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 2005

No 119	The Maximum Surplus before Ruin in an Erlang(n) Risk Process and Related Problems. Shuanming Li and David C.M.Dickson
No 120	The Distribution of the Dividend Payments in the Compound Poisson Risk Model Peturbed by Diffusion. Shuanming Li
No 121	Fitting Combinations of Exponentials to Probability Distributions. Daniel Dufresne REVISED VERSION (as at 8 November, 2005): Fitting Combinations of Exponentials to Probability Distributions. Daniel Dufresne
No 122	An n- Year Roll Forward Reserve Model for Social Long Term Care Insurance in Australia Edward Leung
No 123	Exploring Unknown Quantities. Development and Application  of a Stochastic Catastrophe Model with Output and Sensitivities  Sam Killmier
No 124	Synchronous Bootstrapping of Seemingly Unrelated Regressions Greg Taylor and Gráinne McGuire
No 125	Second Order Bayesian Revision of a Generalised Linear Model Greg Taylor
No 126	Two Notes on Financial Mathematics Daniel Dufresne
No 127	Optimal Dividends under a Ruin Probability Constraint David C.M.Dickson and Steve Drekic
No 128	Fourier Inversion Formulas in Option Pricing and Insurance Daniel Dufresne, Jose Garrido and Manuel Morales REVISED VERSION (as at 14 June 2007): Fourier Inversion Formulas in Option Pricing and Insurance Daniel Dufresne, Jose Garrido and Manuel Morales