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December 1982, Volume 13, Issue 2
June 1982, Volume 13, Issue 1
- 1-12 Recursions for Compound Distributions
by Panjer, H. H. & Willmot, G. E.
- 13-22 The Optimal Control of a Jump Mutual Insurance Process
by Tapiero, Charles S.
- 23-36 Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable
by De Vylder, F. & Goovaerts, M. & De Pril, N.
- 37-46 An Application of Credibility Theory to Solvency Margins: Some Comments on a Paper by G. W. De Wit and W. M. Kastelijn
by Henrik Ramlau-Hansen,
- 47-56 Rating of Largest Claims and Ecomor Reinsurance Treaties for Large Portfolios
by Kremer, Erhard
- 57-59 A Characterization of the Esscher-Transformation
by Kremer, Erhard
- 61-61 J. B. Douglas (1980). Analysis with Standard Contagious Distributions. International Co-operative Publishing House, Burtonsville, Maryland 20730, xiv + 520, $35.00
by ter Berg, P.
- 61-62 P. Albrecht (1981). Dynamische statistische Entscheidungsverfahren für Schadenzahlprozesse. Veröffentlichungen des Institutes für Versicherungswissenschaft 17, vii + 520, Karlsruhe: Verlag Versicherungswirtschaft e.V
by Gerber, H. U.
- 62-62 David Shpilberg (1982). Statistical Decomposition Analysis of Industrial Fire Loss. Huebner Foundation Monograph 11. xxi + 102, $14.95. Richard D. Irwin, Inc.Homewood, Illinois 60430
by ter Berg, P.
December 1981, Volume 12, Issue 2
June 1981, Volume 12, Issue 1
- 1-21 Evaluation of the Capacity of Risk Carriers by Means of Stochastic-Dynamic Programming
by Pentikäinen, T. & Rantala, J.
- 22-26 Recursive Evaluation of a Family of Compound Distributions
by Panjer, Harry H.
- 27-39 Further Results on Recursive Evaluation of Compound Distributions
by Sundt, Bjørn & Jewell, William S.
- 40-56 Étude Statistique de la Probabilité de Sinistre en Assurance Automobile
by Hallin, Marc & Ingenbleek, Jean-François
- 57-71 The Core of a Reinsurance Market
by Baton, Bernard & Lemaire, Jean
- 72-76 On Ordering and Danger of Claim Frequency Distributions
by Goovaerts, M. J.
- 77-78 The Esscher Premium Principle: A Criticism
by Zehnwirth, Benjamin
- 79-80 J. E. Bachman (1978): Capitalization Requirements for Multiple Line Property-Liability Insurance Companies. Huebner Foundation Monograph 6. xiii + 94, $ 10.00. Homewood: Richard D. Irwin, Inc
by ter Berg, P.
December 1980, Volume 11, Issue 2
- 77-90 Two Pragmatic Approaches to Loglinear Claim Cost Analysis
by ter Berg, Peter
- 91-106 The Performance of Alternative Models for Forecasting Automobile Insurance Paid Claim Costs
by Cummins, J. David & Powell, Alwyn
- 107-118 Équilibrage d'un marché de réassurance
by Lemaire, Jean & Lorea, Michel
- 119-135 The Effect of Reinsurance on the Degree of Risk Associated with an Insurer's Portfolio
by Andreadakis, M. & Waters, H. R.
- 136-144 The Solvency Margin in Non-Life Insurance Companies
by de Wit, G. W. & Kastelijn, W. M.
- 145-153 An Extension of an Invariance Property of the Swiss Premium Calculation Principle
by Goovaerts, M. J. & de Vylder, F. & Mertens, F. & Hardy, R.
- 154-157 Survival Probabilities Based on Pareto Claim Distributions: Comment
by Goovaerts, Marc J. & de Pril, Nelson
- 158-158 Corrigendum
by Anonymous
- 159-160 Hans U. Gerber: An Introduction to Mathematical Risk Theory Huebner Foundation Monograph No. 8. Homewood, Ill.: Richard D. Irwin Inc., 1980, xv + 164, paperbound, $ 15.95
by Jewell, William S.
