Volume 2, Issue 2, December 2012

ISSN: 2190-9733 (Print) 2190-9741 (Online)

In this issue (9 articles)

  1. No Access

    Original Research Paper

    Shot-noise driven multivariate default models

    Matthias Scherer, Ludwig Schmid, Thorsten Schmidt Pages 161-186
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  2. No Access

    Original Research Paper

    Poisson regression and Zero-inflated Poisson regression: application to private health insurance data

    Younès Mouatassim, El Hadj Ezzahid Pages 187-204
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  3. No Access

    Original Research Paper

    Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance

    Frédéric Planchet, Quentin Guibert, Marc Juillard Pages 205-226
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  4. No Access

    Original Research Paper

    Modeling accounting year dependence in runoff triangles

    Robert Salzmann, Mario V. Wüthrich Pages 227-242
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  5. No Access

    Original Research Paper

    Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality

    Patrice Gaillardetz, Huan Yi Li, Anne MacKay Pages 243-258
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  6. Original Research Paper

    The Omega model: from bankruptcy to occupation times in the red

    Hans U. Gerber, Elias S. W. Shiu, Hailiang Yang Pages 259-272
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  7. No Access

    Original Research Paper

    Bivariate compound renewal sums with discounted claims

    Ghislain Léveillé Pages 273-288
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  8. No Access

    Original Research Paper

    Lévy systems and the time value of ruin for Markov additive processes

    Zied Ben Salah, Manuel Morales Pages 289-317
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  9. No Access

    Original Research Paper

    Remarks on quantiles and distortion risk measures

    Jan Dhaene, Alexander Kukush, Daniël Linders, Qihe Tang Pages 319-328
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