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Content
November 2011, Volume 41, Issue 2
May 2011, Volume 41, Issue 1
- 1-28 On Maximum Likelihood and Pseudo-Maximum Likelihood Estimation in Compound Insurance Models with Deductibles
by Paulsen, Jostein & Stubø, Knut
- 29-59 Bayesian Stochastic Mortality Modelling for Two Populations
by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Khalaf-Allah, Marwa
- 61-86 Pension Fund Management and Conditional Indexation
by Kleinow, Torsten
- 87-106 A Bayesian Approach for Estimating Extreme Quantiles Under a Semiparametric Mixture Model
by Cabras, Stefano & Castellanos, María Eugenia
- 107-129 Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers
by Miranda, María Dolores Martínez & Nielsen, Bent & Nielsen, Jens Perch & Verrall, Richard
- 131-155 Maximum Likelihood and Estimation Efficiency of the Chain Ladder
by Taylor, Greg
- 157-189 Ambiguity Aversion: A New Perspective on Insurance Pricing
by Zhao, Lin & Zhu, Wei
- 191-213 Measuring Comonotonicity in M-Dimensional Vectors
by Koch, Inge & De Schepper, Ann
- 215-238 On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula
by Bargès, Mathieu & Cossette, Hélène & Loisel, Stéphane & Marceau, Étienne
- 239-250 A Note on Subadditivity of Zero-Utility Premiums
by Denuit, Michel M. & Eeckhoudt, Louis & Menegatti, Mario
- 251-277 Statistiscal Analysis of the Spreads of Catastrophe Bonds at the Time of Issue
by Papachristou, Dimitris
November 2010, Volume 40, Issue 2
- 415-451 Cost-of-Capital Margin for a General Insurance Liability Runoff
by Salzmann, Robert & Wüthrich, Mario V.
- 453-489 Robust Estimation of Reserve Risk
by Busse, Marc & Müller, Ulrich & Dacorogna, Michel
- 491-517 Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
by Aase, Knut K.
- 519-545 Pricing Unemployment Insurance – An Unemployment-Duration-Adjusted Approach
by Chuang, Hwei-Lin & Yu, Min-Teh
- 547-568 Measurement and Transfer of Catastrophic Risks. A Simulation Analysis
by de Alba, Enrique & Zúñiga, Jesús & Corzo, Marco A. Ramírez
- 569-585 Supervisory Insurance Accounting: Mathematics for Provision – and Solvency Capital – Requirements
by Artzner, Philippe & Eisele, Karl-Theodor
- 587-614 First-Order Mortality Rates and Safe-Side Actuarial Calculations in Life Insurance
by Christiansen, Marcus C. & Denuit, Michel M.
- 615-629 Recursive Formulas for Compound Phase Distributions – Univariate and Bivariate Cases
by Ren, Jiandong
- 631-653 Analytical Pricing of the Unit-Linked Endowment with Guarantees and Periodic Premiums
by Hürlimann, Werner
- 655-667 Fast Sensitivity Computations for Monte Carlo Valuation of Pension Funds
by Joshi, Mark & Pitt, David
- 669-698 Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model: Long vs. Short Memory
by Ho, Hwai-Chung & Yang, Sharon S. & Liu, Fang-I
- 699-726 Dependent Multi-Peril Ratemaking Models
by Frees, Edward W. (Jed) & Meyers, Glenn & Cummings, A. David
- 727-777 On Fire Exposure Rating and the Impact of the Risk Profile Type
by Riegel, Ulrich
- 779-796 Model Selection and Claim Frequency for Workers' Compensation Insurance
by Cui, Jisheng & Pitt, David & Qian, Guoqi
- 797-843 Competition-Originated Cycles and Insurance Strategies
by Malinovskii, Vsevolod K.
