Items where Schools and Departments is "Actuarial Research Reports" and Year is 2006
B
Ballotta, L., Esposito, G. & Haberman, S. (2006). The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements. Insurance: Mathematics and Economics, 39(3), pp. 356-375. doi: 10.1016/j.insmatheco.2006.04.004
Ballotta, L., Esposito, G. & Haberman, S. (2006). Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk. London, UK: .
Ballotta, L. & Haberman, S. (2006). The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case. Insurance: Mathematics and Economics, 38(1), pp. 195-214. doi: 10.1016/j.insmatheco.2005.10.002
E
Emms, P. (2006). Dynamic pricing of general insurance in a competitive market (Actuarial Research Paper No. 172). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Emms, P. (2006). Pricing general insurance with constraints (Actuarial Research Paper No. 173). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Emms, P., Haberman, S. & Savoulli, I. (2006). Optimal strategies for pricing general insurance. London, UK: .
K
Karlsson, M., Mayhew, L. & Rickayzen, B. D. (2006). Investigating the market potential for customised long term care insurance products (Actuarial Research Paper No. 174). London, UK: Faculty of Actuarial Science & Insurance, City University London.
L
Luciano, E., Spreeuw, J. & Vigna, E. (2006). Modelling stochastic bivariate mortality (Actuarial Research Paper No. 170). London, UK: Faculty of Actuarial Science & Insurance, City University London.
M
Mayhew, L. & Smith, D. (2006). Using queuing theory to analyse completion times in accident and emergency departments in the light of the government 4-hour target (Actuarial Research Paper No. 177). London, UK: Faculty of Actuarial Science & Insurance, City University London.
S
Spreeuw, J. (2006). Types of dependence and time-dependent association between two lifetimes in single parameter copula models. London, UK: .
Spreeuw, J. & Karlsson, M. (2006). The probationary period as a screening device: competitive markets (Actuarial Research Paper No. 168). London, UK: Faculty of Actuarial Science & Insurance, City University London.