June 1980, Volume 11, Issue 1
- 1-16 A Game Theoretic Look at Life Insurance Underwriting
by Lemaire, Jean
- 17-28 An Illustration of the Duality Technique in Semi-Continuous Linear Programming
by De Vylder, F.
- 29-34 Premium Rates Under Inflationary Conditions
by Waters, H.R.
- 35-40 On the Loglinear Poisson and Gamma Model
by ter Berg, Peter
- 41-51 Some Transient Results on the M/SM/1 Special Semi-Markov Model in Risk and Queueing Theories
by Janssen, Jacques
- 52-60 An Economic Premium Principle
by Hans Bühlmann,
- 61-71 Survival Probabilities Based on Pareto Claim Distributions
by Seal, Hilary L.
- 73-76 H. L. Seal, Survival Probabilities (The Goal of Risk Theory)Chichester: John Wiley & Sons Inc., 1978, x+ 103, $ 24.50
by Janssen, J.
December 1979, Volume 10, Issue 3
- 243-262 Optimal Risk Exchanges
by Bühlmann, Hans & Jewell, William S.
- 263-273 Value and Prices in a Reinsurance Market
by Pressacco, Flavio
- 274-282 How to Define a Bonus-Malus System with an Exponential Utility Function
by Lemaire, Jean
- 283-294 Balancing International Insurance Portfolios and Exchange Risks
by Agmon, Tamir & Kahane, Yehuda
- 295-302 Rating the Discount for a Motor Insurance Excess
by Taylor, G. C.
- 303-304 The Negative Exponential Distribution and Average Excess Claim Size
by Taylor, G. C.
- 305-317 Statement of Principles Regarding Property and Casualty Loss and Loss Adjustment Expense Liabilities
by Anonymous
- 318-324 On the Numerical Evaluation of Stop-Loss Premiums
by Covens, F. & Van Wouwe, M. & Goovaerts, M.
- 325-329 A Note on Iterative Premium Calculation Principles
by Goovaerts, M. J. & Vylder, F. De
- 330-334 Early Models Describing the Fire Insurance Risk
by Johansen, Paul
March 1979, Volume 10, Issue 2
- 130-130 Letter to the Editor
by Seal, Hilary L.
- 131-148 A Numerical Illustration of Optimal Semilinear Credibility
by De Vylder, Fl. & Ballegeer, Y.
- 149-162 Probability of Ruin under Inflationary Conditions or under Experience Rating
by Taylor, G. C.
- 163-172 Bayesians Learn while Waiting
by Jewell, William S.
- 173-182 Modèles Additifs et Non Additifs en Actuariat
by Vincke, Philippe
- 183-194 Dynamic Programming, An Approach for Analysing Competition Strategies
by Pentikäinen, T.
- 195-214 A Non Symmetrical Value for Games without Transferable Utilities; Application to Reinsurance
by Lemaire, Jean
- 215-222 Optimal Claim Decisions for a Bonus-Malus System: a Continuous Approach
by De Pril, Nelson
- 223-239 The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market Theory
by Kahane, Yehuda
May 1978, Volume 10, Issue 1
- 1-11 Problems in the Economic Theory of Insurance
by Borch, Karl
- 12-24 Risk Bearing and the Insurance Market
by Bühlmann, Hans & Gerber, Hans U.
- 25-33 Pareto-Optimal Risk Exchanges and Related Decision Problems
by Gerber, Hans U.
- 34-46 Optimal Reinsurance and Dividend Payment Strategies
by Pechlivanides, Pantelis M.
- 47-53 From Aggregate Claims Distribution to Probability of Ruin
by Seal, Hilary L.
- 54-58 Largest Claims Reinsurance (LCR). A Quick Method to Calculate LCR-Risk Rates from Excess of Loss Risk Rates
by Benktander, G.
- 59-72 The Efficiency of a Bonus-Malus System
by De Pril, Nelson
- 73-77 On a Form of Automobile Liability Insurance with a Prepaid Discount
by Ottaviani, Riccardo
- 78-86 Testing Goodness-of-Fit of an Estimated Run-Off Triangle
by Taylor, G. C.
- 87-98 An Investigation of the Use of Weighted Averages in the Estimation of the Mean of a Long-Tailed Claim Size Distribution
by Taylor, G. C.