- 845-869 Bootstrapping the Separation Method in Claims Reserving
by Björkwall, Susanna & Hössjer, Ola & Ohlsson, Esbjörn
- 871-887 Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts
by Verrall, Richard & Nielsen, Jens Perch & Jessen, Anders Hedegaard
- 889-915 Economic Factors and Solvency
by Nyrhinen, Harri
- 917-946 A Row-Wise Stacking of the Runoff Triangle: State Space Alternatives for IBNR Reserve Prediction
by Atherino, Rodrigo & Pizzinga, Adrian & Fernandes, Cristiano
May 2010, Volume 40, Issue 1
- 1-33 The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
by Donnelly, Catherine & Embrechts, Paul
- 35-64 Survival Analysis on Pedigrees: A Marked Point Process Model
by Macdonald, Angus S.
- 65-95 On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
by Bauer, Daniel & Bergmann, Daniela & Kiesel, Rüdiger
- 97-121 Optimal Reinsurance for Variance Related Premium Calculation Principles 1
by Guerra, Manuel & Centeno, Maria de Lourdes
- 123-150 Discrete-Time Risk Models Based on Time Series for Count Random Variables
by Cossette, Hélène & Marceau, Etienne & Maume-Deschamps, Véronique
- 151-177 A Multilevel Analysis of Intercompany Claim Counts
by Antonio, Katrien & Frees, Edward W. & Valdez, Emiliano A.
- 179-197 Optimal Risk Control for The Excess of Loss Reinsurance Policies
by Meng, Hui & Zhang, Xin
- 199-219 Some Remarks on Delayed Renewal Risk Models
by Woo, Jae-Kyung
- 221-239 Optimal Reinsurance Revisited – A Geometric Approach
by Cheung, Ka Chun
- 241-255 A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process
by Baumgartner, Benjamin & Gatto, Riccardo
- 257-269 Determining and Allocating Diversification Benefits for a Portfolio of Risks
by Choo, Weihao & de Jong, Piet
- 271-279 Dispersion Estimates for Poisson and Tweedie Models
by Rosenlund, Stig
- 281-306 On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains
by Ng, Andrew C.Y.
- 307-329 Pricing of Reinsurance Contracts in the Presence of Catastrophe Bonds
by Haslip, Gareth G. & Kaishev, Vladimir K.
- 331-349 Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap
by Denuit, M. & Haberman, S. & Renshaw, A.E.
- 351-368 Matrix-Form Recursions for a Family of Compound Distributions
by Wu, Xueyuan & Li, Shuanming
- 369-375 General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
by Furman, Edward & Zitikis, Ričardas
- 377-398 Bounded Relative Error Importance Sampling and Rare Event Simulation
by McLeish, Don L.
- 399-414 Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums
by Afonso, Lourdes B. & Reis, Alfredo D. Egídio dos & Waters, Howard R.
November 2009, Volume 39, Issue 2
- 373-402 Modelling Adverse Selection in The Presence of a Common Genetic Disorder: the Breast Cancer Polygene
by Macdonald, Angus S. & McIvor, Kenneth R.
- 403-428 Demand Elasticity, Risk Classification and Loss Coverage: When Can Community Rating Work?
by Thomas, R. Guy
- 429-452 Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs
by Verlaak, Robert & Hürlimann, Werner & Beirlant, Jan
- 453-477 Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family
by Alai, Daniel H. & Wüthrich, Mario V.
- 479-494 Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
by Hao, Xuemiao & Tang, Qihe
- 495-514 On Parameter Estimation in Hierarchical Credibility
by Belhadj, Hassine & Goulet, Vincent & Ouellet, Tommy
- 515-539 Option Pricing in a Jump-Diffusion Model with Regime Switching
by Yuen, Fei Lung & Yang, Hailiang
- 541-563 Stochastic Mortality: The Impact on Target Capital
by Olivieri, Annamaria & Pitacco, Ermanno
- 565-575 Multi-Level Risk Aggregation
by Filipović, Damir
- 577-589 Continuous Monitoring: Does Credit Risk Vanish? 1
by Lindset, Snorre & Persson, Svein-Arne
- 591-613 Sharing Risk – An Economic Perspective
by Kull, Andreas
- 615-647 The Application of Expected-Utility Theory to the Choice of Investment Channels in a Defined-Contribution Retirement Fund
by Levitan, Shaun & Thomson, Robert
- 649-676 Scenario Analysis for a Multi-Period Diffusion Model of Risk
by Malinovskii, Vsevolod K.
