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Number of items: **14**.

Asimit, A.V. and Badescu, A. (2010).
Extremes on the discounted aggregate claims in a time dependent risk model.
*Scandinavian Actuarial Journal*(2),
pp. 93-104.
doi: 10.1080/03461230802700897

Asimit, A.V., Furman, E. and Vernic, R. (2010).
On a multivariate Pareto distribution.
*Insurance: Mathematics and Economics*, 46(2),
pp. 308-316.
doi: 10.1016/j.insmatheco.2009.11.004

Asimit, A.V., Li, D. and Peng, L. (2010).
Pitfalls in using Weibull tailed distributions.
*Journal of Statistical Planning and Inference*, 140(7),
pp. 2018-2024.
doi: 10.1016/j.jspi.2010.01.039

Bacinello, A.R., Olivieri, A., Millossovich, P. and Pitacco, E. (2010).
*Variable Annuities: Risk Identification and Risk Assessment* (CAREFIN Research Paper No. 14/2010).
Milan, Italy: BAFFI CAREFIN, Bocconi University.

Dimitrova, D. S. and Kaishev, V. K. (2010).
Optimal joint survival reinsurance: An efficient frontier approach.
*INSURANCE MATHEMATICS & ECONOMICS*, 47(1),
doi: 10.1016/j.insmatheco.2010.03.006

Gerrard, R. J. G. and Tsanakas, A. (2010).
Failure Probability Under Parameter Uncertainty.
*Risk Analysis*, 31(5),
pp. 727-744.
doi: 10.1111/j.1539-6924.2010.01549.x

Haslip, G. G. and Kaishev, V. K. (2010).
Pricing of reinsurance contracts in the presence of catastrophe bonds.
*ASTIN Bulletin*, 40(1),
pp. 307-329.
doi: 10.2143/AST.40.1.2049231

Jarzabkowski, P., Smets, M. and Spee, A. P. (2010).
*Trading risks: The value of relationships, models and face-to-face interaction in the global reinsurance market*.
Aston University.

Kyriakou, I. ORCID: 0000-0001-9592-596X (2010).
*Efficient valuation of exotic derivatives with path-dependence and early exercise features*.
(Unpublished Doctoral thesis, City University London)

Liu, H. and Verrall, R. J. (2010).
Bootstrap Estimation of the Predictive Distributions of Reserves Using Paid and Incurred Claims.
*Variance*, 4,
pp. 121-135.

Mayhew, L., Karlsson, M. and Rickayzen, B. D. (2010).
The Role of Private Finance in Paying for Long Term Care.
*Economic Journal*, 120(548),
F478-F504.
doi: 10.1111/j.1468-0297.2010.02388.x

Spreeuw, J. (2010).
*Relationships Between Archimedean Copulas and Morgenstern Utility Functions*.
Paper presented at the Copula Theory and Its Applications, 25-26 September 2009, Warsaw.

Verrall, R. J. and Liu, H. (2010).
*Bootstrap Estimation of the Predictive Distributions of Reserves using Paid and Incurred Claims*.
Paper presented at the ASTIN Colloquium 2008, 13-16 Jul 2008, Manchester, UK.

Verrall, R. J., Nielsen, J. P. and Jessen, A. H. (2010).
Prediction of RBNS and IBNR claims using claim amounts and claim counts.
*ASTIN Bulletin*, 40(2),
pp. 871-887.