143/AST.38.1.2030400(Journal) (5148801-N ) DOI: 10.1017/S0515036100015038(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148802 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Couret, 38 ,1,73,2008,Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation DOI: 10.2143/AST.38.1.2030403(Journal) (5148802-N ) DOI: 10.1017/S0515036100015063(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148803 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Barrieu, 38 ,1,105,2008,General Pareto Optimal Allocations and Applications to Multi-Period Risks DOI: 10.2143/AST.38.1.2030405(Journal) (5148803-N ) DOI: 10.1017/S0515036100015087(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148804 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Mack, 38 ,1,87,2008,The Prediction Error of Bornhuetter/Ferguson DOI: 10.2143/AST.38.1.2030404(Journal) (5148804-N ) DOI: 10.1017/S0515036100015075(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148805 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Asimit, 38 ,1,147,2008,Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks DOI: 10.2143/AST.38.1.2030407(Journal) (5148805-N ) DOI: 10.1017/S0515036100015105(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148806 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Pelsser, 38 ,1,171,2008,On the Applicability of the Wang Transform for Pricing Financial Risks DOI: 10.2143/AST.38.1.2030409(Journal) (5148806-N ) DOI: 10.1017/S0515036100015129(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148807 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Dickson, 38 ,1,259,2008,Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin DOI: 10.2143/AST.38.1.2030413(Journal) (5148807-N ) DOI: 10.1017/S0515036100015166(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148808 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Porteous, 38 ,1,341,2008,The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance DOI: 10.2143/AST.38.1.2030416(Journal) (5148808-N ) DOI: 10.1017/S0515036100015191(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148809 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Falin, 38 ,1,161,2008,On the Optimal Pricing of a Heterogeneous Portfolio DOI: 10.2143/AST.38.1.2030408(Journal) (5148809-N ) DOI: 10.1017/S0515036100015117(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148810 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Boratyńska, 38 ,1,277,2008,Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model DOI: 10.2143/AST.38.1.2030414(Journal) (5148810-N ) DOI: 10.1017/S0515036100015178(Journal) ========================================================== Created: 2016-07-14 07:26:51.0 ConfID: 5148811 CauseID: 1394312226 OtherID: 1118199220 JT: Astin Bulletin MD: Yow, 38 ,1,293,2008,Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions DOI: 10.2143/AST.38.1.2030415(Journal) (5148811-N ) DOI: 10.1017/S051503610001518X(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148812 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Golubin, 38 ,2,383,2008,Optimal Insurance and Reinsurance Policies in the Risk Process DOI: 10.2143/AST.38.2.2033346(Journal) (5148812-N ) DOI: 10.1017/S051503610001521X(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148813 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Golubin, 38 ,2,441,2008,Pareto Optimality and Equilibrium in an Insurance Market DOI: 10.2143/AST.38.2.2033349(Journal) (5148813-N ) DOI: 10.1017/S0515036100015245(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148814 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Furman, 38 ,2,601,2008,Economic Capital Allocations for Non-negative Portfolios of Dependent Risks DOI: 10.2143/AST.38.2.2033355(Journal) (5148814-N ) DOI: 10.1017/S0515036100015300(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148815 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Bauer, 38 ,2,621,2008,A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities DOI: 10.2143/AST.38.2.2033356(Journal) (5148815-N ) DOI: 10.1017/S0515036100015312(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148816 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Avanzi, 38 ,2,653,2008,Optimal