- 677-689 A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model
by Liu, Huijuan & Verrall, Richard
- 691-715 New Goodness-of-Fit Tests for Pareto Distributions
by Rizzo, Maria L.
- 717-734 A Note on Nonparametric Estimation of the CTE
by Ko, Bangwon & Russo, Ralph P. & Shyamalkumar, Nariankadu D.
- 735-752 Asymptotics for Operational Risk Quantified with Expected Shortfall
by Biagini, Francesca & Ulmer, Sascha
May 2009, Volume 39, Issue 1
- 1-33 Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
by Peters, Gareth W. & Shevchenko, Pavel V. & Wüthrich, Mario V.
- 35-60 Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims
by Liu, Huijuan & Verrall, Richard
- 61-80 Full Credibility with Generalized Linear and Mixed Models
by Garrido, José & Zhou, Jun
- 81-99 Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited
by Hürlimann, Werner
- 101-116 Risk Measures and Efficient use of Capital 1
by Artzner, Philippe & Delbaen, Freddy & Koch-Medina, Pablo
- 117-136 Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
by Afonso, Lourdes B. & dos Reis, Alfredo D. Egídio & Waters, Howard R.
- 137-164 Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
by Li, Johnny Siu-Hang & Hardy, Mary R. & Tan, Ken Seng
- 165-197 Actuarial Applications of a Hierarchical Insurance Claims Model
by Frees, Edward W. & Shi, Peng & Valdez, Emiliano A.
- 199-223 Estimating the Variance of Bootstrapped Risk Measures
by Kim, Joseph H.T. & Hardy, Mary R.
- 225-247 Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
by Cai, Jun & Feng, Runhuan & Willmot, Gordon E.
- 249-273 Assessing Individual Unexplained Variation in Non-Life Insurance
by Hössjer, Ola & Eriksson, Bengt & Järnmalm, Kajsa & Ohlsson, Esbjörn
- 275-306 Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
by Bühlmann, Hans & De Felice, Massimo & Gisler, Alois & Moriconi, Franco & Wüthrich, Mario V.
- 307-315 Generalized Bonus-Malus Systems with a Frequency and a Severity Component on an Individual Basis in Automobile Insurance
by Mahmoudvand, Rahim & Hassani, Hossein
- 317-337 Quasi Risk-Neutral Pricing in Insurance
by Niederau, Harry & Zweifel, Peter
- 339-370 Stochastic Models for Actuarial Use: The Equilibrium Modelling of Local Markets
by Thomson, Robert J. & Gott, Dmitri V.
November 2008, Volume 38, Issue 2
- 383-397 Optimal Insurance and Reinsurance Policies in the Risk Process
by Golubin, A.Y.
- 399-422 Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
by Cheung, Eric C.K. & Drekic, Steve
- 423-440 Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis 1
by Korn, Ralf & Wiese, Anke
- 441-459 Pareto Optimality and Equilibrium in an Insurance Market
by Golubin, Alexey Y.
- 461-481 The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model
by Avram, Florin & Usabel, Miguel
- 483-526 Market Consistent Pricing of Insurance Products
by Malamud, Semyon & Trubowitz, Eugene & Wüthrich, Mario V.
- 527-542 Sampling Distributions of Critical Illness Insurance Premium Rates: Breast and Ovarian Cancer
by Lu, Li & Macdonald, Angus & Waters, Howard
- 543-563 Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws
by Ulm, Eric R.
- 565-600 Credibility for the Chain Ladder Reserving Method
by Gisler, Alois & Wüthrich, Mario V.
- 601-619 Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
by Furman, Edward & Landsman, Zinoviy
- 621-651 A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities 1
by Bauer, Daniel & Kling, Alexander & Russ, Jochen
- 653-667 Optimal Dividends in the Dual Model with Diffusion
by Avanzi, Benjamin & Gerber, Hans U.
