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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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2003, Volume 33, Issue 3
533-550 Moments of the cash value of future payment streams arising from life insurance contracts by Debicka, Joanna [Downloadable! (restricted)]
551-566 The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function by Sheldon Lin, X. & E. Willmot, Gordon & Drekic, Steve [Downloadable! (restricted)]
567-584 Analysis of heterogeneous endowment policies portfolios under fractional approximations by Dahan, Merav & Frostig, Esther & Langberg, Naftali A. [Downloadable! (restricted)]
585-593 Semiparametric credibility ratemaking using a piecewise linear prior by Huang, Xiaowei & Song, Lixin & Liang, Yanchun [Downloadable! (restricted)]
595-609 Fair valuation of path-dependent participating life insurance contracts by Tanskanen, Antti Juho & Lukkarinen, Jani [Downloadable! (restricted)]
611-627 A stability result for the HARA class with stochastic interest rates by Grasselli, Martino [Downloadable! (restricted)]
629-644 Pricing of multi-period rate of return guarantees by Lindset, Snorre [Downloadable! (restricted)]
645-658 Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure by de Kok, Ton G. [Downloadable! (restricted)]
659-676 Recursive calculation of finite time ruin probabilities under interest force by Cardoso, Rui M. R. & R. Waters, Howard [Downloadable! (restricted)]
677-690 Pricing equity-indexed annuities with path-dependent options by Lee, Hangsuck [Downloadable! (restricted)]
2003, Volume 33, Issue 2 209-209 Preface by Centeno, Maria de Lourdes & Simoes, Onofre & Silva, Joao Andrade e & dos Reis, Alfredo Egidio [Downloadable! (restricted)]
211-226 Limiting behaviour of a geometric-type estimator for tail indices by Brito, Margarida & Moreira Freitas, Ana Cristina [Downloadable! (restricted)]
227-238 Stochastic optimal control of annuity contracts by Devolder, Pierre & Bosch Princep, Manuela & Dominguez Fabian, Inmaculada [Downloadable! (restricted)]
239-254 Risk capital allocation and cooperative pricing of insurance liabilities by Tsanakas, Andreas & Barnett, Christopher [Downloadable! (restricted)]
255-272 Lee-Carter mortality forecasting with age-specific enhancement by Renshaw, A. E. & Haberman, S. [Downloadable! (restricted)]
273-282 Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects by Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean [Downloadable! (restricted)]
283-296 Pricing and hedging guaranteed annuity options via static option replication by Pelsser, Antoon [Downloadable! (restricted)]
297-316 Confidence bounds for discounted loss reserves by Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan [Downloadable! (restricted)]
317-336 Stochastic forecasting of labor force participation rates by Frees, Edward W. [Downloadable! (restricted)]
337-356 High volatility, thick tails and extreme value theory in value-at-risk estimation by Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman [Downloadable! (restricted)]
357-380 Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process by Chen, Cho-Jieh & Panjer, Harry [Downloadable! (restricted)]
381-403 Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio by Verlaak, Robert & Beirlant, Jan [Downloadable! (restricted)]
405-413 The hurdle-race problem by Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R. [Downloadable! (restricted)]
2003, Volume 33, Issue 1 1-28 Rational hedging and valuation of integrated risks under constant absolute risk aversion by Becherer, Dirk [Downloadable! (restricted)]
29-47 Pensionmetrics 2: stochastic pension plan design during the distribution phase by Blake, David & Cairns, Andrew J. G. & Dowd, Kevin [Downloadable! (restricted)]
49-57 Bonus-malus system using an exponential loss function with an Inverse Gaussian distribution by Morillo, Isabel & Bermudez, Lluis [Downloadable! (restricted)]
