Actuarial Research Report

7 primary works

The Management of De-cumulation Risks in a Defined Contribution Environment

by R.J. Gerrard, S. Haberman, and Elena Vigna

Published February 2005

Asymptotic and Numerical Analysis of the Optimal Investment Strategy for an Insurer

by Paul Emms and S. Haberman

Published September 2005

Modelling the Joint Distribution of Competing Risks Survival Times Using Copula Functions

by V.K. Kaishev, S. Haberman, and D.S. Dimitrova

Published October 2005

Excess of Loss Reinsurance Under Joini Survival Optimality

by V.K. Kaishev and D.S. Dimitrova

Published November 2005

Types of Dependence and Time Dependent Association Between Two Lifetimes in Single Parameter Copula Models

by Jaap Spreeuw

Published 31 January 2006

Modelling Stochastic Bivariate Mortality

by Elisa Luciano, Jaap Spreeuw, and Elena Vigna

Published April 2006

Dynamic Pricing of General Insurance in a Competitive Market

by Paul Emms

Published February 2006