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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
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:insuma
More pages of listings: 0 |1 |2 |3 |4 |5 |6
1995, Volume 16, Issue 2
1995, Volume 16, Issue 1 1-6 Loss robustness via Fisher-weighted squared-error loss function by Makov, Udi E. [Downloadable! (restricted)]
7-22 Ruin estimates under interest force by Sundt, Bjorn & Teugels, Jozef L. [Downloadable! (restricted)]
23-30 On the preservation of some orderings of risks under convolution by Pellerey, Franco [Downloadable! (restricted)]
31-38 Recursions for the individual model by Dhaene, Jan & Vandebroek, Martina [Downloadable! (restricted)]
39-62 Actuarial models for pricing disability benefits: Towards a unifying approach by Pitacco, Ermanno [Downloadable! (restricted)]
63-68 Corporate spin-offs as a value enhancing technique when faced with legal liability by MacMinn, Richard D. & Brockett, Patrick L. [Downloadable! (restricted)]
69-77 A stochastic population model for high demand CCRCs by Jones, Bruce L. [Downloadable! (restricted)]
79-105 Explicit analytic ruin probabilities for bounded claims by De Vylder, F. & Marceau, E. [Downloadable! (restricted)]
1994, Volume 15, Issue 2-3 121-126 From perpetual strangles to Russian options by Gerber, Hans U. & Shiu, Elias S. W. [Downloadable! (restricted)]
127-132 Some alternatives for the individual model by Kaas, R. & Gerber, H. U. [Downloadable! (restricted)]
133-138 Which stochastic model is underlying the chain ladder method? by Mack, Thomas [Downloadable! (restricted)]
139-149 Longest runs in coin tossing by Binswanger, K. & Embrechts, P. [Downloadable! (restricted)]
151-162 Dynamic approaches to pension funding by Haberman, Steven & Sung, Joo-Ho [Downloadable! (restricted)]
163-179 Actuarial equivalence by Wolthuis, Henk [Downloadable! (restricted)]
181-186 A note on the solution of practical ruin problems by De Vylder, F. & Goovaerts, M. J. [Downloadable! (restricted)]
187-201 Capital structure and the cost of equity capital in the property-liability insurance industry by Cummins, J. David & Lamm-Tennant, Joan [Downloadable! (restricted)]
203-217 Premium adjustment by generalized adaptive exponential smoothing by Herkenrath, U. [Downloadable! (restricted)]
219-231 Compound model for two dependent kinds of claim by Partrat, Christian [Downloadable! (restricted)]
1994, Volume 15, Issue 1 1994, Volume 14, Issue 3 1994, Volume 14, Issue 2 107-115 On some measures of the severity of ruin in the classical Poisson model by Picard, Philippe [Downloadable! (restricted)]
117-127 Evaluation of the GIC rollover option by Pedersen, Hal W. & Shiu, Elias S. W. [Downloadable! (restricted)]
129-138 Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions by Wang, Shaun & Panjer, Harry [Downloadable! (restricted)]
139-161 A survey of stochastic continuous time models of the term structure of interest rates by Vetzal, Kenneth R. [Downloadable! (restricted)]
163-179 On the first crossing of the surplus process with a given upper barrier by Picard, Philippe & Lefevre, Claude [Downloadable! (restricted)]
181-196 On a class of approximative computation methods in the individual risk model by Dhaene, Jan & Pril, Nelson De [Downloadable! (restricted)]
1994, Volume 14, Issue 1 1-18 Pricing long term care insurance contracts by Levikson, B. & Mizrahi, G. [Downloadable! (restricted)]
19-32 Trend analysis and prediction procedures for time nonhomogeneous claim processes by Berg, Menachem P. & Haberman, Steven [Downloadable! (restricted)]
33-37 An analytical inversion of a Laplace transform related to annuities certain by De Schepper, A. & Teunen, M. & Goovaerts, M. [Downloadable! (restricted)]