59-66 The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion by Chiu, S. N. & Yin, C. C. [Downloadable! (restricted)]
67-73 A rank-dependent generalization of zero utility principle by Heilpern, S. [Downloadable! (restricted)]
75-85 A fair procedure in insurance by Fragnelli, Vito & Marina, Maria Erminia [Downloadable! (restricted)]
87-108 Valuation of guaranteed annuity conversion options by Ballotta, Laura & Haberman, Steven [Downloadable! (restricted)]
109-116 A solution to the ruin problem for Pareto distributions by Ramsay, Colin M. [Downloadable! (restricted)]
117-133 A discrete-time risk model with interaction between classes of business by Wu, Xueyuan & Yuen, Kam C. [Downloadable! (restricted)]
135-145 Ruin theory in a financial corporation model with credit risk by Yang, Hailiang [Downloadable! (restricted)]
147-161 Joint distributions of some actuarial random vectors containing the time of ruin by Wu, Rong & Wang, Guojing & Wei, Li [Downloadable! (restricted)]
163-171 Properties of the power family of fractional age approximations by Frostig, Esther [Downloadable! (restricted)]
173-188 Short-term risk management using stochastic Taylor expansions under Levy models by Schoutens, Wim & Studer, Michael [Downloadable! (restricted)]
189-207 Optimal investment strategies in the presence of a minimum guarantee by Deelstra, Griselda & Grasselli, Martino & Koehl, Pierre-Francois [Downloadable! (restricted)]
2003, Volume 32, Issue 3 331-344 Risk comparisons of premium rules: optimality and a life insurance study by Asmussen, Soren & Moller, Jakob R. [Downloadable! (restricted)]
345-358 Some results on ruin probabilities in a two-dimensional risk model by Chan, Wai-Sum & Yang, Hailiang & Zhang, Lianzeng [Downloadable! (restricted)]
359-370 Choquet pricing and equilibrium by De Waegenaere, Anja & Kast, Robert & Lapied, Andre [Downloadable! (restricted)]
371-377 Finite time ruin probabilities with one Laplace inversion by Avram, Florin & Usabel, Miguel [Downloadable! (restricted)]
379-401 On the forecasting of mortality reduction factors by Renshaw, A. E. & Haberman, S. [Downloadable! (restricted)]
403-411 The Gerber-Shiu discounted penalty function in the stationary renewal risk model by Willmot, Gordon E. & Dickson, David C. M. [Downloadable! (restricted)]
413-429 On the expectations of the present values of the time of ruin perturbed by diffusion by Tsai, Cary Chi-Liang [Downloadable! (restricted)]
431-443 Aggregate survival probability of a portfolio with dependent subportfolios by Ambagaspitiya, Rohana S. [Downloadable! (restricted)]
445-455 The joint density function of three characteristics on jump-diffusion risk process by Zhang, Chunsheng & Wang, Guojing [Downloadable! (restricted)]
457-460 Annuities under random rates of interest--revisited by Burnecki, Krzysztof & Marciniuk, Agnieszka & Weron, Aleksander [Downloadable! (restricted)]
461-464 A note on the inhomogeneous linear stochastic differential equation by Jaschke, Stefan [Downloadable! (restricted)]
2003, Volume 32, Issue 2 201-215 On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies by Ribas, Carme & Marin-Solano, Jesus & Alegre, Antonio [Downloadable! (restricted)]
217-228 Pension funding incorporating downside risks by Chang, S. C. & Tzeng, Larry Y. & Miao, Jerry C. Y. [Downloadable! (restricted)]
229-243 Quadratic hedging for asset derivatives with discrete stochastic dividends by Battauz, Anna [Downloadable! (restricted)]
245-253 Annuities with controlled random interest rates by Perry, David & Stadje, Wolfgang & Yosef, Rami [Downloadable! (restricted)]
255-265 Comonotonic processes by Jouini, Elyes & Napp, Clotilde [Downloadable! (restricted)]
267-280 Quality, self-regulation, and competition: the case of insurance by Andersson, Fredrik & Skogh, Goran [Downloadable! (restricted)]
281-293 Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors by Cossette, Helene & Luong, Andrew [Downloadable! (restricted)]
