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Elsevier Insurance: Mathematics and Economics Contact information of
Elsevier: Web page: http://www.elsevier.com/locate/inca/505554
Download restrictions: Full text for ScienceDirect subscribers only Editor: Editor: H. U. Gerber Editor: M. J. Goovaerts Editor: E. S. W. Shiu
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More pages of listings: 0 |1 |2 |3 |4 |5 |6 2008, Volume 43, Issue 1
1-14 The impact of illiquidity on the asset management of insurance companies by Berry-Stölzle, Thomas R. [Downloadable! (restricted)]
15-28 Optimal investment and life insurance strategies under minimum and maximum constraints by Nielsen, Peter Holm & Steffensen, Mogens [Downloadable! (restricted)]
29-40 Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment by Zaglauer, Katharina & Bauer, Daniel [Downloadable! (restricted)]
41-55 Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios by Barbarin, Jérôme [Downloadable! (restricted)]
56-68 Optimal consumption and portfolio choice for pooled annuity funds by Stamos, Michael Z. [Downloadable! (restricted)]
69-84 GARCH option pricing: A semiparametric approach by Badescu, Alexandru M. & Kulperger, Reg J. [Downloadable! (restricted)]
85-92 Tails of random sums of a heavy-tailed number of light-tailed terms by Robert, Christian Y. & Segers, Johan [Downloadable! (restricted)]
93-98 Worst allocations of policy limits and deductibles by Hua, Lei & Cheung, Ka Chun [Downloadable! (restricted)]
99-107 On option pricing under a completely random measure via a generalized Esscher transform by Lau, John W. & Siu, Tak Kuen [Downloadable! (restricted)]
108-115 Threshold control of mutual insurance with limited commitment by Yan, Jia & Liu, John J. & Li, Kevin X. [Downloadable! (restricted)]
116-120 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails by Hao, Xuemiao & Tang, Qihe [Downloadable! (restricted)]
121-133 Fitting mixed-effects models when data are left truncated by Paulsen, Jostein & Lunde, Astrid & Skaug, Hans Julius [Downloadable! (restricted)]
134-149 Optimal dividend strategies for a risk process under force of interest by Albrecher, Hansjörg & Thonhauser, Stefan [Downloadable! (restricted)]
150-157 Enhanced annuities and the impact of individual underwriting on an insurer's profit situation by Hoermann, Gudrun & Ruß, Jochen [Downloadable! (restricted)]
158-164 Tail asymptotic results for elliptical distributions by Hashorva, Enkelejd [Downloadable! (restricted)]
165-173 The effect of modelling parameters on the value of GMWB guarantees by Chen, Z. & Vetzal, K. & Forsyth, P.A. [Downloadable! (restricted)]
174-184 Quadratic stochastic intensity and prospective mortality tables by Gourieroux, C. & Monfort, A. [Downloadable! (restricted)]
185-196 Optimal reinsurance under VaR and CTE risk measures by Cai, Jun & Tan, Ken Seng & Weng, Chengguo & Zhang, Yi [Downloadable! (restricted)]
2008, Volume 42, Issue 3 865-872 Stochastic orders of scalar products with applications by Hua, Lei & Cheung, Ka Chun [Downloadable! (restricted)]
873-886 A binomial model for valuing equity-linked policies embedding surrender options by Costabile, Massimo & Massabó, Ivar & Russo, Emilio [Downloadable! (restricted)]
887-896 An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk by Kijima, Masaaki & Muromachi, Yukio [Downloadable! (restricted)]
897-902 A note on the Swiss Solvency Test risk measure by Filipovic, Damir & Vogelpoth, Nicolas [Downloadable! (restricted)]
903-908 Using distortions of copulas to price synthetic CDOs by Crane, Glenis & van der Hoek, John [Downloadable! (restricted)]
909-919 Valuation of life insurance surrender and exchange options by Nordahl, Helge A. [Downloadable! (restricted)]
920-934 Valuation of the interest rate guarantee embedded in defined contribution pension plans by Yang, Sharon S. & Yueh, Meng-Lan & Tang, Chun-Hua [Downloadable! (restricted)]
935-942 On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities by Coulibaly, Ibrahim & Lefèvre, Claude [Downloadable! (restricted)]
943-953 Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach by Xie, Shuxiang & Li, Zhongfei & Wang, Shouyang [Downloadable! (restricted)]
