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Items where Schools and Departments is "Actuarial Research Reports" and Year is 2006

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Number of items: 11.

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 (Actuarial Research Paper No. 176). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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

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 (Actuarial Research Paper No. 171). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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.

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.

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.

Spreeuw, J. (2006). Types of dependence and time-dependent association between two lifetimes in single parameter copula models (Actuarial Research Paper No. 169). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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.

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