295-315 Indifference pricing of insurance contracts in a product space model: applications by Moller, Thomas [Downloadable! (restricted)]
317-330 Of happy and hapless regulators: the asymptotics of ruin by Powers, Michael R. & Venezian, Emilio C. & Juca, Iana B. [Downloadable! (restricted)]
2003, Volume 32, Issue 1 3-18 Nonlinear stochastic inflation modelling using SEASETARs by De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni [Downloadable! (restricted)]
19-36 Kernel density estimation of actuarial loss functions by Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch [Downloadable! (restricted)]
37-49 On the number of near-maximum insurance claim under dependence by Hashorva, Enkelejd [Downloadable! (restricted)]
51-60 On the nth stop-loss transform order of ruin probability by Cheng, Yu & Pai, Jeffrey S. [Downloadable! (restricted)]
61-71 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest by Cai, Jun & Dickson, David C. M. [Downloadable! (restricted)]
73-91 Compound Poisson approximations for individual models with dependent risks by Genest, Christian & Marceau, Etienne & Mesfioui, Mhamed [Downloadable! (restricted)]
93-114 Ordering ruin probabilities for dependent claim streams by Frostig, Esther [Downloadable! (restricted)]
115-133 Influence functions of empirical nonparametric estimators of net reinsurance premiums by Brazauskas, Vytaras [Downloadable! (restricted)]
135-146 Risk capital allocation by coherent risk measures based on one-sided moments by Fischer, T. [Downloadable! (restricted)]
2002, Volume 31, Issue 3 315-325 On immunization, stop-loss order and the maximum Shiu measure by Hurlimann, Werner [Downloadable! (restricted)]
327-350 On the moments of the surplus process perturbed by diffusion by Tsai, Cary Chi-Liang & Willmot, Gordon E. [Downloadable! (restricted)]
351-364 A comparison of models for the chain-ladder method by Hess, Klaus Th. & Schmidt, Klaus D. [Downloadable! (restricted)]
365-372 Time in the red in a two state Markov model by Wagner, Christian [Downloadable! (restricted)]
373-393 A Poisson log-bilinear regression approach to the construction of projected lifetables by Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K. [Downloadable! (restricted)]
395-413 Application of survival analysis methods to long-term care insurance by Czado, Claudia & Rudolph, Florian [Downloadable! (restricted)]
415-427 Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model by Centeno, Maria de Lourdes [Downloadable! (restricted)]
429-445 Early surrender and the distribution of policy reserves by Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang [Downloadable! (restricted)]
447-460 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails by Konstantinides, Dimitrios & Tang, Qihe & Tsitsiashvili, Gurami [Downloadable! (restricted)]
461-466 Addendum to "Analytic and bootstrap estimates of prediction errors in claims reserving" by England, Peter [Downloadable! (restricted)]
2002, Volume 31, Issue 2 133-161 The concept of comonotonicity in actuarial science and finance: applications by Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D. [Downloadable! (restricted)]
163-178 Moment generating function approach to pricing interest rate and foreign exchange rate claims by Dijkstra, Theo K. & Yao, Yong [Downloadable! (restricted)]
179-189 Stock exchange dynamics involving both Gaussian and Poissonian white noises: approximate solution via a symbolic stochastic calculus by Jumarie, Guy [Downloadable! (restricted)]
191-204 Pricing no claims discount systems by Kliger, Doron & Levikson, Benny [Downloadable! (restricted)]
205-214 On a correlated aggregate claims model with Poisson and Erlang risk processes by Yuen, Kam C. & Guo, Junyi & Wu, Xueyuan [Downloadable! (restricted)]
215-233 Pricing contingent claims in incomplete markets when the holder can choose among different payoffs by Kuhn, Christoph [Downloadable! (restricted)]