May 2008, Volume 38, Issue 1
- 1-11 Allocation of Capital Between Assets and Liabilities
by Zhang, Yingjie
- 13-51 Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida1
by Milidonis, Andreas & Grace, Martin F.
- 53-71 The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
by Li, Shuanming & Lu, Yi
- 73-85 Using Multi-Dimensional Credibility to Estimate Class Frequency Vectors in Workers Compensation
by Couret, Jose & Venter, Gary
- 87-103 The Prediction Error of Bornhuetter/Ferguson
by Mack, Thomas
- 105-136 General Pareto Optimal Allocations and Applications to Multi-Period Risks1
by Barrieu, Pauline & Scandolo, Giacomo
- 137-146 Multivariate Latent Risk: A Credibility Approach
by Englund, Martin & Guillén, Montserrat & Gustafsson, Jim & Nielsen, Lars Hougaard & Nielsen, Jens Perch
- 147-159 Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
by Asimit, Alexandru V. & Jones, Bruce L.
- 161-170 On the Optimal Pricing of a Heterogeneous Portfolio
by Falin, Gennady I.
- 171-181 On the Applicability of the Wang Transform for Pricing Financial Risks
by Pelsser, Antoon
- 183-206 On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
by Frostig, Esther
- 207-230 Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
by Chan, Jennifer S.K. & Boris Choy, S.T. & Makov, Udi E.
- 231-257 Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
by Kraft, Holger & Steffensen, Mogens
- 259-276 Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
by Dickson, David C.M.
- 277-291 Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
by Boratyńska, Agata
- 293-339 Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions
by Yow, Shaun & Sherris, Michael
- 341-380 The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance
by Porteous, Bruce T. & Tapadar, Pradip
November 2007, Volume 37, Issue 2
- 191-202 The History of ASTIN. Invited Lecture at the 50 Years Anniversary of ASTIN
by Bühlmann, Hans
- 203-233 On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model
by Albrecher, Hansjörg & Hartinger, Jürgen & Thonhauser, Stefan
- 235-264 A Discrete-Time Model for Reinvestment Risk in Bond Markets
by Dahl, Mikkel
- 265-291 The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
by Degen, Matthias & Embrechts, Paul & Lambrigger, Dominik D.
- 293-317 Algorithmic Analysis of the Sparre Andersen Model in Discrete Time
by Alfa, Attahiru Sule & Drekic, Steve
- 319-321 A Note on a Recent Paper by Zaks, Frostig and Levikson
by Schmidt, Klaus D.
- 323-343 Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
by Lo, Chi Ho & Fung, Wing Kam & Zhu, Zhong Yi
- 345-364 Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
by Venter, Gary G.
- 365-386 Quantifying and Correcting the Bias in Estimated Risk Measures
by Kim, Joseph Hyun Tae & Hardy, Mary R.
- 387-404 Local Moment Matching and S-convex Extrema
by Courtois, Cindy & Denuit, Michel
- 405-428 On Pareto Conjugate Priors and Their Application to Large Claims Reinsurance Premium Calculation
by Vilar-Zanón, José L. & Lozano-Colomer, Cristina
- 429-452 A Correction for Ascertainment Bias in Estimating Rates of Onset of Highly Penetrant Genetic Disorders
by Espinosa, Carolina & Macdonald, Angus
- 453-473 Effective Implementation of Generic Market Models
by Joshi, Mark S. & Liesch, Lorenzo
- 475-515 A Primer on Copulas for Count Data
by Genest, Christian & Nešlehová, Johanna
- 517-535 Credibility, Hypothesis Testing and Regression Software
by Taylor, Greg
May 2007, Volume 37, Issue 1
- 1-34 Dynamic Pricing of General Insurance in a Competitive Market
by Emms, Paul
- 35-52 Extension of the Capital Asset Pricing Model to Non-normal Dependence Structures
by Johnston, Mark
- 53-65 Bonus-malus Systems as Markov Set-chains
by Niemiec, Małgorzata
- 67-91 Locally Risk-minimizing Hedging of Insurance Payment Streams
by Riesner, Martin
- 93-112 Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
by Cai, Jun & Tan, Ken Seng
- 113-132 An Individual Claims Reserving Model
by Larsen, Christian Roholte
- 133-148 Some Notes on the Average Duration of an Income Protection Claim
by Cordeiro, Isabel Maria Ferraz
- 149-161 Mortality Projection Based on the Wang Transform
by Jong, Piet De & Marshall, Claymore
- 163-183 Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
by Zimbidis, Alexandros A. & Frangos, Nickolaos E. & Pantelous, Athanasios A.