- 99-112 Parameter Estimation in Credibility Theory
by De Vylder, Fl.
- 113-127 Contribution à l'étude du coût des sinistres automobiles
by Picard, P.
- 128-128 Errata: Earthquake Insurance in Japan, by Masao Wakuri and Yasuyuki Yasuhara
by Anonymous
December 1977, Volume 9, Issue 3
January 1977, Volume 9, Issue 1-2
- 1-9 Statistical Methodology for Large Claims
by de Oliveira, J. Tiago
- 10-25 Exploitation du Sondage Automobile 1971 en France par une Méthode d'Analyse Multidimensionnelle
by Anonymous
- 26-32 Verification of Outstanding Claim Provisions—Separation Technique
by Beard, R. E.
- 33-41 On the Rating of a Special Stop Loss Cover
by Benktander, Gunnar
- 42-58 A Risk Measure Alternative to the Variance
by Berliner, B.
- 59-63 Cumulants of Convolution—Mixed Distributions
by Brown, Alan
- 64-74 Compulsory Third Party Insurance: Methods of Making Explicit Allowance for Inflation
by Bruton, B. J. & Cumpston, J. R.
- 75-83 Some Inequalities for Stop-Loss Premiums
by Bühlmann, H. & Gagliardi, B. & Gerber, H. U. & Straub, E.
- 84-104 Study of Factors Influencing the Risk and their Relation to Credibility Theory
by Cabral, Maria Amélia & Garcia, Jorge Afonso
- 105-110 Evaluation de Provisions pour Sinistres a Payer en Periode de Stagflation
by de Montreynaud, Bernard Dubois & Strube, Didier
- 111-118 An Estimation of Claims Distribution
by Eshita, Nawojiro
- 119-124 Distribution of the Number of Claims in Motor Insurance according to the Lag of Settlement
by Ferrara, G. & Quario, G.
- 125-138 On Optimal Cancellation of Policies
by Gerber, Hans U.
- 139-154 How Insolvent are We?
by Johnson, P. D.
- 155-180 Exchange de Risques entre Assureurs et Theorie des Jeux
by Lemaire, Jean
- 181-190 La Soif du Bonus
by Lemaire, Jean
- 191-202 Multistage Curve Fitting
by von Lanzenauer, Christoph Haehling & Wright, Don
- 203-207 On the Calculation of Variances and Credibilities by Experience Rating
by Loimaranta, K.
- 208-212 Note on Actuarial Management in Inflationary Conditions
by Lundberg, Ove
- 213-218 Approximations to Risk Theory's F(x, t) by Means of the Gamma Distribution
by Seal, Hilary L.
- 219-230 Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays
by Taylor, G. C.
- 231-246 Calculation of Ruin Probabilities when the Claim Distribution is Lognormal
by Thorin, Olof & Wikstad, Nils
- 247-256 A Stop Loss Inequality for Compound Poisson Processes with a Unimodal Claimsize Distribution
by Verbeek, H. G.
- 257-266 An Analysis of Claim Experience in Private Health Insurance to Establish a Relation between Deductibles and Premium Rebates
by de Wit, G. W. & Kastelijn, W. M.
- 267-268 Letter to the Editor
by Seal, Hilary L.
September 1975, Volume 8, Issue 3
- 265-271 Ruin Probability During A Finite Time Interval
by Beard, R. E.
- 272-278 The Calculation Of A Fluctuation Loading For An Excess Of Loss Cover
by Benktander, Gunnar
- 279-283 Planning Problems Of A Gambling-House with Application to Insurance Business
by Bohman, Harald
- 284-290 Optimal Insurance Arrangements
by Borch, Karl
- 291-306 Cost Estimates For No-Fault Insurance
by Cumpston, J. R.
- 307-322 The Surplus Process As A Fair Game—Utilitywise
by Gerber, Hans U.
- 323-335 On The Estimation of Means and Variances In The Case Of Unequal Components
by Hovinen, Esa
- 336-341 Regularity Conditions For Exact Credibility
by Jewell, William S.
- 342-358 Risk-Bearing And Consumption Theory
by Moffet, Denis
- 359-363 NP-Technique As A Tool In Decision Making
by Pesonen, Erkki
- 364-377 The Story Of 100 Actuarially Guaranteed No-Ruin Casualty Insurance Companies
by Seal, Hilary L.