Dividends in the Dual Model with Diffusion DOI: 10.2143/AST.38.2.2033357(Journal) (5148816-N ) DOI: 10.1017/S0515036100015324(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148817 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: null, 38 ,2,671,2008,IAA Life Section Prize DOI: 10.2143/AST.38.2.2033360(Journal) (5148817-N ) DOI: 10.1017/S051503610001535X(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148819 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Malamud, 38 ,2,483,2008,Market Consistent Pricing of Insurance Products DOI: 10.2143/AST.38.2.2033351(Journal) (5148819-N ) DOI: 10.1017/S0515036100015269(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148820 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Ulm, 38 ,2,543,2008,Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws DOI: 10.2143/AST.38.2.2033353(Journal) (5148820-N ) DOI: 10.1017/S0515036100015282(Journal) ========================================================== Created: 2016-07-14 07:26:59.0 ConfID: 5148821 CauseID: 1394312229 OtherID: 1118199220 JT: Astin Bulletin MD: Gisler, 38 ,2,565,2008,Credibility for the Chain Ladder Reserving Method DOI: 10.2143/AST.38.2.2033354(Journal) (5148821-N ) DOI: 10.1017/S0515036100015294(Journal) ========================================================== Created: 2017-02-13 21:57:22.0 ConfID: 5204706 CauseID: 1402213732 OtherID: 1394312200 JT: Astin Bulletin MD: Wang, 33 ,1,57,2003,Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model DOI: 10.2143/AST.33.1.1039(Journal) (5204706-N ) DOI: 10.1017/S0515036100013301(Journal) ========================================================== Created: 2017-02-13 21:57:24.0 ConfID: 5204707 CauseID: 1402213748 OtherID: 1394312213 JT: Astin Bulletin MD: Golubin, 35 ,2,363,2005,Pareto-optimal Contracts in an Insurance Market DOI: 10.2143/AST.35.2.2003458(Journal) (5204707-N ) DOI: 10.1017/S051503610001429X(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204708 CauseID: 1402213746 OtherID: 1394312226 JT: Astin Bulletin MD: Milidonis, 38 ,1,13,2008,Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida DOI: 10.2143/AST.38.1.2030401(Journal) (5204708-N ) DOI: 10.1017/S051503610001504X(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204710 CauseID: 1402213746 OtherID: 1394312226 JT: Astin Bulletin MD: Englund, 38 ,1,137,2008,Multivariate Latent Risk: A Credibility Approach DOI: 10.2143/AST.38.1.2030406(Journal) (5204710-N ) DOI: 10.1017/S0515036100015099(Journal) ========================================================== Created: 2017-02-13 21:57:24.0 ConfID: 5204711 CauseID: 1402213748 OtherID: 1394312213 JT: Astin Bulletin MD: Wüthrich, 35 ,2,491,2005,Report on the 36th Astin Colloquium, September 4–7, 2005, ETH Zürich and the 15th Afir Colloquium, September 6–9, 2005, ETH Zürich DOI: 10.2143/AST.35.2.2003465(Journal) (5204711-N ) DOI: 10.1017/S0515036100014379(Journal) ========================================================== Created: 2017-02-13 21:57:24.0 ConfID: 5204712 CauseID: 1402213748 OtherID: 1394312213 JT: Astin Bulletin MD: Cairns, 35 ,2,1,2005,Editorial Changes DOI: 10.2143/AST.35.2.2003454(Journal) (5204712-N ) DOI: 10.1017/S0515036100014252(Journal) ========================================================== Created: 2017-02-13 21:57:24.0 ConfID: 5204713 CauseID: 1402213748 OtherID: 1394312213 JT: Astin Bulletin MD: Bühlmann, 35 ,2,335,2005,In Memoriam Jan Jung (2 June 1922 – 19 April 2005) DOI: 10.2143/AST.35.2.2003455(Journal) (5204713-N ) DOI: 10.1017/S0515036100014264(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204714 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: Cheung, 38 ,2,399,2008,Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches DOI: 10.2143/AST.38.2.2033347(Journal) (5204714-N ) DOI: 10.1017/S0515036100015221(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204715 CauseID: 1402213747 OtherID: 1394312210 JT: Astin Bulletin MD: null, 34 ,2,459,2004,Invitation and Call for Papers 36th ASTIN/15th AFIR Colloquium at the ETH Zurich, Switzerland DOI: 10.2143/AST.34.2.505154(Journal) (5204715-N ) DOI: 10.1017/S0515036100013799(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204716 