39-50 Some results on the estimation of the credibility factor in the classical Buhlmann model by Dannenburg, Dennis [Downloadable! (restricted)]
51-60 Ruin problems and dual events by Dickson, David C. M. & dos Reis, Alfredo Egidio [Downloadable! (restricted)]
1993, Volume 13, Issue 3 241-254 How to (and how not to) compute stop-loss premiums in practice by Kaas, R. [Downloadable! (restricted)]
255-262 A stop-loss experience rating scheme for fleets of cars, Part II by Szynal, Dominik & Teugels, Jozef L. [Downloadable! (restricted)]
263-270 Pension funding : The effect of changing the frequency of valuations by Haberman, Steven [Downloadable! (restricted)]
271-285 Delay, feedback and variability of pension contributions and fund levels by Zimbidis, Alexandros & Haberman, Steven [Downloadable! (restricted)]
287-297 Critical starting points for stable evaluation of mixed Poisson probabilities by Wang, Shaun & Panjer, Harry [Downloadable! (restricted)]
299-302 Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions by Machnes, Yaffa [Downloadable! (restricted)]
303-304 Pricing equity-linked life insurance with endogenous minimum guarantees : A corrigendum by Bacinello, Anna Rita & Ortu, Fulvio [Downloadable! (restricted)]
1993, Volume 13, Issue 2 1993, Volume 13, Issue 1 1-5 Bonus-malus system or partial coverage to oppose moral hazard problems? by Vandebroek, Martina [Downloadable! (restricted)]
7-14 A state space formulation of Whittaker graduation, with extensions by Verrall, R. J. [Downloadable! (restricted)]
15-22 Annuity distributions : A new class of compound Poisson distributions by Ramsay, Colin M. [Downloadable! (restricted)]
23-34 From planar Brownian windings to Asian options by Yor, Marc [Downloadable! (restricted)]
35-37 On Berry-Esseen results for the compound Poisson distribution by Michel, R. [Downloadable! (restricted)]
39-44 Remarks on the Swiss premium principle on positive risks by Beyer, Dirk & Riedel, Manfred [Downloadable! (restricted)]
45-56 Pension funding with time delays and autoregressive rates of investment return by Haberman, Steven [Downloadable! (restricted)]
57-62 Asymptotic estimates for the probability of ruin in a Poisson model with diffusion by Veraverbeke, Noel [Downloadable! (restricted)]
63-74 On the application of Thiele's differential equation in life insurance by Linnemann, Per [Downloadable! (restricted)]
75-81 A semi-parametric estimator of a risk distribution by Carriere, Jacques [Downloadable! (restricted)]
83-97 Extensions of Ohlin's lemma with applications to optimal reinsurance structures by Hesselager, Ole [Downloadable! (restricted)]
1993, Volume 12, Issue 3 225-244 Optimal claim behaviour for vehicle damage insurances by Dellaert, N. P. & Frenk, J. B. G. & van Rijsoort, L. P. [Downloadable! (restricted)]
245-257 Pricing equity-linked life insurance with endogenous minimum guarantees by Bacinello, Anna Rita & Ortu, Fulvio [Downloadable! (restricted)]
259-264 Asymptotic ordering of risks and ruin probabilities by Kluppelberg, Claudia [Downloadable! (restricted)]
265-286 A Bayesian analysis of a simultaneous equations model for insurance rate-making by Scollnik, David P. M. [Downloadable! (restricted)]
287-295 Empirical probability generating function : An overview by Nakamura, Miguel & Perez-Abreu, Victor [Downloadable! (restricted)]
297-299 Using expected loss ratios in reserving by Gogol, Daniel [Downloadable! (restricted)]
1993, Volume 12, Issue 2 1993, Volume 12, Issue 1 1-1 Editorial by Kuys, P. H. M. [Downloadable! (restricted)]
3-8 Nonparametric tests for mixed Poisson distributions by Carriere, Jacques [Downloadable! (restricted)]
