# Elsevier

# Insurance: Mathematics and Economics

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### 2004, Volume 35, Issue 2

**205-222 A link between wave governed random motions and ruin processes***by*Mazza, Christian & Rulliere, Didier**223-243 Dynamic capital allocation with distortion risk measures***by*Tsanakas, Andreas**245-254 A ruin model with dependence between claim sizes and claim intervals***by*Albrecher, Hansjorg & Boxma, Onno J.**255-265 Optimal stopping and American options with discrete dividends and exogenous risk***by*Battauz, A. & Pratelli, M.**267-277 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function***by*Pavlova, Kristina P. & Willmot, Gordon E.**279-298 Survival models in a dynamic context: a survey***by*Pitacco, Ermanno**299-319 An optimization approach to the dynamic allocation of economic capital***by*Laeven, Roger J. A. & Goovaerts, Marc J.**321-342 Optimal investment choices post-retirement in a defined contribution pension scheme***by*Gerrard, Russell & Haberman, Steven & Vigna, Elena**343-367 Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables***by*Vanmaele, Michele & Deelstra, Griselda & Liinev, Jan**369-398 Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance***by*Schrager, David F. & Pelsser, Antoon A.J.**399-424 Fuzzy logic in insurance***by*Shapiro, Arnold F.**425-443 Compound binomial risk model in a markovian environment***by*Cossette, Helene & Landriault, David & Marceau, Etienne

### 2004, Volume 35, Issue 1

**1-1 Editorial***by*Gerber, Hans U. & Goovaerts, Marc & Kaas, Rob & Shiu, Elias S. W.**5-19 On the discounted distribution functions for the Erlang(2) risk process***by*Tsai, Cary Chi-Liang & Sun, Li-juan**21-51 Optimal control of risk exposure, reinsurance and investments for insurance portfolios***by*Irgens, Christian & Paulsen, Jostein**53-67 Modelling losses using an exponential-inverse Gaussian distribution***by*Frangos, Nikolaos & Karlis, Dimitris**69-76 Generalized correlation order and stop-loss order***by*Lu, Tong-Yu & Yi, Zhang**77-95 Diversification of aggregate dependent risks***by*Alink, Stan & Lowe, Matthias & V. Wuthrich, Mario**97-111 Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform***by*Jang, Ji-Wook & Krvavych, Yuriy**113-136 Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts***by*Dahl, Mikkel**137-153 Insurance contracts portfolios with heterogenous insured ages***by*Dahan, Merav & Frostig, Esther & Langberg, Naftali A.

### 2004, Volume 34, Issue 3

**391-408 On ruin for the Erlang(n) risk process***by*Li, Shuanming & Garrido, Jose**409-419 Universal strategies for diffusion markets and possibility of asymptotic arbitrage***by*Dokuchaev, N. G. & Savkin, Andrey V.**421-447 Ruined moments in your life: how good are the approximations?***by*Huang, H. & Milevsky, M. A. & Wang, J.**449-466 Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model***by*Cossette, Helene & Landriault, David & Marceau, Etienne**467-487 Detecting positive quadrant dependence and positive function dependence***by*Janic-Wroblewska, A. & Kallenberg, W. C. M. & Ledwina, T.**489-503 Optimal risk management in defined benefit stochastic pension funds***by*Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo**505-516 Some new classes of consistent risk measures***by*Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe**517-537 Estimating catastrophic quantile levels for heavy-tailed distributions***by*Matthys, Gunther & Delafosse, Emmanuel & Guillou, Armelle & Beirlant, Jan**539-545 What kind of new asset will push up the CML?***by*Zhang, Bo

### 2004, Volume 34, Issue 2

**177-192 Heterogeneous INAR(1) model with application to car insurance***by*Gourieroux, C. & Jasiak, J.**193-225 Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE***by*Hubalek, Friedrich & Schachermayer, Walter**227-240 Optimal reinsurance under general risk measures***by*Gajek, Leslaw & Zagrodny, Dariusz**241-250 A stop-loss risk index***by*Wei, Wang & Yatracos, Yannis**251-257 A note on a class of delayed renewal risk processes***by*Willmot, Gordon E.**259-272 Valuation of structured risk management products***by*Cox, Samuel H. & Fairchild, Joseph R. & Pedersen, Hal W.**273-295 Reset and withdrawal rights in dynamic fund protection***by*Chu, Chi Chiu & Kwok, Yue Kuen**297-305 A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market***by*Grandits, Peter**307-320 Asymptotic results for perturbed risk processes with delayed claims***by*Macci, Claudio & Torrisi, Giovanni Luca