CauseID: 1402213747 OtherID: 1394312210 JT: Astin Bulletin MD: Avram, 34 ,2,315,2004,Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times DOI: 10.2143/AST.34.2.505146(Journal) (5204716-N ) DOI: 10.1017/S0515036100013714(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204717 CauseID: 1402213746 OtherID: 1394312226 JT: Astin Bulletin MD: Frostig, 38 ,1,183,2008,On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach DOI: 10.2143/AST.38.1.2030410(Journal) (5204717-N ) DOI: 10.1017/S0515036100015130(Journal) ========================================================== Created: 2017-02-13 21:57:24.0 ConfID: 5204718 CauseID: 1402213748 OtherID: 1394312213 JT: Astin Bulletin MD: Bäuerle, 35 ,2,379,2005,Multivariate Counting Processes: Copulas and Beyond DOI: 10.2143/AST.35.2.2003459(Journal) (5204718-N ) DOI: 10.1017/S0515036100014306(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204719 CauseID: 1402213746 OtherID: 1394312226 JT: Astin Bulletin MD: Kraft, 38 ,1,231,2008,Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach DOI: 10.2143/AST.38.1.2030412(Journal) (5204719-N ) DOI: 10.1017/S0515036100015154(Journal) ========================================================== Created: 2017-02-13 21:57:24.0 ConfID: 5204720 CauseID: 1402213748 OtherID: 1394312213 JT: Astin Bulletin MD: Maria de, 35 ,2,409,2005,Applying the Proportional Hazard Premium Calculation Principle DOI: 10.2143/AST.35.2.2003460(Journal) (5204720-N ) DOI: 10.1017/S0515036100014318(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204721 CauseID: 1402213747 OtherID: 1394312210 JT: Astin Bulletin MD: Braun, 34 ,2,399,2004,The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles DOI: 10.2143/AST.34.2.505150(Journal) (5204721-N ) DOI: 10.1017/S0515036100013751(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204722 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: null, 38 ,2,672,2008,39th International ASTIN Colloquium - Announcement and Call for Papers DOI: 10.2143/AST.38.2.2033361(Journal) (5204722-N ) DOI: 10.1017/S0515036100015361(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204723 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: Korn, 38 ,2,423,2008,Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis DOI: 10.2143/AST.38.2.2033348(Journal) (5204723-N ) DOI: 10.1017/S0515036100015233(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204724 CauseID: 1402213747 OtherID: 1394312210 JT: Astin Bulletin MD: Bølviken, 34 ,2,457,2004,Report on the XXXV Astin Colloquium June 6-9 2004, Bergen, Norway DOI: 10.2143/AST.34.2.505153(Journal) (5204724-N ) DOI: 10.1017/S0515036100013787(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204725 CauseID: 1402213746 OtherID: 1394312226 JT: Astin Bulletin MD: Chan, 38 ,1,207,2008,Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution DOI: 10.2143/AST.38.1.2030411(Journal) (5204725-N ) DOI: 10.1017/S0515036100015142(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204726 CauseID: 1402213747 OtherID: 1394312210 JT: Astin Bulletin MD: null, 34 ,2,461,2004,Heriot-Watt University, Edinburgh, School of Mathematical and Computer Sciences, Department of Actuarial Mathematics and Statistics DOI: 10.2143/AST.34.2.505156(Journal) (5204726-N ) DOI: 10.1017/S0515036100013817(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204727 CauseID: 1402213747 OtherID: 1394312210 JT: Astin Bulletin MD: Cossette, 34 ,2,465,2004,Obituary of Professor Etienne de Vylder (1937-2004) DOI: 10.2143/AST.34.2.505157(Journal) (5204727-N ) DOI: 10.1017/S0515036100013829(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204728 CauseID: 1402213746 OtherID: 1394312226 JT: Astin Bulletin MD: null, 38 ,1,381,2008,5th Conference in Actuarial Science & Finance on Samos, September 4-7, 2008 DOI: 10.2143/AST.38.1.2030417(Journal) (5204728-N ) DOI: 10.1017/S0515036100015208(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204729 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: Lu, 38 ,2,527,2008,Sampling Distributions of Critical Illness Insurance Premium Rates: Breast and Ovarian Cancer DOI: 10.2143/AST.38.2.2033352(Journal) (5204729-N ) DOI: 