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Elsevier Insurance: Mathematics and Economics Contact information of
Elsevier: Web page: 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
1992, Volume 11, Issue 2
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 1989, Volume 8, Issue 1 1-1 Editorial by Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc [Downloadable! (restricted)]
3-10 The Buhlmann--Straub Model with the premium calculated according to the variance principle by Centeno, Lourdes [Downloadable! (restricted)]
11-17 Optimal reinsurance in relation to ordering of risks by Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J. [Downloadable! (restricted)]
19-21 Combining Panjer's recursion with convolution by Kaas, R. & Van Heerwaarden, A. E. & Goovaerts, M. J. [Downloadable! (restricted)]
23-29 The practical application of credibility theory by Goovaerts, M. J. & Bauwelinckx, T. & Stoop, C. [Downloadable! (restricted)]
31-34 A credit scoring model for personal loans by Steenackers, A. & Goovaerts, M. J. [Downloadable! (restricted)]
35-46 Selection of variables for automobile insurance rating by Stroinski, Krzysztof J. & Currie, Iain D. [Downloadable! (restricted)]
47-56 A managerial approach to risk theory: Some suggestions from the theory of financial decisions by Pressacco, Flavio [Downloadable! (restricted)]
57-62 Compound and mixed distributions by De Vylder, F. [Downloadable! (restricted)]
63-69 A three-way credibility approach to loss reserving by Venter, G. [Downloadable! (restricted)]
71-76 Stability of pension systems when rates of return are random by Dufresne, Daniel [Downloadable! (restricted)]
77-95 Decision theoretic foundations of credibility theory by Heilmann, Wolf-Rudiger [Downloadable! (restricted)]
97-104 Perturbation calculus in risk theory: Application to chains and trees of reinsurance by Heijnen, Bart [Downloadable! (restricted)]
1988, Volume 7, Issue 4 211-217 Rudiments of insurance purchasing: a graphical state-claims analysis by Kahane, Yehuda & Schlesinger, Harris & Yanai, Nitzan [Downloadable! (restricted)]
219-224 Immunization of multiple liabilities by Shiu, Elias S. W. [Downloadable! (restricted)]
225-236 The emergence of profit in life insurance by Ramlau-Hansen, Henrik [Downloadable! (restricted)]
237-249 On optimal dividend payments and related problems by Waldmann, K. -H. [Downloadable! (restricted)]
251-259 Simple risk forecasts using credibility by Hurlimann, Werner [Downloadable! (restricted)]
261-267 The validity of least squares estimation in a time series model using the bootstrap methodology by Son, Mun & Hamdy, Hosny & Almahmeed, Mohammad & Sindahl, Bruce [Downloadable! (restricted)]
269-274 Ruin estimates for large claims by Embrechts, P. & Villasenor, J. A. [Downloadable! (restricted)]
275-281 Further use of Shiu's approach to the evaluation of ultimate ruin probabilities by Willmot, Gordon E. [Downloadable! (restricted)]
283-285 A recursive algorithm for convolutions of discrete uniform distributions by Sundt, Bjorn [Downloadable! (restricted)]
1988, Volume 7, Issue 3 139-152 Option pricing methods: an overview by Van Hulle, Cynthia [Downloadable! (restricted)]
153-161 A stochastic simulation procedure for pension schemes by Racinello, Anna Rita [Downloadable! (restricted)]
163-173 Stochastic models for bond prices, function space integrals and immunization theory by Beekman, John A. & Shiu, Elias S. W. [Downloadable! (restricted)]
175-184 A new method for valuing underwriting agreements for rights issues by Aase, Knut K. [Downloadable! (restricted)]
185-191 Instrument effects and stochastic dominance by Bradley, Michael G. & Lehman, Dale E. [Downloadable! (restricted)]
193-199 The surpluses immediately before and at ruin, and the amount of the claim causing ruin by Dufresne, Francois & Gerber, Hans U. [Downloadable! (restricted)]