9-22 The probability of ruin for the Inverse Gaussian and related processes by Dufresne, F. & Gerber, H. U. [Downloadable! (restricted)]
23-38 How long is the surplus below zero? by Egidio dos Reis, Alfredo [Downloadable! (restricted)]
39-45 The transformed rejection method for generating Poisson random variables by Hormann, W. [Downloadable! (restricted)]
47-56 The impact of government social security payments on the annuity market by Simon Power & Townley, Peter G. C. [Downloadable! (restricted)]
57-60 Asymmetries and household insurance : A note by Eisenhauer, Joseph G. [Downloadable! (restricted)]
61-61 Ordering of risks : Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5 by Goovaerts, M. J. [Downloadable! (restricted)]
1992, Volume 11, Issue 4 247-247 Editorial by Delbaen, F. [Downloadable! (restricted)]
249-257 A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time by Schachermayer, W. [Downloadable! (restricted)]
259-269 Estimation of the yield curve and the forward rate curve starting from a finite number of observations by Delbaen, F. & Lorimier, Sabine [Downloadable! (restricted)]
271-281 Interest randomness in annuities certain by De Schepper, A. & De Vylder, F. & Goovaerts, M. & Kaas, R. [Downloadable! (restricted)]
283-290 Some further results on annuities certain with random interest by De Schepper, A. & Goovaerts, M. [Downloadable! (restricted)]
291-294 The Laplace transform of annuities certain with exponential time distribution by De Schepper, A. & Goovaerts, M. & Delbaen, F. [Downloadable! (restricted)]
295-299 Remarks on the methodology introduced by Goovaerts et al by Deelstra, G. & Delbaen, F. [Downloadable! (restricted)]
301-310 A stochastic interest model with an application to insurance by Dietz, Hans M. [Downloadable! (restricted)]
311-314 Numerical evaluation of the Wilkie inflation model by Hurlimann, Werner [Downloadable! (restricted)]
1992, Volume 11, Issue 3 1992, Volume 11, Issue 2 81-82 Editorial by de Vylder, F. & Goovaerts, M. J. & Kaas, R. [Downloadable! (restricted)]
83-86 The actuary by Buhlmann, H. [Downloadable! (restricted)]
87-89 The fellowship of actuaries by Kan, A. H. G. Rinnooy [Downloadable! (restricted)]
91-96 The actuary : From academic to professional by Kuys, P. H. M. [Downloadable! (restricted)]
97-107 A stochastic approach to insurance cycles by Goovaerts, M. J. & De Vylder, F. & Kaas, R. [Downloadable! (restricted)]
109-111 Credibility applications in Switzerland by Straub, E. [Downloadable! (restricted)]
113-127 Stochastic discounting by Buhlmann, H. [Downloadable! (restricted)]
129-133 The Dutch premium principle by van Heerwaarden, A. E. & Kaas, R. [Downloadable! (restricted)]
135-138 Credibility and the Dutch fire insurance by Willemse, A. H. & Voshol, E. [Downloadable! (restricted)]
139-152 Ordering of risks in life insurance by Kling, Bart & Wolthuis, Henk [Downloadable! (restricted)]
153-161 A summary of new results on optimal parameter estimation under zero-excess assumptions by De Vylder, F. & Goovaerts, M. J. [Downloadable! (restricted)]
163-166 On the probability of ruin for infinitely divisible claim amount distributions by Gerber, Hans U. [Downloadable! (restricted)]
1992, Volume 11, Issue 1 1-6 Optimal parameter estimation under zero-excess assumptions in a classical model by De Vylder, F. & Goovaerts, M. J. [Downloadable! (restricted)]
7-16 A Bayesian interpretation of Whittaker--Henderson graduation by Taylor, Greg [Downloadable! (restricted)]
17-29 Modeling large claims in non-life insurance by Beirlant, Jan & Teugels, Jozef L. [Downloadable! (restricted)]
31-48 A dynamic reinsurance theory by De Waegenaere, A. & Delbaen, F. [Downloadable! (restricted)]
