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April 2008, Volume 42, Issue 2
- 578-593 Valuation of intergenerational transfers in funded collective pension schemes
by Hoevenaars, Roy P.M.M. & Ponds, Eduard H.M.
- 594-599 Portfolio diversification under local and moderate deviations from power laws
by Ibragimov, Rustam & Walden, Johan
- 600-608 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
by Landriault, David & Willmot, Gordon
- 609-616 Cooperative hedging with a higher interest rate for borrowing
by Zhou, Qing & Wu, Weixing & Wang, Zengwu
- 617-627 The compound Poisson risk model with multiple thresholds
by Lin, X. Sheldon & Sendova, Kristina P.
- 628-637 Securitization of catastrophe mortality risks
by Lin, Yijia & Cox, Samuel H.
- 638-650 Fitting and validation of a bivariate model for large claims
by Drees, Holger & Müller, Peter
- 651-655 Improved convex upper bound via conditional comonotonicity
by Cheung, Ka Chun
- 656-667 Risk theory insight into a zone-adaptive control strategy
by Malinovskii, Vsevolod K.
- 668-679 Approximations for the moments of ruin time in the compound Poisson model
by Pitts, Susan M. & Politis, Konstadinos
- 680-690 A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
by Christiansen, Marcus C.
- 691-703 Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
by Young, Virginia R.
- 704-716 A general asset-liability management model for the efficient simulation of portfolios of life insurance policies
by Gerstner, Thomas & Griebel, Michael & Holtz, Markus & Goschnick, Ralf & Haep, Marcus
- 717-726 A risk model with paying dividends and random environment
by Kim, Bara & Kim, Hwa-Sung & Kim, Jeongsim
- 727-735 Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
by Boucher, Jean-Philippe & Denuit, Michel
- 736-745 On the parameterization of the CreditRisk + model for estimating credit portfolio risk
by Vandendorpe, Antoine & Ho, Ngoc-Diep & Vanduffel, Steven & Van Dooren, Paul
- 746-762 Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
by Loisel, Stéphane & Mazza, Christian & Rullière, Didier
- 763-770 Tail dependence for multivariate t -copulas and its monotonicity
by Chan, Yin & Li, Haijun
- 771-778 Indifference prices of structured catastrophe (CAT) bonds
by Egami, Masahiko & Young, Virginia R.
- 779-786 A Bayesian dichotomous model with asymmetric link for fraud in insurance
by Bermúdez, Ll. & Pérez, J.M. & Ayuso, M. & Gómez, E. & Vázquez, F.J.
- 787-796 A sensitivity analysis of typical life insurance contracts with respect to the technical basis
by Christiansen, Marcus C.
- 797-816 On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling
by Renshaw, A.E. & Haberman, S.
- 817-830 Heavy-tailed longitudinal data modeling using copulas
by Sun, Jiafeng & Frees, Edward W. & Rosenberg, Marjorie A.
- 831-838 Comonotonic approximations to quantiles of life annuity conditional expected present value
by Denuit, Michel
- 839-849 Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
by Gatzert, Nadine
- 850-854 A generalization of the credibility theory obtained by using the weighted balanced loss function
by Gómez-Déniz, E.
- 855-863 Some results on the CTE-based capital allocation rule
by Dhaene, J. & Henrard, L. & Landsman, Z. & Vandendorpe, A. & Vanduffel, S.
February 2008, Volume 42, Issue 1
- 1-13 Pension fund investments and the valuation of liabilities under conditional indexation
by de Jong, Frank
- 14-30 Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
by Ludkovski, Michael & Young, Virginia R.
- 31-38 Constant dividend barrier in a risk model with interclaim-dependent claim sizes
by Landriault, David
- 39-49 Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications
by Gómez-Déniz, Emilio & Sarabia, José Maria & Calderin-Ojeda, Enrique
- 50-58 The influence of corporate taxes on pricing and capital structure in property-liability insurance
by Gatzert, Nadine & Schmeiser, Hato
- 59-64 The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
by Wang, Guojing & Wu, Rong
- 65-72 Recursions for multivariate compound phase variables
by Eisele, Karl-Theodor
- 73-80 Modelling total tail dependence along diagonals
by Zhang, Ming-Heng
- 81-94 Adaptive control strategies and dependence of finite time ruin on the premium loading
by Malinovskii, Vsevolod K.
- 95-100 Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
by Courtois, Cindy & Denuit, Michel
- 101-106 On the distribution tail of an integrated risk model: A numerical approach
by Brokate, M. & Klüppelberg, C. & Kostadinova, R. & Maller, R. & Seydel, R.C.