10.1017/S0515036100015270(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204730 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: Mack, 38 ,2,669,2008,Correction Note to “The Prediction Error of Bornhuetter/Ferguson” By T. Mack DOI: 10.2143/AST.38.2.2033358(Journal) (5204730-N ) DOI: 10.1017/S0515036100015336(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204731 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: null, 38 ,2,670,2008,3rd International Life Colloquium and 19th International AFIR Colloquium -- Announcement and Call for Papers DOI: 10.2143/AST.38.2.2033359(Journal) (5204731-N ) DOI: 10.1017/S0515036100015348(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204732 CauseID: 1402213749 OtherID: 1394312229 JT: Astin Bulletin MD: Embrechts, 38 ,2,674,2008,2009 Bowles Symposium: Liquidity, Valuation and Financial Crises -- Call for Papers and Participation DOI: 10.2143/AST.38.2.2033362(Journal) (5204732-N ) DOI: 10.1017/S0515036100015373(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204733 CauseID: 1402213752 OtherID: 1394312204 JT: Astin Bulletin MD: Lindskog, 33 ,2,209,2003,Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling DOI: 10.2143/AST.33.2.503691(Journal) (5204733-N ) DOI: 10.1017/S0515036100013441(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204734 CauseID: 1402213752 OtherID: 1394312204 JT: Astin Bulletin MD: Owadally, 33 ,2,289,2003,Pension Funding and the Actuarial Assumption Concerning Investment Returns DOI: 10.2143/AST.33.2.503694(Journal) (5204734-N ) DOI: 10.1017/S0515036100013477(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204735 CauseID: 1402213752 OtherID: 1394312204 JT: Astin Bulletin MD: Mata, 33 ,2,239,2003,Asymptotic Dependence of Reinsurance Aggregate Claim Amounts DOI: 10.2143/AST.33.2.503692(Journal) (5204735-N ) DOI: 10.1017/S0515036100013453(Journal) ========================================================== Created: 2017-02-13 21:57:27.0 ConfID: 5204736 CauseID: 1402213756 OtherID: 1394312214 JT: Astin Bulletin MD: Ulf, 36 ,1,135,2006,Portfolio Choice and Estimation Risk. A Comparison of Bayesian to Heuristic Approaches DOI: 10.2143/AST.36.1.2014147(Journal) (5204736-N ) DOI: 10.1017/S0515036100014434(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204737 CauseID: 1402213752 OtherID: 1394312204 JT: Astin Bulletin MD: Brazauskas, 33 ,2,365,2003,Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data DOI: 10.2143/AST.33.2.503698(Journal) (5204737-N ) DOI: 10.1017/S0515036100013519(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204738 CauseID: 1402213752 OtherID: 1394312204 JT: Astin Bulletin MD: Nielsen, 33 ,2,399,2003,Prediction of Stock Returns: A New Way to Look at It DOI: 10.2143/AST.33.2.503700(Journal) (5204738-N ) DOI: 10.1017/S0515036100013532(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204739 CauseID: 1402213752 OtherID: 1394312204 JT: Astin Bulletin MD: Pitrebois, 33 ,2,419,2003,Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor''s Work Revisited DOI: 10.2143/AST.33.2.503701(Journal) (5204739-N ) DOI: 10.1017/S0515036100013544(Journal) ========================================================== Created: 2017-02-13 21:57:27.0 ConfID: 5204740 CauseID: 1402213756 OtherID: 1394312214 JT: Astin Bulletin MD: Cairns, 36 ,1,79,2006,Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk DOI: 10.2143/AST.36.1.2014145(Journal) (5204740-N ) DOI: 10.1017/S0515036100014410(Journal) ========================================================== Created: 2017-02-13 21:57:27.0 ConfID: 5204741 CauseID: 1402213756 OtherID: 1394312214 JT: Astin Bulletin MD: Kijima, 36 ,1,269,2006,A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks DOI: 10.2143/AST.36.1.2014152(Journal) (5204741-N ) DOI: 10.1017/S0515036100014483(Journal) ========================================================== Created: 2017-02-13 21:57:27.0 ConfID: 5204742 CauseID: 1402213756 OtherID: 1394312214 JT: Astin Bulletin MD: Boucher, 36 ,1,285,2006,Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance DOI: 10.2143/AST.36.1.2014153(Journal) (5204742-N ) DOI: 10.1017/S0515036100014495(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204743 CauseID: 1402213760 OtherID: 1394312208 