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 2002

• No 104  Statistical Case Estimation by Greg Taylor and Mireille Campbell

• No 103  Initial Capital and Margins Required to Secure a Japanese Life Insurance Policy Portfolio Under Variable Interest Rates by Manabu Sato, David C M Dickson and Richard M Fitzherbert

• No 102  The Gerber-Shiu Discounted Penalty Function in the Stationary Renewal Risk Model by Gordon E Willmot and David C M Dickson

• No 101  Ruin Probabilities with a Markov Chain Interest Model by Jun Cai and David C M Dickson

• No 100   Asian and Basket Asymptotics by Daniel Dufresne

• No 99   The Deficit at Ruin in the Stationary Renewal Risk Model by Gordon E Willmot, David C M Dickson, Steve Drekic and David A Stanford

• No 98   Continuous Compounding, Volatility and the Equity Premium  by Richard Fitzherbert

• No 97   Upper Bounds for Ultimate Ruin Probabilities in the Sparre Andersen Model with Interest  by Jun Cai and David C M Dickson

• No 96   A Note on the Maximum Severity of Ruin and Related Problems  by David C M Dickson

• No 95   The Distribution of the Time to Ruin in the Classical Risk Model by David C M Dickson and Howard R Waters

• No 94   A General Class of Risk Models by Daniel Dufresne

• No 93   Further Observations on Chain Ladder Bias by Greg Taylor

• No 92   Chain Ladder Bias  by Greg Taylor