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Content
1997, Volume 1997, Issue 2
- 113-137 A realistic non-homogeneous stochastic pension fund model on scenario basis
by Jacques Janssen & Raimondo Manca - 138-148 Upper bounds for the tail of the compound negative binomial distribution
by Gordon E. Willmot & Xiaodong Lin - 149-159 An optimal stopping problem in risk theory
by U. Jensen - 160-185 Credibility using a loss function from Spline theory
by Virginia R. Young - 186-188 Remarks on “A note on compound generalized distributions”
by Hans J. Zwiesler
1997, Volume 1997, Issue 1
- 1-10 A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
by A. De Schepper & M. J. Goovaerts & R. Kaas - 11-37 Present value of some insurance portfolios
by Jostein Paulsen - 38-47 Some new conditions for the increasing convex comparison of risks
by Franco Pellerey - 48-57 Estimation of the Lundberg coefficient for a Markov modulated risk model
by Hanspeter Schmidli - 58-69 The probability of ruin in finite time with discrete claim size distribution
by Philippe Picard & Claude Lefèvre - 70-94 Extreme value statistics and wind storm losses: A case study
by Holger Rootzén & Nader Tajvidi - 95-96 Credibility in evolutionary models revisited
by Erhard Kremer
1996, Volume 1996, Issue 2
- 99-108 A stochastic approach to catastrophic risks
by M. Vanneste & M. Goovaerts & F. De Vylder & R. Kaas - 109-123 Classical numerical ruin probabilities
by F. De Vylder & E. Marceau - 124-147 Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
by Vsevolod Malinovskii - 148-164 On the distribution of the duration of negative surplus
by David Dickson & Alfredo Egídio Dos Reis - 165-182 Transient results for a high demand CCRC model
by Bruce Jones - 183-186 A reaction to compound generalized recursions
by A. Boyd & J. Perlman - 187-188 Book Review
by Matti Ruohonen
1996, Volume 1996, Issue 1
- 1-18 Two-sided bounds of ruin probabilities
by Vladimir V. Kalashnikov - 19-36 Phase-type distributions and risk processes with state-dependent premiums
by Søren Asmussen & Mogens Bladt - 37-49 Thiele's differential equation with stochastic interest of diffusion type
by Ragnar Norberg & Christian Max Møller - 50-53 Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14
by Ragnar Norberg - 54-63 A recursive procedure for calculation of some mixed compound poisson distributions
by Ole Hesselager - 64-78 On multi-stage procedures for estimating the largest mean of NOrmal populations having unequal and unknown variances
by Ajit Chaturvedi & Rahul Gupta - 79-94 The delta-method for actuarial statistics
by Christian Hipp