2007
| Authors | Publications |
|---|---|
| Dufresne D. | Fitting combinations of exponentials to probability distributions. Applied Stochastic Models in Business and Industry. 23 (1): 23-48. |
| Dufresne D. | Stochastic life annuities. North American Actuarial Journal. 11 (1): 136-157. |
| Joshi M. | A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options. Applied Mathematical Finance. 14 (3): 197-206. |
| Joshi M. & Leung T. | Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options. The Journal of Computational Finance. 10 (4): 93-105. |
| Joshi M. & Liesch L. | Effective implementation of generic market models. ASTIN Bulletin. 37 (2): 453-473. |
| Li S. & Lu Y. | Moments of the dividend payments and market models. North American Actuarial Journal. 11 (2): 65-76. |
| Pitt D. | Modelling the claim duration of income protection insurance policyholders using parametric mixture models. Annals of Actuarial Science. 2 (1): 1-24. |
| Taylor G. | Credibility, hypothesis testing and regression software. ASTIN Bulletin. 37 (2): 517-535. |
| Taylor G. & McGuire G. | A synchronous bootstrap to account for dependencies between lines of business in the estimation of loss reserve predict error. North American Actuarial Journal. 11 (1): 70-88. |
| Taylor G. & Mulquiney P. | Modelling mortgage insurance as a multi-state process. Variance. 1: 81-102. |