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Content
November 2003, Volume 33, Issue 2
- 117-122 New Econ for Life Actuaries
by Aase, Knut K. & Persson, Svein-Arne
- 123-124 Comment on the Discussion Article by Aase and Persson
by Bühlmann, Hans
- 125-152 Guaranteed Annuity Options
by Boyle, Phelim & Hardy, Mary
- 153-172 A Discrete Time Benchmark Approach for Insurance and Finance
by Bühlmann, Hans & Platen, Eckhard
- 173-191 A Unified Approach to Generate Risk Measures
by Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe
- 193-207 Optimal Dynamic XL Reinsurance
by Hipp, Christian & Vogt, Michael
- 209-238 Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
by Lindskog, Filip & McNeil, Alexander J.
- 239-263 Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
by Mata, Ana J.
- 265-287 The Markov Chain Market
by Norberg, Ragnar
- 289-312 Pension Funding and the Actuarial Assumption Concerning Investment Returns
by Owadally, M. Iqbal
- 313-330 Chain Ladder Bias
by Taylor, Greg
- 331-346 Claims Reserving Using Tweedie's Compound Poisson Model
by Wüthrich, Mario V.
- 347-364 Interest-Rate Changes and the Value of a Non-life Insurance Company
by Albrecht, Thomas
- 365-381 Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
by Brazauskas, Vytaras & Serfling, Robert
- 383-397 The Valuation and Hedging of Variable Rate Savings Accounts
by de Jong, Frank & Wielhouwer, Jacco
- 399-417 Prediction of Stock Returns: A New Way to Look at It
by Nielsen, Jens Perch & Sperlich, Stefan
- 419-436 Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
by Pitrebois, Sandra & Denuit, Michel & Walhin, Jean-François
- 437-438 Book Reviews - Modern Actuarial Risk Theory by Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel Denuit [Kluwer Academic Publishers, Boston, 2001]
by Waters, Howard
- 439-448 Mary Hardy: Investment Guarantees: Modelling and risk management for equity-linked life insurance. John Wiley & Sons. ISBN 0-471-39290-1, 2003
by Wilkie, David
May 2003, Volume 33, Issue 1
- 1-10 On Characterization of Distortion Premium Principle
by Wu, Xianyi & Wang, Jinglong
- 11-21 On the Density and Moments of the Time of Ruin with Exponential Claims
by Drekic, Steve & Willmot, Gordon E.
- 23-40 Dependence in Dynamic Claim Frequency Credibility Models
by Purcaru, Oana & Denuit, Michel
- 41-55 A Gaussian Exponential Approximation to Some Compound Poisson Distributions
by Hürlimann, Werner
- 57-73 Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
by Wang, Shaun S.
- 75-92 Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables
by Wüthrich, Mario V.
- 93-104 Scale Mixtures Distributions in Insurance Applications
by Choy, S.T. Boris & Chan, C.M.
- 106-106 Book Review - Klaus D. Schmidt (2002): Versicherungsmathematik. Springer, Berlin. viii + 320 pages, ISBN 3-540-42731-7
by Milbrodt, Hartmut
November 2002, Volume 32, Issue 2
- 213-234 A Universal Framework for Pricing Financial and Insurance Risks
by Wang, Shaun S.
- 235-265 Analytical Bounds for two Value-at-Risk Functionals
by Hürlimann, Werner
- 267-281 Erlangian Approximations for Finite-Horizon Ruin Probabilities
by Asmussen, Soren & Avram, Florin & Usabel, Miguel
- 283-297 An Extension of Panjer's Recursion
by Hess, Klaus Th. & Liewald, Anett & Schmidt, Klaus D.
- 299-313 The Distribution of the time to Ruin in the Classical Risk Model
by Dickson, David C.M. & Waters, Howard R.