- 107-118 Mean-variance optimization problems for an accumulation phase in a defined benefit plan
by Delong, Lukasz & Gerrard, Russell & Haberman, Steven
- 119-126 On the consistency of credibility premiums regarding Esscher principle
by Pan, Maolin & Wang, Rongming & Wu, Xianyi
- 127-146 Modelling dependence
by Kallenberg, Wilbert C.M.
- 147-153 Random sums of exchangeable variables and actuarial applications
by Kolev, Nikolai & Paiva, Delhi
- 154-162 Finite-time dividend-ruin models
by Leung, Kwai Sun & Kwok, Yue Kuen & Leung, Seng Yuen
- 163-176 Tail bounds for the joint distribution of the surplus prior to and at ruin
by Psarrakos, Georgios & Politis, Konstadinos
- 177-188 Allocation of risks and equilibrium in markets with finitely many traders
by Burgert, Christian & Rüschendorf, Ludger
- 189-211 Prices and sensitivities of Asian options: A survey
by Boyle, Phelim & Potapchik, Alexander
- 212-226 Valuation of life insurance products under stochastic interest rates
by Gaillardetz, Patrice
- 227-234 A two-dimensional ruin problem on the positive quadrant
by Avram, Florin & Palmowski, Zbigniew & Pistorius, Martijn
- 235-242 Coherent risk measures, coherent capital allocations and the gradient allocation principle
by Buch, A. & Dorfleitner, G.
- 243-254 Methods for estimating the optimal dividend barrier and the probability of ruin
by Gerber, Hans U. & Shiu, Elias S.W. & Smith, Nathaniel
- 255-260 An optimal insurance strategy for an individual under an intertemporal equilibrium
by Zhou, Chunyang & Wu, Chongfeng & Zhang, Shengping & Huang, Xuejun
- 261-270 Quantifying the error of convex order bounds for truncated first moments
by Brückner, Karsten
- 271-287 Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
by Jumarie, Guy
- 288-300 Robust regression credibility: The influence function approach
by Pitselis, Georgios
- 301-310 Insuring a risky investment project
by Loubergé, Henri & Watt, Richard
- 311-318 Ruin theory for a Markov regime-switching model under a threshold dividend strategy
by Zhu, Jinxia & Yang, Hailiang
- 319-331 Premium rates based on genetic studies: How reliable are they
by Lu, Li & Macdonald, Angus & Wekwete, Chessman
- 332-342 Evaluation of insurance products with guarantee in incomplete markets
by Consiglio, Andrea & De Giovanni, Domenico
- 343-358 The role of longevity bonds in optimal portfolios
by Menoncin, Francesco
- 359-377 Bruno de Finetti and the case of the critical line's last segment
by Barone, Luca
- 378-388 Prediction error in the chain ladder method
by Wüthrich, Mario V.
- 389-395 Estimation of loss reserves with lognormal development factors
by Han, Zhongxian & Gau, Wu-Chyuan
- 396-408 Following the rules: Integrating asset allocation and annuitization in retirement portfolios
by Horneff, Wolfram J. & Maurer, Raimond H. & Mitchell, Olivia S. & Dus, Ivica
- 409-418 Mortality modelling with Lévy processes
by Hainaut, Donatien & Devolder, Pierre
- 419-433 Fair valuation of insurance contracts under Lévy process specifications
by Kassberger, Stefan & Kiesel, Rüdiger & Liebmann, Thomas
- 434-444 On reinsurance and investment for large insurance portfolios
by Luo, Shangzhen & Taksar, Michael & Tsoi, Allanus
- 445-452 Some stability results of optimal investment in a simple Lévy market
by Niu, Liqun
- 453-458 Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time
by Neuenschwander, Daniel
- 459-465 Weighted premium calculation principles
by Furman, Edward & Zitikis, Ricardas
November 2007, Volume 41, Issue 3
- 299-316 Risk management of a bond portfolio using options
by Annaert, Jan & Deelstra, Griselda & Heyman, Dries & Vanmaele, Michèle
- 317-338 Pricing of Ratchet equity-indexed annuities under stochastic interest rates
by Kijima, Masaaki & Wong, Tony
- 339-361 Modelling the joint distribution of competing risks survival times using copula functions
by Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven
- 362-381 Integrating long-term care insurance purchase decisions with saving and investment for retirement
by Gupta, Aparna & Li, Lepeng
- 382-391 Optimal allocation of policy limits and deductibles
by Cheung, Ka Chun
September 2007, Volume 41, Issue 2
- 223-233 Extreme behavior of multivariate phase-type distributions
by Asimit, Alexandru V. & Jones, Bruce L.
