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List Of Ph.D. Theses

Society of Actuaries Library   Call No. Title   1. HG 8054.5.M 372 Classical risk theory and Schmitter's problems by Etienne Marceau. Louvain–la–Neuve: CIACO, Universit'e Catholique de Louvain, 1996. (236 leaves) [# 40823383] ph: 418.656.2131 2. HG 6024.3.W 75 Coherent beta risk measures for capital requirements by Julia Lynn Wirch. University of Waterloo, 1999. (184 leaves) [# 47196787] 3. QA 279.5 AS 38 Consideration of certain statistical problems involving econometric models with a linear structure from a Bayesian perspective by David Peter Michael Scollnik. University of Toronto, 1992. (189 leaves). [# 41412887] 4. HG 173.R 91 Continuous time models of the reporting and cost process of insurance claims by Guiseppe Russo. University of California, Berkeley, 1995. (142 leaves). [# 35062092] ph: 714.472.9503 5. HG 8781.C 677 Dependent contracts in credibility models and parameter estimation. by H'ele'ne Cossette. Ciaco Louvain–la–Neuve, Universit'e Catholique de Louvain, 1996.(161 leaves). [# 41123010] ph: 418.656.2131 6. HD 6961B 49 The distribution of the pension plan surplus by Claire Bilodeau University of Waterloo (Canada), 1999. (287 leaves). [# 47197101] 7. HG 8781G 68 Dynamic financial analysis of property–liability insurance companies by Richard Wayne Gorvett. University of Illinois at Urbana–Champaign, 1998. (199 leaves) [# 40948964] ph: 217.244.9521 8. HF 5415K 28 An economic analysis of the property/casualty insurance market by Mary Virginia Kelly. University of British Columbia, 1998. (129 leaves). [# 41413126] 9. HG 8790T 562 Equity indexed annuities in the Black–Scholes environment by Serena Ee Ik Tiong. The University of Iowa, 2000. (156 leaves). [# 47196976] 10. HG 6042.M 58 Essays on option pricing with jump processes and an estimation technique in ruin theory. By Frederic Michaud. Universite de Lausanne, 1996. [# 47997545] 11. HG 6024.L 23 Essays on the discounted penalty at ruin and the effect of skewness on option prices by Bruno Landry. Universite de Lausanne, 1998. (95 leaves). [# 41413109] ph: 411.639.9544 11A. HG 8781.M 81 Generalized Risk Processes & Levy Modeling In Risk Theory by Manuel Morales. Concordia University. Montreal, Quebec, Canada, 2003. (152 leaves). [# 52779755] 12.QA 279.5.R 72 A hierarchial Bayesian model of the rate of non–acceptable inpatient hospital utilization by Marjorie Ann Rosenberg. University of Wisconsin-Madison, 1994. (146 leaves). [# 41413009] ph: 608.262.1683 13. HG 8850.C 3 Identifying life insurer financial distress: parametric and nonparametric classification models, insolvency theories and empirical evidence by James Michael Carson. University of Georgia, 1993. (148 leaves). [# 29371750] ph: 309.438.7754 14. LD 5791.8.P 43 Informed trading, GIC rollover option, and guaranteed equity–linked life insurance by Hal Warren Pedersen. Washington University, 1995. (136 leaves). [# 41436490] ph: 204.474.6389 15. QA 275.S 6 Life insurance and economic growth: theoretical and empirical investigation by Hak Hong Soo. The Graduate at University of Nebraska, 1996. (170 leaves). [# 36148545] 15A. HG 6042.D 87 Machine learning algorithms applied to financial risks by Charles Dugas. University of Montreal, 2003. Text in French & English. (148 leaves). [# 54076487] 16. HD 7105.U 6.D 14 Measuring and analyzing volatility risk in disability income by Hong Dai. University of Connecticut, 1997. (73 leaves). [# 38211647] ph: 504.286.4728 17. QA 274.B 39 Mod'elisation stochastique des caisses de retraite by Diane B'edard. Universite' de Montr'eal, 1997. (77 leaves). [# 41412776] 17A. HG 8781. L 96 Modern Statistical Methods In Credibility Theory By Yu Luo. University of Wisconsin–Madison, 2000. (103 leaves) [# 49323829] 17B. HG 8781. L 62 On the Time Value of Ruin for Insurance Risk Models by Shuanming Li. Montr'eal, Qu'ebec, Canada: Concordia University. 2004. (183 leaves). [# 56435029] 18. HG 8790. L 51 Pricing exotic options with applications to equity–indexed annuities by Hangsuck Lee. University of Iowa, 2002 (100 leaves). [# 50631326] 18A. HG 8790.W 48 Pricing Insurance Policies and Insurance Equities With The Rubinstein–Leland Model by Min–Ming Wen. University of Connecticut, 2004. (187 leaves) [# 56610573] 18B. HG 8781.L 96 On periodic and Markovian non–homogeneous poisson processes and their application in risk theory by Yi Lu. Montr'eal, Qu'ebec, Canada: Concordia University. 2005. (183 leaves). [# 62751091] 18C. HB 139. D 45 Quelques Utilisations de la Densit� GEP en Analyse Bay�sienne sur les familles de position–�chelle by Alain Desgagn�. Universit� de Montr�al. 2005. (116 leaves). [# 61882362] 19. HG 8781. W 3 Recurrence equations and insurance risks computing by Shaun Wang. University of Waterloo, 1993. (177 leaves) [# 41412964] 20. QA 278.2. F 66 Robust regression methods for insurance risk classification by Esteban Flores. Montr'eal, Qu'ebec, Canada :Concordia University, 2002. (101 leaves) [# 50619913]. 21. HG 6024. V 23 Relative importance in multiple decrement models by Emiliano A. Valdez. University of Wisconsin–Madison, 1998. (160 leaves). [# 41284427] 22. HB 135.T 3 Stochastic Modeling of Post–Retirement Financial Planning by Peng Zhou. University of Connecticut, 2003. (97 leaves) [# 52479332] ph: 781.446.1049 23. QA 274.L 1 Stochastic models of interest rates in actuarial science by Siu–Wai Lai. University of Wisconsin–Madison, 1995. (244 leaves). [# 33879324] ph: 608.263.7310