string(210) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ACNP' AND fasc_issn='07325428' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-25 | 26-50 | 51-69    

Articles table of contents

Results : 1-25/69
Some Aspects of FASB Statement 87
Authors: Dufresne, Daniel
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Dufresne, Daniel, Some Aspects of FASB Statement 87, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 1-130
A Quality Journey Observations and Suggestions Regardin Continuous Process Improvement
Authors: Hogg, Robert V. Hogg, Allen
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: V. Hogg, Robert et Hogg, Allen, A Quality Journey Observations and Suggestions Regardin Continuous Process Improvement, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 1-31
Nonparametric Estimators of a Distribution Funtion Based on Mixtures of Gamma Distributions
Authors: Carriere, Jaques
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Carriere, Jaques, Nonparametric Estimators of a Distribution Funtion Based on Mixtures of Gamma Distributions, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 1-11
Nonparametric Estimators of a Distribution Funtion Based on Mixtures of Gamma Distributions
Authors: Carriere, Jaques
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Carriere, Jaques, Nonparametric Estimators of a Distribution Funtion Based on Mixtures of Gamma Distributions, Actuarial research clearing house ARCH;A.R.C.H. , 2(1), 1993, pp. 1-11
A Parametric Model for Health Care Claims
Authors: Kmetic, John P.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: P. Kmetic, John, A Parametric Model for Health Care Claims, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 13-56
A Parametric Model for Health Care Claims
Authors: Kmetic, John P.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: P. Kmetic, John, A Parametric Model for Health Care Claims, Actuarial research clearing house ARCH;A.R.C.H. , 2(1), 1993, pp. 13-56
Ruin Theory Beyond Chapter 12
Authors: Gerber, Hans U.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: U. Gerber, Hans, Ruin Theory Beyond Chapter 12, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 33-36
Estimating Densities of Functions of Observations
Authors: Frees, Edward W.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: W. Frees, Edward, Estimating Densities of Functions of Observations, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 37-58
On Uniques of Interest Rates in a Borrowing/lending Model
Authors: Minassian, Donald P.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: P. Minassian, Donald, On Uniques of Interest Rates in a Borrowing/lending Model, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 57-62
On Uniques of Interest Rates in a Borrowing/lending Model
Authors: Minassian, Donald P.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: P. Minassian, Donald, On Uniques of Interest Rates in a Borrowing/lending Model, Actuarial research clearing house ARCH;A.R.C.H. , 2(1), 1993, pp. 57-62
A Mixed Lognormal Estimator of a Risk Distribution
Authors: Carriere, JAques
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Carriere, Jaques, A Mixed Lognormal Estimator of a Risk Distribution, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 59-70
Maximum Ages
Authors: Thomson, Paul
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Thomson, Paul, Maximum Ages, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 63-81
Maximum Ages
Authors: Thomson, Paul
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Thomson, Paul, Maximum Ages, Actuarial research clearing house ARCH;A.R.C.H. , 2(1), 1993, pp. 63-80
Stability and Convergence of Recurrence Equations
Authors: Wang, Shaun Panjer, Harry
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Wang, Shaun et Panjer, Harry, Stability and Convergence of Recurrence Equations, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 71-72
Conveying Actuarial Concepts
Authors: Shapiro, Arnold F. Gibbs, Williams J. hall, Schenley H.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: F. Shapiro, Arnold et al., Conveying Actuarial Concepts, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 73-81
Renewal Processes Generated by Distributions with Periodic Failure Rates
Authors: Chukova, Stefanka Dimitrov, Boyan Garrido, José
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Chukova, Stefanka et al., Renewal Processes Generated by Distributions with Periodic Failure Rates, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 83-96
Actuarial Issues in Prepaid Tuition Contracts
Authors: Crompton, Robert B.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: B. Crompton, Robert, Actuarial Issues in Prepaid Tuition Contracts, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 83-143
Actuarial Issues in Prepaid Tuition Contracts
Authors: Crompton, Robert B.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: B. Crompton, Robert, Actuarial Issues in Prepaid Tuition Contracts, Actuarial research clearing house ARCH;A.R.C.H. , 2(1), 1993, pp. 85-142
Conjugate Bayesian Analysis of the Negative Binomial Distribution
Authors: Morgan, I.M. Hickman, J.C.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Morgan, I.m et Hickman, J.c, Conjugate Bayesian Analysis of the Negative Binomial Distribution, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 97-113
Approximations of Ruin Probability by Tri-atomic or Tri-exponential Claims
Authors: Chan, Beda
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Chan, Beda, Approximations of Ruin Probability by Tri-atomic or Tri-exponential Claims, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 115-128
Estimating Parameters of he Force of Mortality in Actuarial Studies
Authors: Ananda, Melwane M. Dalpatadu, Rohan J. Singh, Ashok K.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: M. Ananda, Melwane et al., Estimating Parameters of he Force of Mortality in Actuarial Studies, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 129-141
A Continuous Estimator of a Mixing Distribution
Authors: Carriere, Jaques
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Carriere, Jaques, A Continuous Estimator of a Mixing Distribution, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 131-139
Derivates of Decreasing Life Annuity
Authors: Shiu, Elias S.W.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Shiu, Elias S.w, Derivates of Decreasing Life Annuity, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 141-142
Six Bridges to .'s
Authors: Bailey, Wlliam A.
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: A. Bailey, Wlliam, Six Bridges to .'s, Actuarial research clearing house ARCH;A.R.C.H. , 1(1), 1993, pp. 143-228
Teaching Risk Theory
Authors: Szatzschneider, Wojciech
Journal: Actuarial research clearing house ARCH;A.R.C.H.
Citation: Szatzschneider, Wojciech, Teaching Risk Theory, Actuarial research clearing house ARCH;A.R.C.H. , 1(2), 1993, pp. 143-153
Results: 1-25 | 26-50 | 51-69