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- Capital Allocation for Insurance Companies: Issues and Methods
Jens Perch Nielsen, Rolf Poulsen and Paul Mumford - Solvency Risk Capital for the Short and Long Term: Probabilistic versus Stability Criterion
Werner Hürlimann - Buy-and-Hold Strategies and Comonotonic Approximations
Jesús Marín-Solano, Oriol Roch, Jan Dhaene, Carmen Ribas, Manuela Bosch-Príncep and Steven Vanduffel - How They Can Jump Together: Multivariate Lévy Processes and Option pricing
Griselda Deelstra and Alexandre Petkovic - Impairment Estimates of Equity Portfolios Represented by Model Points
Christoph Bennemann and Carsten Hennig
- On quantitative risk measures of life settlement investments
Shamita Dutta Gupta - Mortality risk via affine stochastic intensities: calibration and empirical relevance
Elisa Luciano and Elena Vigna - Cause-deleted life expectancy improvement in the presence of left and right censoring
Peter Adamic - Construction d'une méthode spécifique d'indexation des contrats privés d'assurance maladie
Pierre Devolder and Benoît-Laurent Yerna - An overview on solvency supervision, regulations and prediction of insolvency
Georgios Pitselis - A critical note on MCEV calculations used in the life insurance industry
Fabian Suarez and Steven Vanduffel
- Benchmark rates for XL reinsurance revisited: model comparison for the Swiss MTPL market
Werner Hürlimann - Estimating the cost of variable annuity guaranteed minimum withdrawal benefit
Shamita Dutta Gupta - Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes model
Catalina Bolancé, Michel Denuit, Montserrat Guillén and Philippe Lambert - Beyond correlations: the use and abuse of copulas in economic capital calculations
Andrew Chernih, Mateusz Maj and Steven Vanduffel - Modeling equity impairments
Nicholas Batens - Réforme du régime Belge de pension légale basée sur la longévité
Pierre Devolder and Xavier Maréchal - Financial pricing and actuarial reserving
Bangwon Ko and Elias S. W. Shiu - Ruin probability in a threshold insurance risk model
Isaac K. M. Kwan and Hailiang Yang
- Shifts in interest rate and common shock model for coupled lives
Michel Denuit, Esther Frostig and Benny Levikson - Two binomial methods for evaluating the aggregate claims distribution in De Pril's individual risk model
Bjorn Sundt and Raluca Vernic - Economic value added optimization for insurers using a multivariate student-t model
K. D'haeseleer, S. Desmedt and J.F. Walhin - Heterogeneity in survival models. Applications to pensions and life annuities
Annamaria Olivieri - The annuity puzzle revisited: A deterministic version with Lagrangian methods
Pierre Devolder and Donatien Hainaut - On the Schuette-Nesbitt paradox
Nariankadu D. Shyamalkumar - Application of the Poisson log-bilinear projection model to the G5 mortality experience
Antoine Delwarde, Michel Denuit, Montserrat Guillén and Antoni Vidiella-i-Anguera
- Call for papers
Editorial board - Third Brazilian conference on statistical modelling in insurance and finance - Call for papers
Nikolai Kolev - Simulation de trajectoires de processus continus
F. Planchet and P.-E. Thérond - Aggregating economic capital
J. Dhaene, M. Goovaerts, M. Lundin and S. Vanduffel - Tail conditional variance for elliptically contoured distributions
E. A. Valdez - Basel II: Capital requirements for equity investment portfolios
F. Suarez, J. Dhaene, L. Henrard and S. Vanduffel - Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model
W. Hürlimann - Discussion section
Editorial board - A liability driven approach to asset allocation
Xinliang Chen, Jan Dhaene, Marc Goovaerts and Steven Vanduffel - Is het discrimineren van verzekerden discriminatie?
J. Dhaene and S. Vanduffel - Is one euro of actuaries worth the same as one euro of financial economists?
J. Dhaene, Luc Henrard and S. Vanduffel
- Some useful counterexamples regarding comonotonicity
Rob Kaas, Marc Goovaerts and Qihe Tang - The bequest motive and single people's demand for life annuities
Carlos Vidal-Meliá and Ana Lejárraga-García - A note on testing parameters of Frank's copula models
Renato Assunção - Une proposition de tables prospectives pour le marché belge des rentes
Corinne Magis, Michel Denuit and Jean-François Walhin - De Vylder's robust nonlinear regression credibility
Georgios Pitselis - Sarmanov distribution class for dependent risks and its applications
Fatih Tank and Omer L. Gebizlioglu - Capital requirements, risk measures and comonotonicity
Jan Dhaene, Steven Vanduffel, Qihe Tang, Marc Goovaerts, Rob Kaas and David Vyncke - Linear credibility models based on time series for claim counts
Oana Purcaru, Montserrat Guillén and Michel Denuit
- Importance de la période d'observation et des âges considérés dans la projection de la mortalité selon la méthode de Lee-Carter
A. Delwarde and M. Denuit - Simple characterizations of comonotonicity and countermonotonicity by extremal correlations
Michel Denuit and Jan Dhaene - Modèle discret d'options sur risques catastrophique
Antonio Alegre Escolano, Pierre Devolder and Maria José Pérez Fructuoso - Analysis of bivariate tail dependence using extreme value copulas: An application to the SOA medical large claims database
Ana C. Cebrián, Michel Denuit and Philippe Lambert - The European single insurance market: Overview and impact of the liberalization and deregulation processes
Maciej Sterzynski, LL.M. - On the computation of the capital multiplier in the Fortis Credit Economic Capital model
Jan Dhaene, Steven Vanduffel, Marc Goovaerts, Ruben Olieslagers and Robert Koch - Fitting the Belgian bonus-malus system
S. Pitrebois, M. Denuit and J.F. Walhin
- A general family of overdispersed probability laws
J.F. Walhin and J. Paris - Une amélioration de l'algorithme des échéances moyennes de C. Jaumain à partir du théorème d'immunisation de Fisher-Weil
Pierre Ars and José Paris - Premium systems for post-retirement sickness covers
Annamaria Olivieri and Ermanno Pitacco - Risque de longévité et rentes viagères: I. Evolution de la mortalité en Belgique de 1880 à nos jours
Natacha Brouhns and Michel Denuit - Risque de longévité et rentes viagères: II. Tables de mortalité prospectives pour la population belge
Natacha Brouhns and Michel Denuit - Risque de longévité et rentes viagères: III. Elaboration de tables de mortalité prospectives pour la population assurée belge, et évaluation du coût de l'antisélection
Natacha Brouhns and Michel Denuit - On the dependence induced by frequency credibility models
Oana Purcaru and Michel Denuit - Risk analysis in asset-liability management for pension fund
Manuela Bosch-Príncep, Pierre Devolder and Inmaculada Domínguez-Fabián - On the optimality of multiline excess of loss covers
J.F. Walhin
- Presidential address
Jean-Michel Kupper - Why do females live longer than males?
Jean Lemaire - Les univers virtuels de la finance
Pierre Devolder - Measuring the impact of a dependence among insured lifelengths
Michel Denuit, Jan Dhaene, Céline Le Bailly de Tilleghem and Stéphanie Teghem - The practical pricing of excess of loss treaties: actuarial, financial, economic and commercial aspects
J.-F. Walhin, L. Herfurth and P. De Longueville - Some remarks on IBNR evaluation techniques
M.J. Goovaerts, J. Dhaene, E. Vanden Borre and H. Redant