ISEG
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Matemática
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WALTHER ADOLF HERMANN NEUHAUS
Publicações
Publicações:
- Inference about parameters in empirical credibility decision problems. A sampling theoretic approach. Thesis delivered at the University of Oslo, 1982.
- Inference about parameters in empirical linear Bayes estimation problems. Scandinavian Actuarial Journal, 1984.
- A statistical analysis of proportional reinsurance treaties. Nordisk Forsikringstidsskrift, 1983, (Nordic Insurance Quarterly).
- Choice of statistics in linear Bayes Estimation. Scandinavian Actuarial Journal, 1985.
- A hierarchical credibility model applied to insurance data. Joint paper with Morten Folkeson and Ragnar Norberg, presented at the 18th ASTIN Colloquium, 1985.
- Measuring liabilities in reinsurance. Publications of the Cologne Re, 1985.
- Early Warning. Scandinavian Actuarial Journal, 1987.
- A bonus-malus system in automobile insurance. Insurance: Mathematics & Economics, 1987.
- Risk Invariant Linear Estimation. Scandinavian Actuarial Journal, 1988.
- Mutual reinsurance and homogeneous linear estimation. ASTIN Bulletin, 1989. This paper won the Gunnar Benktander Prize for 1989 by the Swedish Association of Actuaries.
- Dynamic linear models and the discrete Kalman filter. Statistical Memoirs 1/89 from the University of Oslo.
- IBNR Models with random delay probabilities. Scandinavian Actuarial Journal, 1992.
- Another Pragmatic IBNR Method, or Bornhuetter-Ferguson revisited. Scandinavian Actuarial Journal, 1992.
- Balanced credibility estimation. Applied Stochastic Models and Data Analysis, 1995.
- Optimal estimation under linear constraints. ASTIN Bulletin, 1996.
- Community rating and equalisation. ASTIN Bulletin, 1995.
- Statutory rating and equalisation. In Birth to Death: Modelling the Risks of Life. Selected, Proceedings of the Macquarie University Research Colloquium in honour of Emeritus, Professor Alfred Hurlstone Pollard (eds. Bellis, Clarke, Pollard & Shepherd), 1997.
- An equalisation scheme for unfunded lifetime community rating. Quarterly Journal of the, Institute of Actuaries of Australia, 1997.
- Submission to the Productivity Commission Inquiry into the Private Health Insurance Industry, 1997 (44 pp.). Submitted jointly with MIRA Consultants Ltd.
- Alternative Risk Transfer. In Encyclopedia of Actuarial Science (eds. Teugels, J.L. and Sundt, B.), John Wiley & Sons, 2004.
- Experience Rating. In Encyclopedia of Actuarial Science (eds. Teugels, J.L. and Sundt, B.), John Wiley & Sons, 2004.
- On the Estimation of Outstanding Claims. Paper to be published in Australian Actuarial Journal.