- 378-393 Deductibles In Industrial Fire Insurance
by Strauss, Jürgen
September 1975, Volume 8, Issue 2
- 135-143 The Mincing Machine Revisited
by Bühlmann, Hans
- 144-153 A Note On The Multiplicative Ratemaking Model
by Ajne, B.
- 154-163 A Note On Optimal Reinsurance
by Benktander, Gunnar
- 164-174 Bayesian Inference in Credibility Theory
by D'Hooge, L. & Goovaerts, M. J.
- 175-203 Isotonic Optimization in Tariff Construction
by Jewell, W.S.
- 204-228 Tariff Theory
by Pitkänen, Paavo
- 229-241 Factors Affecting Fire Loss—Multiple Regression Models with Extreme Values
by Ramachandran, G.
- 242-256 Representations of Claims Arising From A Risk Portfolio
by Reid, D. H.
- 257-263 How To Find The Right Subdivision Into Tariff Classes
by Schmitter, H. & Straub, E.
September 1974, Volume 8, Issue 1
- 1-25 Statistical Models of Claim Distributions in Fire Insurance
by Benckert, Lars-Gunnar & Jung, Jan
- 26-37 A Practical Statistical Method of Estimating Claims Liability and Claims Cash Flow
by Clarke, T.G. & Harland, N.
- 38-56 Some Models of Inference in the Risk Theory from a Bayesian Viewpoint
by Daboni, Luciano
- 57-65 Dynamic Model of Insurance Company's Management
by Frisque, Andre
- 66-76 Most Efficient Fluctuation Reserves
by Halmstad, D. G.
- 77-90 Credible Means are exact Bayesian for Exponential Families
by Jewell, William S.
- 91-103 The n-Fold Convolution of a Mixed Density and Mass Function*,*
by von Lanzenauer, Christoph Haehling & Lundberg, William N.
- 104-125 Some Comments on the Sparre Andersen Model in the Risk Theory
by Thorin, Olof
- 131-132 Two Stochastic Processes, by John A. Beekman. Published by Almqvist & Wiksell, Stockholm
by Buhlmann, Hans
- 132-133 Karl Borch, The Mathematical Theory of Insurance An Annotated Selection of Papers on Insurance published1960–1972D C Heath and Co Lexington, Mass, 1974
by Seal, Hilary L
March 1974, Volume 7, Issue 3
- 181-191 On the Statistical Estimation of Costs of Claims
by Ajne, B.
- 192-202 Mathematical Models in Insurance
by Borch, Karl
- 203-207 A Comparison of Three Credibility Formulae Using Multidimensional Techniques
by Bühlmann, Hans
- 208-214 Considérations sur les Modèles d'Avant Projet Pour Classes de Tarif
by Franckx, Ed.
- 215-222 On Additive Premium Calculation Principles
by Gerber, Hans U.
- 223-236 Détermination de la Fonction de structure d'une classe de Tarif
by D'Hooge, L.
- 237-269 The Credible Distribution
by Jewell, William S.
- 270-276 Tariffing of Consequential Loss Insurance
by Johansen, Paul
- 277-292 Calculation of Provisions Using Credibility Theory
by Cabral, M. A. Pereira & Garcia, J. M. Afonso
- 293-310 Extreme Value Theory and Large Fire Losses
by Ramachandran, G.
- 311-322 Quadratic Programming in Insurance
by Schmitter, H. & Straub, E.
- 323-336 Experience Rating with Credibility Adjustment of the Manual Premium
by Taylor, G. C.
- 337-337 Spieltheoretische Modelle und ihre Anwendungsmöglichkeiten im Versicherungswesen By Bernd Kaluza. 137 pp. Duncker & Humblot, 1972, DM 39.60
by Vajda, S.
September 1973, Volume 7, Issue 2
December 1972, Volume 7, Issue 1
- 4-58 Insurance and the natural hazards
by Friedman, D. G.
- 59-80 Panorama 1970 des assurances de Roumanie Particularites et tendances
by Cosmoiu, Aurel
- 81-89 A note on the ruin problem for a class of stochastic processes with interchangeable increments
by Grandell, Jan & Peiram, Lars
- 90-95 Integration of the normal power approximation
by Berger, Gottfried
- 96-99 Risk theory and Wiener processes
by Bohman, H.