- 234-249 On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
by Ahn, Soohan & Badescu, Andrei L.
- 250-263 Optimal investment for insurers when the stock price follows an exponential Lévy process
by Kostadinova, Radostina
- 264-278 Valuation of catastrophe reinsurance with catastrophe bonds
by Lee, Jin-Ping & Yu, Min-Teh
- 279-297 Risk measures, distortion parameters, and their empirical estimation
by Jones, Bruce L. & Zitikis, Ricardas
July 2007, Volume 41, Issue 1
- 1-16 Monotone and cash-invariant convex functions and hulls
by Filipovic, Damir & Kupper, Michael
- 17-31 On the discounted penalty function in the renewal risk model with general interclaim times
by Willmot, Gordon E.
- 32-40 A time-series risk model with constant interest for dependent classes of business
by Zhang, Zhiqiang & Yuen, Kam C. & Li, Wai Keung
- 41-52 Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
by Chadjiconstantinidis, Stathis & Politis, Konstadinos
- 53-61 Extreme behavior of bivariate elliptical distributions
by Asimit, Alexandru V. & Jones, Bruce L.
- 62-70 Jump diffusion processes and their applications in insurance and finance
by Jang, Jiwook
- 71-83 Predicting automobile claims bodily injury severity with sequential ordered logit models
by Ayuso, Mercedes & Santolino, Miguel
- 84-95 Valuation of cash flows under random rates of interest: A linear algebraic approach
by Date, P. & Mamon, R. & Wang, I.C.
- 96-110 Integrating optimal annuity planning with consumption-investment selections in retirement planning
by Gupta, Aparna & Li, Zhisheng
- 111-123 Optimal dividends in the dual model
by Avanzi, Benjamin & U. Gerber, Hans & S.W. Shiu, Elias
- 124-133 The compound binomial risk model with time-correlated claims
by Xiao, Yuntao & Guo, Junyi
- 134-155 Management of a pension fund under mortality and financial risks
by Hainaut, Donatien & Devolder, Pierre
- 156-162 On a modification of the classical risk process
by Bratiychuk, M.S. & Derfla, D.
- 163-184 Dividend maximization under consideration of the time value of ruin
by Thonhauser, Stefan & Albrecher, Hansjorg
- 185-195 On the ruin probabilities of a bidimensional perturbed risk model
by Li, Junhai & Liu, Zaiming & Tang, Qihe
- 196-221 Minimizing the probability of lifetime ruin under borrowing constraints
by Bayraktar, Erhan & Young, Virginia R.
May 2007, Volume 40, Issue 3
- 357-385 Lookback options and dynamic fund protection under multiscale stochastic volatility
by Wong, Hoi Ying & Chan, Chun Man
- 386-402 An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
by Koch, Inge & Schepper, Ann De
- 403-414 On variational bounds in the compound Poisson approximation of the individual risk model
by Roos, Bero
- 415-423 The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
by Chen, Yiqing & Ng, Kai W.
- 424-434 Bayesian graduation of mortality rates: An application to reserve evaluation
by da Rocha Neves, Cesar & Migon, Helio S.
- 435-444 Hedging life insurance with pure endowments
by Bayraktar, Erhan & Young, Virginia R.
- 445-458 The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
by Kleinow, Torsten & Willder, Mark
- 459-467 Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
by Frostig, Esther & Zaks, Yaniv & Levikson, Benny
- 468-484 Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality
by Willemse, W.J. & Kaas, R.
- 485-497 Moments of claims in a Markovian environment
by Kim, Bara & Kim, Hwa-Sung
- 498-508 Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
by Leipus, Remigijus & Siaulys, Jonas
- 509-523 Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
by Wan, Ning
- 525-532 Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
by Charpentier, Arthur & Segers, Johan
March 2007, Volume 40, Issue 2
- 179-199 Distribution-free option pricing
by Schepper, Ann De & Heijnen, Bart
- 200-208 On the asymptotic distribution of certain bivariate reinsurance treaties
by Hashorva, Enkelejd
- 209-230 Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
by Roorda, Berend & Schumacher, J.M.