954-961 Optimal dividend and issuance of equity policies in the presence of proportional costs by Løkka, Arne & Zervos, Mihail [Downloadable! (restricted)]
962-967 The periodic risk model with investment by Kötter, Mirko & Bäuerle, Nicole [Downloadable! (restricted)]
968-975 Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint by Bai, Lihua & Guo, Junyi [Downloadable! (restricted)]
976-983 Optimal financing and dividend control of the insurance company with proportional reinsurance policy by He, Lin & Liang, Zongxia [Downloadable! (restricted)]
984-991 Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy by Yang, Hu & Zhang, Zhimin [Downloadable! (restricted)]
992-999 Optimal insurance under the insurer's risk constraint by Zhou, Chunyang & Wu, Chongfeng [Downloadable! (restricted)]
1000-1012 Pension funds as institutions for intertemporal risk transfer by Baumann, Roger T. & Müller, Heinz H. [Downloadable! (restricted)]
1013-1021 Assessing the cost of capital for longevity risk by Olivieri, Annamaria & Pitacco, Ermanno [Downloadable! (restricted)]
1022-1027 Tolerance intervals for quantiles of bivariate risks and risk measurement by Gebizlioglu, Omer L. & Yagci, Banu [Downloadable! (restricted)]
1028-1034 Characterizations of classes of risk measures by dispersive orders by Sordo, Miguel A. [Downloadable! (restricted)]
1035-1049 Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies by Chen, An [Downloadable! (restricted)]
1050-1061 Regret aversion and annuity risk in defined contribution pension plans by Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C. [Downloadable! (restricted)]
1062-1066 Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts by Blake, David & Dowd, Kevin & Cairns, Andrew J.G. [Downloadable! (restricted)]
1067-1085 Static super-replicating strategies for a class of exotic options by Chen, X. & Deelstra, G. & Dhaene, J. & Vanmaele, M. [Downloadable! (restricted)]
1086-1094 On the dual risk model with tax payments by Albrecher, Hansjörg & Badescu, Andrei & Landriault, David [Downloadable! (restricted)]
1095-1103 Pricing bivariate option under GARCH processes with time-varying copula by Zhang, J. & Guégan, D. [Downloadable! (restricted)]
1104-1108 On the ruin time distribution for a Sparre Andersen process with exponential claim sizes by Borovkov, Konstantin A. & Dickson, David C.M. [Downloadable! (restricted)]
1109-1117 Analytic bounds and approximations for annuities and Asian options by Vanduffel, Steven & Shang, Zhaoning & Henrard, Luc & Dhaene, Jan & Valdez, Emiliano A. [Downloadable! (restricted)]
1118-1127 Comparison results for exchangeable credit risk portfolios by Cousin, Areski & Laurent, Jean-Paul [Downloadable! (restricted)]
1128-1137 A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market by Vandaele, Nele & Vanmaele, Michèle [Downloadable! (restricted)]
1138-1145 The private value of public pensions by Petrichev, Konstantin & Thorp, Susan [Downloadable! (restricted)]
1146-1158 A game theoretic approach to option valuation under Markovian regime-switching models by Siu, Tak Kuen [Downloadable! (restricted)]
1159-1164 Stochastic optimal control of DC pension funds by Gao, Jianwei [Downloadable! (restricted)]
2008, Volume 42, Issue 2 469-472 An application of Kendall distributions and alternative dependence measures: SPX vs. VIX by Fountain, Robert L. & Herman Jr., John R. & Rustvold, D. Leif [Downloadable! (restricted)]
473-483 On the construction of copulas and quasi-copulas with given diagonal sections by Nelsen, Roger B. & Quesada-Molina, José Juan & Rodriguez-Lallena, José Antonio & Úbeda-Flores, Manuel [Downloadable! (restricted)]
484-491 Error bounds in approximations of random sums using gamma-type operators by Sangüesa, C. [Downloadable! (restricted)]
492-504 Estimating the term structure of mortality by Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E. [Downloadable! (restricted)]
505-519 Longevity risk in portfolios of pension annuities by Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E. [Downloadable! (restricted)]
