2006
| Authors | Publications |
|---|---|
| Dickson D. | Premiums and reserves for life insurance products. Australian Actuarial Journal. 12 (2): 259-279. |
| Dickson D. & Drekic S. | Optimal dividends under a ruin probability constraint. Annals of Actuarial Science. 1 (2): 291-306. |
| Dickson D. & Waters H. | Optimal dynamic reinsurance. Astin Bulletin. 36 (2): 415-432. |
| Fitzherbert R. | Australian equity returns: another look at the historical record. JASSA - Journal of the Securities Institute of Australia. Spring (3): 20-24. |
| Fitzherbert R. | Paradigms, research and recognition of the Actuarial profession. Australian Actuarial Journal. 12 (1): 103-140. |
| Joshi M. | Achieving decorrelation and speed simultaneously in the Libor market model. Journal of Risk. 9 (1): 147-153. |
| Joshi M. | Option pricing and the Dirichlet problem. Wilmott Magazine. 4 (4): 100-103. |
| Joshi M. & Stacey A. | Intensity gamma: a new approach for pricing portfolio credit derivatives. Risk Magazine. 19 (7): 78-83. |
| Li S. | The distribution of the dividend payments in the compound Poission risk model perturbed by diffusion. Scandanavian Actuarial Journal. 2006 (2): 73-85. |
| Li S. & Dicskon D. | The maximum surplus before ruin in an Erlang(Nn) risk process and related problems. Insurance Mathematics & Economics. 38 (3): 529-539. |
| Pitt D. | Regression quantile analysis of claim termination rates for income protection insurance. Annals of Actuarial Science. 1 (2): 345-357. |
| Taylor G. | APRA general insurance risk margins. Australian Actuarial Journal. 12 (3): 367-397. |
| Taylor G. & Mulquiney P. | Modelling mortgage insurance as a multi-state process. Journal of the Casualty Actuarial Society. |
| Yuen KC., Guo J. & Wu X. | On the first time of ruin in the bivariate compound Poisson model. Insurance Mathematics & Economics. 38 (2): 298-308. |