Click on the title of any paper to see an abstract or summary. Pdf versions of some papers are also available on these pages. 

For copies of these working papers please e-mail your request to actuarial.enquiries@econ.unimelb.edu.au

 
Additions to the series in 1998

• No 68    Multi-Period Aggregate Loss Distributions for a Life Portfolio by David C M Dickson and Howard R Waters

• No 67    Pension Funding with Moving Average Rates of Return by Diane Bédard and Daniel Dufresne

• No 66    Comparison of Methods for Evaluation of the Convolution of Two Compound R₁ Distributions by David C M Dickson and Bjorn Sundt

• No 65    Comparison of Methods for Evaluation of the n-fold Convolution of an Arithmetic Distribution by Bjorn Sundt and David C M Dickson

• No 64    Ruin Problems for Phase-Type(2) Risk Processes by David C M Dickson and Christian Hipp

• No 63    An Affine Property of the Reciprocal Asian Option Process by Daniel Dufresne

• No 62    Accelerated Simulation for Pricing Asian Options by Felisa J Vazquez-Abad and Daniel Dufresne

• No 61    The Equity Implications of Changing the Tax Basis for Pension Funds by M E Atkinson, David M Knox and John Creedy

• No 60    On Error Bounds for Multivariate Distributions by Bjorn Sundt

• No 59    The Multivariate De Pril Transform by Bjorn Sundt

• No 58    On Multivariate Panjer Recursions by Bjorn Sundt

• No 57    The De Pril Transform of a Compound R_k Distribution by Bjorn Sundt and Okechukwu Ekuma

• No 56    A Unified Approach to the Study of Tail Probabilities of Compound Distributions by Jun Cai and Jose Garrido

• No 55    Super Benefits?  Estimates of the Retirement Incomes that Australian Women Will Receive from Superannuation by Susan Donath

• No 54    Tax Reform and Superannuation - An Opportunity to be Grasped by David M Knox

• No 53    An Analysis of the Equity Implications of Recent Taxation Changes to Australian Superannuation by David M Knox, M E Atkinson and Susan Donath

• No 52    On Robust Estimation in Bühlmann Straub's Credibility Model by Jose Garrido and Georgios Pitselis

• No 51    Pricing the Stochastic Volatility Put Option of Banks' Credit Line Commitments by J P Chateau and Daniel Dufresne

• No 50    Participation Profiles of Australian Women by M E Atkinson and Roslyn Cornish

• No 49    A Decomposition of Actuarial Surplus and Applications by Daniel Dufresne