JT: Astin Bulletin MD: Berthon, 34 ,1,1,2004,The Necessity to Change DOI: 10.2143/AST.34.1.504951(Journal) (5204743-N ) DOI: 10.1017/S0515036100013842(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204744 CauseID: 1402213760 OtherID: 1394312208 JT: Astin Bulletin MD: Steffensen, 34 ,1,5,2004,On Merton’s Problem for Life Insurers DOI: 10.2143/AST.34.1.504952(Journal) (5204744-N ) DOI: 10.1017/S0515036100013854(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204745 CauseID: 1402213757 OtherID: 1394312212 JT: Astin Bulletin MD: Felice, 35 ,1,79,2005,Market Based Tools for Managing the Life Insurance Company DOI: 10.2143/AST.35.1.583167(Journal) (5204745-N ) DOI: 10.1017/S0515036100014070(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204746 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: Bühlmann, 37 ,2,191,2007,The History of ASTIN. Invited Lecture at the 50 Years Anniversary of ASTIN DOI: 10.2143/AST.37.2.2024064(Journal) (5204746-N ) DOI: 10.1017/S0515036100014835(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204747 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: Degen, 37 ,2,265,2007,The Quantitative Modeling of Operational Risk: Between G-and-H and EVT DOI: 10.2143/AST.37.2.2024067(Journal) (5204747-N ) DOI: 10.1017/S0515036100014860(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204748 CauseID: 1402213757 OtherID: 1394312212 JT: Astin Bulletin MD: Stanford, 35 ,1,131,2005,Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models DOI: 10.2143/AST.35.1.583169(Journal) (5204748-N ) DOI: 10.1017/S0515036100014094(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204749 CauseID: 1402213760 OtherID: 1394312208 JT: Astin Bulletin MD: Cebrián, 34 ,1,151,2004,Testing for Concordance Ordering DOI: 10.2143/AST.34.1.504960(Journal) (5204749-N ) DOI: 10.1017/S0515036100013933(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204750 CauseID: 1402213757 OtherID: 1394312212 JT: Astin Bulletin MD: Nielsen, 35 ,1,239,2005,Proportional Hazard Estimation Adjusted by Continuous Credibility DOI: 10.2143/AST.35.1.583174(Journal) (5204750-N ) DOI: 10.1017/S0515036100014148(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204751 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: Alfa, 37 ,2,293,2007,Algorithmic Analysis of the Sparre Andersen Model in Discrete Time DOI: 10.2143/AST.37.2.2024068(Journal) (5204751-N ) DOI: 10.1017/S0515036100014872(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204752 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: Albrecher, 37 ,2,203,2007,On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model DOI: 10.2143/AST.37.2.2024065(Journal) (5204752-N ) DOI: 10.1017/S0515036100014847(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204753 CauseID: 1402213757 OtherID: 1394312212 JT: Astin Bulletin MD: Viswanathan, 35 ,1,299,2005,Bonus-malus Systems in a Deregulated Environment: Forecasting Market Shares Using Diffusion Models DOI: 10.2143/AST.35.1.583177(Journal) (5204753-N ) DOI: 10.1017/S0515036100014173(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204754 CauseID: 1402213757 OtherID: 1394312212 JT: Astin Bulletin MD: Hartman, 35 ,1,1,2005,ASTIN – Today and Tomorrow DOI: 10.2143/AST.35.1.583162(Journal) (5204754-N ) DOI: 10.1017/S0515036100014707(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204755 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: Courtois, 37 ,2,387,2007,Local Moment Matching and S-convex Extrema DOI: 10.2143/AST.37.2.2024073(Journal) (5204755-N ) DOI: 10.1017/S0515036100014926(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204758 CauseID: 1402213760 OtherID: 1394312208 JT: Astin Bulletin MD: Prime, 34 ,1,269,2004,Catherine Mary Prime 30 September 1942 to 11 February 2004 DOI: 10.2143/AST.34.1.504968(Journal) (5204758-N ) DOI: 10.1017/S051503610001401X(Journal) ========================================================== Created: 2017-02-13 21:57:28.0 ConfID: 5204759 CauseID: 1402213760 OtherID: 1394312208 JT: Astin Bulletin MD: null, 34 ,1,267,2004,36th ASTIN Colloquium 15th AFIR Colloquium DOI: 10.2143/AST.34.1.504967(Journal) (5204759-N ) DOI: 