Printed from https://ideas.repec.org/s/taf/sactxx3.html
Content
2014, Volume 2014, Issue 5
- 424-438 Optimal reinsurance arrangements in the presence of two reinsurers
by Yichun Chi & Hui Meng - 439-457 Modelling critical illness claim diagnosis rates I: methodology
by Erengul Ozkok & George Streftaris & Howard Waters & A. David Wilkie - 458-482 Modelling critical illness claim diagnosis rates II: results
by E. Ozkok & G. Streftaris & H.R. Waters & A.D. Wilkie
2014, Volume 2014, Issue 4
- 283-308 On semiparametric estimation of ruin probabilities in the classical risk model
by Esterina Masiello - 309-338 On a nonparametric estimator for ruin probability in the classical risk model
by Zhimin Zhang & Hailiang Yang & Hu Yang - 339-351 SC-CR Algorithms with informative masking
by Peter Adamic & Sylvain Caron - 352-367 Pricing catastrophe risk in life (re)insurance
by Erland Ekheden & Ola Hössjer - 368-382 First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
by David Landriault & Tianxiang Shi
2014, Volume 2014, Issue 3
- 189-207 Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon
by Mark Bebbington & Rebecca Green & Chin-Diew Lai & Ričardas Zitikis - 208-227 Rethinking age-period-cohort mortality trend models
by Daniel Alai & Michael Sherris - 228-254 Insurance markets and unisex tariffs: is the European Court of Justice improving or destroying welfare?
by Jörn Sass & Frank Seifried - 255-277 The moments of the Gompertz distribution and maximum likelihood estimation of its parameters
by Adam Lenart - 278-281 Regarding folded models and the paper by Brazauskas and Kleefeld (2011)
by David Scollnik - 282-282 Errata for ‘Optimal dividend control for a generalized risk model with investment incomes and debit interest’ online version
by Jinxia Zhu
2014, Volume 2014, Issue 2
- 93-115 A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
by Lothar Breuer & Andrei Badescu - 116-124 On the complete monotonicity of the compound geometric convolution with applications in risk theory
by Sung Chiu & Chuancun Yin - 125-158 On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula
by Stathis Chadjiconstantinidis & Spyridon Vrontos - 159-179 Longitudinal modeling of insurance claim counts using jitters
by Peng Shi & Emiliano Valdez - 180-187 New composite models for the Danish fire insurance data
by S. Nadarajah & S.A.A. Bakar
2014, Volume 2014, Issue 1
- 1-31 Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
by Alexey Kuznetsov & Manuel Morales - 32-40 An axiomatic approach to the valuation of cash flows
by Fredrik Armerin - 41-57 Quantifying mortality risk in small defined-benefit pension schemes
by Catherine Donnelly - 58-71 Modelling and predicting customer churn from an insurance company
by Clara-Cecilie Günther & Ingunn Tvete & Kjersti Aas & Geir Sandnes & Ørnulf Borgan - 72-91 Optimal reinsurance under general law-invariant risk measures
by K.C. Cheung & K.C.J. Sung & S.C.P. Yam & S.P. Yung
2013, Volume 2013, Issue 6
- 403-423 On mixing, compounding, and tail properties of a class of claim number distributions
by Gordon Willmot - 424-452 Randomized observation periods for the compound Poisson risk model: the discounted penalty function
by Hansjörg Albrecher & Eric Cheung & Stefan Thonhauser - 453-476 Ruin probabilities in models with a Markov chain dependence structure
by C. Constantinescu & D. Kortschak & V. Maume-Deschamps
2013, Volume 2013, Issue 5
- 325-339 Jackknife empirical likelihood for parametric copulas
by Ruodu Wang & Liang Peng & Jingping Yang - 340-351 Contingent means in multi-life models
by Liang Hong & Jyotirmoy Sarkar - 352-382 Sharp approximations of ruin probabilities in the discrete time models
by Lesław Gajek & Marcin Rudź - 383-402 Modeling of group-specific mortality in China using a modified Lee–Carter model
by Bojuan Zhao & Xiangliang Liang & Wenke Zhao & Delong Hou