- 315-318 Bonus-Malus Systems: “Lack of Transparency†and Adequacy Measure
by Verico, Paola
- 319-346 Transition Intensities for a model for Permanent Health Insurance1
by Cordeiro, Isabel Maria Ferraz
- 347-347 K. Sandmann and P.J. Schönbucher, Editors: Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann. Springer. ISBN 3-540-43464-X
by Cairns, Andrew
May 2002, Volume 32, Issue 1
- 1-42 A Nelson-Aalen Estimate of the Incidence Rates of Early-Onset Alzheimer's Disease Associated with the Presenilin-1 Gene
by Gui, Eng Hock & Macdonald, Angus
- 43-55 Maxima of Sums of Heavy-Tailed Random Variables
by Ng, K.W. & Tang, Q.H. & Yang, H.
- 57-69 On Error Bounds for Approximations to Multivariate Distributions II
by Sundt, Bjørn & Vernic, Raluca
- 71-80 A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
by Kaas, R. & Dhaene, J. & Vyncke, D. & Goovaerts, M.J. & Denuit, M.
- 81-90 On the Ruin Probability Under a Class of Risk Processes1
by Rongming, Wang & Haifeng, Liu
- 91-105 Fourier/Laplace Transforms and Ruin Probabilities
by Lima, Fátima D.P. & Garcia, Jorge M.A. & EgÃdio Dos Reis, Alfredo D.
- 107-128 On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study
by Schiegl, M.
- 129-142 Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information
by Haberman, S. & Sung, Joo-Ho
- 143-157 Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
by Smyth, Gordon K. & Jørgensen, Bent
- 159-170 The Development of an Optimal Bonus-Malus System in a Competitive Market
by Baione, Fabio & Levantesi, Susanna & Menzietti, Massimiliano
- 171-197 International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors
by Bugár, Gyöngyi & Maurer, Raimond
- 199-200 R.R. Wilcox (2001): Fundamentals of Modern Statistical Methods. Springer. ISBN 0-387-95157-1
by McNeil, Alexander
November 2001, Volume 31, Issue 2
- 255-273 On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model
by J.M. Reinhard, & Snoussi, M.
- 275-297 Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
by Bacinello, Anna Rita
- 299-315 Empirical Issues in Value-at-Risk
by Bams, Dennis & Wielhouwer, Jacco L.
- 317-335 The Practical Replacement of a Bonus-Malus System
by Walhin, J.F. & Paris, J.
- 337-348 Allowance for the Age of Claims in Bonus-Malus Systems
by Pinquet, Jean & Guillén, Montserrat & Bolancé, Catalina
- 349-358 A Note on Ruin in a Two State Markov Model1
by Wagner, Christian
May 2001, Volume 31, Issue 1
- 1-22 Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
by Frangos, Nicholas E. & Vrontos, Spyridon D.
- 23-35 Insurance Premium Calculations with Anticipated Utility Theory
by Luan, Cuncun
- 37-58 Heavy-Tailed Distributions and Rating
by Beirlant, J. & Matthys, G. & Dierckx, G.
- 59-79 Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes
by Usábel, M.
- 81-105 Experience Rating Schemes for Fleets of Vehicles
by Desjardins, Denise & Dionne, Georges & Pinquet, Jean
- 107-122 Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
by Hürlimann, Werner
- 123-138 The Mixed Bivariate Hofmann Distribution
by Walhin, J.F. & Paris, J.
- 139-145 The Natural Sets of Wang's Premium Principle1
by Wu, Xian-Yi
- 147-160 Geographic Premium Rating by Whittaker Spatial Smoothing
by Taylor, Greg
- 161-173 Optimal Loss Financing Under Bonus-Malus Contracts
by Holtan, Jon
- 175-186 Optimal Insurance Coverage under Bonus-Malus Contracts
by Holtan, Jon
- 187-211 Financial Data Analysis with Two Symmetric Distributions
by Hürlimann, Werner
- 213-249 Introduction to Dynamic Financial Analysis
by Kaufmann, Roger & Gadmer, Andreas & Klett, Ralf
- 251-252 Hartmut Milbrodt, Manfred Helbig (1999): Mathematische Methoden der Personenversicherung. de Gruyter. IBSN 3-11-014226-0
by Koller, Michael
- 253-253 G.E. Willmot and X. Sheldon Lin (2000): Lundberg Approximations for Compound Distributions with Insurance Applications. Springer Lecture Notes in Statistics, 156. ISBN 0 387 95135 0
by Embrechts, Paul
- 254-254 J. Grandell: Mixed Poisson Processes. Chapman & Hall, London, 1997, 260 pages, ISBN 0 412 78700 8
by Kalashnikov, Vladimir
November 2000, Volume 30, Issue 2
- 259-293 Pricing Risk Transfer Transactions1
by Lane, Morton N.