10.1017/S0515036100014008(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204760 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: null, 37 ,2,537,2007,38th International ASTIN Colloquium - Call for Papers DOI: 10.2143/AST.37.2.2024079(Journal) (5204760-N ) DOI: 10.1017/S0515036100014987(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204761 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: null, 37 ,2,540,2007,17th International AFIR Colloquium - Call for Papers DOI: 10.2143/AST.37.2.2024080(Journal) (5204761-N ) DOI: 10.1017/S0515036100014999(Journal) ========================================================== Created: 2017-02-13 21:57:29.0 ConfID: 5204762 CauseID: 1402213761 OtherID: 1394312220 JT: Astin Bulletin MD: null, 37 ,2,547,2007,Call for Papers – Risk Theory Society Annual Seminar DOI: 10.2143/AST.37.2.2024083(Journal) (5204762-N ) DOI: 10.1017/S0515036100015026(Journal) ========================================================== Created: 2019-03-03 20:16:55.0 ConfID: 5456669 CauseID: 1440462370 OtherID: 1440297513 JT: Astin Bulletin MD: Steffensen, 49 ,1,85,2019,PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES DOI: 10.1017/asb.2018.40(Journal) (5456669-N ) DOI: 10.1017/asb.2019.40(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467233 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Zimbidis, 37 ,1,163,2007,Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds DOI: 10.2143/AST.37.1.2020804(Journal) (5467233-N ) DOI: 10.1017/S0515036100014793(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467234 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Niemiec, 37 ,1,53,2007,Bonus-malus Systems as Markov Set-chains DOI: 10.2143/AST.37.1.2020798(Journal) (5467234-N ) DOI: 10.1017/S0515036100014732(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467235 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Cordeiro, 37 ,1,133,2007,Some Notes on the Average Duration of an Income Protection Claim DOI: 10.2143/AST.37.1.2020802(Journal) (5467235-N ) DOI: 10.1017/S051503610001477X(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467236 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: null, 37 ,1,185,2007,Register for the 2007 Astin Colloquium DOI: 10.2143/AST.37.1.2020805(Journal) (5467236-N ) DOI: 10.1017/S051503610001480X(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467237 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: null, 37 ,1,187,2007,38th International ASTIN Colloquium DOI: 10.2143/AST.37.1.2020806(Journal) (5467237-N ) DOI: 10.1017/S0515036100014811(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467238 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Cai, 37 ,1,93,2007,Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures DOI: 10.2143/AST.37.1.2020800(Journal) (5467238-N ) DOI: 10.1017/S0515036100014756(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467239 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Emms, 37 ,1,1,2007,Dynamic Pricing of General Insurance in a Competitive Market DOI: 10.2143/AST.37.1.2020796(Journal) (5467239-N ) DOI: 10.1017/S0515036100014719(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467240 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Johnston, 37 ,1,35,2007,Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures DOI: 10.2143/AST.37.1.2020797(Journal) (5467240-N ) DOI: 10.1017/S0515036100014720(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467241 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: Jong, 37 ,1,149,2007,Mortality Projection Based on the Wang Transform DOI: 10.2143/AST.37.1.2020803(Journal) (5467241-N ) DOI: 10.1017/S0515036100014781(Journal) ========================================================== Created: 2019-05-01 15:10:06.0 ConfID: 5467242 CauseID: 1444308854 OtherID: 1402213741 JT: Astin Bulletin MD: null, 37 ,1,189,2007,Obituary of Erkki Pesonen DOI: 10.2143/AST.37.1.2020807(Journal) (5467242-N ) DOI: 10.1017/S0515036100014823(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467463 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Barbe, 36 ,2,361,2006,On the Tail Behavior of Sums of Dependent Risks DOI: 10.2143/AST.36.2.2017926(Journal) (5467463-N ) DOI: 