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Elsevier Insurance: Mathematics and Economics Contact information of
Elsevier: 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
2006, Volume 39, Issue 3
2006, Volume 39, Issue 2 171-183 Risk-neutral valuation of participating life insurance contracts by Bauer, Daniel & Kiesel, Rudiger & Kling, Alexander & Ru[ss], Jochen [Downloadable! (restricted)]
185-191 Multivariate loss prediction in the multivariate additive model by Hess, Klaus Th. & Schmidt, Klaus D. & Zocher, Mathias [Downloadable! (restricted)]
193-217 Valuation and hedging of life insurance liabilities with systematic mortality risk by Dahl, Mikkel & Moller, Thomas [Downloadable! (restricted)]
219-229 Regret, portfolio choice, and guarantees in defined contribution schemes by Muermann, Alexander & Mitchell, Olivia S. & Volkman, Jacqueline M. [Downloadable! (restricted)]
231-249 Measuring the effect of mortality improvements on the cost of annuities by Khalaf-Allah, M. & Haberman, S. & Verrall, R. [Downloadable! (restricted)]
251-266 Demand and adverse selection in a pooled annuity fund by Valdez, Emiliano A. & Piggott, John & Wang, Liang [Downloadable! (restricted)]
267-284 Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence by Yang, Jingping & Cheng, Shihong & Zhang, Lihong [Downloadable! (restricted)]
2006, Volume 39, Issue 1 1-18 The compound binomial model with randomized decisions on paying dividends by Tan, Jiyang & Yang, Xiangqun [Downloadable! (restricted)]
19-34 Risk measures via g-expectations by Rosazza Gianin, Emanuela [Downloadable! (restricted)]
35-46 A private management strategy for the crop yield insurer: A theoretical approach and tests by Phelippe-Guinvarc'h, Martial V. & Cordier, Jean E. [Downloadable! (restricted)]
47-68 Optimal insurance in a continuous-time model by Moore, Kristen S. & Young, Virginia R. [Downloadable! (restricted)]
69-80 Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts by Sanguesa, C. [Downloadable! (restricted)]
81-98 Optimal investment decisions with a liability: The case of defined benefit pension plans by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo [Downloadable! (restricted)]
99-113 Generalized estimating equations for variance and covariance parameters in regression credibility models by Lo, Chi Ho & Fung, Wing Kam & Zhu, Zhong Yi [Downloadable! (restricted)]
115-121 On the use of posterior regret [Gamma]-minimax actions to obtain credibility premiums by Gomez-Deniz, E. & Perez-Sanchez, J.M. & Vazquez-Polo, F.J. [Downloadable! (restricted)]
123-133 Dynamic greeks by Norberg, Ragnar [Downloadable! (restricted)]
135-149 Pricing of multi-period rate of return guarantees: The Monte Carlo approach by Bakken, Henrik & Lindset, Snorre & Olson, Lars Hesstvedt [Downloadable! (restricted)]
151-170 On the stop-loss transform and order for the surplus process perturbed by diffusion by Tsai, Cary Chi-Liang [Downloadable! (restricted)]
2006, Volume 38, Issue 3 427-440 Mortality-dependent financial risk measures by Dowd, Kevin & Cairns, Andrew J.G. & Blake, David [Downloadable! (restricted)]
441-459 On univariate extreme value statistics and the estimation of reinsurance premiums by Vandewalle, B. & Beirlant, J. [Downloadable! (restricted)]
460-468 Variability of total claim amounts under dependence between claims severity and number of events by Belzunce, Felix & Ortega, Eva-Maria & Pellerey, Franco & Ruiz, Jose M. [Downloadable! (restricted)]
469-483 Catastrophe options with stochastic interest rates and compound Poisson losses by Jaimungal, Sebastian & Wang, Tao [Downloadable! (restricted)]
484-494 Monotonicity results for portfolios with heterogeneous claims arrival processes by Frostig, Esther & Denuit, Michel [Downloadable! (restricted)]
495-517 Enhancing insurer value through reinsurance optimization by Krvavych, Yuriy & Sherris, Michael [Downloadable! (restricted)]