2013, Volume 2013, Issue 4
- 241-262 Fitting bivariate losses with phase-type distributions
by Amin Zadeh & Martin Bilodeau - 263-285 Optimal investment-reinsurance with dynamic risk constraint and regime switching
by Jingzhen Liu & Ka-Fai Yiu & Tak Siu & Wai-Ki Ching - 286-323 Safety margins for unsystematic biometric risk in life and health insurance
by Marcus Christiansen
2013, Volume 2013, Issue 3
- 163-185 On finite-time ruin probabilities with reinsurance cycles influenced by large claims
by Mathieu Bargès & Stéphane Loisel & Xavier Venel - 186-212 Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
by Landy Rabehasaina & Cary Chi-Liang Tsai - 213-239 On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process
by Zhimin Zhang & Hailiang Yang & Hu Yang
2013, Volume 2013, Issue 2
- 83-102 Ruin problems for a discrete time risk model with non-homogeneous conditions
by Anna Castañer & M. Claramunt & Maude Gathy & Claude Lefèvre & Maite Mármol - 103-118 Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
by Ka Cheung & Steven Vanduffel - 119-139 Optimal insurance contract with stochastic background wealth
by Hung-Hsi Huang & Yung-Ming Shiu & Ching-Ping Wang - 140-162 Optimal dividend control for a generalized risk model with investment incomes and debit interest
by Jinxia Zhu
2013, Volume 2013, Issue 1
- 1-23 A cautionary note on pricing longevity index swaps
by Rui Zhou & Johnny Li - 24-48 Raising and allocation capital principles as optimal managerial contracts
by Fernando Mierzejewski - 49-68 Performance measurement of pension strategies: a case study of Danish life-cycle products
by Montserrat Guillén & Jens Nielsen & Ana Pérez-Marín & Kitt Petersen - 69-83 On beta-product convolutions
by Enkelejd Hashorva
2012, Volume 2012, Issue 4
- 233-257 A handbook of parametric survival models for actuarial use
by S. J. Richards - 258-277 Performance measurement of pension strategies: a case study of Danish life cycle products
by Montserrat Guillén & Jens Perch Nielsen & Ana Pérez-Marín & Kitt Petersen - 278-305 A mixed copula model for insurance claims and claim sizes
by Claudia Czado & Rainer Kastenmeier & Eike Brechmann & Aleksey Min
2012, Volume 2012, Issue 3
- 153-182 A unifying approach to the analysis of business with random gains
by Eric Cheung - 183-202 Erlang risk models and finite time ruin problems
by David Dickson & Shuanming Li - 203-231 Understanding, modelling and managing longevity risk: key issues and main challenges
by Pauline Barrieu & Harry Bensusan & Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Claudia Ravanelli & Yahia Salhi
2012, Volume 2012, Issue 2
- 81-105 An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
by Victor Korolev & Irina Shevtsova - 106-129 Modeling dependent yearly claim totals including zero claims in private health insurance
by Vinzenz Erhardt & Claudia Czado - 130-152 A generalized penalty function for a class of discrete renewal processes
by Jae-Kyung Woo
2012, Volume 2012, Issue 1
- 1-39 Stochastic projection for large individual losses
by Damien Drieskens & Marc Henry & Jean-François Walhin & Jürgen Wielandts - 40-55 Joint moments of discounted compound renewal sums
by Ghislain Léveillé & Franck Adékambi - 56-69 Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
by Yasutaka Shimizu - 70-79 An extension of the Whittaker–Henderson method of graduation
by Alicja Nocon & William Scott
2011, Volume 2011, Issue 4
- 1-1 Editorial Board
by The Editors - 239-266 The genetics of breast and ovarian cancer IV: a model of breast cancer progression
by Baopeng Lu & Angus Macdonald & Howard Waters - 267-291 The genetics of breast and ovarian cancer V: application to income protection insurance
by Baopeng Lu & Angus Macdonald & Howard Waters & Fei Yu - 292-317 On the distortion of a copula and its margins
