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Some observations on the random walk model
  • David Wilkie

    • Models of the shot interest rate dynamics with the differentials
  • Petr Lappo

    • The implied volatility announce the behavior of the market risk
  • Ricardo Alfredo Tagliafichi

    • Diversification
  • Jean-François Walhin

    • The effects of parameter uncertainty in dependency structures
  • Jakub M. Borowicz~James P. Norman

    • On calculation of surplus value using stochastic modeling
  • Aldona Skucaite

    • Premium Determination Based on Change of Measure
  • Farrokh Guiahi

    • Can a coherent risk measure be too subadditive?
  • Roger Laeven~Jan Dhaene~G. Darkiewicz~M.J. Goovaerts

    • Economic Capital and the Aggregation of Risks using Copulas
  • Emiliano A. Valdez~Andy Tang

    • Economic risk capital of guaranteed cash-flows under Fréchet-Markov return models
  • Werner Hürlimann

    • Gestion Actif Passif et Solvabilité
  • Charles Descure~Cristiano Borean

    • Value at Risk en assurance : recherche d’une méthodologie à long terme
  • Marcin Fédor~Julien Morel

    • Valorisation du risque IARD et nouvelles normes comptables
  • Guillaume Gorge~Mathieu Gatumel

    • Les apports de l’intelligence artificielle dans l’allocation stratégique d’actifs sous contraintes stochastiques de solvabilité
  • Luca De Dominicis

    • Optimal investment strategies: A short survey of classical and recent results
  • Peter Holm Nielsen

    • Risk-averse Capital Market Line using Revised Option-Based Portfolio Insurance
  • Rachid Bouchaib

    • Risk based solvency norms and their validity
  • W.J. Willemse~H. Wolthuis

    • Aspects on calculating the Solvency Capital Requirement with the use of internal models
  • Raoul Berglund~Lasse Koskinen~Vesa Ronkainen

    • Insurer risk management in the presence of frictional costs
  • Yuriy Krvavych~Michael Sherris

    • The VaR of the mathematical provision: critical issues
  • Emilia Di Lorenzo~Rosa Cocozza ~Albina Orlando ~Marilena Sibillo

    • Towards a standard for market-consistent embedded value reporting
  • Paul Whitlock~Ben Pollard

    • A Numerical Study of Reserves and Risk Measures in Life Insurance
  • Mikkel Dahl

    • The win-first probability under interest force
  • Stéphane Loisel~Didier Rullière

    • Duality and Derivative Pricing with Time-Changed Lévy Processes
  • José Fajardo~Ernesto Mordecki

    • Risk theory insight into the asset-liability and solvency adaptive management
  • Vsevolod Malinovskii

    • Assessing the Market Value of Safety Loadings
  • François Quittard-Pinon~Carole Bernard~Olivier Le Courtois

    • Insurance Pricing and Capitalisation Given Market Incompleteness and Frictional Costs
  • Mark Johnston

    • Contingent Liability Swap
  • Ricardo Alvarado~David Iglesias

    • Ratio d’univers
  • Jean-François Boulier~Romain Verdier

    • False Discoveries in Mutual Fund Performance: Finding Lucky Alphas
  • Laurent Barras~O. Scaillet~R. Wermers

    • On the optimization of a CAPM-portfolio considering the possibility of safeguarding its loss
  • Uli Willibald Spreitzer

    • Management strategy for systemics risk within insurance contracts: the case of farm's crop insurance
  • Martial Phélippé-Guinvarc'h~Jean E. Cordier

    • An Introduction to the Benefits of Optimization Models for Underwriting Portfolio Selection
  • Kreuser Jerome~Lane Morton

    • Explaining low annuity demand: an optimal portfolio application to Japan
  • Sachi Purcal~John Pigott

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