We consider the problem of claims reserving and estimatingrun-off triangles. We generalize the gamma cell distributions model which leads to Tweedie`s compound Poisson model. Choosing a suitable parametrization, we estimate the parameters of our model within the framework of generalized linear...

I applaud the article as it is exactly the type of reaction to my editorial in Astin Bulletin 32(2) that I hoped to provoke. [Hans Bühlmann]<p>

This paper proposes a consistent approach to discrete time valuation in insurance and finance. This approach uses the growth optimal portfolio as references unit or benchmark. When used as benchmark, it is shown that all benchmarked price processes are supermartingales.

The model used in the technique of the Life Actuary is built oni) probabilities of insured events, e.g. death, survival, disablement...

This paper deals with Esscher transforms in discrete finance models.