1. Interest rate risk: dimension reduction in the Swiss Solvency Test

   • Marcel Ambrus
   • Jérôme Crugnola-Humbert
   • Martin Schmid

   Original Research Paper 06 December 2011 Pages: 159 - 172

   

2. Solvency capital requirement for hybrid products

   • Michael Kochanski
   • Bertel Karnarski

   Original Research Paper 08 November 2011 Pages: 173 - 198

   

3. Revised version of: Solvency requirement for a long-term guarantee: risk measures versus probability of ruin

   • Pierre Devolder

   Original Research Paper 23 December 2011 Pages: 199 - 214

   

4. Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns

   • Werner Hürlimann

   Original Research Paper 16 September 2011 Pages: 215 - 235

5. Threshold dividend strategies for a Markov-additive risk model

   • Lothar Breuer

   Original Research Paper 14 September 2011 Pages: 237 - 258

6. Analysis of Finnish and Swedish mortality data with stochastic mortality models

   • Enrico Lovász

   Original Research Paper 05 October 2011 Pages: 259 - 289

   

7. Statistical methods to compare mortality for a group with non-divergent populations: an application to Spanish regions

   • Ana Debón
   • Francisco Montes
   • Francisco Martínez-Ruiz

   Original Research Paper 06 December 2011 Pages: 291 - 308