by Emiliano Valdez & Yugu Xiao - 318-318 Actuarial mathematics for life contingent risks by David C.M. Dickson, Mary R. Hardy and Howard R. Waters
by The Editors - 319-319 Regression modeling with actuarial and financial applications by Edward W. Frees
by The Editors - 319-320 Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse
by Boualem Djehiche
2011, Volume 2011, Issue 3
- 155-176 Minimising expected discounted capital injections by reinsurance in a classical risk model
by Julia Eisenberg & Hanspeter Schmidli - 177-192 Composite Lognormal–Pareto model with random threshold
by Mathieu Pigeon & Michel Denuit - 193-213 Hierarchical structures in the aggregation of premium risk for insurance underwriting
by Nino Savelli & Gian Clemente - 214-237 Prediction of outstanding payments in a Poisson cluster model
by Anders Jessen & Thomas Mikosch & Gennady Samorodnitsky
2011, Volume 2011, Issue 2
- 75-95 On a multi-threshold compound Poisson surplus process with interest
by Ilie-Radu Mitric & Kristina Sendova - 96-117 Extending the Lee–Carter model: a three-way decomposition
by Maria Russolillo & Giuseppe Giordano & Steven Haberman - 118-137 The proper distribution function of the deficit in the delayed renewal risk model
by So-Yeun Kim & Gordon Willmot - 138-153 Covariance of discounted compound renewal sums with a stochastic interest rate
by Ghislain Léveillé & Franck Adékambi
2011, Volume 2011, Issue 1
- 1-20 Future building water loss projections posed by climate change
by Ola Haug & Xeni Dimakos & Jofrid Vårdal & Magne Aldrin & Elisabeth Meze-Hausken - 21-37 Diagonal effects in claims reserving
by Anders Jessen & Niels Rietdorf - 38-58 Erlangian approximation to finite time ruin probabilities in perturbed risk models
by David Stanford & Kaiqi Yu & Jiandong Ren - 59-74 Folded and log-folded- distributions as models for insurance loss data
by Vytaras Brazauskas & Andreas Kleefeld
2010, Volume 2010, Issue 4
- 249-267 Inequalities for the De Pril approximation to the distribution of the number of policies with claims
by Raluca Vernic & Jan Dhaene & Bjørn Sundt - 268-283 Some results on the joint distribution prior to and at the time of ruin in the classical model
by Georgios Psarrakos - 284-311 Stochastic mortality under measure changes
by Enrico Biffis & Michel Denuit & Pierre Devolder - 312-327 Multiple decrement modeling in the presence of interval censoring and masking
by Peter Adamic & Stephanie Dixon & Daniel Gillis
2010, Volume 2010, Issue 3
- 165-184 Moment generating functions of compound renewal sums with discounted claims
by Ghislain Léveillé & José Garrido & Ya Fang Wang - 185-199 Gerber–Shiu analysis with a generalized penalty function
by Eric Cheung & David Landriault & Gordon Willmot & Jae-Kyung Woo - 200-220 An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
by Cary Tsai & Yi Lu - 221-245 Analysis of ruin measures for the classical compound Poisson risk model with dependence
by Héléne Cossette & Etienne Marceau & Fouad Marri - 246-247 Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’
by Abdelhakim Necir & Brahim Brahimi & Djamel Meraghni
2010, Volume 2010, Issue 2
- 83-92 Strong stability in a two-dimensional classical risk model with independent claims
by Zina Benouaret & Djamil Aïssani - 93-104 Extremes on the discounted aggregate claims in a time dependent risk model
by Alexandru Asimit & Andrei Badescu - 105-135 Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
by Hansjörg Albrecher & Christian Hipp & Dominik Kortschak - 136-147 On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy
by Shuanming Li & Yi Lu - 148-160 Can stocks help mend the asset and liability mismatch?
by Boualem Djehiche & Jonas Rinné - 161-164 Commutation functions under Gompertz–Makeham mortality
by Andreas Lagerås
2010, Volume 2010, Issue 1
- 1-14 Pensions and genetics: can longevity genes be reliable risk factors for annuity pricing?
