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Publications in Uncertainty

Indifference Pricing of Pure Endowments and Life Annuities Under Stochastic Hazard and Interest Rates

Insurance: Mathematics and Economics

English

Global Loss Diversification in the Insurance Sector

Insurance: Mathematics and Economics

English

A Wavelet-Fisz Approach to Spectrum Estimation

Journal of Time Series Analysis

Applied Mathematics

English

A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves

Insurance: Mathematics and Economics

English

Theories of Regulation: Some Reflections on the Statutory Supervision of Insurance Companies in Anglo-American Countries

Insurance: Mathematics and Economics

English

Pensionmetrics 2: Stochastic Pension Plan Design During the Distribution Phase

Insurance: Mathematics and Economics

English

A Model of R&D Valuation and the Design of Research Incentives

Insurance: Mathematics and Economics

English

A Class of Conjugate Priors With Applications to Excess-Of-Loss Reinsurance.

Insurance: Mathematics and Economics

English

Some Stable Algorithms in Ruin Theory and Their Applications.

Insurance: Mathematics and Economics

English

Confidence Bounds for Discounted Loss Reserves

Insurance: Mathematics and Economics

English