Variance: Advancing the Science of Risk

2008 Volume 2 Issue 1

Download the Entire Issue
Download the Note from the Editor, List of Contributors, and Letters to the Editor

15

Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business

Author: Gerald S. Kirschner, Colin Kerley, Belinda Isaacs

39

Economic Impact of Capital Level in an Insurance Company

Author: Yingjie Zhang

52

Management Strategies and Dynamic Financial Analysis

Author: Martin Eling, Hato Schmeiser, Thomas Parnitzke

71

Interval Estimation of the Credibility Factor

Author: Ashis Gangopadhyay, Wu-Chyuan Gau, Zhongxian Han

85

The Bornhuetter-Ferguson Principle

Author: Klaus D Schmidt, Mathias Zocher

111

A Comparison of Actuarial Financial Scenario Generators

Author: Kevin C. Ahlgrim, Stephen P. D'Arcy, Richard W. Gorvett

135

Models of Insurance Claim Counts with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions

Author: Jean-Philippe Boucher, Michel Denuit, Montserrat Guillen

163

Determination of Optimum Fair Premiums in Property-Liability Insurance: An Optimal Control Theoretic Approach

Author: Gregory K. Jones, Amin Ussif

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