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International Cramer Symposium on Insurance Mathematics |
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Harald Cramer and Insurance Mathematics |
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100 Years of the Scandinavian Actuarial Journal |
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A Note on Gerber–Shiu Functions with an Application |
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Improved Asymptotics for Ruin Probabilities |
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Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations |
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Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes |
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Coherent Risk Measures under Dominated Variation |
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Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses |
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A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company |
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Predicting Future Claims Among High Risk Policyholders Using Random Effects |
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Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process |
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Analysis of the Stochasticity of Mortality Using Variance Decomposition |
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The Impact of Stress Factors on the Price of Widow’s Pensions |
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The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution |
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Bonus-Malus Systems in Open and Closed Portfolios |
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Large Deviations for a Damped Telegraph Process |
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Probabilistic Choice with an Infinite Set of Options – an Approach Based on Random Sup Measures |
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Generalisation of the Damping Factor in PageRank for Weighted Networks |
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Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices |
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Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model |
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International Cramer Symposium on Insurance Mathematics |
|
|
Harald Cramer and Insurance Mathematics |
|
|
100 Years of the Scandinavian Actuarial Journal |
|
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