235-248 How many claims does it take to get ruined and recovered? by Egidio dos Reis, Alfredo D. [Downloadable! (restricted)]
249-265 Optimal portfolio and background risk: an exact and an approximated solution by Menoncin, Francesco [Downloadable! (restricted)]
267-284 Insurance premia consistent with the market by Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo [Downloadable! (restricted)]
285-295 On asymptotic optimality in empirical Bayes credibility by Mashayekhi, Mostafa [Downloadable! (restricted)]
297-302 A Cox process with log-normal intensity by Basu, Sankarshan & Dassios, Angelos [Downloadable! (restricted)]
303-313 Lundberg inequalities in a diffusion environment by Palmowski, Zbigniew [Downloadable! (restricted)]
2002, Volume 31, Issue 1 1-1 Preface by Shapiro, Arnold [Downloadable! (restricted)]
3-33 The concept of comonotonicity in actuarial science and finance: theory by Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D. [Downloadable! (restricted)]
35-69 Optimal investment strategies and risk measures in defined contribution pension schemes by Haberman, Steven & Vigna, Elena [Downloadable! (restricted)]
71-85 Intervention options in life insurance by Steffensen, Mogens [Downloadable! (restricted)]
87-103 Bounds for present value functions with stochastic interest rates and stochastic volatility by De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David [Downloadable! (restricted)]
105-113 Measuring sensitivity in a bonus-malus system by Gomez, E. & Hernandez, A. & Perez, J. M. & Vazquez-Polo, F. J. [Downloadable! (restricted)]
115-131 The merging of neural networks, fuzzy logic, and genetic algorithms by Shapiro, Arnold F. [Downloadable! (restricted)]
2002, Volume 30, Issue 3 293-296 Editorial by Kaas, Rob [Downloadable! (restricted)]
297-322 Recursive evaluation of aggregate claims distributions by Sundt, Bjorn [Downloadable! (restricted)]
323-350 Stochastic control of funding systems by Taylor, Greg [Downloadable! (restricted)]
351-362 Credibility theory: a new view from the theory of second order optimal statistics by Landsman, Zinoviy [Downloadable! (restricted)]
363-370 A critique of fractional age assumptions by Jones, Bruce L. & Mereu, John A. [Downloadable! (restricted)]
371-387 Allocating unfunded liability in pension valuation under uncertainty by Chang, Shih-Chieh & Chen, Chiang-Chu [Downloadable! (restricted)]
389-404 On the expected discounted penalty function at ruin of a surplus process with interest by Cai, Jun & Dickson, David C. M. [Downloadable! (restricted)]
405-420 Copula convergence theorems for tail events by Juri, Alessandro & Wuthrich, Mario V. [Downloadable! (restricted)]
421-438 Compound geometric residual lifetime distributions and the deficit at ruin by Willmot, Gordon E. [Downloadable! (restricted)]
439-450 Estimators of the regression parameters of the zeta distribution by Doray, Louis G. & Arsenault, Michel [Downloadable! (restricted)]
451-462 The joint distributions of several important actuarial diagnostics in the classical risk model by Wei, Li & Wu, Rong [Downloadable! (restricted)]
2002, Volume 30, Issue 2 153-166 On two dependent individual risk models by Cossette, Helene & Gaillardetz, Patrice & Marceau, Etienne & Rioux, Jacques [Downloadable! (restricted)]
167-186 A multiple state model for the analysis of permanent health insurance claims by cause of disability by Cordeiro, Isabel Maria Ferraz [Downloadable! (restricted)]
187-198 Risk management in credit risk portfolios with correlated assets by Bauerle, Nicole [Downloadable! (restricted)]
199-209 Optimal asset allocation in life annuities: a note by Charupat, Narat & Milevsky, Moshe A. [Downloadable! (restricted)]
211-217 Ruin probabilities in the presence of regularly varying tails and optimal investment by Gaier, Johanna & Grandits, Peter [Downloadable! (restricted)]
219-230 Recursive calculation of time to ruin distributions by Cardoso, Rui M. R. & Egidio dos Reis, Alfredo D. [Downloadable! (restricted)]
