A discussion of parameter and model uncertainty in insurance

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Mortality Modelling and Forecasting: a Review of Methods (2008, methodology): “The principal components approach to mortality forecasting came to prominence through the work of Lee & Carter (1992), although it had been applied earlier (e.”
Optimal investment and reinsurance of an insurer with model uncertainty (2009, background): “There is no exception for finance and insurance (see for example, Derman (1996), Cont (2006) and Cairns (2000)).”
Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009, methodology): “In addition to this model selection criterion we also consider in the Bayesian framework the Deviance Information Criterion (DIC), see Bernardo and Smith (1994). From a classical maximum likelihood perspective we present the likelihood ratio (LHR) p-values.”
A stochastic differential game for optimal investment of an insurer with regime switching (2011, background): “It plays an important role in economic, financial and insurance modeling (see, for example, Derman 1996, Cairns 2000, Harsen and Sargent 2001, 2007 and Roma 2006).”
A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration (2006, unknown): “For a full discussion of the EIB/BNP bond as well as other types of mortality-linked security the reader is referred to Cowley and Cummins (2005), Cairns, Blake, Dawson and Dowd (2005), and Blake, Cairns and Dowd (2006).”