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Series handle: RePEc:eee:insuma
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Content
August 2004, Volume 35, Issue 1
- 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.
June 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
April 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
February 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
December 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
October 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.
August 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
July 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
April 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.
February 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.
December 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
October 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
August 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.
June 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
April 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.
February 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.
December 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.
October 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
August 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
June 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
- 341-350 Bonus systems in an open portfolio
by de Lourdes Centeno, Maria & Manuel Andrade e Silva, Joao
- 351-360 Distribution-free comparison of pricing principles
by Hurlimann, Werner
- 361-379 Aging and other distributional properties of discrete compound geometric distributions
by Willmot, Gordon E. & Cai, Jun
- 381-392 Asymptotic ruin probabilities for risk processes with dependent increments
by Muller, Alfred & Pflug, Georg
- 393-399 Transition probability functions for martingale laws of bond prices
by Carriere, J. F.
- 401-419 On the discounted distribution functions of the surplus process perturbed by diffusion
by Tsai, Cary Chi-Liang
April 2001, Volume 28, Issue 2
- 149-149 Preface
by Verrall, Richard
- 151-171 An option pricing approach to valuing upward only rent review properties with multiple reviews
by Booth, Philip & Walsh, Duncan
- 173-189 Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
by Boulier, Jean-Francois & Huang, ShaoJuan & Taillard, Gregory
- 191-204 Longevity studies based on kernel hazard estimation
by Felipe, Angie & Guillen, Montserrat & Nielsen, Jens Perch
- 205-216 A generalized crossed classification credibility model
by Goulet, Vincent
- 217-231 Moments of compound renewal sums with discounted claims
by Leveille, Ghislain & Garrido, Jose
- 233-262 Optimal investment strategy for defined contribution pension schemes
by Vigna, Elena & Haberman, Steven
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