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ARCH Table of Contents 2004.2

Table of Contents

Title/Author(s)

  • Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS
  • David P.M. Scollnik (Complete Paper)
  • The Cost of Mismatch in Stochastic Interest Rate Models
  • Michel Jacques and Jerome Pansera (Complete Paper)
  • Long-Term Forecasting for Interest Rates
  • Faye Albert, Vladimir Cherepanov, Vladimir Ladyzhets (Complete Paper)