November 2006, Volume 36, Issue 2
- 311-346 The Impact of Multifactorial Genetic Disorders on Critical Illness Insurance: A Simulation Study Based on UK Biobank
by Macdonald, Angus & Pritchard, Delme & Tapadar, Pradip
- 347-360 A Note on Credit Insurance
by Leitner, Johannes
- 361-373 On the Tail Behavior of Sums of Dependent Risks
by Barbe, Philippe & Fougères, Anne-Laure & Genest, Christian
- 375-413 Marginal Decomposition of Risk Measures
by Venter, Gary G. & Major, John A. & Kreps, Rodney E.
- 415-432 Optimal Dynamic Reinsurance
by Dickson, David C.M. & Waters, Howard R.
- 433-462 Tail Variance Premium with Applications for Elliptical Portfolio of Risks
by Furman, Edward & Landsman, Zinoviy
- 463-487 A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts
by Scollnik, David P.M.
- 489-503 A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
by Gerber, Hans U. & Lin, X. Sheldon & Yang, Hailiang
- 505-520 Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework
by Cenci, Marisa & Corradini, Massimiliano & Gheno, Andrea
- 521-542 The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
by Buchwalder, Markus & Bühlmann, Hans & Merz, Michael & Wüthrich, Mario V.
- 543-552 The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment
by Mack, Thomas & Quarg, Gerhard & Braun, Christian
- 553-553 The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark
by Buchwalder, Markus & Bühlmann, Hans & Merz, Michael & Wüthrich, Mario V.
- 554-565 The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
by Gisler, Alois
- 566-571 Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
by Venter, Gary G.
- 573-588 On Bayesian Mixture Credibility
by Lau, John W. & Siu, Tak Kuen & Yang, Hailiang
- 589-628 Adverse Selection Spirals
by Jong, Piet De & Ferris, Shauna
- 629-654 Life Annuitization: Why and how Much?
by Hainaut, Donatien & Devolder, Pierre
May 2006, Volume 36, Issue 1
- 5-23 Maximizing Dividends without Bankruptcy
by Gerber, Hans U. & Shiu, Elias S.W. & Smith, Nathaniel
- 25-77 Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
by Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François
- 79-120 Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin
- 121-133 Exact Credibility and Tweedie Models
by Ohlsson, Esbjörn & Johansson, Björn
- 135-160 Portfolio Choice and Estimation Risk. A Comparison of Bayesian to Heuristic Approaches
by Ulf, Herold & Raimond, Maurer
- 161-185 Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
by Zaks, Yaniv & Frostig, Esther & Levikson, Benny
- 187-217 Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions
by Hamada, Mahmoud & Sherris, Michael & Hoek, John van der
- 219-243 Risk Exchange with Distorted Probabilities
by Tsanakas, Andreas & Christofides, Nicos
- 245-267 Quadratic Optimization of Life and Pension Insurance Payments
by Steffensen, Mogens
- 269-283 A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
by Kijima, Masaaki
- 285-301 Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
by Boucher, Jean-Philippe & Denuit, Michel
November 2005, Volume 35, Issue 2
- 337-349 Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models
by Kaluszka, Marek
- 351-361 Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model
by Ng, Andrew C.Y. & Yang, Hailiang
- 363-378 Pareto-optimal Contracts in an Insurance Market
by Golubin, A.Y.
