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The Sample Size Needed for the Calculation of a GLM Tariff

Discrete Time Risk Models under Stochastic Forces of Interest

Stochastic orders in dynamic reinsurance markets

A Family of term-structure models with stochastic volatility for use in dynamic financial analysis

Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks

The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates

Insurance Industry Decision Support: Data Marts, OLAP and Predictive Analytics

On the distribution of discounted loss reserves using generalized linear models

On Predictive Modeling for Claim Severity

Stochastic Excess-of-Loss Pricing within a Financial Framework

Variable Reduction for Predictive Modeling with Clustering

A Practitioner's Guide to Generalized Linear Models

Using Generalized Linear Models to Build Dynamic Pricing Systems

A Stochastic Model Underlying the Chain-Ladder Technique

IBNR Reserves Under Stochastic Interest Rates

Neural Networks Demystified

The Foreign Exchange Rate Risk: Institutional Issues and Stochastic ModelsMaking of Imminent Insurance Markets in Asia

Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous time

Long-Term Returns in Stochastic Interest Rate Models: Applications

A Markov Chain Model of Shifting Risk Parameters

Credibility Theory and Generalized Linear Models

The Mechanics of a Stochastic Corporate Financial Model

Studying Policy Retention Rates Using Markov Chains

Introduction to Markov Chain Monte Carlo Methods and Their Actuarial Applications

Two Stochastic Approaches for Discounting Actuarial Functions