- 295-303 Super-Efficient Prediction Based on High-Quality Marker Information
by Nielsen, Jens Perch
- 305-308 Multivariate Compound Poisson Distributions and Infinite Divisibility
by Sundt, Bjørn
- 309-331 Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
by Grübel, Rudolf & Hermesmeier, Renate
- 333-347 Credible Claims Reserves: the Benktander Method
by Mack, Thomas
- 349-368 Pricing Excess of Loss Reinsurance with Reinstatements
by Mata, Ana J.
- 369-389 Initial Selection and Cause of Disability for Individual Permanent Health Insurance
by Gutiérrez-Delgado, MarÃa Cristina & Korabinski, Athol A.
- 391-403 The True Claim Amount and Frequency Distributions within a Bonus-Malus System
by Walhin, Jean François & Paris, José
- 405-417 Credibility Weighted Hazard Estimation
by Nielsen, Jens Perch & Sandqvist, Bjørn Lunding
May 2000, Volume 30, Issue 1
- 3-11 Equity and Exact Credibility
by Promislow, S. David & Young, Virginia R.
- 13-17 A Note on Christofides' Conjecture Regarding Wang's Premium Principle1
by Jing-Long, Wang
- 19-55 Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
by Cairns, Andrew
- 57-67 A Multivariate Generalization of the Generalized Poisson Distribution
by Vernic, Raluca
- 69-110 A Mathematical Model of Alzheimer's Disease and the Apoe Gene
by Macdonald, Angus & Pritchard, Delme
- 111-122 On Multivariate Vernic Recursions
by Sundt, Bjørn
- 123-140 Long-Term Returns in Stochastic Interest Rate Models: Applications
by Deelstra, Griselda
- 141-155 Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method
by Walhin, J.F. & Paris, J.
- 157-193 Economic Aspects of Securitization of Risk
by Cox, Samuel H. & Fairchild, Joseph R. & Pedersen, Hal W.
- 195-248 Portfolio Optimization
by Schnieper, René
- 249-250 M.A. Coppini: Incomes Redistribution Through Social Security. Centro d'informazione e stampa universitaria (CISU) di Enzi Colamartini, Rome, ISBN 88 7975 201 4
by Daykin, Chris
- 251-252 Y.K. Kwok: Mathematical Models of Financial Derivatives. Springer Finance, Singapore, ISBN 981 3083 255 (hardcover), 981 3083 565 (soft-cover), 1998
by Cairns, Andrew
- 253-253 E. Kremer: Applied Risk Theory
by Antal, Peter
November 1999, Volume 29, Issue 2
- 191-195 Discussion of Christofides' Conjecture Regarding Wang's Premium Principle
by Young, Virginia R.
- 197-214 Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting
by Grübel, Rudolf & Hermesmeier, Renate
- 215-226 The Exponential Premium Calculation Principle Revisited
by Denuit, Michel
- 227-244 On the Distribution of the Surplus Prior and at Ruin
by Schmidli, Hanspeter
- 245-270 Selection of Credibility Regression Models
by Bühlmann, Peter & Bühlmann, Hans
- 271-293 Stochastic Pension Funding: Proportional Control and Bilinear Processes
by Bédard, Diane
- 295-309 Multi-Period Aggregate Loss Distributions for a Life Portfolio
by C.M. Dickson, David & Waters, Howard R.
- 311-314 Discussion on D.C.M. Dickson & H.R. Waters Multi-Period Aggregate Loss Distributions for a Life Portfolio
by Sundt, Bjørn
- 315-325 Recursive Evaluation of Some Bivariate Compound Distributions
by Vernic, Raluca
- 327-337 Accounting for Individual Over-Dispersion in a Bonus-Malus Automobile Insurance System
by Shengwang, Meng & Wei, Yuan & Whitmore, G.A.
