# Elsevier

# Insurance: Mathematics and Economics

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**Current editor:**Hansjoerg Albrecher

**Current editor:**M. J. Goovaerts

**Current editor:**E. S. W. Shiu

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(Shamier, Wendy)**

**Series handle:**repec:eee:insuma

**ISSN:**0167-6687

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### 2006, Volume 38, Issue 2

**406-412 Preservation of the location independent risk order under convolution***by*Hu, Taizhong & Chen, Jing & Yao, Junchao**413-426 Multivariate skew-normal distributions with applications in insurance***by*Vernic, Raluca

### 2006, Volume 38, Issue 1

**1-20 Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval***by*Koissi, Marie-Claire & Shapiro, Arnold F. & Hognas, Goran**21-38 Financial valuation of guaranteed minimum withdrawal benefits***by*Milevsky, Moshe A. & Salisbury, Thomas S.**39-56 Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities***by*Geluk, J.L. & De Vries, C.G.**57-80 The compound Poisson risk model with a threshold dividend strategy***by*Lin, X.Sheldon & Pavlova, Kristina P.**81-97 Affine stochastic mortality***by*Schrager, David F.**98-112 An application of the [alpha]-power approximation in multiple life insurance***by*Yi, Zhang & Weng, Chengguo**113-131 On the control of defined-benefit pension plans***by*Huang, Hong-Chih & Cairns, Andrew J.G.**132-148 Stochastic orders and risk measures: Consistency and bounds***by*Bauerle, Nicole & Muller, Alfred**149-156 Recursions for compound phase distributions***by*Eisele, Karl-Theodor**157-166 A volatility-varying and jump-diffusion Merton type model of interest rate risk***by*Espinosa, Fernando & Vives, Josep**167-175 Optimal portfolio problem with unknown dependency structure***by*Cheung, Ka Chun**176-188 Speedy convolution algorithms and Panjer recursions for phase-type distributions***by*Hipp, Christian**189-194 Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach***by*Tank, Fatih & Gebizlioglu, Omer L. & Apaydin, Aysen**195-214 The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case***by*Ballotta, Laura & Haberman, Steven

### 2005, Volume 37, Issue 3

**421-442 The win-first probability under interest force***by*Rulliere, Didier & Loisel, Stephane**443-468 Affine processes for dynamic mortality and actuarial valuations***by*Biffis, Enrico**469-493 Benefit uncertainty and default risk in pension plans***by*Khorasanee, Zaki**494-504 Multinomial model for random sums***by*Kolev, Nikolai & Paiva, Delhi**505-521 The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process***by*Ren, Jiandong**522-532 On the probability of ruin in a Markov-modulated risk model***by*Lu, Yi & Li, Shuanming**533-552 Fair valuation of participating policies with surrender options and regime switching***by*Siu, Tak Kuen**553-572 Static-arbitrage optimal subreplicating strategies for basket options***by*Hobson, David & Laurence, Peter & Wang, Tai-Ho**573-584 Occupation measure and local time of classical risk processes***by*Kolkovska, Ekaterina T. & Lopez-Mimbela, Jose A. & Morales, Jose Villa**585-598 Merton's model of optimal portfolio in a Black-Scholes Market driven by a fractional Brownian motion with short-range dependence***by*Jumarie, Guy**599-614 Optimal stopping behavior of equity-linked investment products with regime switching***by*Cheung, Ka Chun & Yang, Hailiang**615-634 Optimal investment for insurer with jump-diffusion risk process***by*Yang, Hailiang & Zhang, Lihong**635-649 Risk capital decomposition for a multivariate dependent gamma portfolio***by*Furman, Edward & Landsman, Zinoviy**650-672 On the discounted penalty function in a Markov-dependent risk model***by*Albrecher, Hansjorg & Boxma, Onno J.

