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Content
May 1999, Volume 29, Issue 1
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
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