520-528 Risk measurement in the presence of background risk by Tsanakas, Andreas [Downloadable! (restricted)]
529-539 Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria by Guerra, Manuel & de Lourdes Centeno, Maria [Downloadable! (restricted)]
540-547 Actuarial risk measures for financial derivative pricing by Goovaerts, Marc J. & Laeven, Roger J.A. [Downloadable! (restricted)]
548-559 Estimating VAR models for the term structure of interest rates by Vereda, Luciano & Lopes, Hélio & Fukuda, Regina [Downloadable! (restricted)]
560-577 Integrated insurance risk models with exponential Lévy investment by Klüppelberg, Claudia & Kostadinova, Radostina [Downloadable! (restricted)]
578-593 Valuation of intergenerational transfers in funded collective pension schemes by Hoevenaars, Roy P.M.M. & Ponds, Eduard H.M. [Downloadable! (restricted)]
594-599 Portfolio diversification under local and moderate deviations from power laws by Ibragimov, Rustam & Walden, Johan [Downloadable! (restricted)]
600-608 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution by Landriault, David & Willmot, Gordon [Downloadable! (restricted)]
609-616 Cooperative hedging with a higher interest rate for borrowing by Zhou, Qing & Wu, Weixing & Wang, Zengwu [Downloadable! (restricted)]
617-627 The compound Poisson risk model with multiple thresholds by Lin, X. Sheldon & Sendova, Kristina P. [Downloadable! (restricted)]
628-637 Securitization of catastrophe mortality risks by Lin, Yijia & Cox, Samuel H. [Downloadable! (restricted)]
638-650 Fitting and validation of a bivariate model for large claims by Drees, Holger & Müller, Peter [Downloadable! (restricted)]
651-655 Improved convex upper bound via conditional comonotonicity by Cheung, Ka Chun [Downloadable! (restricted)]
656-667 Risk theory insight into a zone-adaptive control strategy by Malinovskii, Vsevolod K. [Downloadable! (restricted)]
668-679 Approximations for the moments of ruin time in the compound Poisson model by Pitts, Susan M. & Politis, Konstadinos [Downloadable! (restricted)]
680-690 A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension by Christiansen, Marcus C. [Downloadable! (restricted)]
691-703 Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio by Young, Virginia R. [Downloadable! (restricted)]
704-716 A general asset-liability management model for the efficient simulation of portfolios of life insurance policies by Gerstner, Thomas & Griebel, Michael & Holtz, Markus & Goschnick, Ralf & Haep, Marcus [Downloadable! (restricted)]
717-726 A risk model with paying dividends and random environment by Kim, Bara & Kim, Hwa-Sung & Kim, Jeongsim [Downloadable! (restricted)]
727-735 Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation by Boucher, Jean-Philippe & Denuit, Michel [Downloadable! (restricted)]
736-745 On the parameterization of the CreditRisk + model for estimating credit portfolio risk by Vandendorpe, Antoine & Ho, Ngoc-Diep & Vanduffel, Steven & Van Dooren, Paul [Downloadable! (restricted)]
746-762 Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin by Loisel, Stéphane & Mazza, Christian & Rullière, Didier [Downloadable! (restricted)]
763-770 Tail dependence for multivariate t -copulas and its monotonicity by Chan, Yin & Li, Haijun [Downloadable! (restricted)]
771-778 Indifference prices of structured catastrophe (CAT) bonds by Egami, Masahiko & Young, Virginia R. [Downloadable! (restricted)]
779-786 A Bayesian dichotomous model with asymmetric link for fraud in insurance by Bermúdez, Ll. & Pérez, J.M. & Ayuso, M. & Gómez, E. & Vázquez, F.J. [Downloadable! (restricted)]
787-796 A sensitivity analysis of typical life insurance contracts with respect to the technical basis by Christiansen, Marcus C. [Downloadable! (restricted)]
797-816 On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling by Renshaw, A.E. & Haberman, S. [Downloadable! (restricted)]
817-830 Heavy-tailed longitudinal data modeling using copulas by Sun, Jiafeng & Frees, Edward W. & Rosenberg, Marjorie A. [Downloadable! (restricted)]
831-838 Comonotonic approximations to quantiles of life annuity conditional expected present value by Denuit, Michel [Downloadable! (restricted)]