231-241 Some characteristics of a surplus process in the presence of an upper barrier by Wang, Nan & Politis, Konstadinos [Downloadable! (restricted)]
243-254 A bounded risk strategy for a market with non-observable parameters by Dokuchaev, Nikolai G. & Savkin, Andrey V. [Downloadable! (restricted)]
255-267 General quadratic distance methods for discrete distributions definable recursively by Luong, Andrew & Doray, Louis G. [Downloadable! (restricted)]
2002, Volume 30, Issue 1 1-19 Measuring the impact of dependence between claims occurrences by Denuit, Michel & Lefevre, Claude & Utev, Sergey [Downloadable! (restricted)]
21-25 A note on the overdispersed Poisson family by Schmidt, Klaus D. [Downloadable! (restricted)]
27-35 On the accumulated aggregate surplus of a life portfolio by Hurlimann, Werner [Downloadable! (restricted)]
37-49 Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model by Centeno, Maria de Lourdes [Downloadable! (restricted)]
51-66 A generalized defective renewal equation for the surplus process perturbed by diffusion by Tsai, Cary Chi-Liang & Willmot, Gordon E. [Downloadable! (restricted)]
67-83 Modeling claim exceedances over thresholds by Boutsikas, M. V. & Koutras, M. V. [Downloadable! (restricted)]
85-93 A discussion on Buhlmann's criterion for asset valuation by Wang, Nan & Pang, Wan Kai & Huang, Wei Kwang [Downloadable! (restricted)]
95-109 Measurement of relative inequity and Yaari's dual theory of risk by Promislow, S. David & Young, Virginia R. [Downloadable! (restricted)]
2001, Volume 29, Issue 3 299-318 Mortality derivatives and the option to annuitise by Milevsky, Moshe A. & David Promislow, S. [Downloadable! (restricted)]
319-332 Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals by Frostig, Esther [Downloadable! (restricted)]
333-344 On the time to ruin for Erlang(2) risk processes by Dickson, David C. M. & Hipp, Christian [Downloadable! (restricted)]
345-355 On a gamma series expansion for the time-dependent probability of collective ruin by Albrecher, Hansjorg & Teugels, Jozef L. & Tichy, Robert F. [Downloadable! (restricted)]
357-373 Bivariate analysis of survivorship and persistency by Valdez, Emiliano A. [Downloadable! (restricted)]
375-386 An improved finite-time ruin probability formula and its Mathematica implementation by Ignatov, Zvetan G. & Kaishev, Vladimir K. & Krachunov, Rossen S. [Downloadable! (restricted)]
2001, Volume 29, Issue 2 167-185 On robustness in risk theory by Marceau, Etienne & Rioux, Jacques [Downloadable! (restricted)]
187-215 Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase by Blake, David & Cairns, Andrew J. G. & Dowd, Kevin [Downloadable! (restricted)]
217-229 Approximating the finite-time ruin probability under interest force by Brekelmans, Ruud & De Waegenaere, Anja [Downloadable! (restricted)]
231-245 Uncertainty in mortality projections: an actuarial perspective by Olivieri, Annamaria [Downloadable! (restricted)]
247-255 On the distribution of surplus immediately after ruin under interest force by Yang, Hailiang & Zhang, Lihong [Downloadable! (restricted)]
257-269 The reset decision for segregated fund maturity guarantees by Armstrong, Michael J. [Downloadable! (restricted)]
271-290 Toward a theory of reinsurance and retrocession by Powers, Michael R. & Shubik, Martin [Downloadable! (restricted)]
291-296 Probability of ruin with variable premium rate in a Markovian environment by Jasiulewicz, Helena [Downloadable! (restricted)]
2001, Volume 29, Issue 1 1-21 Valuation of segregated funds: shout options with maturity extensions by Windcliff, H. & Forsyth, P. A. & Vetzal, K. R. [Downloadable! (restricted)]
23-34 Stochastic models for broker inventory in dealership markets with a cash management interpretation by Perry, David & Berg, M. & Posner, M. J. M. [Downloadable! (restricted)]
35-45 Minimization of risks in pension funding by means of contributions and portfolio selection by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo [Downloadable! (restricted)]
