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 2000

• No 83    Hedging in Incomplete Markets and Optimal Control by Christian Hipp and Michael Taksar

• No 82    Optimal Investment for Investors with State Dependent Income, and for Insurers by Christian Hipp

• No 81    The Statistical Distribution of Incurred Losses and Its Evolution Over Time III:  Dynamic Models by Greg Taylor

• No 80    Measuring the Effects of Reinsurance by the Adjustment Coefficient in the Sparre Anderson Model by Maria de Lourdes Centeno

• No 79    Stochastic Control of Funding Systems by Greg Taylor

• No 78    Risk and Discounted Loss Reserves by Greg Taylor

• No 77    On the Time to Ruin for Erlang(2) Risk Processes by David C M Dickson

• No 76    Stochastic Processes:  Learning the Language by    A J G Cairns, D C M Dickson, A S Macdonald, H R Waters and M Willder