839-849 Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement by Gatzert, Nadine [Downloadable! (restricted)]
850-854 A generalization of the credibility theory obtained by using the weighted balanced loss function by Gómez-Déniz, E. [Downloadable! (restricted)]
855-863 Some results on the CTE-based capital allocation rule by Dhaene, J. & Henrard, L. & Landsman, Z. & Vandendorpe, A. & Vanduffel, S. [Downloadable! (restricted)]
2008, Volume 42, Issue 1 1-13 Pension fund investments and the valuation of liabilities under conditional indexation by de Jong, Frank [Downloadable! (restricted)]
14-30 Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates by Ludkovski, Michael & Young, Virginia R. [Downloadable! (restricted)]
31-38 Constant dividend barrier in a risk model with interclaim-dependent claim sizes by Landriault, David [Downloadable! (restricted)]
39-49 Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications by Gómez-Déniz, Emilio & Sarabia, José Maria & Calderin-Ojeda, Enrique [Downloadable! (restricted)]
50-58 The influence of corporate taxes on pricing and capital structure in property-liability insurance by Gatzert, Nadine & Schmeiser, Hato [Downloadable! (restricted)]
59-64 The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest by Wang, Guojing & Wu, Rong [Downloadable! (restricted)]
65-72 Recursions for multivariate compound phase variables by Eisele, Karl-Theodor [Downloadable! (restricted)]
73-80 Modelling total tail dependence along diagonals by Zhang, Ming-Heng [Downloadable! (restricted)]
81-94 Adaptive control strategies and dependence of finite time ruin on the premium loading by Malinovskii, Vsevolod K. [Downloadable! (restricted)]
95-100 Convex bounds on multiplicative processes, with applications to pricing in incomplete markets by Courtois, Cindy & Denuit, Michel [Downloadable! (restricted)]
101-106 On the distribution tail of an integrated risk model: A numerical approach by Brokate, M. & Klüppelberg, C. & Kostadinova, R. & Maller, R. & Seydel, R.C. [Downloadable! (restricted)]
107-118 Mean-variance optimization problems for an accumulation phase in a defined benefit plan by Delong, Lukasz & Gerrard, Russell & Haberman, Steven [Downloadable! (restricted)]
119-126 On the consistency of credibility premiums regarding Esscher principle by Pan, Maolin & Wang, Rongming & Wu, Xianyi [Downloadable! (restricted)]
127-146 Modelling dependence by Kallenberg, Wilbert C.M. [Downloadable! (restricted)]
147-153 Random sums of exchangeable variables and actuarial applications by Kolev, Nikolai & Paiva, Delhi [Downloadable! (restricted)]
154-162 Finite-time dividend-ruin models by Leung, Kwai Sun & Kwok, Yue Kuen & Leung, Seng Yuen [Downloadable! (restricted)]
163-176 Tail bounds for the joint distribution of the surplus prior to and at ruin by Psarrakos, Georgios & Politis, Konstadinos [Downloadable! (restricted)]
177-188 Allocation of risks and equilibrium in markets with finitely many traders by Burgert, Christian & Rüschendorf, Ludger [Downloadable! (restricted)]
189-211 Prices and sensitivities of Asian options: A survey by Boyle, Phelim & Potapchik, Alexander [Downloadable! (restricted)]
212-226 Valuation of life insurance products under stochastic interest rates by Gaillardetz, Patrice [Downloadable! (restricted)]
227-234 A two-dimensional ruin problem on the positive quadrant by Avram, Florin & Palmowski, Zbigniew & Pistorius, Martijn [Downloadable! (restricted)]
235-242 Coherent risk measures, coherent capital allocations and the gradient allocation principle by Buch, A. & Dorfleitner, G. [Downloadable! (restricted)]
243-254 Methods for estimating the optimal dividend barrier and the probability of ruin by Gerber, Hans U. & Shiu, Elias S.W. & Smith, Nathaniel [Downloadable! (restricted)]
255-260 An optimal insurance strategy for an individual under an intertemporal equilibrium by Zhou, Chunyang & Wu, Chongfeng & Zhang, Shengping & Huang, Xuejun [Downloadable! (restricted)]
261-270 Quantifying the error of convex order bounds for truncated first moments by Brückner, Karsten [Downloadable! (restricted)]