### 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**23-35 Modelling zeros in stochastic reserving models***by*Kunkler, Michael**37-54 A seemingly unrelated regression model in a credibility framework***by*Pitselis, Georgios**55-77 Pricing of arithmetic basket options by conditioning***by*Deelstra, G. & Liinev, J. & Vanmaele, M.**79-95 Optimal pension management in a stochastic framework***by*Battocchio, Paolo & Menoncin, Francesco**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**109-120 Symbolic calculation of the moments of the time of ruin***by*Drekic, Steve & Stafford, James E. & Willmot, Gordon E.**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

### 2003, Volume 33, Issue 3

**479-486 Some recursions for moments of n-fold convolutions***by*Sundt, Bjorn**487-496 Some recursions for moments of compound distributions***by*Sundt, Bjorn**497-516 Pricing equity-linked pure endowments via the principle of equivalent utility***by*Moore, Kristen S. & Young, Virginia R.**517-532 Wang's capital allocation formula for elliptically contoured distributions***by*Valdez, Emiliano A. & Chernih, Andrew**533-550 Moments of the cash value of future payment streams arising from life insurance contracts***by*Debicka, Joanna**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**567-584 Analysis of heterogeneous endowment policies portfolios under fractional approximations***by*Dahan, Merav & Frostig, Esther & Langberg, Naftali A.**585-593 Semiparametric credibility ratemaking using a piecewise linear prior***by*Huang, Xiaowei & Song, Lixin & Liang, Yanchun**595-609 Fair valuation of path-dependent participating life insurance contracts***by*Tanskanen, Antti Juho & Lukkarinen, Jani**611-627 A stability result for the HARA class with stochastic interest rates***by*Grasselli, Martino**629-644 Pricing of multi-period rate of return guarantees***by*Lindset, Snorre**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.**659-676 Recursive calculation of finite time ruin probabilities under interest force***by*Cardoso, Rui M. R. & R. Waters, Howard**677-690 Pricing equity-indexed annuities with path-dependent options***by*Lee, Hangsuck

### 2003, Volume 33, Issue 2

**209-209 Preface***by*Centeno, Maria de Lourdes & Simoes, Onofre & Silva, Joao Andrade e & dos Reis, Alfredo Egidio**211-226 Limiting behaviour of a geometric-type estimator for tail indices***by*Brito, Margarida & Moreira Freitas, Ana Cristina**227-238 Stochastic optimal control of annuity contracts***by*Devolder, Pierre & Bosch Princep, Manuela & Dominguez Fabian, Inmaculada**239-254 Risk capital allocation and cooperative pricing of insurance liabilities***by*Tsanakas, Andreas & Barnett, Christopher**255-272 Lee-Carter mortality forecasting with age-specific enhancement***by*Renshaw, A. E. & Haberman, S.**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**283-296 Pricing and hedging guaranteed annuity options via static option replication***by*Pelsser, Antoon**297-316 Confidence bounds for discounted loss reserves***by*Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan**317-336 Stochastic forecasting of labor force participation rates***by*Frees, Edward W.**337-356 High volatility, thick tails and extreme value theory in value-at-risk estimation***by*Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman**357-380 Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process***by*Chen, Cho-Jieh & Panjer, Harry**381-403 Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio***by*Verlaak, Robert & Beirlant, Jan**405-413 The hurdle-race problem***by*Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R.

### 2003, Volume 33, Issue 1

**1-28 Rational hedging and valuation of integrated risks under constant absolute risk aversion***by*Becherer, Dirk**29-47 Pensionmetrics 2: stochastic pension plan design during the distribution phase***by*Blake, David & Cairns, Andrew J. G. & Dowd, Kevin**49-57 Bonus-malus system using an exponential loss function with an Inverse Gaussian distribution***by*Morillo, Isabel & Bermudez, Lluis**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.**67-73 A rank-dependent generalization of zero utility principle***by*Heilpern, S.**75-85 A fair procedure in insurance***by*Fragnelli, Vito & Marina, Maria Erminia**87-108 Valuation of guaranteed annuity conversion options***by*Ballotta, Laura & Haberman, Steven**109-116 A solution to the ruin problem for Pareto distributions***by*Ramsay, Colin M.**117-133 A discrete-time risk model with interaction between classes of business***by*Wu, Xueyuan & Yuen, Kam C.**135-145 Ruin theory in a financial corporation model with credit risk***by*Yang, Hailiang**147-161 Joint distributions of some actuarial random vectors containing the time of ruin***by*Wu, Rong & Wang, Guojing & Wei, Li**163-171 Properties of the power family of fractional age approximations***by*Frostig, Esther**173-188 Short-term risk management using stochastic Taylor expansions under Lévy models***by*Schoutens, Wim & Studer, Michael**189-207 Optimal investment strategies in the presence of a minimum guarantee***by*Deelstra, Griselda & Grasselli, Martino & Koehl, Pierre-Francois