49-54 Ordering of risks through loss ratios by Hurlimann, Werner [Downloadable! (restricted)]
55-69 Stochastic processes defined from a Lagrangian by De Vylder, F. & Goovaerts, M. J. & Kaas, R. [Downloadable! (restricted)]
71-77 Stop-loss order, unequal means, and more dangerous distributions by Kaas, R. & van Heerwaarden, A. E. [Downloadable! (restricted)]
1992, Volume 10, Issue 4 231-231 Editorial by Goovaerts, M. J. & Kaas, R. & De Vylder, F. [Downloadable! (restricted)]
233-238 Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model by De Vylder, F. & Goovaerts, M. J. [Downloadable! (restricted)]
239-248 Current problems in insurance economics by Van Cayseele, P. [Downloadable! (restricted)]
249-258 Actuarial software by Kaas, R. [Downloadable! (restricted)]
259-274 Computational methods in risk theory: A matrix-algorithmic approach by Asmussen, Soren & Rolski, Tomasz [Downloadable! (restricted)]
275-287 Extra randomness in certain annuity models by Beekman, John A. & Fuelling, Clinton P. [Downloadable! (restricted)]
289-302 Statistical risk evaluation applied to (Belgian) car insurance by Beirlant, J. & Derveaux, V. & De Meyer, A. M. & Goovaerts, M. J. & Labie, E. & Maenhoudt, B. [Downloadable! (restricted)]
303-309 From the generalized gamma to the generalized negative binomial distribution by Gerber, Hans U. [Downloadable! (restricted)]
1991, Volume 10, Issue 3 1991, Volume 10, Issue 2 85-92 Forecasting compulsory motor insurance claims in Kuwait by El-Bassiouni, M. Y. & El-Habashi, M. H. [Downloadable! (restricted)]
93-97 A recursive evaluation of the finite time ruin probability based on an equation of Seal by Kling, B. M. & Goovaerts, M. J. [Downloadable! (restricted)]
99-107 The probability of ruin in a process with dependent increments by Promislow, S. David [Downloadable! (restricted)]
109-123 Reinsurance retention levels for property/liability firms : A managerial portfolio selection framework by Kroll, Yoram & Nye, David [Downloadable! (restricted)]
125-131 A note on Shiu--Fisher--Weil immunization theorem by Montrucchio, Luigi & Peccati, Lorenzo [Downloadable! (restricted)]
133-136 On approximating aggregate claims distributions and stop-loss premiums by truncation by Sundt, Bjorn [Downloadable! (restricted)]
137-143 The linear model revisited by Ramsay, Colin M. [Downloadable! (restricted)]
145-151 Optimal claim behaviour for third-party liability insurances with perfect information by Dellaert, N. P. & Frenk, J. B. G. & Voshol, E. [Downloadable! (restricted)]
153-159 Bounds on stop-loss premiums and ruin probabilities by Steenackers, A. & Goovaerts, M. J. [Downloadable! (restricted)]
161-161 H.U. Gerber, Life Insurance Mathematics (Springer-Verlag, Berlin-Heidelberg, and Swiss Association of Actuaries, Zurich, 1990) pp. xiii + 131, $59.50, ISBN 3-540-52944-6 Springer-Verlag, Berlin-Heidelberg-New York. ISBN 0-387-52944-6, Springer-Verlag, New York. Berlin-Heidelberg by Wolthuis, H. [Downloadable! (restricted)]
1991, Volume 10, Issue 1 1-8 On blocked poisson processes in risk theory by Ramsay, Colin M. [Downloadable! (restricted)]
9-20 Negative claim amounts, bessel functions, linear programming and Miller's algorithm by Hurlimann, Werner [Downloadable! (restricted)]
21-29 Rational ruin problems--a note for the teacher by Dufresne, Francois & Gerber, Hans U. [Downloadable! (restricted)]
31-36 On estimating the rate of return by Heathcote, C. R. & Husler, J. [Downloadable! (restricted)]
37-50 On the estimation of the adjustment coefficient in risk theory via intermediate order statistics by Csorgo, Miklos & Steinebach, Josef [Downloadable! (restricted)]