201-210 Mean-lower partial moment asset pricing and the regulation of property--liability insurance rates by Cox, Larry A. & Griepentrog, Gary L. [Downloadable! (restricted)]
1988, Volume 7, Issue 2 75-80 The probability and severity of ruin for combinations of exponential claim amount distributions and their translations by Dufresne, Francois & Gerber, Hans U. [Downloadable! (restricted)]
81-93 Optimal term life insurance -- A practical solution by Lévy, Haim & Simon, Julian L. & Doherty, Neil A. [Downloadable! (restricted)]
95-101 Yields on lottery bonds by Ramlau-Hansen, Henrik [Downloadable! (restricted)]
103-112 A bonus--malus system in automobile insurance by Neuhaus, Walther [Downloadable! (restricted)]
113-122 Credibility estimators with geometric weights by Sundt, Bjorn [Downloadable! (restricted)]
123-129 Diffusion premiums for claim severities subject to inflation by Garrido, Jose [Downloadable! (restricted)]
131-138 Limit theorems for the present value of the surplus of an insurance portfolio by Boogaert, P. & Haezendonck, J. & Delbaen, F. [Downloadable! (restricted)]
1988, Volume 7, Issue 1 1-7 Recursive calculation of finite-time ruin probabilities by De Vylder, F. & Goovaerts, M. J. [Downloadable! (restricted)]
9-14 Aspects of optimal insurance demand when there are uninsurable risks by Kischka, Peter [Downloadable! (restricted)]
15-23 Mathematical fun with ruin theory by Gerber, Hans U. [Downloadable! (restricted)]
25-33 Joint insurance and capitalization costs by Tapiero, Charles S. & Jacque, Laurent [Downloadable! (restricted)]
35-37 On algebraic equivalence of tariffing systems by Hurlimann, Werner [Downloadable! (restricted)]
39-40 An elementary proof of the Adelson--Panjer recursion formula by Hurlimann, Werner [Downloadable! (restricted)]
41-47 Calculation of the probability of eventual ruin by Beekman's convolution series by Shiu, Elias S. W. [Downloadable! (restricted)]
49-57 A gamma-minimax result in credibility theory by Eichenauer, Jurgen & Lehn, Jurgen & Rettig, Stefan [Downloadable! (restricted)]
59-66 Cross-validatory graduation by Brooks, R. J. & Stone, M. & Chan, F. Y. & Chan, L. K. [Downloadable! (restricted)]
67-69 Non-uniqueness of option prices by Gerber, Hans U. & Shiu, Elias S. W. [Downloadable! (restricted)]
71-74 The contribution formula: an economic view by Kune, J. B. [Downloadable! (restricted)]
1987, Volume 6, Issue 4 237-244 The effect of risk parameters on decision making by Nigm, A. M. & El-Habashi, M. H. & Hamdy, H. I. [Downloadable! (restricted)]
245-257 Premium rating under non-exponential utility by Goovaerts, M. J. & Taylor, G. C. [Downloadable! (restricted)]
259-266 On the Fisher-Weil immunization theorem by Shiu, Elias S. W. [Downloadable! (restricted)]
267-274 An improvement to the convolution method of calculating [psi](u) by Meyers, Glenn & Beekman, John A. [Downloadable! (restricted)]
275-287 Expenses and underwriting strategy in competition by Taylor, G. C. [Downloadable! (restricted)]
289-293 New upper bounds for stop-loss premiums for the individual model by Van heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J. [Downloadable! (restricted)]
1987, Volume 6, Issue 3 169-178 Calculation of the maximum retentions in XL reinsurance by Zecchin, Marco [Downloadable! (restricted)]
179-188 The problem of stability in insurance mathematics by Beirlant, J. & Rachev, S. T. [Downloadable! (restricted)]
189-194 Credibility and old estimates by Sundt, Bjorn [Downloadable! (restricted)]
195-202 Approximations for stop-loss premiums by Teugels, J. L. & Willmot, G. [Downloadable! (restricted)]
203-212 Symbolic computing by Chan, Fung Yee [Downloadable! (restricted)]
213-220 Estimating rates of return on Australian superannuation funds by McCrae, Michael & Tippett, Mark [Downloadable! (restricted)]
