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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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2008, Volume 42, Issue 1
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 Lévy 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)]
393-393 Announcement and call for papers by Kaas, R. [Downloadable! (restricted)]
v-v Editorial by Marceau, E. & Goulet, V. [Downloadable! (restricted)]
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 Lévy 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 Lévy 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)]
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