518-528 Minimax pricing and Choquet pricing by Chen, Zengjing & Kulperger, Reg [Downloadable! (restricted)]
529-539 The maximum surplus before ruin in an Erlang(n) risk process and related problems by Li, Shuanming & Dickson, David C.M. [Downloadable! (restricted)]
540-555 Modelling negatives in stochastic reserving models by Kunkler, Michael [Downloadable! (restricted)]
556-570 A cohort-based extension to the Lee-Carter model for mortality reduction factors by Renshaw, A.E. & Haberman, S. [Downloadable! (restricted)]
571-584 Weak convergence of a bootstrap geometric-type estimator with applications to risk theory by Brito, Margarida & Moreira Freitas, Ana Cristina [Downloadable! (restricted)]
585-598 Pricing and hedging guaranteed returns on mix funds by Vellekoop, M.H. & Vd Kamp, A.A. & Post, B.A. [Downloadable! (restricted)]
599-608 Hedging life insurance contracts in a Levy process financial market by Riesner, Martin [Downloadable! (restricted)]
609-629 Claim dependence with common effects in credibility models by Yeo, Keng Leong & Valdez, Emiliano A. [Downloadable! (restricted)]
630-639 Analysis of risk measures for reinsurance layers by Ladoucette, Sophie A. & Teugels, Jef L. [Downloadable! (restricted)]
2006, Volume 38, Issue 2 215-228 Hedging guarantees in variable annuities under both equity and interest rate risks by Coleman, Thomas F. & Li, Yuying & Patron, Maria-Cristina [Downloadable! (restricted)]
229-252 Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims by Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch [Downloadable! (restricted)]
253-270 Testing hypotheses about the equality of several risk measure values with applications in insurance by Jones, Bruce L. & Puri, Madan L. & Zitikis, Ricardas [Downloadable! (restricted)]
271-288 The impact of the determinants of mortality on life insurance and annuities by Kwon, Hyuk-Sung & Jones, Bruce L. [Downloadable! (restricted)]
289-297 Consistent risk measures for portfolio vectors by Burgert, Christian & Ruschendorf, Ludger [Downloadable! (restricted)]
298-308 On the first time of ruin in the bivariate compound Poisson model by Yuen, Kam C. & Guo, Junyi & Wu, Xueyuan [Downloadable! (restricted)]
309-323 Ruin probabilities in the discrete time renewal risk model by Cossette, Helene & Landriault, David & Marceau, Etienne [Downloadable! (restricted)]
324-334 A new characterization of distortion premiums via countable additivity for comonotonic risks by Wu, Xianyi & Zhou, Xian [Downloadable! (restricted)]
335-346 Survival risks, intertemporal consumption, and insurance: The case of distorted probabilities by Bleichrodt, Han & Eeckhoudt, Louis [Downloadable! (restricted)]
347-359 Production under uncertainty with insurance or hedging by Hau, Arthur [Downloadable! (restricted)]
360-373 Copula credibility for aggregate loss models by Frees, Edward W. & Wang, Ping [Downloadable! (restricted)]
374-390 An insurance network: Nash equilibrium by Ramasubramanian, S. [Downloadable! (restricted)]
391-405 The preservation of classes of discrete distributions under convolution and mixing by Pavlova, Kristina P. & Cai, Jun & Willmot, Gordon E. [Downloadable! (restricted)]
406-412 Preservation of the location independent risk order under convolution by Hu, Taizhong & Chen, Jing & Yao, Junchao [Downloadable! (restricted)]
413-426 Multivariate skew-normal distributions with applications in insurance by Vernic, Raluca [Downloadable! (restricted)]
2006, Volume 38, Issue 1 1-20 Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval by Koissi, Marie-Claire & Shapiro, Arnold F. & Hognas, Goran [Downloadable! (restricted)]
21-38 Financial valuation of guaranteed minimum withdrawal benefits by Milevsky, Moshe A. & Salisbury, Thomas S. [Downloadable! (restricted)]
39-56 Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities by Geluk, J.L. & De Vries, C.G. [Downloadable! (restricted)]
