Publications
by Walther Neuhaus.
Risk Equalisation
by Mixed Schemes.
Submitted for publication 2007.
On Equalisation
by Risk Based Capitation Reinsurance.
Australian Actuarial Journal Volume 11 (2005), Issue 4, 549-587.
On the
Estimation of Outstanding Claims.
Australian Actuarial Journal Volume 10 (2004), Issue 3, 485-518.
Experience
Rating.
In Encyclopedia of Actuarial Science (eds. Teugels, J.L. and Sundt, B.),
John Wiley & Sons, 2004.
Alternative
Risk Transfer.
In Encyclopedia of Actuarial Science (eds. Teugels, J.L. and Sundt, B.),
John Wiley & Sons, 2004.
Submission
to the Productivity Commission Inquiry into the Private Health Insurance
Industry, 1997.
Submitted jointly with MIRA Consultants Ltd.
An equalisation scheme for unfunded lifetime community rating.
Quarterly Journal of the Institute of Actuaries of
Australia, 1997.
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.
Community
rating and equalisation.
ASTIN Bulletin, 1995.
Optimal
estimation under linear constraints.
ASTIN Bulletin, 1996.
Balanced
credibility estimation.
Applied Stochastic Models and Data Analysis, 1995.
Another Pragmatic IBNR Method, or Bornhuetter-Ferguson
revisited.
Scandinavian Actuarial Journal, 1992.
IBNR Models with random
delay probabilities.
Scandinavian Actuarial Journal, 1992.
Dynamic linear models and
the discrete Kalman filter.
Statistical Memoirs 1/89 from the University of Oslo.
Mutual
reinsurance and homogeneous linear estimation.
ASTIN Bulletin, 1989. This paper was awarded
the Gunnar Benktander Prize for 1989 by the
Swedish Association of Actuaries.
Risk Invariant Linear
Estimation.
Scandinavian Actuarial Journal, 1988.
A bonus-malus system in automobile insurance.
Insurance: Mathematics & Economics, 1987.
Early
Warning.
Scandinavian Actuarial Journal, 1987.
Measuring
liabilities in reinsurance.
Publications of the Cologne Re, 1985.
A hierarchical credibility
model applied to insurance data.
Joint paper with Morten Folkeson
and Ragnar Norberg, presented at the 18th ASTIN
Colloquium, 1985.
Choice of
statistics in linear Bayes Estimation.
Scandinavian Actuarial Journal, 1985.
A
statistical analysis of proportional reinsurance treaties.
Nordisk Forsikringstidsskrift, 1983 (Nordic Insurance Quarterly).
Inference
about parameters in empirical linear Bayes estimation problems.
Scandinavian Actuarial Journal, 1984.
Inference
about parameters in empirical credibility decision problems.
A sampling theoretic approach. Thesis delivered at the
University of Oslo, 1982.