47-57 Ruin probabilities for time-correlated claims in the compound binomial model by Yuen, K. C. & Guo, J. Y. [Downloadable! (restricted)]
59-71 A comparison between homogeneous and heterogeneous portfolios by Frostig, Esther [Downloadable! (restricted)]
73-82 Function space integration for annuities by Perry, David & Stadje, Wolfgang [Downloadable! (restricted)]
83-102 Laplace transform ordering of actuarial quantities by Denuit, Michel [Downloadable! (restricted)]
103-115 Risk measures and insurance premium principles by Landsman, Zinoviy & Sherris, Michael [Downloadable! (restricted)]
2001, Volume 28, Issue 3 281-303 On transformations of actuarial valuation principles by Moller, Thomas [Downloadable! (restricted)]
305-308 Does positive dependence between individual risks increase stop-loss premiums? by Denuit, Michel & Dhaene, Jan & Ribas, Carmen [Downloadable! (restricted)]
309-323 On the number of near-maximum insurance claims by Li, Y. & Pakes, Anthony G. [Downloadable! (restricted)]
325-339 An economic premium principle in a multiperiod economy by Iwaki, Hideki & Kijima, Masaaki & Morimoto, Yuji [Downloadable! (restricted)]
341-350 Bonus systems in an open portfolio by de Lourdes Centeno, Maria & Manuel Andrade e Silva, Joao [Downloadable! (restricted)]
351-360 Distribution-free comparison of pricing principles by Hurlimann, Werner [Downloadable! (restricted)]
361-379 Aging and other distributional properties of discrete compound geometric distributions by Willmot, Gordon E. & Cai, Jun [Downloadable! (restricted)]
381-392 Asymptotic ruin probabilities for risk processes with dependent increments by Muller, Alfred & Pflug, Georg [Downloadable! (restricted)]
393-399 Transition probability functions for martingale laws of bond prices by Carriere, J. F. [Downloadable! (restricted)]
401-419 On the discounted distribution functions of the surplus process perturbed by diffusion by Tsai, Cary Chi-Liang [Downloadable! (restricted)]
2001, Volume 28, Issue 2 149-149 Preface by Verrall, Richard [Downloadable! (restricted)]
151-171 An option pricing approach to valuing upward only rent review properties with multiple reviews by Booth, Philip & Walsh, Duncan [Downloadable! (restricted)]
173-189 Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund by Boulier, Jean-Francois & Huang, ShaoJuan & Taillard, Gregory [Downloadable! (restricted)]
191-204 Longevity studies based on kernel hazard estimation by Felipe, Angie & Guillen, Montserrat & Nielsen, Jens Perch [Downloadable! (restricted)]
205-216 A generalized crossed classification credibility model by Goulet, Vincent [Downloadable! (restricted)]
217-231 Moments of compound renewal sums with discounted claims by Leveille, Ghislain & Garrido, Jose [Downloadable! (restricted)]
233-262 Optimal investment strategy for defined contribution pension schemes by Vigna, Elena & Haberman, Steven [Downloadable! (restricted)]
263-280 The combined effect of delay and feedback on the insurance pricing process: a control theory approach by Zimbidis, Alexandros & Haberman, Steven [Downloadable! (restricted)]
2001, Volume 28, Issue 1 1-11 Annuities under random rates of interest by Zaks, Abraham [Downloadable! (restricted)]
13-20 Distribution of the first ladder height of a stationary risk process perturbed by [alpha]-stable Levy motion by Schmidli, Hanspeter [Downloadable! (restricted)]
21-30 Comparison of individual risk models by Lefevre, Claude & Utev, Sergey [Downloadable! (restricted)]
31-47 From actuarial to financial valuation principles by Schweizer, Martin [Downloadable! (restricted)]
49-59 A decomposition of the ruin probability for the risk process perturbed by diffusion by Wang, Guojing [Downloadable! (restricted)]
61-67 Optimal reinsurance under mean-variance premium principles by Kaluszka, Marek [Downloadable! (restricted)]