### 2005, Volume 37, Issue 2

**153-153 Preface***by*Angela, Carla & Olivieri, Gennaro**154-172 Some asymptotic results for sums of dependent random variables, with actuarial applications***by*Laeven, Roger J.A. & Goovaerts, Marc J. & Hoedemakers, Tom**173-196 A Lévy process-based framework for the fair valuation of participating life insurance contracts***by*Ballotta, Laura**197-215 Calculation of finite time ruin probabilities for some risk models***by*Cardoso, Rui M.R. & Waters, Howard R.**216-228 The expected time to ruin in a risk process with constant barrier via martingales***by*Frostig, Esther**229-238 Dependent risks and excess of loss reinsurance***by*de Lourdes Centeno, Maria**239-269 Approximations for life annuity contracts in a stochastic financial environment***by*Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc**270-296 Endogenous model of surrender conditions in equity-linked life insurance***by*Bacinello, Anna Rita**297-323 Risk measure and fair valuation of an investment guarantee in life insurance***by*Barbarin, Jerome & Devolder, Pierre**324-334 On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times***by*Albrecher, Hansjorg & Claramunt, M.Merce & Marmol, Maite**335-354 Optimal contributions in a defined benefit pension scheme with stochastic new entrants***by*Colombo, Luigi & Haberman, Steven**355-370 Incorporating expert opinion into a stochastic model for the chain-ladder technique***by*Verrall, R.J. & England, P.D.

### 2005, Volume 37, Issue 1

**1-2 Preface***by*Genest, Christian**3-5 In memory of Bruno Bassan: Short biography and list of publications***by*Scarsini, Marco & Spizzichino, Fabio**6-12 Bivariate survival models with Clayton aging functions***by*Bassan, Bruno & Spizzichino, Fabio**13-26 Some notions of multivariate positive dependence***by*Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe**27-41 Discrete quasi-copulas***by*Quesada Molina, Jose Juan & Sempi, Carlo**42-48 Copulas with fractal supports***by*Fredricks, Gregory A. & Nelsen, Roger B. & Rodriguez-Lallena, Jose Antonio**49-67 Generalized diagonal band copulas***by*Lewandowski, Daniel**68-79 Case studies in multivariate-to-anything transforms for partially specified random vector generation***by*Stanhope, Stephen**80-100 Estimating the tail-dependence coefficient: Properties and pitfalls***by*Frahm, Gabriel & Junker, Markus & Schmidt, Rafael**101-114 Bivariate option pricing using dynamic copula models***by*van den Goorbergh, Rob W.J. & Genest, Christian & Werker, Bas J.M.**115-134 Worst VaR scenarios***by*Embrechts, Paul & Hoing, Andrea & Puccetti, Giovanni**135-151 Bounds on the value-at-risk for the sum of possibly dependent risks***by*Mesfioui, Mhamed & Quessy, Jean-Francois

### 2005, Volume 36, Issue 3

**237-250 Approximations for stop-loss reinsurance premiums***by*Reijnen, Rajko & Albers, Willem & Kallenberg, Wilbert C.M.**251-259 A large deviation result for aggregate claims with dependent claim occurrences***by*Kaas, Rob & Tang, Qihe**260-284 Bayesian Poisson log-bilinear mortality projections***by*Czado, Claudia & Delwarde, Antoine & Denuit, Michel**285-302 Extremes of asymptotically spherical and elliptical random vectors***by*Hashorva, Enkelejd**303-316 Ruin probability in the continuous-time compound binomial model***by*Liu, Guoxin & Wang, Ying & Zhang, Bei**317-328 Axiom of solvency and portfolio immunization under random interest rates***by*Gajek, Leslaw**329-346 Pricing equity-linked pure endowments with risky assets that follow Lévy processes***by*Jaimungal, Sebastian & Young, Virginia R.**347-364 Unifying framework for optimal insurance***by*Promislow, S.David & Young, Virginia R.**365-374 On a joint distribution for the risk process with constant interest force***by*Wu, Rong & Wang, Guojing & Zhang, Chunsheng**375-398 Optimal reinsurance under convex principles of premium calculation***by*Kaluszka, Marek**399-420 A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments***by*Paulsen, Jostein & Kasozi, Juma & Steigen, Andreas**421-432 Weak convergence approach to compound Poisson risk processes perturbed by diffusion***by*Sarkar, Joykrishna & Sen, Arusharka**433-440 Controlled risk processes in discrete time: Lower and upper approximations to the optimal probability of ruin***by*Groniowska, Agnieszka & Niemiro, Wojciech**441-455 The pricing of liabilities in an incomplete market using dynamic mean-variance hedging***by*Thomson, Robert J.**456-468 On a correlated aggregate claims model with thinning-dependence structure***by*Wang, Guojing & Yuen, Kam C.**469-484 Cyclical risk exposure of pension funds: A theoretical framework***by*Menoncin, Francesco**485-498 Second order behaviour of ruin probabilities in the case of large claims***by*Baltru-nas, Aleksandras**499-516 Market value of life insurance contracts under stochastic interest rates and default risk***by*Bernard, Carole & Le Courtois, Olivier & Quittard-Pinon, Francois**517-518 Note on option pricing by actuarial considerations***by*Schmitz, Norbert

