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Testing the goodness of fit of a mixed Poisson process

Albrecht, Peter - In: Insurance: Mathematics and Economics 1 (1982) 1, pp. 27-33

Persistent link: https://www.econbiz.de/10005374795

Parametric multiple regression risk models: Some connections with IBNR

Albrecht, Peter - In: Insurance: Mathematics and Economics 2 (1983) 2, pp. 69-73

Persistent link: https://www.econbiz.de/10005374859

Parametric multiple regression risk models: Theory and statistical analysis

Albrecht, Peter - In: Insurance: Mathematics and Economics 2 (1983) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10005374916

Parametric multiple regression risk models: Connections with tariffication, especially in motor insurance

Albrecht, Peter - In: Insurance: Mathematics and Economics 2 (1983) 2, pp. 113-117

Persistent link: https://www.econbiz.de/10005375034

A note on immunization under a general stochastic equilibrium model of the term structure

Albrecht, Peter - In: Insurance: Mathematics and Economics 4 (1985) 4, pp. 239-244

Persistent link: https://www.econbiz.de/10005375450

A note on insurance leverage under skew distributions

Albrecht, Peter - In: Insurance: Mathematics and Economics 5 (1986) 4, pp. 275-278

Persistent link: https://www.econbiz.de/10005365495

Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - In: Insurance: Mathematics and Economics 45 (2009) 1, pp. 25-34

Using a Monte Carlo framework, we analyze the risks and rewards of moving from an unfunded defined benefit pension system to a funded plan for German civil servants, allowing for alternative strategic contribution and investment patterns. In the process we integrate a Conditional Value at Risk...

Persistent link: https://www.econbiz.de/10004973687