- 379-408 Multivariate Counting Processes: Copulas and Beyond
by Bäuerle, Nicole & Grübel, Rudolf
- 409-425 Applying the Proportional Hazard Premium Calculation Principle
by Maria de, Lourdes Centeno & João Andrade, e Silva
- 427-453 Pricing General Insurance Using Optimal Control Theory
by Emms, Paul & Haberman, Steven
- 455-469 Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities
by Helms, Florian & Czado, Claudia & Gschlößl, Susanne
- 471-486 Insurance Capital as a Shared Asset
by Mango, Donald
- 487-488 Book Reviews - David C.M. Dickson (2005) Insurance Risk and Ruin. Cambridge University Press (CUP). ISBN 0-521-846404
by Dufresne, François
- 488-489 P. Cizek, W. Härdle, R. Weron (Eds.), 2005, Statistical Tools for Finance and Insurance, Springer
by De Meyer, Anna Maria
May 2005, Volume 35, Issue 1
- 3-24 EM Algorithm for Mixed Poisson and Other Discrete Distributions
by Karlis, Dimitris
- 25-43 Analysis of the Expected Shortfall of Aggregate Dependent Risks
by Alink, Stan & Löwe, Matthias & Wüthrich, Mario V.
- 45-60 The Density of the Time to Ruin in the Classical Poisson Risk Model
by Dickson, David C.M. & Willmot, Gordon E.
- 61-77 Ruin Probabilities for Two Classes of Risk Processes
by Li, Shuanming & Garrido, José
- 79-111 Market Based Tools for Managing the Life Insurance Company
by Felice, Massimo De & Moriconi, Franco
- 113-130 Explicit Solutions for Survival Probabilities in the Classical Risk Model
by Garcia, Jorge M.A.
- 131-144 Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
by Stanford, D.A. & Avram, F. & Badescu, A.L. & Breuer, L. & Silva Soares, A. Da & Latouche, G.
- 145-161 A Review on Phase-type Distributions and their Use in Risk Theory
by Bladt, Mogens
- 163-188 Premium Calculation for Fat-tailed Risk
by Gay, Roger
- 189-209 Tail Conditional Expectations for Exponential Dispersion Models
by Landsman, Zinoviy & Valdez, Emiliano A.
- 211-238 Excess of Loss Reinsurance with Reinstatements Revisited
by Hürlimann, Werner
- 239-258 Proportional Hazard Estimation Adjusted by Continuous Credibility
by Nielsen, Jens Perch & Sandqvist, Bjørn Lunding
- 261-274 Bonus-malus Systems with Varying Deductibles
by Pitrebois, Sandra & Walhin, Jean-François & Denuit, Michel
- 275-297 Fair Valuation of Various Participation Schemes in Life Insurance
by Devolder, Pierre & Domínguez-Fabián, Inmaculada
- 299-319 Bonus-malus Systems in a Deregulated Environment: Forecasting Market Shares Using Diffusion Models
by Viswanathan, Krupa S. & Lemaire, Jean
November 2004, Volume 34, Issue 2
- 285-298 Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails
by Landsman, Zinoviy
- 299-313 Optimal Premium Plans for Reinsurance with Reinstatements
by Hess, Klaus TH. & Schmidt, Klaus D.
- 315-332 Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
by Avram, F. & Usábel, M.
- 333-360 Modeling and Generating Dependent Risk Processes for IRM and DFA
by Pfeifer, Dietmar & Nešlehová, Johana
- 361-377 Risk Theory with the Generalized Inverse Gaussian Lévy Process
by Morales, Manuel
- 379-397 A Functional Approach to Approximations for the Individual Risk Model
by Pitts, Susan M.
- 399-423 The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
by Braun, Christian
- 425-433 The Treatment of Assets in Pension Funding
by Owadally, M. Iqbal & Haberman, Steven
- 435-456 An Application of Linear Programming to Bonus Malus System Design
by Heras, Antonio & Gil, José A. & García-Pineda, Pilar & Vilar, José L.
May 2004, Volume 34, Issue 1
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