### 2003, Volume 32, Issue 3

**331-344 Risk comparisons of premium rules: optimality and a life insurance study***by*Asmussen, Soren & Moller, Jakob R.**345-358 Some results on ruin probabilities in a two-dimensional risk model***by*Chan, Wai-Sum & Yang, Hailiang & Zhang, Lianzeng**359-370 Choquet pricing and equilibrium***by*De Waegenaere, Anja & Kast, Robert & Lapied, Andre**371-377 Finite time ruin probabilities with one Laplace inversion***by*Avram, Florin & Usabel, Miguel**379-401 On the forecasting of mortality reduction factors***by*Renshaw, A. E. & Haberman, S.**403-411 The Gerber-Shiu discounted penalty function in the stationary renewal risk model***by*Willmot, Gordon E. & Dickson, David C. M.**413-429 On the expectations of the present values of the time of ruin perturbed by diffusion***by*Tsai, Cary Chi-Liang**431-443 Aggregate survival probability of a portfolio with dependent subportfolios***by*Ambagaspitiya, Rohana S.**445-455 The joint density function of three characteristics on jump-diffusion risk process***by*Zhang, Chunsheng & Wang, Guojing**457-460 Annuities under random rates of interest--revisited***by*Burnecki, Krzysztof & Marciniuk, Agnieszka & Weron, Aleksander**461-464 A note on the inhomogeneous linear stochastic differential equation***by*Jaschke, Stefan

### 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**217-228 Pension funding incorporating downside risks***by*Chang, S. C. & Tzeng, Larry Y. & Miao, Jerry C. Y.**229-243 Quadratic hedging for asset derivatives with discrete stochastic dividends***by*Battauz, Anna**245-253 Annuities with controlled random interest rates***by*Perry, David & Stadje, Wolfgang & Yosef, Rami**255-265 Comonotonic processes***by*Jouini, Elyes & Napp, Clotilde**267-280 Quality, self-regulation, and competition: the case of insurance***by*Andersson, Fredrik & Skogh, Goran**281-293 Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors***by*Cossette, Helene & Luong, Andrew**295-315 Indifference pricing of insurance contracts in a product space model: applications***by*Moller, Thomas**317-330 Of happy and hapless regulators: the asymptotics of ruin***by*Powers, Michael R. & Venezian, Emilio C. & Juca, Iana B.

### 2003, Volume 32, Issue 1

**3-18 Nonlinear stochastic inflation modelling using SEASETARs***by*De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni**19-36 Kernel density estimation of actuarial loss functions***by*Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch**37-49 On the number of near-maximum insurance claim under dependence***by*Hashorva, Enkelejd**51-60 On the nth stop-loss transform order of ruin probability***by*Cheng, Yu & Pai, Jeffrey S.**61-71 Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest***by*Cai, Jun & Dickson, David C. M.**73-91 Compound Poisson approximations for individual models with dependent risks***by*Genest, Christian & Marceau, Etienne & Mesfioui, Mhamed**93-114 Ordering ruin probabilities for dependent claim streams***by*Frostig, Esther**115-133 Influence functions of empirical nonparametric estimators of net reinsurance premiums***by*Brazauskas, Vytaras**135-146 Risk capital allocation by coherent risk measures based on one-sided moments***by*Fischer, T.