51-59 Risk theory for the compound Poisson process that is perturbed by diffusion by Dufresne, Francois & Gerber, Hans U. [Downloadable! (restricted)]
61-67 On asymptotic rates on line in excess of loss reinsurance by Sundt, Bjorn [Downloadable! (restricted)]
69-74 Linearly sufficient fun with credibility by Sundt, Bjorn [Downloadable! (restricted)]
75-80 On the estimation of reserves from loglinear models by Verrall, R. J. [Downloadable! (restricted)]
81-81 Correction note: On maximum likelihood estimation for count data models, insurance: mathematics and economics 9 (1990), 39-49 by Hurlimann, W. [Downloadable! (restricted)]
1990, Volume 9, Issue 2-3 77-80 Credibility for increased limits by Klugman, Stuart [Downloadable! (restricted)]
81-94 Synthetic portfolio insurance on the Italian stock index: From theory to practice by Pressacco, Flavio & Stucchi, Patrizia [Downloadable! (restricted)]
95-99 Simulation of ruin probabilities by Boogaert, P. & De Waegenaere, A. [Downloadable! (restricted)]
101-113 The recursive calculation of the moments of the profit on a sickness insurance policy by Waters, Howard [Downloadable! (restricted)]
115-119 When does the surplus reach a given target? by Gerber, Hans U. [Downloadable! (restricted)]
121-126 A remark on the moments of ruin time in classical risk theory by Delbaen, Freddy [Downloadable! (restricted)]
127-130 Nonparametric estimators for the probability of ruin by Croux, Kristof & Veraverbeke, Noel [Downloadable! (restricted)]
131-139 Valuation of derivative securities involving several assets using discrete time methods by Boyle, Phelim P. [Downloadable! (restricted)]
141-148 Simulating risk solvency by Embrechts, Paul & Wouters, Lode [Downloadable! (restricted)]
149-153 On a fundamental identity for stopping times and its application to risk theory by Ramsay, Colin M. [Downloadable! (restricted)]
155-162 Macro-economic version of a classical formula in risk theory by Boogaert, P. & De Waegenaere, A. [Downloadable! (restricted)]
163-169 A 'bonus/malus' system with 'conditioned' bonus by Sammartini, G. [Downloadable! (restricted)]
171-175 On Redington's theory of immunization by Shiu, Elias S. W. [Downloadable! (restricted)]
177-178 Ordering of risks and ruin probabilities by Kaas, R. & Van Heerwaarden, A. E. [Downloadable! (restricted)]
179-184 Insurance vs. loss prevention - an actuarial approach by Heilmann, W. -R. [Downloadable! (restricted)]
185-196 Interest and mortality randomness in some annuities by Beekman, John A. & Fuelling, Clinton P. [Downloadable! (restricted)]
197-206 The parameters of a multiple criteria model of actuarial assumptions for pension plan valuations by Shapiro, Arnold F. [Downloadable! (restricted)]
207-220 Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk by Heijnen, B. [Downloadable! (restricted)]
221-228 On a multilevel hierarchical credibility algorithm by Bauwelinckx, T. & Goovaerts, M. J. [Downloadable! (restricted)]
229-234 The retrospective premium reserve by Wolthuis, Henk & Hoem, Jan M. [Downloadable! (restricted)]
1990, Volume 9, Issue 4 237-247 Premium allocation and risk avoidance in a large firm: a continuous model by Tapiero, Charles S. & Jacque, Laurent L. [Downloadable! (restricted)]
249-255 Whole-life insurance lapse rates and the emergency fund hypothesis by Outreville, J. Francois [Downloadable! (restricted)]
257-272 Applications of the GB2 family of distributions in modeling insurance loss processes by Cummins, J. David & Dionne, Georges & McDonald, James B. & Pritchett, B. Michael [Downloadable! (restricted)]
273-275 Covariance matrix patterns invariant under multiplication and inversion by Jewell, William S. [Downloadable! (restricted)]