221-232 Upperbounds on ruin probabilities in case of negative loadings and positive interest rates by Boogaert, P. & Crijns, V. [Downloadable! (restricted)]
233-234 Stochastic modelling and analysis: A computational approach,: Henk C. Thijms, Wiley Series in Probability and Mathematical Statistics (Wiley, New York, 1986) pp. xii + 418, [UK pound]19.95 by Teugels, Jozef L. [Downloadable! (restricted)]
1987, Volume 6, Issue 2 85-116 Classical risk theory in an economic environment by Delbaen, F. & Haezendonck, J. [Downloadable! (restricted)]
117-127 A model for determining early retirement incentives by Sharp, Keith P. [Downloadable! (restricted)]
129-134 A two-parameter family of pension contribution functions and stochastic optimization by O'Brien, Thomas [Downloadable! (restricted)]
135-144 Retroactive price regulation and the fair rate of return by Doherty, Neil A. [Downloadable! (restricted)]
145-149 On the robustness of premium principles by Heilmann, W. -R. & Schroter, K. [Downloadable! (restricted)]
151-159 Prediction of IBNR claim counts by modelling the distribution of report lags by Kaminsky, Kenneth S. [Downloadable! (restricted)]
161-164 Lebensversicherungsmathematik : H.U. Gerber, (Vereinigung schweizerischer Versicherungsmathematiker, Zurich; distributed by Springer Verlag, Berlin-Heidelberg-New York-London-Paris-Tokyo, 1986) pp. xiii + 125, DM 98,-, ISBN 3-540-16669-6 by Wolthuis, H. [Downloadable! (restricted)]
1987, Volume 6, Issue 1 1-6 Matrix derivation of moving-weighted-average graduation formulas by Shiu, Elias S. W. [Downloadable! (restricted)]
7-18 Balancing an insurance portfolio by class of business by Taylor, G. C. [Downloadable! (restricted)]
19-31 A numerical approach to utility functions in risk theory by Hurlimann, W. [Downloadable! (restricted)]
33-42 On the use of QUADPACK for the calculation of risk theoretical quantities by Kaas, R. & Goovaerts, M. J. [Downloadable! (restricted)]
43-56 Difference equation approaches in evaluation of compound distributions by Willmot, G. E. & Panjer, H. H. [Downloadable! (restricted)]
57-62 A collective risk comparative study by Beekman, John A. & Fuelling, Clinton P. [Downloadable! (restricted)]
63-64 A simple proof of Feller's characterization of the compound Poisson distributions by Ospina, A. Valderrama & Gerber, H. U. [Downloadable! (restricted)]
65-83 Stochastic investment models--theory and applications by Wilkie, A. D. [Downloadable! (restricted)]
1986, Volume 5, Issue 4 255-259 Points systems for car insurance by Hutchinson, T. P. & Rowell, S. [Downloadable! (restricted)]
261-270 The determination of life premiums: An international cross-section analysis 1970-1981 by Beenstock, Michael & Dickinson, Gerry & Khajuria, Sajay [Downloadable! (restricted)]
271-274 On robust premium principles by Kremer, E. [Downloadable! (restricted)]
275-278 A note on insurance leverage under skew distributions by Albrecht, Peter [Downloadable! (restricted)]
279-283 Extremal values of stop-loss premiums under moment constraints by Kaas, R. & Goovaerts, M. J. [Downloadable! (restricted)]
285-293 Estimates for the probability of ruin starting with a large initial reserve by Horvath, Lajos & Willekens, Eric [Downloadable! (restricted)]
295-303 The submartingale assumption in risk theory by Moriconi, Franco [Downloadable! (restricted)]
305-313 On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures by Herkenrath, Ulrich [Downloadable! (restricted)]
315-334 Upper bounds on stop-loss premiums in case of known moments up to the fourth order by Jansen, K. & Haezendonck, J. & Goovaerts, M. J. [Downloadable! (restricted)]
1986, Volume 5, Issue 3 1986, Volume 5, Issue 2 More pages of listings: 0 |1 |2 |3 |4 |5 |6 Access
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