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Approximating the bias and variance of chain ladder estimates under a compound poisson model |
Yogaranpan, Janagan; Clarke, Sue; Ferris, Shauna; Pollard, John |
2004 |
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Causes of death among Australian insured lives |
Tickle, L |
2004 |
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Commonotonically additive premium principles and some related topics |
Wu, Xianyi; Zhou, Xian; Wang, Jinglong |
2006 |
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The Cost of delay in a mortgage/credit loan portfolio |
Jang, Jiwook |
2009 |
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Estimation of multi-stage survival distributions based on age-stage data |
Wu, Xianyi; Wang, Jinglong; Zhou, Xian |
2009 |
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Explaining low annuity demand : an optimal portfolio application to Japan |
Purcal, Sachi; Piggott, John |
2008 |
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Fast senstitivity computations for Monte Carlo valuation of pension funds |
Pitt, David; Joshi, Mark |
2010 |
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How to destabilise the financial system : a beginners' guide |
Ferris, Shauna |
2009 |
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An Improved multivariate Markov chain model for credit risk |
Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; Li, Tang... More
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2009 |
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Insurance claims modulated by a hidden marked point process |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
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Martingale approach for moments of discounted aggregate claims |
Jang, Ji-Wook |
2004 |
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Mean reversion in investment markets : the implications for investors and regulators |
Asher, A |
2007 |
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Model Selection and claim frequency for workers' compensation insurance |
Cui, Jisheng; Pitt, David; Qian, Guoqi |
2010 |
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Nonparametric Bayesian credibility |
Siu, T. K; Yang, H |
2009 |
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On a generalized form of risk measure |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2003 |
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