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 2004

 No 113  Loss reserving with GLMs: a case study by Greg Taylor and Grainne McGuire

 No 114  De Vylder Approximations to the Moments and Distribution of the Time to Ruin by David C M Dickson and Kwok Swan Wong

No 115 The density of the time to ruin in the classical Poisson risk model by
David C M Dickson and Gordon E Willmot

No 116 Bessel Processes and a Functional of Brownian Motion byDaniel Dufresne

No 117 A Multipe State Model for Pricing and
Reserving Private Long Term Care Insurance in Australia by Edward Leung

No 118 Stochastic Life Annuities by Daniel Dufresne

REVISED VERSION (as at 27 June 2006):
Stochastic Life Annuities by Daniel Dufresne