271-287 Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations by Jumarie, Guy [Downloadable! (restricted)]
288-300 Robust regression credibility: The influence function approach by Pitselis, Georgios [Downloadable! (restricted)]
301-310 Insuring a risky investment project by Loubergé, Henri & Watt, Richard [Downloadable! (restricted)]
311-318 Ruin theory for a Markov regime-switching model under a threshold dividend strategy by Zhu, Jinxia & Yang, Hailiang [Downloadable! (restricted)]
319-331 Premium rates based on genetic studies: How reliable are they by Lu, Li & Macdonald, Angus & Wekwete, Chessman [Downloadable! (restricted)]
332-342 Evaluation of insurance products with guarantee in incomplete markets by Consiglio, Andrea & De Giovanni, Domenico [Downloadable! (restricted)]
343-358 The role of longevity bonds in optimal portfolios by Menoncin, Francesco [Downloadable! (restricted)]
359-377 Bruno de Finetti and the case of the critical line's last segment by Barone, Luca [Downloadable! (restricted)]
378-388 Prediction error in the chain ladder method by Wüthrich, Mario V. [Downloadable! (restricted)]
389-395 Estimation of loss reserves with lognormal development factors by Han, Zhongxian & Gau, Wu-Chyuan [Downloadable! (restricted)]
396-408 Following the rules: Integrating asset allocation and annuitization in retirement portfolios by Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Dus, Ivica [Downloadable! (restricted)]
409-418 Mortality modelling with Lévy processes by Hainaut, Donatien & Devolder, Pierre [Downloadable! (restricted)]
419-433 Fair valuation of insurance contracts under Lévy process specifications by Kassberger, Stefan & Kiesel, Rüdiger & Liebmann, Thomas [Downloadable! (restricted)]
434-444 On reinsurance and investment for large insurance portfolios by Luo, Shangzhen & Taksar, Michael & Tsoi, Allanus [Downloadable! (restricted)]
445-452 Some stability results of optimal investment in a simple Lévy market by Niu, Liqun [Downloadable! (restricted)]
453-458 Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time by Neuenschwander, Daniel [Downloadable! (restricted)]
459-465 Weighted premium calculation principles by Furman, Edward & Zitikis, Ricardas [Downloadable! (restricted)]
2007, Volume 41, Issue 3 299-316 Risk management of a bond portfolio using options by Annaert, Jan & Deelstra, Griselda & Heyman, Dries & Vanmaele, Michèle [Downloadable! (restricted)]
317-338 Pricing of Ratchet equity-indexed annuities under stochastic interest rates by Kijima, Masaaki & Wong, Tony [Downloadable! (restricted)]
339-361 Modelling the joint distribution of competing risks survival times using copula functions by Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven [Downloadable! (restricted)]
362-381 Integrating long-term care insurance purchase decisions with saving and investment for retirement by Gupta, Aparna & Li, Lepeng [Downloadable! (restricted)]
382-391 Optimal allocation of policy limits and deductibles by Cheung, Ka Chun [Downloadable! (restricted)]
2007, Volume 41, Issue 2 223-233 Extreme behavior of multivariate phase-type distributions by Asimit, Alexandru V. & Jones, Bruce L. [Downloadable! (restricted)]
234-249 On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals by Ahn, Soohan & Badescu, Andrei L. [Downloadable! (restricted)]
250-263 Optimal investment for insurers when the stock price follows an exponential Levy process by Kostadinova, Radostina [Downloadable! (restricted)]
264-278 Valuation of catastrophe reinsurance with catastrophe bonds by Lee, Jin-Ping & Yu, Min-Teh [Downloadable! (restricted)]
279-297 Risk measures, distortion parameters, and their empirical estimation by Jones, Bruce L. & Zitikis, Ricardas [Downloadable! (restricted)]
2007, Volume 41, Issue 1 1-16 Monotone and cash-invariant convex functions and hulls by Filipovic, Damir & Kupper, Michael [Downloadable! (restricted)]
17-31 On the discounted penalty function in the renewal risk model with general interclaim times by Willmot, Gordon E. [Downloadable! (restricted)]
32-40 A time-series risk model with constant interest for dependent classes of business by Zhang, Zhiqiang & Yuen, Kam C. & Li, Wai Keung [Downloadable! (restricted)]