by Angus Macdonald & Kenneth McIvor - 15-35 Investing for retirement through a with-profits pension scheme: a client's perspective
by Michael Preisel & Søren Jarner & Rune Eliasen - 36-55 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
by Lihua Bai & Junyi Guo - 56-67 Lapse rate modeling: a rational expectation approach
by Domenico De Giovanni - 68-81 Modeling multiple risks in the presence of double censoring
by Peter Adamic
2009, Volume 2009, Issue 4
- 253-280 Optimal design of equity-linked products with a probabilistic constraint
by Phelim Boyle & Weidong Tian - 281-294 On the discounted penalty function in a discrete time renewal risk model with general interclaim times
by Xueyuan Wu & Shuanming Li - 295-305 Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
by Esther Frostig & Michel Denuit - 306-331 Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
by Susanna Björkwall & Ola Hössjer & Esbjörn Ohlsson
2009, Volume 2009, Issue 3
- 169-186 A two-account model of pension saving contracts
by Mogens Steffensen & Stephan Waldstrøm - 187-204 On the ordering of ruin probabilities for the surplus process perturbed by diffusion
by Cary Chi-Liang Tsai - 205-218 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
by Chengguo Weng & Yi Zhang & Ken Tan - 219-238 The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
by Knut Aase - 239-251 Projections of pension fund solvency under alternative valuation regimes
by Andriy Andreev & Hans-Kristian Sjöholm
2009, Volume 2009, Issue 2
- 85-103 Elliptical families and copulas: tilting and premium; capital allocation
by Zinoviy Landsman - 104-118 Monotonicity properties and the deficit at ruin in the Sparre Andersen model
by Georgios Psarrakos & Konstadinos Politis - 119-151 Risk minimization with inflation and interest rate risk: applications to non-life insurance
by Jérôme Barbarin & Tanguy De Launois & Pierre Devolder - 152-167 A flexible model for actuarial risks under dependence
by Willem Albers & Wilbert Kallenberg & Viktor Lukocius - 168-168 Book Review
by Boualem Djehiche
2009, Volume 2009, Issue 1
- 1-26 Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
by Łukasz Delong - 27-37 The distribution of compound sums of Pareto distributed losses
by Colin Ramsay - 38-62 Management of catastrophic risks considering the existence of early warning systems
by Claudia Flores - 63-84 Uncertainty of the claims development result in the chain ladder method
by Mario Wüthrich & Michael Merz & Natalia Lysenko
2008, Volume 2008, Issue 4
- 202-242 Second-order Bayesian revision of a generalised linear model
by Greg Taylor - 243-282 Modelling long-term investment returns via Bayesian infinite mixture time series models
by John Lau & Tak Siu - 283-300 Bounds on the estimation error in the chain ladder method
by Mario Wüthrich & Michael Merz & Hans Bühlmann - 301-314 Combining generalized linear models and credibility models in practice
by Esbjörn Ohlsson - 315-315 Solvency II: stability problems with the SCR aggregation formula
by Dietmar Pfeifer & Doreen Strassburger - 316-316 Book Review
by Boualem Djehiche - 317-317 39 International Astin Colloquium
by The Editors
2008, Volume 2008, Issue 2-3
- 79-113 Modelling and management of mortality risk: a review
by Andrew Cairns & David Blake & Kevin Dowd - 114-146 On systematic mortality risk and risk-minimization with survivor swaps
by Mikkel Dahl & Martin Melchior & Thomas Møller - 147-173 The evolution of death rates and life expectancy in Denmark
by Søren Jarner & Esben Kryger & Chresten Dengsøe - 174-183 Reference mortality K2004 of personal life insurance policies in Finland
by Mika Mäkinen - 184-199 Mortality among Swedish insured
by Ellinor Samuelsson
2008, Volume 2008, Issue 1
- 1-15 Randomized dividends in the compound binomial model with a general premium rate
by David Landriault - 16-33 Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion
by Alexandros Zimbidis - 34-40 The optimal claiming strategies in a Bonus-Malus System and the monotony property
by Yaniv Zaks - 41-60 On finite-time ruin probabilities for classical risk models
by Claude Lefèvre & Stéphane Loisel - 61-77 Solvency II: stability problems with the SCR aggregation formula
by Dietmar Pfeifer & Doreen Strassburger
2007, Volume 2007, Issue 4
- 227-247 Analysis of a threshold dividend strategy for a MAP risk model
by Andrei Badescu & Steve Drekic & David Landriault - 248-260 On the analysis of a multi-threshold Markovian risk model
by Andrei Badescu & Steve Drekic & David Landriault - 261-280 Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
by Arthur Chiragiev & Zinoviy Landsman - 281-292 Mean and dispersion modelling for policy claims costs
by Gillian Heller & D. Mikis Stasinopoulos & Robert Rigby & Piet De Jong - 293-304 Non-parametric estimation of operational risk losses adjusted for under-reporting
by Tine Buch-Kromann & Martin Englund & Jim Gustafsson & Jens Perch Nielsen & Fredrik Thuring
2007, Volume 2007, Issue 3
- 147-161 Statistical estimate of the proportional hazard premium of loss
by Abdelhakim Necir & Djamel Meraghni & Fatima Meddi - 162-179 Nested -statistics and their use in comparing the riskiness of portfolios
by Vytaras Brazauskas & Bruce Jones & Madan Puri & Ričardas Zitikis - 180-201 Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
by Ugur Tuncay Alparslan & Gennady Samorodnitsky - 202-225 Spatial modelling of claim frequency and claim size in non-life insurance
by Susanne Gschlößl & Claudia Czado - 226-226 Corrigendum
by Jan Dhaene & Gordon Willmot & Bjørn Sundt
2007, Volume 2007, Issue 2
- 73-107 Optimal expected exponential utility of dividend payments in a Brownian risk model
by Peter Grandits & Friedrich Hubalek & Walter Schachermayer & Mislav Žigo - 108-125 Valuation portfolio in non-life insurance
by Markus Buchwalder & Hans Bühlmann & Michael Merz & Mario Wüthrich - 126-134 Solvency II: Calibration for skewness
by Arne Sandström - 135-146 Topical modelling issues in Solvency II
by Ronkainen Vesa & Koskinen Lasse & Berglund Raoul
2007, Volume 2007, Issue 1
- 1-19 Association and heterogeneity of insured lifetimes in the Lee–Carter framework
by Michel Denuit & Esther Frostig - 20-33 On composite lognormal-Pareto models
by David Scollnik - 34-52 Markov-modulated diffusion risk models
by Nicole Bäuerle & Mirko Kötter - 53-70 Pragmatic insurance option pricing
by Jon Holtan
2006, Volume 2006, Issue 6
- 311-337 Principle of equivalent utility and universal variable life insurance pricing
by Jin Ma & Yuhua Yu - 338-367 The Genetics of Breast and Ovarian Cancer III: A new model of family history with insurance applications
by Eng Hock Gui & Baopeng Lu & Angus Macdonald & Howard Waters & Chessman Wekwete - 368-377 On de-seasonalising adjusted-average formulae
by T.K.J. Herbert & W.F. Scott - 378-379 Arne Sandström. Solvency, Models, Assessment and Regulation. Chapman & Hall/CRC, 2005)
by The Editors
2006, Volume 2006, Issue 5
- 247-264 An actuarial analysis of the French bonus-malus system
by Sandra Pitrebois & Michel Denuit & Jean-François Walhin - 265-285 On a risk model with dependence between interclaim arrivals and claim sizes
by Mathieu Boudreault & Hélène Cossette & David Landriault & Etienne Marceau - 286-309 Types of dependence and time-dependent association between two lifetimes in single parameter copula models
by Jaap Spreeuw
2006, Volume 2006, Issue 4
- 183-202 On the severity of ruin in a Markov-modulated risk model
by Yi Lu - 203-225 Extreme dependence of multivariate catastrophic losses
by Laurence Lescourret & Christian Robert - 226-242 Longevity and adjustment in pension annuities, with application to Finland
by Marie-Claire Koissi
2006, Volume 2006, Issue 3
- 129-140 Some results on the compound Markov binomial model
by Kam-Chuen Yuen & Junyi Guo - 141-162 Compound mixed Poisson distributions I