277-279 On Life Table applications of ordering among risks by Hurlimann, Werner [Downloadable! (restricted)]
281-290 The cost of deposit insurance: derivation of a risk-adjusted premium by Urrutia, Jorge [Downloadable! (restricted)]
291-293 A discussion of 'AIDS: exponential vs. polynomial growth models' by Harry H. Panjer by Herzog, Thomas N. [Downloadable! (restricted)]
295-303 'Finem Lauda' or the risks in swaps by Artzner, Philippe & Delbaen, Freddy [Downloadable! (restricted)]
1990, Volume 9, Issue 1 1-19 Portfolio insurance: a simulation under different market conditions by Bird, Ron & Cunningham, Ross & Dennis, David & Tippett, Mark [Downloadable! (restricted)]
21-32 Generalised linear models and excess mortality from peptic ulcers by Haberman, S. & Renshaw, A. E. [Downloadable! (restricted)]
33-37 Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process by Browne, Sidney [Downloadable! (restricted)]
39-49 On maximum likelihood estimation for count data models by Hurlimann, Werner [Downloadable! (restricted)]
51-57 Improved estimation of IBNR claims by credibility theory by Mack, Thomas [Downloadable! (restricted)]
59-76 Optimal claim behaviour for third-party liability insurances or to claim or not to claim: that is the question by Dellaert, N. P. & Frenk, J. B. G. & Kouwenhoven, A. & Van Der Laan, B. S. [Downloadable! (restricted)]
1989, Volume 8, Issue 4 261-267 Properties of the Esscher premium calculation principle by Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J. [Downloadable! (restricted)]
269-277 A martingale approach to premium calculation principles in an arbitrage free market by Delbaen, F. & Haezendonck, J. [Downloadable! (restricted)]
279-285 Estimation of ruin probabilities by means of hazard rates by Kluppelberg, Claudia [Downloadable! (restricted)]
287-302 Insurance-investment: diffusion analysis by Page, Dominique [Downloadable! (restricted)]
303-308 Estimating hedonic distributions using polynomials by Butler, Richard J. & Worrall, John D. [Downloadable! (restricted)]
309-313 On optimum loss control: the case of Poisson distributed losses by Cho, Dongsae [Downloadable! (restricted)]
315-319 Positive homogeneity and multiplicativity of premium principles on positive risks by Schmidt, Klaus D. [Downloadable! (restricted)]
321-330 Delay in claim settlement by Boogaert, P. & Haezendonck, J. [Downloadable! (restricted)]
1989, Volume 8, Issue 3 157-157 Guest editors' introduction by Panjer, Harry H. & Willmot, Gordon E. [Downloadable! (restricted)]
159-164 Bayesian modelling of mortality catastrophes by Klugman, Stuart A. [Downloadable! (restricted)]
165-173 Stochastic differential equations for compounded risk reserves by Garrido, Jose [Downloadable! (restricted)]
175-185 Limiting tail behaviour of some discrete compound distributions by Willmot, Gordon E. [Downloadable! (restricted)]
187-201 Weak convergence of random growth processes with applications to insurance by Dufresne, Daniel [Downloadable! (restricted)]
203-209 AIDS: Exponential vs. polynomial growth models by Panjer, Harry H. [Downloadable! (restricted)]
211-232 Observations on the HIV epidemic and managing uncertainty in insurance by Holland, David M. [Downloadable! (restricted)]
233-242 Further reflections on actuarial recognition of nuclear holocaust hazard by Nesbitt, Cecil J. [Downloadable! (restricted)]
243-249 Ruin probability by operational calculus by Shiu, Elias S. W. [Downloadable! (restricted)]
251-258 On the computation of the aggregate claim distribution when individual claims are Inverse Gaussian by Gendron, Michel & Crepeau, Helene [Downloadable! (restricted)]
1989, Volume 8, Issue 2 0 |1 |2 |3 |4 |5 |6 Access
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