41-52 Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model by Chadjiconstantinidis, Stathis & Politis, Konstadinos [Downloadable! (restricted)]
53-61 Extreme behavior of bivariate elliptical distributions by Asimit, Alexandru V. & Jones, Bruce L. [Downloadable! (restricted)]
62-70 Jump diffusion processes and their applications in insurance and finance by Jang, Jiwook [Downloadable! (restricted)]
71-83 Predicting automobile claims bodily injury severity with sequential ordered logit models by Ayuso, Mercedes & Santolino, Miguel [Downloadable! (restricted)]
84-95 Valuation of cash flows under random rates of interest: A linear algebraic approach by Date, P. & Mamon, R. & Wang, I.C. [Downloadable! (restricted)]
96-110 Integrating optimal annuity planning with consumption-investment selections in retirement planning by Gupta, Aparna & Li, Zhisheng [Downloadable! (restricted)]
111-123 Optimal dividends in the dual model by Avanzi, Benjamin & U. Gerber, Hans & S.W. Shiu, Elias [Downloadable! (restricted)]
124-133 The compound binomial risk model with time-correlated claims by Xiao, Yuntao & Guo, Junyi [Downloadable! (restricted)]
134-155 Management of a pension fund under mortality and financial risks by Hainaut, Donatien & Devolder, Pierre [Downloadable! (restricted)]
156-162 On a modification of the classical risk process by Bratiychuk, M.S. & Derfla, D. [Downloadable! (restricted)]
163-184 Dividend maximization under consideration of the time value of ruin by Thonhauser, Stefan & Albrecher, Hansjorg [Downloadable! (restricted)]
185-195 On the ruin probabilities of a bidimensional perturbed risk model by Li, Junhai & Liu, Zaiming & Tang, Qihe [Downloadable! (restricted)]
196-221 Minimizing the probability of lifetime ruin under borrowing constraints by Bayraktar, Erhan & Young, Virginia R. [Downloadable! (restricted)]
2007, Volume 40, Issue 3 357-385 Lookback options and dynamic fund protection under multiscale stochastic volatility by Wong, Hoi Ying & Chan, Chun Man [Downloadable! (restricted)]
386-402 An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates by Koch, Inge & Schepper, Ann De [Downloadable! (restricted)]
403-414 On variational bounds in the compound Poisson approximation of the individual risk model by Roos, Bero [Downloadable! (restricted)]
415-423 The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims by Chen, Yiqing & Ng, Kai W. [Downloadable! (restricted)]
424-434 Bayesian graduation of mortality rates: An application to reserve evaluation by da Rocha Neves, Cesar & Migon, Helio S. [Downloadable! (restricted)]
435-444 Hedging life insurance with pure endowments by Bayraktar, Erhan & Young, Virginia R. [Downloadable! (restricted)]
445-458 The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees by Kleinow, Torsten & Willder, Mark [Downloadable! (restricted)]
459-467 Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure by Frostig, Esther & Zaks, Yaniv & Levikson, Benny [Downloadable! (restricted)]
468-484 Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality by Willemse, W.J. & Kaas, R. [Downloadable! (restricted)]
485-497 Moments of claims in a Markovian environment by Kim, Bara & Kim, Hwa-Sung [Downloadable! (restricted)]
498-508 Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes by Leipus, Remigijus & Siaulys, Jonas [Downloadable! (restricted)]
509-523 Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion by Wan, Ning [Downloadable! (restricted)]
525-532 Lower tail dependence for Archimedean copulas: Characterizations and pitfalls by Charpentier, Arthur & Segers, Johan [Downloadable! (restricted)]
2007, Volume 40, Issue 2 179-199 Distribution-free option pricing by Schepper, Ann De & Heijnen, Bart [Downloadable! (restricted)]
200-208 On the asymptotic distribution of certain bivariate reinsurance treaties by Hashorva, Enkelejd [Downloadable! (restricted)]
209-230 Time consistency conditions for acceptability measures, with an application to Tail Value at Risk by Roorda, Berend & Schumacher, J.M. [Downloadable! (restricted)]