### 2002, Volume 31, Issue 3

**315-325 On immunization, stop-loss order and the maximum Shiu measure***by*Hurlimann, Werner**327-350 On the moments of the surplus process perturbed by diffusion***by*Tsai, Cary Chi-Liang & Willmot, Gordon E.**351-364 A comparison of models for the chain-ladder method***by*Hess, Klaus Th. & Schmidt, Klaus D.**365-372 Time in the red in a two state Markov model***by*Wagner, Christian**373-393 A Poisson log-bilinear regression approach to the construction of projected lifetables***by*Brouhns, Natacha & Denuit, Michel & Vermunt, Jeroen K.**395-413 Application of survival analysis methods to long-term care insurance***by*Czado, Claudia & Rudolph, Florian**415-427 Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model***by*Centeno, Maria de Lourdes**429-445 Early surrender and the distribution of policy reserves***by*Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang**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**461-466 Addendum to "Analytic and bootstrap estimates of prediction errors in claims reserving"***by*England, Peter

### 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.**163-178 Moment generating function approach to pricing interest rate and foreign exchange rate claims***by*Dijkstra, Theo K. & Yao, Yong**179-189 Stock exchange dynamics involving both Gaussian and Poissonian white noises: approximate solution via a symbolic stochastic calculus***by*Jumarie, Guy**191-204 Pricing no claims discount systems***by*Kliger, Doron & Levikson, Benny**205-214 On a correlated aggregate claims model with Poisson and Erlang risk processes***by*Yuen, Kam C. & Guo, Junyi & Wu, Xueyuan**215-233 Pricing contingent claims in incomplete markets when the holder can choose among different payoffs***by*Kuhn, Christoph**235-248 How many claims does it take to get ruined and recovered?***by*Egidio dos Reis, Alfredo D.**249-265 Optimal portfolio and background risk: an exact and an approximated solution***by*Menoncin, Francesco**267-284 Insurance premia consistent with the market***by*Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo**285-295 On asymptotic optimality in empirical Bayes credibility***by*Mashayekhi, Mostafa**297-302 A Cox process with log-normal intensity***by*Basu, Sankarshan & Dassios, Angelos**303-313 Lundberg inequalities in a diffusion environment***by*Palmowski, Zbigniew

### 2002, Volume 31, Issue 1

**1-1 Preface***by*Shapiro, Arnold**3-33 The concept of comonotonicity in actuarial science and finance: theory***by*Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D.**35-69 Optimal investment strategies and risk measures in defined contribution pension schemes***by*Haberman, Steven & Vigna, Elena**71-85 Intervention options in life insurance***by*Steffensen, Mogens**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**105-113 Measuring sensitivity in a bonus-malus system***by*Gomez, E. & Hernandez, A. & Perez, J. M. & Vazquez-Polo, F. J.**115-131 The merging of neural networks, fuzzy logic, and genetic algorithms***by*Shapiro, Arnold F.

### 2002, Volume 30, Issue 3

**293-296 Editorial***by*Kaas, Rob**297-322 Recursive evaluation of aggregate claims distributions***by*Sundt, Bjorn**323-350 Stochastic control of funding systems***by*Taylor, Greg**351-362 Credibility theory: a new view from the theory of second order optimal statistics***by*Landsman, Zinoviy**363-370 A critique of fractional age assumptions***by*Jones, Bruce L. & Mereu, John A.**371-387 Allocating unfunded liability in pension valuation under uncertainty***by*Chang, Shih-Chieh & Chen, Chiang-Chu**389-404 On the expected discounted penalty function at ruin of a surplus process with interest***by*Cai, Jun & Dickson, David C. M.**405-420 Copula convergence theorems for tail events***by*Juri, Alessandro & Wuthrich, Mario V.**421-438 Compound geometric residual lifetime distributions and the deficit at ruin***by*Willmot, Gordon E.**439-450 Estimators of the regression parameters of the zeta distribution***by*Doray, Louis G. & Arsenault, Michel**451-462 The joint distributions of several important actuarial diagnostics in the classical risk model***by*Wei, Li & Wu, Rong

### 2002, Volume 30, Issue 2

**153-166 On two dependent individual risk models***by*Cossette, Helene & Gaillardetz, Patrice & Marceau, Etienne & Rioux, Jacques**167-186 A multiple state model for the analysis of permanent health insurance claims by cause of disability***by*Cordeiro, Isabel Maria Ferraz**187-198 Risk management in credit risk portfolios with correlated assets***by*Bauerle, Nicole**199-209 Optimal asset allocation in life annuities: a note***by*Charupat, Narat & Milevsky, Moshe A.**211-217 Ruin probabilities in the presence of regularly varying tails and optimal investment***by*Gaier, Johanna & Grandits, Peter**219-230 Recursive calculation of time to ruin distributions***by*Cardoso, Rui M. R. & Egidio dos Reis, Alfredo D.**231-241 Some characteristics of a surplus process in the presence of an upper barrier***by*Wang, Nan & Politis, Konstadinos**243-254 A bounded risk strategy for a market with non-observable parameters***by*Dokuchaev, Nikolai G. & Savkin, Andrey V.**255-267 General quadratic distance methods for discrete distributions definable recursively***by*Luong, Andrew & Doray, Louis G.