- 100-101 A remark on Wiener process approximation of risk processes
by Grandell, Jan
- 102-102 Hilary Seal, Stochastic Theory of a Risk Business, Wiley New York, London, Sydney, Toronto1969
by Bühlmann, Hans
May 1972, Volume 6, Issue 3
- 185-190 Les Mathématiques de L'Assurance Automobile
by Delaporte, P. J.
- 191-194 The Influence of the franchise on the number of claims in Motor Insurance
by Muff, Mogens
- 195-202 An approach to the analysis of claims experience in motor liability excess of loss reinsurance
by Verbeek, H. G.
- 203-211 Quelques observations statistiques sur la variable „nombre de sinistres†en assurance automobile
by Thyrion, P.
- 212-221 Applications to a theory of bonus systems
by Vepsäläinen, S.
- 222-232 Statistical review of a motor insurance portfolio
by Johnson, P. D. & Hey, G. B.
- 233-245 Some asymptotic properties of bonus systems
by Loimaranta, K.
- 246-259 Le problème des bénéfices distribuables examiné à la lumière du théorème de M. de Finetti
by Adam, J.
- 260-275 Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner
by Berliner, Baruch
December 1971, Volume 6, Issue 2
- 73-78 Astin Colloquium at Randers: Subject A Report
by Segerdahl, Carl-Otto
- 79-85 The Assessment of Solvency
by Stewart, Colin M.
- 86-96 Étude sur la survenance des sinistres en Assurance Automobile
by Brichler, M.
- 97-107 Application of Reliability Theory to Insurance
by Straub, E.
- 108-115 An Outline of a Generalization — started by E. Sparre Andersen — of the classical Ruin Theory
by Thorin, Olof
- 116-128 On Risk Processes with Stochastic Intensity function
by Grandell, Jan
- 129-133 On the Calculation of the Ruin Probability for a finite time Period
by Beard, R. E.
- 134-146 Contributions to the Theory of the Largest Claim Cover
by Kupper, J.
- 147-152 Exemplification of Ruin Probabilities
by Wikstad, Nils
- 153-156 A Short Note on Overall Risk Management in an Insurance Concern
by Borch, Karl
- 157-162 Risque et Rentabilite
by Croset, Gérard
- 163-177 A Mutual Reinsurance Scheme
by Bohman, Harald & Grenander, Ulf
- 178-179 Risk Theory. R. E. Beard, T. Pentikäinen and E. Pesonen, Methuen & Co Ltd., London1969
by Bühlmann, Hans
- 179-181 Remarks to Seal's review in Astın Bull VI on my paper ‘A Review of the Collective Theory of Risk’ (Suppl. to Astın Bull. V)
by Philipson, Carl
September 1971, Volume 6, Issue 1
- 1-17 Random processes and their application to demography and insurance1
by Gnedenko, B. W.
- 18-24 L'assurance de la propriété de l'état dans la République populaire de Pologne
by Banasinski, Antoni
- 25-30 An analysis of the development of the fire losses in the northern countries after the Second World War
by Andersson, Hans
- 31-41 Distributions des sinistres incendie selon leur coût
by Ferrara, Giovanna
- 42-46 On a transformation of the weighted compound Poisson process
by Bühlmann, Hans & Buzzi, Roberto
- 47-53 Remarques sur la transformation d'une famille de lois de poisson composées en lois de poisson par grappes
by Thyrion, Paul
- 54-65 Analytical steps towards a numerical calculation of the ruin probability for a finite period when the riskprocess is of the Poisson type or of the more general type studied by Sparre Andersen
by Thorin, Olof
- 66-68 The ruin probability in a special case
by Bohman, H.
- 69-70 Mathematical Methods in Risk Theory by Hans Bühlmann, Springer-Verlag, Berlin, Heidelberg, New York1970. pp. XII + 210
by R.E.B,
- 71-72 A Review of the Collective Theory of Risk by Carl Philipson, (Suppl. to Astin. Bulletin, Vol. 5)
by Seal, Hilary L.
February 1971, Volume 5, Issue 3
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