- 339-349 A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance
by Reiss, R.-D. & Thomas, M.
- 351-359 Estimating Per Capita Expenses in Multiple State Models of Permanent Health Insurance
by Kovářová, Marie
- 361-366 The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
by Mack, Thomas
- 379-379 Conference in Honour of the 65th Birthday of Professor David Wilkie
by Macdonald, Angus
May 1999, Volume 29, Issue 1
- 5-25 Prediction of Outstanding Liabilities II. Model Variations and Extensions
by Norberg, Ragnar
- 27-27 Correction Note to Prediction of Outstanding Liabilities in Non-Life Insurance, AB 23, 95-115
by Norberg, Ragnar
- 29-45 On Multivariate Panjer Recursions
by Sundt, Bjørn
- 47-79 Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions
by Harris, Glen R.
- 81-99 Using Mixed Poisson Processes in Connection with Bonus-Malus Systems1
by J.F. Walhin, & Paris, J.
- 101-163 Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk1
by Schmock, Uwe
- 165-171 An Addendum and a Short Comment on the Paper
by Gisler, Alois & Frost, Patrick
- 177-179 Committee of ASTIN 1957–1998
by Anonymous
November 1998, Volume 28, Issue 2
- 171-186 On Esscher Transforms in Discrete Finance Models
by Bühlmann, Hans & Delbaen, Freddy & Embrechts, Paul & Shiryaev, Albert N.
- 187-203 Robust Bayesian Credibility Using Semiparametric Models
by Young, Virginia R.
- 205-220 Designing Optimal Bonus-Malus Systems from Different Types of Claims
by Pinquet, Jean
- 221-239 Comparing Risk Adjusted Premiums from the Reinsurance Point of View
by e Silva, João Manuel Andrade & Centeno, Maria de Lourdes
- 241-255 On the Use of Equispaced Discrete Distributions
by Walhin, J.F. & Paris, J.
- 257-267 Largest Claims Reinsurance Premiums under Possible Claims Dependence
by Kremer, Erhard
- 269-283 A Credibility Approach to Mortality Risk
by Hardy, M.R. & Panjer, H.H.
- 285-286 P. Embrechts, C. Klüppelberg, T. Mikosch (1997): Modelling Extremal Events for Insurance and Finance, Springer-Verlag. 645 pp (1.04 kg). ISSN 0172-4568, ISBN 3-540-60931-8
by Norberg, Ragnar
- 287-289 The Faculty and Institute of Actuaries Claims Reserving Manual. Volume 1 and 2
by Straub, Erwin & Grubbs, Dawson
May 1998, Volume 28, Issue 1
- 5-16 Hedging in Financial Markets
by Baxter, Martin
- 17-47 Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
by Møller, Thomas
- 49-57 Withdrawal Benefits under a Dependent Double Decrement Model
by Carriere, Jacques F.
- 59-76 Modeling and Comparing Dependencies in Multivariate Risk Portfolios
by Bäuerle, Nicole & Müller, Alfred
- 77-93 Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use
by Chan, Terence
- 95-118 The Cox Regression Model for Claims Data m Non-Life Insurance
by Keiding, Niels & Andersen, Christian & Fledelius, Peter
- 119-134 On Stop-Loss Order and the Distortion Pricing Principle
by Hürlimann, Werner
- 135-152 On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method
by Scollnik, David P.M.
- 153-162 A Note on the Net Premium for a Generalized Largest Claims Reinsurance Cover
by Berglund, Raoul M.
- 163-164 S.A. Klugman, H.H. Panjer and G.E. Willmot (1998): Loss Models: From Data to Decisions. Wiley, New York
by Embrechts, Paul
- 165-166 Thomas Mack (1997): Schadenversicherungsmathematik. Sonderauflage von Heft 28 der Schriftenreihe Angewandte Versicherungsmathematik der Deutschen Gesellschaft für Versicherungsmathematik e.V. Verlag Versicherungswirtschaft e.V. Karlsruhe, 1997. IISN 0178-8116, ISBN 3-88487-582-5
by Straub, Erwin
November 1997, Volume 27, Issue 2
- 173-205 A Frequency Distribution Method for Valuing Average Options
by Neave, Edwin H.
