1. Shot-noise driven multivariate default models

   • Matthias Scherer
   • Ludwig Schmid
   • Thorsten Schmidt

   Original Research Paper 23 November 2012 Pages: 161 - 186

   

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

   • Younès Mouatassim
   • El Hadj Ezzahid

   Original Research Paper 17 October 2012 Pages: 187 - 204

   

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

   • Frédéric Planchet
   • Quentin Guibert
   • Marc Juillard

   Original Research Paper 04 July 2012 Pages: 205 - 226

   

4. Modeling accounting year dependence in runoff triangles

   • Robert Salzmann
   • Mario V. Wüthrich

   Original Research Paper 06 September 2012 Pages: 227 - 242

   

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

   • Patrice Gaillardetz
   • Huan Yi Li
   • Anne MacKay

   Original Research Paper 28 November 2012 Pages: 243 - 258

   

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

   • Hans U. Gerber
   • Elias S. W. Shiu
   • Hailiang Yang

   Original Research Paper Open access 31 July 2012 Pages: 259 - 272

7. Bivariate compound renewal sums with discounted claims

   • Ghislain Léveillé

   Original Research Paper 21 August 2012 Pages: 273 - 288

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

   • Zied Ben Salah
   • Manuel Morales

   Original Research Paper 11 August 2012 Pages: 289 - 317

9. Remarks on quantiles and distortion risk measures

   • Jan Dhaene
   • Alexander Kukush
   • Qihe Tang

   Original Research Paper 23 November 2012 Pages: 319 - 328