### 2005, Volume 36, Issue 2

**119-135 Hierarchical Bayesian collective risk model: an application to health insurance***by*Migon, Helio S. & Moura, Fernando A.S.**137-152 Multivariate risk model of phase type***by*Cai, Jun & Li, Haijun**153-163 On modeling claim frequency data in general insurance with extra zeros***by*Yip, Karen C.H. & Yau, Kelvin K.W.**165-177 Bounds for the probability and severity of ruin in the Sparre Andersen model***by*Politis, Konstadinos**179-193 On the expected discounted penalty functions for two classes of risk processes***by*Li, Shuanming & Lu, Yi

### 2005, Volume 36, Issue 1

**1-11 Worst-case scenario investment for insurers***by*Korn, Ralf**13-24 On the deficit distribution when ruin occurs--discrete time model***by*Gajek, Leslaw**25-35 On optimal investment and subexponential claims***by*Schmidli, Hanspeter**37-55 Pricing optional group term insurance: a new approach using reservation prices***by*Ramsay, Colin M.**57-77 The compound Poisson random variable's approximation to the individual risk model***by*Yang, Jingping & Zhou, Shulin & Zhang, Zhenyong**79-92 The valuation of unit-linked policies with or without surrender options***by*Shen, Weixi & Xu, Huiping**93-101 Degree of downside risk aversion and self-protection***by*Chiu, W.Henry**103-116 Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary***by*Haberman, Steven & Sung, Joo-Ho

### 2004, Volume 35, Issue 3

**513-525 Ruin probabilities with a Markov chain interest model***by*Cai, Jun & Dickson, David C.M.**527-536 An extension of Arrow's result on optimality of a stop loss contract***by*Kaluszka, Marek**537-551 The premium and the risk of a life policy in the presence of interest rate fluctuations***by*Wang, Nan & Gerrard, Russell & Haberman, Steven**553-561 When does surplus reach a certain level before ruin?***by*Zhou, Xiaowen**563-579 On the generalization of Esscher and variance premiums modified for the elliptical family of distributions***by*Landsman, Zinoviy**581-594 A comonotonic image of independence for additive risk measures***by*Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe**595-609 Ordering optimal proportions in the asset allocation problem with dependent default risks***by*Cheung, Ka Chun & Yang, Hailiang**611-625 An efficient frontier for participating policies in a continuous-time economy***by*Iwaki, Hideki & Yumae, Shoji**627-647 Non-life rate-making with Bayesian GAMs***by*Denuit, Michel & Lang, Stefan**649-677 Analytically calibrated Box-Cox percentile limits for duration and event-time models***by*Yang, Zhenlin & Tsui, Albert K.**679-690 A Malliavin calculus approach to sensitivity analysis in insurance***by*Privault, Nicolas & Wei, Xiao**691-701 On a class of renewal risk models with a constant dividend barrier***by*Li, Shuanming & Garrido, Jose**703-714 On the distribution of surplus immediately after ruin under interest force and subexponential claims***by*Wang, Rongming & Yang, Hailiang & Wang, Hanxing

### 2004, Volume 35, Issue 2

**185-185 Preface***by*Quittard-Pinon, Francois & Serant, Daniel**187-203 Another look at the Picard-Lefevre formula for finite-time ruin probabilities***by*Rulliere, Didier & Loisel, Stephane**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