- 207-227 Relative Reinsurance Retention Levels
by Dickson, David C.M. & Waters, Howard R.
- 229-242 A New Distribution of Poisson-Type for the Number of Claims
by Denuit, Michel
- 243-262 On Error Bounds for Approximations to Aggregate Claims Distributions
by Dhaene, Jan & Sundt, Bjørn
- 263-271 Calculating Ruin Probabilities via Product Integration
by Ramsay, Colin M. & Usabel, Miguel A.
- 273-285 Credibility Using Semiparametric Models
by Young, Virginia R.
- 287-295 Exact Credibility for Weighted Observations
by Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc
- 297-318 Simulation of Ruin Probabilities for Subexponential Claims
by Asmussen, S. & Binswanger, K.
- 319-327 Setting a Bonus-Malus Scale in the Presence of other Rating Factors
by Taylor, Greg
- 329-337 APS Reinsurance
by Koller, Bruno & Dettwyler, Nicole
- 339-371 An Integrated Dynamic Financial Analysis and Decision Support System for a Property Catastrophe Reinsurer1
by Lowe, Stephen P. & Stanard, James N.
- 373-373 D.R. Dannenburg, R. Kaas, M. J. Govaerts (1996): Practical Actuarial Credibility Models. IAE (Institute of Actuarial Science and Econometrics of the University of Amsterdam), 157 pages
by Gerber, Hans U.
- 374-375 D. G. Hart, R. A. Buchanan, B.A. Howe (1996): The Actuarial Practice of General Insurance. Institute of Actuaries of Australia, Sydney. 591 pp. ISBN 0-85813-055-6
by Neuhaus, Walther
May 1997, Volume 27, Issue 1
- 5-22 On the Duality of Assumptions Underpinning the Construction of Life Tables
by Renshaw, A. E. & Haberman, S. & Hatzopoulos, P.
- 23-32 On The Bivariate Generalized Poisson Distribution
by Vernic, Raluca
- 33-57 Allowance for Cost of Claims in Bonus-Malus Systems
by Pinquet, Jean
- 59-70 Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon
by Centeno, Maria de Lourdes
- 71-82 Credibility Theory and Generalized Linear Models
by Nelder, J.A. & Verrall, R.J.
- 83-98 Credibility in the Regression case Revisited (A Late Tribute to Charles A. Hachemeister)
by Bühlmann, H. & Gisler, A.
- 99-111 The Swiss Re Exposure Curves and the MBBEFD Distribution Class1
by Bernegger, Stefan
- 113-116 A Semi-Parametric Predictor of the IBNR Reserve
by Doray, Louis G.
- 117-137 Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory
by McNeil, Alexander J.
- 139-151 Discussion of the Danish Data on Large Fire Insurance Losses
by Resnick, Sidney I.
- 153-153 Jan Beirlant, Jozef L. Teugels and Petra Vynckier (1996): Practical Analysis of Extreme Values. Leuven University Press. ISBN 90 6181 768 1
by Smith, Richard
November 1996, Volume 26, Issue 2
- 139-164 Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach
by Haastrup, Svend & Arjas, Elja
- 165-183 On the Hedging Portfolio of Asian Options
by Jacques, Michel
- 185-199 Improved Analytical Bounds for Some Risk Quantities
by Hürlimann, Werner
- 201-212 Dependency of Risks and Stop-Loss Order1
by Dhaene, Jan & Goovaerts, Marc J.