69-82 A class of non-expected utility risk measures and implications for asset allocations by van der Hoek, John & Sherris, Michael [Downloadable! (restricted)]
83-90 On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models by Alvarez, Luis H. R. [Downloadable! (restricted)]
2000, Volume 27, Issue 3 277-283 On credibility evaluation and the tail area of the exponential dispersion family by Landsman, Zinoviy & Makov, Udi E. [Downloadable! (restricted)]
285-312 An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data by Sithole, Terry Z. & Haberman, Steven & Verrall, Richard J. [Downloadable! (restricted)]
313-330 A discussion of parameter and model uncertainty in insurance by Cairns, Andrew J. G. [Downloadable! (restricted)]
331-343 On the moments of ruin and recovery times by Egidio dos Reis, Alfredo D. [Downloadable! (restricted)]
345-363 An equilibrium asset pricing model based on Levy processes: relations to stochastic volatility, and the survival hypothesis by Aase, Knut K. [Downloadable! (restricted)]
365-396 Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities by Renshaw, A. E. & Haberman, S. [Downloadable! (restricted)]
397-398 Actuarial Models for Disability Insurance: S. Haberman, E. Pitacco; Chapman & Hall, London, UK, 1999, xviii+280 pp., ISBN 0-8493-0389-3 by Spreeuw, Jaap & Wolthuis, Henk [Downloadable! (restricted)]
2000, Volume 27, Issue 2 151-168 Upper and lower bounds for sums of random variables by Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J. [Downloadable! (restricted)]
169-176 An application of nonparametric regression estimation in credibility theory by Qian, Weimin [Downloadable! (restricted)]
177-188 Valuation of contingent-claims characterising particular pension schemes by Bacinello, Anna Rita [Downloadable! (restricted)]
189-200 Pricing catastrophe insurance products based on actually reported claims by Christensen, Claus Vorm & Schmidli, Hanspeter [Downloadable! (restricted)]
201-214 A no arbitrage approach to Thiele's differential equation by Steffensen, Mogens [Downloadable! (restricted)]
215-228 Optimal investment for insurers by Hipp, Christian & Plum, Michael [Downloadable! (restricted)]
229-235 Corporate spin-offs, bankruptcy, investment, and the value of debt by Hennessy, David A. [Downloadable! (restricted)]
237-259 Contribution and solvency risk in a defined benefit pension scheme by Haberman, Steven & Butt, Zoltan & Megaloudi, Chryssoula [Downloadable! (restricted)]
261-276 A family of fractional age assumptions by Jones, Bruce L. & Mereu, John A. [Downloadable! (restricted)]
2000, Volume 27, Issue 1 1-18 Computation of distorted probabilities for diffusion processes via stochastic control methods by Young, Virginia R. & Zariphopoulou, Thaleia [Downloadable! (restricted)]
19-44 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin by Lin, X. Sheldon & Willmot, Gordon E. [Downloadable! (restricted)]
45-63 Consistent fitting of one-factor models to interest rate data by Rogers, L. C. G. & Stummer, Wolfgang [Downloadable! (restricted)]
65-81 Equity allocation and portfolio selection in insurance by Taflin, Erik [Downloadable! (restricted)]
83-104 Mutual fund evaluation: a portfolio insurance approach: A heuristic application in Spain by Chamorro, Jose M. & Perez de Villarreal, Jose M. [Downloadable! (restricted)]
105-112 Insurer's optimal reinsurance strategies by Gajek, Leslaw & Zagrodny, Dariusz [Downloadable! (restricted)]
113-122 Arithmetization of distributions and linear goal programming by Vilar, Jose L. [Downloadable! (restricted)]
123-136 The multivariate De Pril transform by Sundt, Bjorn [Downloadable! (restricted)]
137-144 On error bounds for approximations to multivariate distributions by Sundt, Bjorn [Downloadable! (restricted)]
145-149 Ruin under interest force and subexponential claims: a simple treatment by Kalashnikov, Vladimir & Konstantinides, Dimitrios [Downloadable! (restricted)]
2000, Volume 26, Issue 2-3 0 |1 |2 |3 |4 |5 |6 Access
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