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The following papers have been published in actuarial journals and magazines or prepared for education purposes. Please feel free to download these papers.

1. Prediction Error of Premium Liabilities ( under review )

2. On the Use of MCMC Simulation for Stochastic Reserving ( under review )

( presented at Institute of Actuaries of Australia Insights Melbourne Jul 06 )

3. Variance of the Present Value of a Pension

( Australian Actuarial Journal 2007 Volume 13 Issue 1: 701-718 )

4. Comparison of Stochastic Reserving Methods

( Australian Actuarial Journal 2006 Volume 12 Issue 4: 489-569 )

( Errata - Australian Actuarial Journal 2007 Volume 13 Issue 1: 719-720 )

5. Fair Value of General Insurance Liabilities

( Actuary Australia May 2006 Issue 109: 16-18 )

 

 

 

Copyright 2007 by Actuarial Workshop. All rights reserved.
This page was last updated on 28 September 2007.