- 231-255 Default risk, bankruptcy procedures and the market value of life insurance liabilities
by Chen, An & Suchanecki, Michael
- 256-266 Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
by Wang, Yuebao & Yang, Yang & Wang, Kaiyong & Cheng, Dongya
- 267-282 Pricing exotic options under regime switching
by Boyle, Phelim & Draviam, Thangaraj
- 283-292 Stochastic pension fund control in the presence of Poisson jumps
by Ngwira, Bernard & Gerrard, Russell
- 293-301 On the expected discounted penalty function for a perturbed risk process driven by a subordinator
by Morales, Manuel
- 302-310 The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts
by Xiao, Jianwu & Hong, Zhai & Qin, Chenglin
- 311-321 The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
by Taksar, Michael & Hunderup, Christine Loft
- 322-334 Optimal investment for an insurer: The martingale approach
by Wang, Zengwu & Xia, Jianming & Zhang, Lihong
- 335-355 Pricing general insurance with constraints
by Emms, Paul
January 2007, Volume 40, Issue 1
- 1-14 On non-monotonic ageing properties from the Laplace transform, with actuarial applications
by Belzunce, Felix & Ortega, Eva-Maria & Ruiz, Jose M.
- 15-34 Optimal strategies for pricing general insurance
by Emms, P. & Haberman, S. & Savoulli, I.
- 35-57 A law of large numbers approach to valuation in life insurance
by Fischer, Tom
- 58-76 Actuarial statistics with generalized linear mixed models
by Antonio, Katrien & Beirlant, Jan
- 77-84 Optimal investment for an insurer with exponential utility preference
by Wang, Nan
- 85-94 Coherent risk measure, equilibrium and equilibrium pricing
by Gao, Feng & Song, Fengming & Zhang, Lihong
- 95-103 Joint distributions of some actuarial random vectors in the compound binomial model
by Liu, Guoxin & Zhao, Jinyan
- 104-112 The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
by Yuen, Kam C. & Wang, Guojing & Li, Wai K.
- 113-134 Asymptotic and numerical analysis of the optimal investment strategy for an insurer
by Emms, P. & Haberman, S.
- 135-144 The timing of annuitization: Investment dominance and mortality risk
by Milevsky, Moshe A. & Young, Virginia R.
- 145-163 Claim reserving with fuzzy regression and Taylor's geometric separation method
by de Andres-Sanchez, Jorge
- 164-178 The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies
by Kling, Alexander & Richter, Andreas & Ru[ss], Jochen
December 2006, Volume 39, Issue 3
- 1-1 Editorial
by Marceau, E. & Goulet, V.
- 285-286 IME-award
by Shapiro, A.F.
- 287-309 Fuzzy formulation of the Lee-Carter model for mortality forecasting
by Koissi, Marie-Claire & Shapiro, Arnold F.
- 310-329 Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
by Melnikov, Alexander & Romaniuk, Yulia
- 330-355 Asset and liability management under a continuous-time mean-variance optimization framework
by Chiu, Mei Choi & Li, Duan
- 356-375 The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements
by Ballotta, Laura & Esposito, Giorgia & Haberman, Steven
- 376-389 Excess of loss reinsurance under joint survival optimality
by Kaishev, Vladimir K. & Dimitrova, Dimitrina S.
- 390-390 Third Brazilian conference on statistical modelling in insurance and finance First announcement -- Call for papers
by Kolev, N.
- 392-392 Call for papers American Risk and Insurance Association 2007 annual meeting August 5-8, 2007 Quebec City, Canada
by Vaughan, Terri
- 393-393 Announcement and call for papers
by Kaas, R.
October 2006, Volume 39, Issue 2
- 171-183 Risk-neutral valuation of participating life insurance contracts
by Bauer, Daniel & Kiesel, Rudiger & Kling, Alexander & Ru[ss], Jochen
- 185-191 Multivariate loss prediction in the multivariate additive model
by Hess, Klaus Th. & Schmidt, Klaus D. & Zocher, Mathias
- 193-217 Valuation and hedging of life insurance liabilities with systematic mortality risk
by Dahl, Mikkel & Moller, Thomas
- 219-229 Regret, portfolio choice, and guarantees in defined contribution schemes
by Muermann, Alexander & Mitchell, Olivia S. & Volkman, Jacqueline M.
- 231-249 Measuring the effect of mortality improvements on the cost of annuities
by Khalaf-Allah, M. & Haberman, S. & Verrall, R.
- 251-266 Demand and adverse selection in a pooled annuity fund
by Valdez, Emiliano A. & Piggott, John & Wang, Liang
- 267-284 Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence
by Yang, Jingping & Cheng, Shihong & Zhang, Lihong
August 2006, Volume 39, Issue 1
- 1-18 The compound binomial model with randomized decisions on paying dividends
by Tan, Jiyang & Yang, Xiangqun
- 19-34 Risk measures via g-expectations
by Rosazza Gianin, Emanuela
- 35-46 A private management strategy for the crop yield insurer: A theoretical approach and tests
by Phelippe-Guinvarc'h, Martial V. & Cordier, Jean E.