57-80 The compound Poisson risk model with a threshold dividend strategy by Lin, X.Sheldon & Pavlova, Kristina P. [Downloadable! (restricted)]
81-97 Affine stochastic mortality by Schrager, David F. [Downloadable! (restricted)]
98-112 An application of the [alpha]-power approximation in multiple life insurance by Yi, Zhang & Weng, Chengguo [Downloadable! (restricted)]
113-131 On the control of defined-benefit pension plans by Huang, Hong-Chih & Cairns, Andrew J.G. [Downloadable! (restricted)]
132-148 Stochastic orders and risk measures: Consistency and bounds by Bauerle, Nicole & Muller, Alfred [Downloadable! (restricted)]
149-156 Recursions for compound phase distributions by Eisele, Karl-Theodor [Downloadable! (restricted)]
157-166 A volatility-varying and jump-diffusion Merton type model of interest rate risk by Espinosa, Fernando & Vives, Josep [Downloadable! (restricted)]
167-175 Optimal portfolio problem with unknown dependency structure by Cheung, Ka Chun [Downloadable! (restricted)]
176-188 Speedy convolution algorithms and Panjer recursions for phase-type distributions by Hipp, Christian [Downloadable! (restricted)]
189-194 Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach by Tank, Fatih & Gebizlioglu, Omer L. & Apaydin, Aysen [Downloadable! (restricted)]
195-214 The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case by Ballotta, Laura & Haberman, Steven [Downloadable! (restricted)]
2005, Volume 37, Issue 3 421-442 The win-first probability under interest force by Rulliere, Didier & Loisel, Stephane [Downloadable! (restricted)]
443-468 Affine processes for dynamic mortality and actuarial valuations by Biffis, Enrico [Downloadable! (restricted)]
469-493 Benefit uncertainty and default risk in pension plans by Khorasanee, Zaki [Downloadable! (restricted)]
494-504 Multinomial model for random sums by Kolev, Nikolai & Paiva, Delhi [Downloadable! (restricted)]
505-521 The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process by Ren, Jiandong [Downloadable! (restricted)]
522-532 On the probability of ruin in a Markov-modulated risk model by Lu, Yi & Li, Shuanming [Downloadable! (restricted)]
533-552 Fair valuation of participating policies with surrender options and regime switching by Siu, Tak Kuen [Downloadable! (restricted)]
553-572 Static-arbitrage optimal subreplicating strategies for basket options by Hobson, David & Laurence, Peter & Wang, Tai-Ho [Downloadable! (restricted)]
573-584 Occupation measure and local time of classical risk processes by Kolkovska, Ekaterina T. & Lopez-Mimbela, Jose A. & Morales, Jose Villa [Downloadable! (restricted)]
585-598 Merton's model of optimal portfolio in a Black-Scholes Market driven by a fractional Brownian motion with short-range dependence by Jumarie, Guy [Downloadable! (restricted)]
599-614 Optimal stopping behavior of equity-linked investment products with regime switching by Cheung, Ka Chun & Yang, Hailiang [Downloadable! (restricted)]
615-634 Optimal investment for insurer with jump-diffusion risk process by Yang, Hailiang & Zhang, Lihong [Downloadable! (restricted)]
635-649 Risk capital decomposition for a multivariate dependent gamma portfolio by Furman, Edward & Landsman, Zinoviy [Downloadable! (restricted)]
650-672 On the discounted penalty function in a Markov-dependent risk model by Albrecher, Hansjorg & Boxma, Onno J. [Downloadable! (restricted)]
2005, Volume 37, Issue 2 153-153 Preface by Angela, Carla & Olivieri, Gennaro [Downloadable! (restricted)]
154-172 Some asymptotic results for sums of dependent random variables, with actuarial applications by Laeven, Roger J.A. & Goovaerts, Marc J. & Hoedemakers, Tom [Downloadable! (restricted)]
173-196 A Levy process-based framework for the fair valuation of participating life insurance contracts by Ballotta, Laura [Downloadable! (restricted)]
