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2005 symposium

Page Content

See below for a list of papers that were presented at the 2005 Symposium.

  • F. Wu and M. Sherris : Estimation of dependence using copulas: comparison of two approaches
  • F. Wu, E.A. Valdez and M. Sherris: Simulating exchangeable multivariate Archimedean copulas and its applications
  • Y.K. Leong and E.A. Valdez: Claims prediction with dependence using copula models: Presentation
  • Y.K. Leong and E.A. Valdez: Claims prediction with dependence using copula models
  • Z. Landsman and M. Sherris: Pricing in the multi-line insurer with dependent Gamma distributed risks allowing for costs of capital: Presentation
  • Z. Landsman and M. Sherris: Pricing in the multi-line insurer with dependent Gamma distributed risks allowing for costs of capital
  • G. Taylor and P. Mulquiney: Modelling mortgage insurance as a multi-state process
  • H. Chan and S. Purcal: Living life optimally: with a mean-reverting price of risk
  • S. Purcal: Optimal lifetime consumption, investment and insurance
  • J. Jang: Measuring tail dependence for collateral losses using bivariate Levy process: Presentation
  • J. Jang: Measuring tail dependence for collateral losses using bivariate Levy process
  • G. Ongkeko Jr., R. del Rosario and T. Castillo: On maximising dividends by investment and reinsurance
  • A. Carneiro and M. Sherris: Issues in panel data model selection: the case of empirical analysis of demand for reinsurance
  • C. Kwok and M. Sherris: Modelling the NSW Electricity Supply Curve
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