Description: This abstract describes a paper that considers various specifications of the general discrete time risk model in which a serial dependence structure is introduced between the claims for each period.

Description: This is the abstract for the presentation on risk models based on time series for count random variables.

Description: This abstract describes a paper that considers an insurance portfolio consisting of several dependent risks and aims to evaluate the capital allocation for the overall portfolio and the contribution of each risk over their aggregation.

Description: This abstract describes a paper that presents two methods for calculating the exact ruin probability on an infinite time horizon in a model containing dependence between the interclaim time and the subsequent claim amount.

Description: This abstract describes a paper that considers portfolios of two dependent risks whose joint distributions are defined with exponential marginals.

Description: This is the abstract for the presentation on international investment model for asset allocation in life insurance and pension fund management.

Description: This is an abstract of presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa City, Iowa. In this talk, we examine the modeling of insurance losses resulting from natural catastrophes, particularly losses to residential and commercial structures as a result of earthquakes. The model proposed can also be used for other types of natural catastrophes such as floods and hurricanes.