10.1017/S0515036100014550(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467464 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Mack, 36 ,2,543,2006,The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment DOI: 10.2143/AST.36.2.2017937(Journal) (5467464-N ) DOI: 10.1017/S051503610001463X(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467465 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Gisler, 36 ,2,554,2006,The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach DOI: 10.2143/AST.36.2.2017939(Journal) (5467465-N ) DOI: 10.1017/S0515036100014653(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467466 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Cenci, 36 ,2,505,2006,Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework DOI: 10.2143/AST.36.2.2017932(Journal) (5467466-N ) DOI: 10.1017/S0515036100014616(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467467 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Buchwalder, 36 ,2,553,2006,The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark DOI: 10.2143/AST.36.2.2017938(Journal) (5467467-N ) DOI: 10.1017/S0515036100014641(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467468 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Venter, 36 ,2,566,2006,Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method DOI: 10.2143/AST.36.2.2017940(Journal) (5467468-N ) DOI: 10.1017/S0515036100014665(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467469 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Macdonald, 36 ,2,311,2006,The Impact of Multifactorial Genetic Disorders on Critical Illness Insurance: A Simulation Study Based on UK Biobank DOI: 10.2143/AST.36.2.2017924(Journal) (5467469-N ) DOI: 10.1017/S0515036100014537(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467470 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Jong, 36 ,2,589,2006,Adverse Selection Spirals DOI: 10.2143/AST.36.2.2017935(Journal) (5467470-N ) DOI: 10.1017/S0515036100014689(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467471 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Venter, 36 ,2,375,2006,Marginal Decomposition of Risk Measures DOI: 10.2143/AST.36.2.2017927(Journal) (5467471-N ) DOI: 10.1017/S0515036100014562(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467472 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Dickson, 36 ,2,415,2006,Optimal Dynamic Reinsurance DOI: 10.2143/AST.36.2.2017928(Journal) (5467472-N ) DOI: 10.1017/S0515036100014574(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467473 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Leitner, 36 ,2,347,2006,A Note on Credit Insurance DOI: 10.2143/AST.36.2.2017925(Journal) (5467473-N ) DOI: 10.1017/S0515036100014549(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467474 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Furman, 36 ,2,433,2006,Tail Variance Premium with Applications for Elliptical Portfolio of Risks DOI: 10.2143/AST.36.2.2017929(Journal) (5467474-N ) DOI: 10.1017/S0515036100014586(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467475 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Lau, 36 ,2,573,2006,On Bayesian Mixture Credibility DOI: 10.2143/AST.36.2.2017934(Journal) (5467475-N ) DOI: 10.1017/S0515036100014677(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467476 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Buchwalder, 36 ,2,521,2006,The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) DOI: 10.2143/AST.36.2.2017933(Journal) (5467476-N ) DOI: 10.1017/S0515036100014628(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467477 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Scollnik, 36 ,2,463,2006,A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts DOI: 10.2143/AST.36.2.2017930(Journal) (5467477-N ) DOI: 10.1017/S0515036100014598(Journal) ========================================================== Created: 2019-05-02 15:03:52.0 ConfID: 5467478 CauseID: 1444405452 OtherID: 1402213753 JT: Astin Bulletin MD: Gerber, 36 ,2,489,2006,A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier DOI: 10.2143/AST.36.2.2017931(Journal) (5467478-N ) DOI: 10.1017/S0515036100014604(Journal)