- 213-224 Modified Recursions for a Class of Compound Distributions
by Waldmann, Karl-Heinz
- 225-231 On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions
by Sundt, Bjørn & Jan Dhaene,
- 233-245 Optimal Estimation Under Linear Constraints
by Neuhaus, Walther
- 247-262 An Extension of Mack's Model for the Chain Ladder Method
by Schmidt, Klaus D. & Schnaus, Anja
- 263-264 Jean Lemaire (1995): Bonus-Malus Systems in Automobile Insurance. Kluwer Academic Publishers, Boston-Dotrecht-London. ISBN 0-7923-9545-X
by Conti, Benedetto
May 1996, Volume 26, Issue 1
- 15-23 A semimartingale approach to some problems in Risk Theory
by Sørensen, Michael
- 25-33 A portfolio of endowment policies and its limiting distribution
by Parker, Gary
- 35-52 Recursions for certain bivariate counting distributions and their compound distributions
by Hesselager, Ole
- 53-69 Credibility and Persistency
by Young, Virginia R.
- 71-92 Premium Calculation by Transforming the Layer Premium Density
by Wang, Shaun
- 93-105 Estimating the Probability of Ruin for Variable Premiums by Simulation
by Michaud, Frédéric
- 107-116 A financially Balanced Bonus/Malus System
by Coene, Geert & Doray, Louis G.
- 117-121 Some Moment Relations for the Hipp approximation
by Dhaene, Jan & Sundt, Bjørn & De Pril, Nelson
- 123-129 A Loglinear Lagrangian Poisson Model
by ter Berg, Peter
November 1995, Volume 25, Issue 2
- 81-94 The Present Value of a Series of Cashflows: Convergence in a Random Environment
by Cairns, Andrew J. G.
- 95-118 Community Rating and Equalisation1
by Neuhaus, Walther
- 119-135 Modelling of Discretized Claim Numbers in Loss Reserving
by Hesselager, Ole
- 137-151 On the Estimation of the Credibility Factor: A Bayesian Approach
by Schnieper, René
- 153-175 Some Stable Algorithms in Ruin Theory and Their Applications
by Dickson, David C.M. & dos Reis, Alfredo D. EgÃdio & Waters, Howard R.
- 177-187 Pension Funding With Time Delays and the Optimal Spread Period
by Haberman, Steven
- 189-192 A Teacher's Remark on Exact Credibility
by Gerber, Hans U.
- 193-194 B. Kling (1993): Life Insurance, a non-life approach. Amsterdam: Thesis Publishers (Tinbergen Institute Research Series), 150 pages
by Renshaw, Arthur E.
May 1995, Volume 25, Issue 1
- 5-17 Computational Aspects of Sundt's Generalized Class1
by Panjer, Harry H. & Wang, Shaun
- 19-31 On Some Properties of de Pril Transforms of Counting Distributions
by Sundt, Bjørn
- 33-48 Efficient Portfolios in the Asset Liability Context
by Keel, Alex & Müller, Heinz H.
- 49-66 Does Markov-Modulation Increase the Risk?
by Asmussen, Søren & Frey, Andreas & Rolski, Tomasz & Schmidt, Volker
- 67-74 The Effect of the Retention Limit on the Risk Reserve
by Centeno, Maria de Lourdes
- 75-76 C.D. Daykin, T. Pentikäinen and M. Pesonen: Practical Risk Theory for Actuaries. Monographs on Statistics and Applied Probability 53, Chapman & Hall, London1993. 546 pp. ISBN 0-412-42850-4
by Neuhaus, Walther
November 1994, Volume 24, Issue 2
- 161-166 Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions
by Wang, Shaun & Sobrero, Monica
- 167-181 Two Stochastic Approaches for Discounting Actuarial Functions
by Parker, Gary
- 183-193 A Markov Model for Loss Reserving
by Hesselager, Ole
- 195-220 Martingale Approach to Pricing Perpetual American Options
by Gerber, Hans U. & Shiu, Elias S.W.
- 221-233 Robust Credibility via Robust Kalman Filtering
by Kremer, Erhard
- 235-254 Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizes
by Stanford, D.A. & Stroiński, K.J.
- 255-263 On the Compound Generalized Poisson Distributions
by Ambagaspitiya, R.S. & Balakrishnan, N.
- 265-285 Modelling the Claims Process in the Presence of Covariates
by Renshaw, Arthur E.
- 287-309 A Comparative Analysis of 30 Bonus-Malus Systems
by Lemaire, Jean & Zi, Hongmin
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