| 2010 |
|
| ARG Technical Report No. 2010-1 | |
| Pricing Group Life Insurance, Weighted Premiums, and CAPM | |
| Bruce L. Jones, Feng Qiu, and Ricardas Zitikis | |
| [PDF] | |
| 2009 |
|
| ARG Technical Report No. 2009-1 | |
| L-functions, processes, and statistics in measuring economic inequality and actuarial risks | |
| F. Greselin, M.L. Puri, and R. Zitikis | |
| [PDF] Statistics and Its Interface, 2 (2), 227-245 [Festschrift for Professor Joseph L. Gastwirth] | |
| ARG Technical Report No. 2009-2 | |
| On a multivariate Pareto distribution | |
| A.V. Asimit, E. Furman, and R. Vernic | |
| [PDF] | |
| ARG Technical Report No. 2009-3 | |
| General Stein-type covariance decompositions with applications to insurance and finance | |
| E. Furman and R. Zitikis | |
| [PDF] | |
| ARG Technical Report No. 2009-4 | |
| The actuarial CTE risk measure for heavy-tailed losses: A new estimator and confidence intervals | |
| A. Necir, A. Rassoul, and R. Zitikis | |
| [PDF] To appear in the Actuarial Research Clearing House (ARCH), 2010. | |
| ARG Technical Report No. 2009-5 | |
| Estimating L-functionals for heavy-tailed distributions: Financial and actuarial applications | |
| A. Necir and D. Meraghni | |
| [PDF] | |
| 2008 |
|
| ARG Technical Report No. 2008-1 | |
| When inflation causes no increase in claim amounts | |
| V. Brazauskas, B.L. Jones, and R. Zitikis | |
| [Journal of Probability and Statistics] | |
| ARG Technical Report No. 2008-2 | |
| Weighted pricing functionals | |
| E. Furman and R. Zitikis | |
| [PDF] Revised version will appear in the North American Actuarial Journal | |
| ARG Technical Report No. 2008-3 | |
| On the Gerber-Shiu discounted penalty function at absolute ruin for a multi-layer compound Poisson model incorporating interest | |
| I.-R. Mitric, K.P. Sendova, and D.A. Stanford | |
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