Google

Aviso: Se está a ler esta mensagem, provavelmente, o browser que utiliza não é compatível com os "standards" recomendados pela W3C. Sugerimos vivamente que actualize o seu browser para ter uma melhor experiência de utilização deste "website". Mais informações em webstandards.org.

Warning: If you are reading this message, probably, your browser is not compliant with the standards recommended by the W3C. We suggest that you upgrade your browser to enjoy a better user experience of this website. More informations on webstandards.org.

ISEG  >  Matemática  >  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.