197-215 Calculation of finite time ruin probabilities for some risk models by Cardoso, Rui M.R. & Waters, Howard R. [Downloadable! (restricted)]
216-228 The expected time to ruin in a risk process with constant barrier via martingales by Frostig, Esther [Downloadable! (restricted)]
229-238 Dependent risks and excess of loss reinsurance by de Lourdes Centeno, Maria [Downloadable! (restricted)]
239-269 Approximations for life annuity contracts in a stochastic financial environment by Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc [Downloadable! (restricted)]
270-296 Endogenous model of surrender conditions in equity-linked life insurance by Bacinello, Anna Rita [Downloadable! (restricted)]
297-323 Risk measure and fair valuation of an investment guarantee in life insurance by Barbarin, Jerome & Devolder, Pierre [Downloadable! (restricted)]
324-334 On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times by Albrecher, Hansjorg & Claramunt, M.Merce & Marmol, Maite [Downloadable! (restricted)]
335-354 Optimal contributions in a defined benefit pension scheme with stochastic new entrants by Colombo, Luigi & Haberman, Steven [Downloadable! (restricted)]
355-370 Incorporating expert opinion into a stochastic model for the chain-ladder technique by Verrall, R.J. & England, P.D. [Downloadable! (restricted)]
2005, Volume 37, Issue 1 1-2 Preface by Genest, Christian [Downloadable! (restricted)]
3-5 In memory of Bruno Bassan: Short biography and list of publications by Scarsini, Marco & Spizzichino, Fabio [Downloadable! (restricted)]
6-12 Bivariate survival models with Clayton aging functions by Bassan, Bruno & Spizzichino, Fabio [Downloadable! (restricted)]
13-26 Some notions of multivariate positive dependence by Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe [Downloadable! (restricted)]
27-41 Discrete quasi-copulas by Quesada Molina, Jose Juan & Sempi, Carlo [Downloadable! (restricted)]
42-48 Copulas with fractal supports by Fredricks, Gregory A. & Nelsen, Roger B. & Rodriguez-Lallena, Jose Antonio [Downloadable! (restricted)]
49-67 Generalized diagonal band copulas by Lewandowski, Daniel [Downloadable! (restricted)]
68-79 Case studies in multivariate-to-anything transforms for partially specified random vector generation by Stanhope, Stephen [Downloadable! (restricted)]
80-100 Estimating the tail-dependence coefficient: Properties and pitfalls by Frahm, Gabriel & Junker, Markus & Schmidt, Rafael [Downloadable! (restricted)]
101-114 Bivariate option pricing using dynamic copula models by van den Goorbergh, Rob W.J. & Genest, Christian & Werker, Bas J.M. [Downloadable! (restricted)]
115-134 Worst VaR scenarios by Embrechts, Paul & Hoing, Andrea & Puccetti, Giovanni [Downloadable! (restricted)]
135-151 Bounds on the value-at-risk for the sum of possibly dependent risks by Mesfioui, Mhamed & Quessy, Jean-Francois [Downloadable! (restricted)]
2005, Volume 36, Issue 3 237-250 Approximations for stop-loss reinsurance premiums by Reijnen, Rajko & Albers, Willem & Kallenberg, Wilbert C.M. [Downloadable! (restricted)]
251-259 A large deviation result for aggregate claims with dependent claim occurrences by Kaas, Rob & Tang, Qihe [Downloadable! (restricted)]
260-284 Bayesian Poisson log-bilinear mortality projections by Czado, Claudia & Delwarde, Antoine & Denuit, Michel [Downloadable! (restricted)]
285-302 Extremes of asymptotically spherical and elliptical random vectors by Hashorva, Enkelejd [Downloadable! (restricted)]
303-316 Ruin probability in the continuous-time compound binomial model by Liu, Guoxin & Wang, Ying & Zhang, Bei [Downloadable! (restricted)]
317-328 Axiom of solvency and portfolio immunization under random interest rates by Gajek, Leslaw [Downloadable! (restricted)]
329-346 Pricing equity-linked pure endowments with risky assets that follow Levy processes by Jaimungal, Sebastian & Young, Virginia R. [Downloadable! (restricted)]