- 47-68 Optimal insurance in a continuous-time model
by Moore, Kristen S. & Young, Virginia R.
- 69-80 Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts
by Sanguesa, C.
- 81-98 Optimal investment decisions with a liability: The case of defined benefit pension plans
by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo
- 99-113 Generalized estimating equations for variance and covariance parameters in regression credibility models
by Lo, Chi Ho & Fung, Wing Kam & Zhu, Zhong Yi
- 115-121 On the use of posterior regret [Gamma]-minimax actions to obtain credibility premiums
by Gomez-Deniz, E. & Perez-Sanchez, J.M. & Vazquez-Polo, F.J.
- 123-133 Dynamic greeks
by Norberg, Ragnar
- 135-149 Pricing of multi-period rate of return guarantees: The Monte Carlo approach
by Bakken, Henrik & Lindset, Snorre & Olson, Lars Hesstvedt
- 151-170 On the stop-loss transform and order for the surplus process perturbed by diffusion
by Tsai, Cary Chi-Liang
June 2006, Volume 38, Issue 3
- 427-440 Mortality-dependent financial risk measures
by Dowd, Kevin & Cairns, Andrew J.G. & Blake, David
- 441-459 On univariate extreme value statistics and the estimation of reinsurance premiums
by Vandewalle, B. & Beirlant, J.
- 460-468 Variability of total claim amounts under dependence between claims severity and number of events
by Belzunce, Felix & Ortega, Eva-Maria & Pellerey, Franco & Ruiz, Jose M.
- 469-483 Catastrophe options with stochastic interest rates and compound Poisson losses
by Jaimungal, Sebastian & Wang, Tao
- 484-494 Monotonicity results for portfolios with heterogeneous claims arrival processes
by Frostig, Esther & Denuit, Michel
- 495-517 Enhancing insurer value through reinsurance optimization
by Krvavych, Yuriy & Sherris, Michael
- 518-528 Minimax pricing and Choquet pricing
by Chen, Zengjing & Kulperger, Reg
- 529-539 The maximum surplus before ruin in an Erlang(n) risk process and related problems
by Li, Shuanming & Dickson, David C.M.
- 540-555 Modelling negatives in stochastic reserving models
by Kunkler, Michael
- 556-570 A cohort-based extension to the Lee-Carter model for mortality reduction factors
by Renshaw, A.E. & Haberman, S.
- 571-584 Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
by Brito, Margarida & Moreira Freitas, Ana Cristina
- 585-598 Pricing and hedging guaranteed returns on mix funds
by Vellekoop, M.H. & Vd Kamp, A.A. & Post, B.A.
- 599-608 Hedging life insurance contracts in a Lévy process financial market
by Riesner, Martin
- 609-629 Claim dependence with common effects in credibility models
by Yeo, Keng Leong & Valdez, Emiliano A.
- 630-639 Analysis of risk measures for reinsurance layers
by Ladoucette, Sophie A. & Teugels, Jef L.
April 2006, Volume 38, Issue 2
- 215-228 Hedging guarantees in variable annuities under both equity and interest rate risks
by Coleman, Thomas F. & Li, Yuying & Patron, Maria-Cristina
- 229-252 Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
by Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch
- 253-270 Testing hypotheses about the equality of several risk measure values with applications in insurance
by Jones, Bruce L. & Puri, Madan L. & Zitikis, Ricardas
- 271-288 The impact of the determinants of mortality on life insurance and annuities
by Kwon, Hyuk-Sung & Jones, Bruce L.
- 289-297 Consistent risk measures for portfolio vectors
by Burgert, Christian & Ruschendorf, Ludger
- 298-308 On the first time of ruin in the bivariate compound Poisson model
by Yuen, Kam C. & Guo, Junyi & Wu, Xueyuan
- 309-323 Ruin probabilities in the discrete time renewal risk model
by Cossette, Helene & Landriault, David & Marceau, Etienne
- 324-334 A new characterization of distortion premiums via countable additivity for comonotonic risks
by Wu, Xianyi & Zhou, Xian
- 335-346 Survival risks, intertemporal consumption, and insurance: The case of distorted probabilities
by Bleichrodt, Han & Eeckhoudt, Louis
- 347-359 Production under uncertainty with insurance or hedging
by Hau, Arthur
- 360-373 Copula credibility for aggregate loss models
by Frees, Edward W. & Wang, Ping
- 374-390 An insurance network: Nash equilibrium
by Ramasubramanian, S.
- 391-405 The preservation of classes of discrete distributions under convolution and mixing
by Pavlova, Kristina P. & Cai, Jun & Willmot, Gordon E.
- 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
February 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