by Saralees Nadarajah & Samuel Kotz - 163-181 Compound Mixed Poisson Distributions II
by Saralees Nadarajah & Samuel Kotz - 182-182 A Course in Credibility Theory and its Applications, by H. Bühlmann and A. Gisler. Published by Springer 2005
by Esbjörn Ohlsson
2006, Volume 2006, Issue 2
- 73-85 The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
by Shuanming Li - 86-110 Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
by Hansjörg Albrecher & Søren Asmussen c - 111-127 Bounds of ruin probability for regime-switching models using time scale separation
by G. Yin & Y. J. Liu & H. Yang
2005, Volume 2005, Issue 6
- 401-416 Minimal ruin probabilities and investment under interest force for a class of subexponential distributions
by Peter Grandits - 417-432 Lundberg parameters for non standard risk processes
by Claudio Macci & Gabriele Stabile & Giovanni Luca Torrisi - 433-445 The surplus prior to ruin and the deficit at ruin for a correlated risk process
by Andrei Badescu & Lothar Breuer & Steve Drekic & Guy Latouche & David Stanford - 446-461 The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
by Marc Goovaerts & Rob Kaas & Roger Laeven & Qihe Tang & Raluca Vernic - 462-480 Ruin estimation in multivariate models with Clayton dependence structure
by Yuliya Bregman & Claudia Klüppelberg
2004, Volume 2004, Issue 6
- 401-430 Optimal retention levels, given the joint survival of cedent and reinsurer
by V. K. Kaishev - 431-447 Insurance contracts portfolios with heterogenous parametric life distributions
by M. Dahan & E. Frostig & N. A. Langberg - 448-461 Credibility ratemaking using collateral information
by Yu Luo & Virginia R. Young & Edward W. Frees - 462-474 Solvency II – towards a new insurance supervisory system in the EU
by Ulf Linder & Vesa Ronkainen - 475-475 Book review
by The Editors
2004, Volume 2004, Issue 5
- 321-335 Asymptotics of ruin probabilities for controlled risk processes in the small claims case
by Christian Hipp - 336-354 A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model
by J. M. Reinhard & M. Snoussi - 355-371 Traditional versus non-traditional reinsurance in a dynamic setting
by Nicole Bäuerle - 372-394 On accounting standards and fair valuation of life insurance and pension liabilities
by Peter Løchte Jørgensen - 395-395 Book review
by The Editors
2004, Volume 2004, Issue 4
- 241-255 The deficit at ruin in the stationary renewal risk model
by Gordon Willmot - 256-278 Ruin probabilities and investment under interest force in the presence of regularly varying tails
by J. Gaier & P. Grandits - 279-313 Huntington's disease, critical illness insurance and life insurance
by Angus Macdonald - 314-315 Book review
by The Editors
2004, Volume 2004, Issue 3
- 161-188 On Mixed and Compound Mixed Poisson Distributions
by Demetrios L. Antzoulakos & Stathis Chadjiconstantinidis - 189-210 On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability
by Manfred Schäl - 211-228 Extreme Value Theory and Archimedean Copulas
by Mario V. Wüthrich - 229-240 The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
by Qihe Tang
2004, Volume 2004, Issue 1
- 1-13 Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
by Rosa E. Lillo & Patrizia Semeraro - 14-27 Claiming Strategies and Premium Levels for Bonus Malus Systems
by S. Zacks & B. Levikson - 28-41 Mean-Variance Optimal Reinsurance Arrangements
by Marek Kaluszka - 42-52 Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
by Cecilia Mancini - 53-78 Bootstrapping Parametric Models of Mortality
by Grzegorz A. Rempala & Konrad Szatzschneider
2003, Volume 2003, Issue 4
- 257-279 Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
by Kristian R. Miltersen & Svein-arne Persson - 280-300 The estimation of phase-type related functionals using Markov chain Monte Carlo methods
by Mogens Bladt & Antonio Gonzalez & Steffen L. Lauritzen - 301-323 Ruin Probabilities in the Compound Markov Binomial Model
by Héléne Cossette & David Landriault & Étienne Marceau