347-364 Unifying framework for optimal insurance by Promislow, S.David & Young, Virginia R. [Downloadable! (restricted)]
365-374 On a joint distribution for the risk process with constant interest force by Wu, Rong & Wang, Guojing & Zhang, Chunsheng [Downloadable! (restricted)]
375-398 Optimal reinsurance under convex principles of premium calculation by Kaluszka, Marek [Downloadable! (restricted)]
399-420 A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments by Paulsen, Jostein & Kasozi, Juma & Steigen, Andreas [Downloadable! (restricted)]
421-432 Weak convergence approach to compound Poisson risk processes perturbed by diffusion by Sarkar, Joykrishna & Sen, Arusharka [Downloadable! (restricted)]
433-440 Controlled risk processes in discrete time: Lower and upper approximations to the optimal probability of ruin by Groniowska, Agnieszka & Niemiro, Wojciech [Downloadable! (restricted)]
441-455 The pricing of liabilities in an incomplete market using dynamic mean-variance hedging by Thomson, Robert J. [Downloadable! (restricted)]
456-468 On a correlated aggregate claims model with thinning-dependence structure by Wang, Guojing & Yuen, Kam C. [Downloadable! (restricted)]
469-484 Cyclical risk exposure of pension funds: A theoretical framework by Menoncin, Francesco [Downloadable! (restricted)]
485-498 Second order behaviour of ruin probabilities in the case of large claims by Baltru-nas, Aleksandras [Downloadable! (restricted)]
499-516 Market value of life insurance contracts under stochastic interest rates and default risk by Bernard, Carole & Le Courtois, Olivier & Quittard-Pinon, Francois [Downloadable! (restricted)]
517-518 Note on option pricing by actuarial considerations by Schmitz, Norbert [Downloadable! (restricted)]
2005, Volume 36, Issue 2 2005, Volume 36, Issue 1 1-11 Worst-case scenario investment for insurers by Korn, Ralf [Downloadable! (restricted)]
13-24 On the deficit distribution when ruin occurs--discrete time model by Gajek, Leslaw [Downloadable! (restricted)]
25-35 On optimal investment and subexponential claims by Schmidli, Hanspeter [Downloadable! (restricted)]
37-55 Pricing optional group term insurance: a new approach using reservation prices by Ramsay, Colin M. [Downloadable! (restricted)]
57-77 The compound Poisson random variable's approximation to the individual risk model by Yang, Jingping & Zhou, Shulin & Zhang, Zhenyong [Downloadable! (restricted)]
79-92 The valuation of unit-linked policies with or without surrender options by Shen, Weixi & Xu, Huiping [Downloadable! (restricted)]
93-101 Degree of downside risk aversion and self-protection by Chiu, W.Henry [Downloadable! (restricted)]
103-116 Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary by Haberman, Steven & Sung, Joo-Ho [Downloadable! (restricted)]
2004, Volume 35, Issue 3 513-525 Ruin probabilities with a Markov chain interest model by Cai, Jun & Dickson, David C.M. [Downloadable! (restricted)]
527-536 An extension of Arrow's result on optimality of a stop loss contract by Kaluszka, Marek [Downloadable! (restricted)]
537-551 The premium and the risk of a life policy in the presence of interest rate fluctuations by Wang, Nan & Gerrard, Russell & Haberman, Steven [Downloadable! (restricted)]
553-561 When does surplus reach a certain level before ruin? by Zhou, Xiaowen [Downloadable! (restricted)]
563-579 On the generalization of Esscher and variance premiums modified for the elliptical family of distributions by Landsman, Zinoviy [Downloadable! (restricted)]
581-594 A comonotonic image of independence for additive risk measures by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe [Downloadable! (restricted)]
595-609 Ordering optimal proportions in the asset allocation problem with dependent default risks by Cheung, Ka Chun & Yang, Hailiang [Downloadable! (restricted)]
