<![CDATA[insurance and university of new south wales Resources | BNET]]> en-us <![CDATA[Spatial Risk Smoothing]]> Tue, 02 Nov 2004 00:00:00 -0800 <![CDATA[Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process With Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts]]> Fri, 17 Sep 2004 00:00:00 -0700 <![CDATA[The Distribution of the Interval of the Cox Process With Shot Noise Intensity for Insurance Claims and its Moments]]> Wed, 25 Aug 2004 00:00:00 -0700 <![CDATA[Insurance and Asset Pricing in Incomplete Markets With Heavy Tailed Risks]]> Tue, 18 May 2004 00:00:00 -0700 <![CDATA[Risk-Based Regulatory Capital for Insurers]]> Wed, 24 Mar 2004 00:00:00 -0800 <![CDATA[Solvency, Capital Allocation and Fair Rate of Return in Insurance]]> Thu, 15 Jan 2004 00:00:00 -0800 <![CDATA[Equilibrium Insurance Pricing, Market Value of Liabilities & Optimal Value of Market Capitalization]]> Thu, 05 Jun 2003 00:00:00 -0700 <![CDATA[The HIH catastrophe will not be the last.]]> Mon, 21 Apr 2003 23:59:59 -0700 <![CDATA[Stochastic Control Theory for Optimal Investment]]> Mon, 11 Nov 2002 00:00:00 -0800 <![CDATA[Pricing of Catastrophe Reinsurance and Derivatives Using the Cox Process With Shot Noise Intensity]]> Fri, 08 Nov 2002 00:00:00 -0800