Australian Actuarial Journal, 2003 Volume 9, Issue 4
On a Generalized Form of Risk Measure
R J Elliott, T K Siu and H Yang
This paper defines risk measure in a measure-theoretic framework and shows how some common risk measures can be interpreted using that definition.
Economic Valuation: Something Old, Something New
In this paper, M Sherris presents the theory of actuarial economic valuation. He reviews valuation methods under different assumptions - variability of cash flows, variability of discount rates and frictional costs - and derives some valuation formulas from CAPM.
The abstracts are available on the IAAust web site.