Salzmann, Robert; Wütrich, Mario V.; Merz, Michael Higher moments of the claims development result in general insurance. (English) Zbl 1277.91097 Astin Bull. 42, No. 1, 355-384 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Salzmann} et al., ASTIN Bull. 42, No. 1, 355--384 (2012; Zbl 1277.91097) Full Text: DOI OpenURL
Nakano, Yumiharu On approximating law-invariant comonotonic coherent risk measures. (English) Zbl 1277.91094 Astin Bull. 42, No. 1, 343-353 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Nakano}, ASTIN Bull. 42, No. 1, 343--353 (2012; Zbl 1277.91094) Full Text: DOI OpenURL
Heras, Antonio; Balbás, Beatriz; Vilar, José Luis Conditional tail expectation and premium calculation. (English) Zbl 1277.91085 Astin Bull. 42, No. 1, 325-342 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Heras} et al., ASTIN Bull. 42, No. 1, 325--342 (2012; Zbl 1277.91085) Full Text: DOI OpenURL
Rosenlund, Stig Bootstrapping individual claim histories. (English) Zbl 1277.62259 Astin Bull. 42, No. 1, 291-324 (2012). MSC: 62P05 62F40 91B30 PDF BibTeX XML Cite \textit{S. Rosenlund}, ASTIN Bull. 42, No. 1, 291--324 (2012; Zbl 1277.62259) Full Text: DOI OpenURL
Arbenz, Philipp; Canestraro, Davide Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach. (English) Zbl 1277.91139 Astin Bull. 42, No. 1, 271-290 (2012). MSC: 91B70 91B30 62P05 62F15 62H05 62H20 PDF BibTeX XML Cite \textit{P. Arbenz} and \textit{D. Canestraro}, ASTIN Bull. 42, No. 1, 271--290 (2012; Zbl 1277.91139) Full Text: DOI OpenURL
Desmedt, S.; Snoussi, M.; Chenut, X.; Walhin, J. F. Experience and exposure rating for property per risk excess of loss reinsurance revisited. (English) Zbl 1277.91080 Astin Bull. 42, No. 1, 233-270 (2012). MSC: 91B30 91B25 91G10 PDF BibTeX XML Cite \textit{S. Desmedt} et al., ASTIN Bull. 42, No. 1, 233--270 (2012; Zbl 1277.91080) Full Text: DOI OpenURL
Delong, Łukasz No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process. (English) Zbl 1277.91060 Astin Bull. 42, No. 1, 203-232 (2012). MSC: 91B25 91B30 60G55 91G20 PDF BibTeX XML Cite \textit{Ł. Delong}, ASTIN Bull. 42, No. 1, 203--232 (2012; Zbl 1277.91060) Full Text: DOI OpenURL
Lu, Yi; Zeng, Leilei A nonhomogeneous Poisson hidden Markov model for claim counts. (English) Zbl 1277.62270 Astin Bull. 42, No. 1, 181-202 (2012). MSC: 62P12 60G55 62H30 91B30 91B76 91B84 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{L. Zeng}, ASTIN Bull. 42, No. 1, 181--202 (2012; Zbl 1277.62270) Full Text: DOI OpenURL
Lee, Simon C. K.; Lin, X. Sheldon Modeling dependent risks with multivariate Erlang mixtures. (English) Zbl 1277.62255 Astin Bull. 42, No. 1, 153-180 (2012). MSC: 62P05 62H30 91B30 PDF BibTeX XML Cite \textit{S. C. K. Lee} and \textit{X. S. Lin}, ASTIN Bull. 42, No. 1, 153--180 (2012; Zbl 1277.62255) Full Text: DOI OpenURL
Landsman, Z.; Tsanakas, A. Parameter uncertainty in exponential family tail estimation. (English) Zbl 1277.91087 Astin Bull. 42, No. 1, 123-152 (2012). MSC: 91B30 62P05 62F40 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{A. Tsanakas}, ASTIN Bull. 42, No. 1, 123--152 (2012; Zbl 1277.91087) Full Text: DOI OpenURL
Kaluszka, Marek; Krzeszowiec, Michał Mean-value principle under cumulative prospect theory. (English) Zbl 1277.91086 Astin Bull. 42, No. 1, 103-122 (2012). MSC: 91B30 91B16 PDF BibTeX XML Cite \textit{M. Kaluszka} and \textit{M. Krzeszowiec}, ASTIN Bull. 42, No. 1, 103--122 (2012; Zbl 1277.91086) Full Text: DOI OpenURL
Chang, Carolyn W.; Chang, Jack S. K.; Lim, Kian Guan Global warming, extreme weather events, and forecasting tropical cyclones: a market-based forward-looking approach. (English) Zbl 1277.91143 Astin Bull. 42, No. 1, 77-101 (2012). MSC: 91B76 62P05 62P12 91B74 91G20 PDF BibTeX XML Cite \textit{C. W. Chang} et al., ASTIN Bull. 42, No. 1, 77--101 (2012; Zbl 1277.91143) Full Text: DOI OpenURL
Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard Double chain ladder. (English) Zbl 1277.91092 Astin Bull. 42, No. 1, 59-76 (2012). MSC: 91B30 62P05 62F40 PDF BibTeX XML Cite \textit{D. M. Martínez Miranda} et al., ASTIN Bull. 42, No. 1, 59--76 (2012; Zbl 1277.91092) Full Text: DOI OpenURL
Verrall, Richard; Hössjer, Ola; Björkwall, Susanna Modelling claims run-off with reversible jump Markov chain Monte Carlo methods. (English) Zbl 1277.91099 Astin Bull. 42, No. 1, 35-58 (2012). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{R. Verrall} et al., ASTIN Bull. 42, No. 1, 35--58 (2012; Zbl 1277.91099) Full Text: DOI OpenURL
Dahms, René Linear stochastic reserving methods. (English) Zbl 1277.91079 Astin Bull. 42, No. 1, 1-34 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Dahms}, ASTIN Bull. 42, No. 1, 1--34 (2012; Zbl 1277.91079) Full Text: DOI OpenURL