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(1999) Corporate Decisions in General Insurance: Beyond the Frontier. http://www.actuaries.org.uk/library/sessional_meeting_papers.html. D’ARCY S.P., DOHERTY N. (1989) The Aging Phenomenon and Insurance Prices, Proceedings of the Casualty Actuarial Society #76, 24-44.D’ARCY S.P., DOHERTY N. (1990) Adverse Selection, Private Information and Low-balling in Insurance Markets, Journal of Business #63, 145-164. D’ARCY S.P., GORVETT R.W., HERBERS J.A., HETTINGER T.E., LEHMANN S.G., MILLER M.J. (1997) Building a Public Access PC-Based DFA Model, Casualty Actuarial Society Forum, 1-40.D’ARCY S.P., GORVETT R.W., HETTINGER T.E., WALLING R.J. (1998) Using the Public Access DFA Model: A Case Study, Casualty Actuarial Society Forum, 55-118. DAYKIN C.D., PENTIKДINEN T., PESONEN M. (1994) Practical Risk Theory for Actuaries, Chapman & Hall, London.EMBRECHTS P., KLUPPELBERG C., MIKOSCH T. (1997) Modelling Extremal Events for Insurance and Finance, Springer, Berlin. 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(2001) Modern Valuation Techniques, Staple Inn Actuarial Society http://www.sias.org.uk/progold.htm.KLETT, R. (1994) Asset-Liability-Management im Lebensversicherungsbereich, Master Thesis, University of Freiburg. KREPS, R.E. (2000) A Partially Comonotonic Algorithm for Loss Generation, Proceedings of XXXIst International ASTIN Colloquium, 165-176LAMBERTON D., LAPEYRE B. (1996) Introduction to Stochastic Calculus Applied to Finance, Chapman & Hall, London. LINDSKOG F. (2000) Modelling Dependence with Copulas and Applications to Risk Management, Master Thesis, ETH Zurich.LONGSTAFF F.A., SCHWARTZ E.S. (1992) Interest Rate Volatility and the Term Structure:A Two-Factor General Equilibrium Model, Journal of Finance #47, 1259-1282. LOWE S.P., STANARD J.N. (1997) An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer, ASTIN Bulletin #27(2), 339-371.MARKOWITZ H.M. (1959) Portfolio Selection: Efficient Diversification of Investments, John Wiley, New York. MCNEIL A.J. (1997) Estimating the Tails of Loss Severity Distributions using Extreme Value Theory, ASTIN Bulletin #27(1), 117-137.MODIGLIANI M., MILLER M. (1958) The Cost of Capital, Corporation Finance, and the Theory of Investment, American Economic Review #48, 261-297. MUSIELA M., RUTKOWSKI M. (1998) Martingale Methods in Financial Modelling, 2nd edition, Springer, Berlin.ROGERS L.C.G. (1995) Which Model for Term-Structure of Interest Rates Should One Use? Mathematical Finance, IMA Volume 65, 93-116, Springer, New York. SCHNIEPER R. (1997) Capital Allocation and Solvency Testing, SCOR Notes, 55-104.SCHNIEPER R. (1999) Solvency Testing, Mitteilungen der Schweizerischen Aktuarvereinigung, 11-45. SMITH A.D. (1996) How Actuaries Can Use Financial Economics, British Actuarial Journal 2(V), 1057-1193.TAYLOR G.C. (2000) Loss Reserving: An Actuarial Perspective, Kluwer Academic Publishers, Boston. 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