231-255 Default risk, bankruptcy procedures and the market value of life insurance liabilities by Chen, An & Suchanecki, Michael [Downloadable! (restricted)]
256-266 Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications by Wang, Yuebao & Yang, Yang & Wang, Kaiyong & Cheng, Dongya [Downloadable! (restricted)]
267-282 Pricing exotic options under regime switching by Boyle, Phelim & Draviam, Thangaraj [Downloadable! (restricted)]
283-292 Stochastic pension fund control in the presence of Poisson jumps by Ngwira, Bernard & Gerrard, Russell [Downloadable! (restricted)]
293-301 On the expected discounted penalty function for a perturbed risk process driven by a subordinator by Morales, Manuel [Downloadable! (restricted)]
302-310 The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts by Xiao, Jianwu & Hong, Zhai & Qin, Chenglin [Downloadable! (restricted)]
311-321 The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance by Taksar, Michael & Hunderup, Christine Loft [Downloadable! (restricted)]
322-334 Optimal investment for an insurer: The martingale approach by Wang, Zengwu & Xia, Jianming & Zhang, Lihong [Downloadable! (restricted)]
335-355 Pricing general insurance with constraints by Emms, Paul [Downloadable! (restricted)]
2007, Volume 40, Issue 1 1-14 On non-monotonic ageing properties from the Laplace transform, with actuarial applications by Belzunce, Felix & Ortega, Eva-Maria & Ruiz, Jose M. [Downloadable! (restricted)]
15-34 Optimal strategies for pricing general insurance by Emms, P. & Haberman, S. & Savoulli, I. [Downloadable! (restricted)]
35-57 A law of large numbers approach to valuation in life insurance by Fischer, Tom [Downloadable! (restricted)]
58-76 Actuarial statistics with generalized linear mixed models by Antonio, Katrien & Beirlant, Jan [Downloadable! (restricted)]
77-84 Optimal investment for an insurer with exponential utility preference by Wang, Nan [Downloadable! (restricted)]
85-94 Coherent risk measure, equilibrium and equilibrium pricing by Gao, Feng & Song, Fengming & Zhang, Lihong [Downloadable! (restricted)]
95-103 Joint distributions of some actuarial random vectors in the compound binomial model by Liu, Guoxin & Zhao, Jinyan [Downloadable! (restricted)]
104-112 The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier by Yuen, Kam C. & Wang, Guojing & Li, Wai K. [Downloadable! (restricted)]
113-134 Asymptotic and numerical analysis of the optimal investment strategy for an insurer by Emms, P. & Haberman, S. [Downloadable! (restricted)]
135-144 The timing of annuitization: Investment dominance and mortality risk by Milevsky, Moshe A. & Young, Virginia R. [Downloadable! (restricted)]
145-163 Claim reserving with fuzzy regression and Taylor's geometric separation method by de Andres-Sanchez, Jorge [Downloadable! (restricted)]
164-178 The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies by Kling, Alexander & Richter, Andreas & Ru[ss], Jochen [Downloadable! (restricted)]
2006, Volume 39, Issue 3 285-286 IME-award by Shapiro, A.F. [Downloadable! (restricted)]
287-309 Fuzzy formulation of the Lee-Carter model for mortality forecasting by Koissi, Marie-Claire & Shapiro, Arnold F. [Downloadable! (restricted)]
310-329 Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts by Melnikov, Alexander & Romaniuk, Yulia [Downloadable! (restricted)]
330-355 Asset and liability management under a continuous-time mean-variance optimization framework by Chiu, Mei Choi & Li, Duan [Downloadable! (restricted)]
356-375 The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements by Ballotta, Laura & Esposito, Giorgia & Haberman, Steven [Downloadable! (restricted)]
376-389 Excess of loss reinsurance under joint survival optimality by Kaishev, Vladimir K. & Dimitrova, Dimitrina S. [Downloadable! (restricted)]
390-390 Third Brazilian conference on statistical modelling in insurance and finance First announcement -- Call for papers by Kolev, N. [Downloadable! (restricted)]
392-392 Call for papers American Risk and Insurance Association 2007 annual meeting August 5-8, 2007 Quebec City, Canada by Vaughan, Terri [Downloadable! (restricted)]
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