611-625 An efficient frontier for participating policies in a continuous-time economy by Iwaki, Hideki & Yumae, Shoji [Downloadable! (restricted)]
627-647 Non-life rate-making with Bayesian GAMs by Denuit, Michel & Lang, Stefan [Downloadable! (restricted)]
649-677 Analytically calibrated Box-Cox percentile limits for duration and event-time models by Yang, Zhenlin & Tsui, Albert K. [Downloadable! (restricted)]
679-690 A Malliavin calculus approach to sensitivity analysis in insurance by Privault, Nicolas & Wei, Xiao [Downloadable! (restricted)]
691-701 On a class of renewal risk models with a constant dividend barrier by Li, Shuanming & Garrido, Jose [Downloadable! (restricted)]
703-714 On the distribution of surplus immediately after ruin under interest force and subexponential claims by Wang, Rongming & Yang, Hailiang & Wang, Hanxing [Downloadable! (restricted)]
2004, Volume 35, Issue 2 185-185 Preface by Quittard-Pinon, Francois & Serant, Daniel [Downloadable! (restricted)]
187-203 Another look at the Picard-Lefevre formula for finite-time ruin probabilities by Rulliere, Didier & Loisel, Stephane [Downloadable! (restricted)]
205-222 A link between wave governed random motions and ruin processes by Mazza, Christian & Rulliere, Didier [Downloadable! (restricted)]
223-243 Dynamic capital allocation with distortion risk measures by Tsanakas, Andreas [Downloadable! (restricted)]
245-254 A ruin model with dependence between claim sizes and claim intervals by Albrecher, Hansjorg & Boxma, Onno J. [Downloadable! (restricted)]
255-265 Optimal stopping and American options with discrete dividends and exogenous risk by Battauz, A. & Pratelli, M. [Downloadable! (restricted)]
267-277 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function by Pavlova, Kristina P. & Willmot, Gordon E. [Downloadable! (restricted)]
279-298 Survival models in a dynamic context: a survey by Pitacco, Ermanno [Downloadable! (restricted)]
299-319 An optimization approach to the dynamic allocation of economic capital by Laeven, Roger J. A. & Goovaerts, Marc J. [Downloadable! (restricted)]
321-342 Optimal investment choices post-retirement in a defined contribution pension scheme by Gerrard, Russell & Haberman, Steven & Vigna, Elena [Downloadable! (restricted)]
343-367 Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables by Vanmaele, Michele & Deelstra, Griselda & Liinev, Jan [Downloadable! (restricted)]
369-398 Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance by Schrager, David F. & Pelsser, Antoon A.J. [Downloadable! (restricted)]
399-424 Fuzzy logic in insurance by Shapiro, Arnold F. [Downloadable! (restricted)]
425-443 Compound binomial risk model in a markovian environment by Cossette, Helene & Landriault, David & Marceau, Etienne [Downloadable! (restricted)]
2004, Volume 35, Issue 1 1-1 Editorial by Gerber, Hans U. & Goovaerts, Marc & Kaas, Rob & Shiu, Elias S. W. [Downloadable! (restricted)]
5-19 On the discounted distribution functions for the Erlang(2) risk process by Tsai, Cary Chi-Liang & Sun, Li-juan [Downloadable! (restricted)]
21-51 Optimal control of risk exposure, reinsurance and investments for insurance portfolios by Irgens, Christian & Paulsen, Jostein [Downloadable! (restricted)]
53-67 Modelling losses using an exponential-inverse Gaussian distribution by Frangos, Nikolaos & Karlis, Dimitris [Downloadable! (restricted)]
69-76 Generalized correlation order and stop-loss order by Lu, Tong-Yu & Yi, Zhang [Downloadable! (restricted)]
77-95 Diversification of aggregate dependent risks by Alink, Stan & Lowe, Matthias & V. Wuthrich, Mario [Downloadable! (restricted)]
97-111 Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform by Jang, Ji-Wook & Krvavych, Yuriy [Downloadable! (restricted)]
113-136 Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts by Dahl, Mikkel [Downloadable! (restricted)]