### 2002, Volume 30, Issue 1

**1-19 Measuring the impact of dependence between claims occurrences***by*Denuit, Michel & Lefevre, Claude & Utev, Sergey**21-25 A note on the overdispersed Poisson family***by*Schmidt, Klaus D.**27-35 On the accumulated aggregate surplus of a life portfolio***by*Hurlimann, Werner**37-49 Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model***by*Centeno, Maria de Lourdes**51-66 A generalized defective renewal equation for the surplus process perturbed by diffusion***by*Tsai, Cary Chi-Liang & Willmot, Gordon E.**67-83 Modeling claim exceedances over thresholds***by*Boutsikas, M. V. & Koutras, M. V.**85-93 A discussion on Buhlmann's criterion for asset valuation***by*Wang, Nan & Pang, Wan Kai & Huang, Wei Kwang**95-109 Measurement of relative inequity and Yaari's dual theory of risk***by*Promislow, S. David & Young, Virginia R.

### 2001, Volume 29, Issue 3

**299-318 Mortality derivatives and the option to annuitise***by*Milevsky, Moshe A. & David Promislow, S.**319-332 Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals***by*Frostig, Esther**333-344 On the time to ruin for Erlang(2) risk processes***by*Dickson, David C. M. & Hipp, Christian**345-355 On a gamma series expansion for the time-dependent probability of collective ruin***by*Albrecher, Hansjorg & Teugels, Jozef L. & Tichy, Robert F.**357-373 Bivariate analysis of survivorship and persistency***by*Valdez, Emiliano A.**375-386 An improved finite-time ruin probability formula and its Mathematica implementation***by*Ignatov, Zvetan G. & Kaishev, Vladimir K. & Krachunov, Rossen S.

### 2001, Volume 29, Issue 2

**167-185 On robustness in risk theory***by*Marceau, Etienne & Rioux, Jacques**187-215 Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase***by*Blake, David & Cairns, Andrew J. G. & Dowd, Kevin**217-229 Approximating the finite-time ruin probability under interest force***by*Brekelmans, Ruud & De Waegenaere, Anja**231-245 Uncertainty in mortality projections: an actuarial perspective***by*Olivieri, Annamaria**247-255 On the distribution of surplus immediately after ruin under interest force***by*Yang, Hailiang & Zhang, Lihong**257-269 The reset decision for segregated fund maturity guarantees***by*Armstrong, Michael J.**271-290 Toward a theory of reinsurance and retrocession***by*Powers, Michael R. & Shubik, Martin**291-296 Probability of ruin with variable premium rate in a Markovian environment***by*Jasiulewicz, Helena

### 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.**23-34 Stochastic models for broker inventory in dealership markets with a cash management interpretation***by*Perry, David & Berg, M. & Posner, M. J. M.**35-45 Minimization of risks in pension funding by means of contributions and portfolio selection***by*Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo**47-57 Ruin probabilities for time-correlated claims in the compound binomial model***by*Yuen, K. C. & Guo, J. Y.**59-71 A comparison between homogeneous and heterogeneous portfolios***by*Frostig, Esther**73-82 Function space integration for annuities***by*Perry, David & Stadje, Wolfgang**83-102 Laplace transform ordering of actuarial quantities***by*Denuit, Michel**103-115 Risk measures and insurance premium principles***by*Landsman, Zinoviy & Sherris, Michael

### 2001, Volume 28, Issue 3

**281-303 On transformations of actuarial valuation principles***by*Moller, Thomas**305-308 Does positive dependence between individual risks increase stop-loss premiums?***by*Denuit, Michel & Dhaene, Jan & Ribas, Carmen**309-323 On the number of near-maximum insurance claims***by*Li, Y. & Pakes, Anthony G.**325-339 An economic premium principle in a multiperiod economy***by*Iwaki, Hideki & Kijima, Masaaki & Morimoto, Yuji

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