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1. A Data-Analytic Method for Forecasting Next Record Catastrophe Loss
   We develop in this article a data-analytic method to forecast the severity of next record insured loss to property caused by natural catastrophic events...
2. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
   Mr...
3. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
   First, let me commend Mr...
4. Actuarial Applications in Catastrophe Reinsurance, [Discussion]
   Once again Mr...
5. Addendum and a Short Comment on the Paper; An
   In January 1997, Winterthur Insurance, together with Credit Suisse First Boston (CSFB), issued the first listed CAT bond...
6. Aggregation and diversification effect of dependent random variables
   We choose two identically distributed dependent risks X1 and X2 with dependence structure modelled by an Archimedean copula...
7. An Actuarial Index of the Right-Tail Risk
   A common characteristic for many insurance risks is the right-tail risk, representing low-frequency, large-loss events...
8. Analysis of Excess Loss Development; An, [Discussion]
   Messrs...
9. Analysis of Excess Loss Development; An, [Discussion]
   Messrs...
10. Approximations of Ruin Probability by Di-atomic or Di-exponential Claims
    The sensitivity of the ruin probability depending on the claim size distribution has been the topic of several discussion papers in recent ASTIN Bulletins...
11. Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
    In this paper we study the effect of different dependence structures on the distribution of total losses when the reinsurer undertakes excess of loss for two or more dependent portfolios...
12. Asymptotics of ruin probabilities for controlled risk processes in the small claims case
    We consider a risk process with the possibility of investment into a risky asset...
13. Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
    Upper and lower bounds of ruin probabilities for the S...
14. Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison [Author's Reply]
    [Author's Reply Begins on Page 14 of PDF...
15. Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison [Discussion]
    [Discussion begins on page 13 on PDF...
16. Bounds on the Tails of Convolutions of Compound Distributions
    Reinsurance Research - Loss Distributions, Size of...
17. Catastrophe Futures: A Better Hedge For Insurers
    Reinsurance Research...
18. Competitive Market Equilibrium Risk Load Formula for Catastrophe Ratemaking, The [Discussion]
    Mr...
19. Contributions to the Theory of the Largest Claim Cover
    In the wake of the technical development of our era we are increasingly faced with claims of extremely large amounts...
20. Correlations Between Excess of Loss Reinsurance Covers and Reinsurance of the n Largest Claims
    E...
21. De Vylder Approximations to the Moments and Distribution of the Time Ruin
    De Vylder (1978) proposed a method of approximating the probability of ultimate ruin in the classical risk model...
22. Discussion of the Danish Data on Large Fire Insurance Losses
    Alexander McNell's (1996) study of the Damsh data on large fire insurance losses provides an excellent example of the use of extreme value theory in an important application context...
23. Economic Risk Capital and Reinsurance: an Extreme Value Theory's Application to Fire Claims of an Insurance Company
    The viability of an insurance company depends critically on the size and frequency of large claims...
24. Estimating Tail Factors
    Modeling approaches for projecting tail development beyond the most mature data points will be presented...
25. Estimating the probability of two dependent catastrophic events
    The paper deals with the estimation of the probability that two dependent catastrophic events occur...

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