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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
2005, Volume 37, Issue 1
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 Lévy 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 3 479-486 Some recursions for moments of n-fold convolutions by Sundt, Bjorn [Downloadable! (restricted)]
487-496 Some recursions for moments of compound distributions by Sundt, Bjorn [Downloadable! (restricted)]
497-516 Pricing equity-linked pure endowments via the principle of equivalent utility by Moore, Kristen S. & Young, Virginia R. [Downloadable! (restricted)]
517-532 Wang's capital allocation formula for elliptically contoured distributions by Valdez, Emiliano A. & Chernih, Andrew [Downloadable! (restricted)]
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 Lévy 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 0 |1 |2 |3 |4 |5 |6 Access
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