137-153 Insurance contracts portfolios with heterogenous insured ages by Dahan, Merav & Frostig, Esther & Langberg, Naftali A. [Downloadable! (restricted)]
2004, Volume 34, Issue 3 391-408 On ruin for the Erlang(n) risk process by Li, Shuanming & Garrido, Jose [Downloadable! (restricted)]
409-419 Universal strategies for diffusion markets and possibility of asymptotic arbitrage by Dokuchaev, N. G. & Savkin, Andrey V. [Downloadable! (restricted)]
421-447 Ruined moments in your life: how good are the approximations? by Huang, H. & Milevsky, M. A. & Wang, J. [Downloadable! (restricted)]
449-466 Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model by Cossette, Helene & Landriault, David & Marceau, Etienne [Downloadable! (restricted)]
467-487 Detecting positive quadrant dependence and positive function dependence by Janic-Wroblewska, A. & Kallenberg, W. C. M. & Ledwina, T. [Downloadable! (restricted)]
489-503 Optimal risk management in defined benefit stochastic pension funds by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo [Downloadable! (restricted)]
505-516 Some new classes of consistent risk measures by Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe [Downloadable! (restricted)]
517-537 Estimating catastrophic quantile levels for heavy-tailed distributions by Matthys, Gunther & Delafosse, Emmanuel & Guillou, Armelle & Beirlant, Jan [Downloadable! (restricted)]
539-545 What kind of new asset will push up the CML? by Zhang, Bo [Downloadable! (restricted)]
2004, Volume 34, Issue 2 177-192 Heterogeneous INAR(1) model with application to car insurance by Gourieroux, C. & Jasiak, J. [Downloadable! (restricted)]
193-225 Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE by Hubalek, Friedrich & Schachermayer, Walter [Downloadable! (restricted)]
227-240 Optimal reinsurance under general risk measures by Gajek, Leslaw & Zagrodny, Dariusz [Downloadable! (restricted)]
241-250 A stop-loss risk index by Wei, Wang & Yatracos, Yannis [Downloadable! (restricted)]
251-257 A note on a class of delayed renewal risk processes by Willmot, Gordon E. [Downloadable! (restricted)]
259-272 Valuation of structured risk management products by Cox, Samuel H. & Fairchild, Joseph R. & Pedersen, Hal W. [Downloadable! (restricted)]
273-295 Reset and withdrawal rights in dynamic fund protection by Chu, Chi Chiu & Kwok, Yue Kuen [Downloadable! (restricted)]
297-305 A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market by Grandits, Peter [Downloadable! (restricted)]
307-320 Asymptotic results for perturbed risk processes with delayed claims by Macci, Claudio & Torrisi, Giovanni Luca [Downloadable! (restricted)]
2004, Volume 34, Issue 1 1-21 Quantification of automobile insurance liability: a Bayesian failure time approach by Stephens, David A. & Crowder, Martin J. & Dellaportas, Petros [Downloadable! (restricted)]
23-35 Modelling zeros in stochastic reserving models by Kunkler, Michael [Downloadable! (restricted)]
37-54 A seemingly unrelated regression model in a credibility framework by Pitselis, Georgios [Downloadable! (restricted)]
55-77 Pricing of arithmetic basket options by conditioning by Deelstra, G. & Liinev, J. & Vanmaele, M. [Downloadable! (restricted)]
79-95 Optimal pension management in a stochastic framework by Battocchio, Paolo & Menoncin, Francesco [Downloadable! (restricted)]
97-107 The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models by Dickson, David C. M. & Drekic, Steve [Downloadable! (restricted)]
109-120 Symbolic calculation of the moments of the time of ruin by Drekic, Steve & Stafford, James E. & Willmot, Gordon E. [Downloadable! (restricted)]
121-125 On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes by Sun, Lijuan & Yang, Hailiang [Downloadable! (restricted)]
2003, Volume 33, Issue 3 0 |1 |2 |3 |4 |5 |6 Access
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