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Editor: R. Kaas
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Editor: R. Kaas
The email address of this editor does not seem to be valid any more. Please ask R. Kaas to have the entry updated or send us the correct address.
Editor: R. Kaas
The email address of this editor does not seem to be valid any more. Please ask R. Kaas to have the entry updated or send us the correct address.
Editor: R. Kaas
The email address of this editor does not seem to be valid any more. Please ask R. Kaas to have the entry updated or send us the correct address.
Series handle: RePEc:eee:insuma
ISSN: 0167-6687
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Content
April 1996, Volume 17, Issue 3
October 1995, Volume 17, Issue 2
- 101-118 A theory of risk, return and solvency
by Powers, Michael R.
- 119-123 Deductible insurance and production
by Machnes, Yaffa
- 125-132 A reappraisal of the principle underlying the conventional actuarial estimator of qx
by Puzey, Anthony S.
- 133-147 Optimal per claim deductibility in insurance with the possibility of risky investments
by Paulsen, Jostein
- 149-161 Estimating the adjustment coefficient in an ARMA(p, q) risk model
by Christ, Ralf & Steinebach, Josef
- 163-169 Long-term returns in stochastic interest rate models
by Deelstra, G. & Delbaen, F.
- 171-180 Differential equations for moments of present values in life insurance
by Norberg, Ragnar
- 181-192 A counting process approach to stochastic interest
by Moller, Christian Max
- 193-201 Ordering claim size distributions and mixed Poisson probabilities
by Kaas, R. & Hesselager, O.
August 1995, Volume 17, Issue 1
July 1995, Volume 16, Issue 3
May 1995, Volume 16, Issue 2
April 1995, Volume 16, Issue 1
- 1-6 Loss robustness via Fisher-weighted squared-error loss function
by Makov, Udi E.
- 7-22 Ruin estimates under interest force
by Sundt, Bjorn & Teugels, Jozef L.
- 23-30 On the preservation of some orderings of risks under convolution
by Pellerey, Franco
- 31-38 Recursions for the individual model
by Dhaene, Jan & Vandebroek, Martina
- 39-62 Actuarial models for pricing disability benefits: Towards a unifying approach
by Pitacco, Ermanno
- 63-68 Corporate spin-offs as a value enhancing technique when faced with legal liability
by MacMinn, Richard D. & Brockett, Patrick L.
- 69-77 A stochastic population model for high demand CCRCs
by Jones, Bruce L.
- 79-105 Explicit analytic ruin probabilities for bounded claims
by De Vylder, F. & Marceau, E.
December 1994, Volume 15, Issue 2-3
- 121-126 From perpetual strangles to Russian options
by Gerber, Hans U. & Shiu, Elias S. W.
- 127-132 Some alternatives for the individual model
by Kaas, R. & Gerber, H. U.
- 133-138 Which stochastic model is underlying the chain ladder method?
by Mack, Thomas
- 139-149 Longest runs in coin tossing
by Binswanger, K. & Embrechts, P.
- 151-162 Dynamic approaches to pension funding
by Haberman, Steven & Sung, Joo-Ho
- 163-179 Actuarial equivalence
by Wolthuis, Henk
- 181-186 A note on the solution of practical ruin problems
by De Vylder, F. & Goovaerts, M. J.
- 187-201 Capital structure and the cost of equity capital in the property-liability insurance industry
by Cummins, J. David & Lamm-Tennant, Joan
- 203-217 Premium adjustment by generalized adaptive exponential smoothing
by Herkenrath, U.
- 219-231 Compound model for two dependent kinds of claim
by Partrat, Christian
October 1994, Volume 15, Issue 1
July 1994, Volume 14, Issue 3
May 1994, Volume 14, Issue 2
- 107-115 On some measures of the severity of ruin in the classical Poisson model
by Picard, Philippe
- 117-127 Evaluation of the GIC rollover option
by Pedersen, Hal W. & Shiu, Elias S. W.
- 129-138 Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions
by Wang, Shaun & Panjer, Harry
- 139-161 A survey of stochastic continuous time models of the term structure of interest rates
by Vetzal, Kenneth R.
- 163-179 On the first crossing of the surplus process with a given upper barrier
by Picard, Philippe & Lefevre, Claude
- 181-196 On a class of approximative computation methods in the individual risk model
by Dhaene, Jan & Pril, Nelson De
April 1994, Volume 14, Issue 1
- 1-18 Pricing long term care insurance contracts
by Levikson, B. & Mizrahi, G.
- 19-32 Trend analysis and prediction procedures for time nonhomogeneous claim processes
by Berg, Menachem P. & Haberman, Steven
- 33-37 An analytical inversion of a Laplace transform related to annuities certain
by De Schepper, A. & Teunen, M. & Goovaerts, M.
- 39-50 Some results on the estimation of the credibility factor in the classical Buhlmann model
by Dannenburg, Dennis
- 51-60 Ruin problems and dual events
by Dickson, David C. M. & dos Reis, Alfredo Egidio
December 1993, Volume 13, Issue 3
- 241-254 How to (and how not to) compute stop-loss premiums in practice
by Kaas, R.
- 255-262 A stop-loss experience rating scheme for fleets of cars, Part II
by Szynal, Dominik & Teugels, Jozef L.
- 263-270 Pension funding : The effect of changing the frequency of valuations
by Haberman, Steven
- 271-285 Delay, feedback and variability of pension contributions and fund levels
by Zimbidis, Alexandros & Haberman, Steven
- 287-297 Critical starting points for stable evaluation of mixed Poisson probabilities
by Wang, Shaun & Panjer, Harry
- 299-302 Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions
by Machnes, Yaffa
- 303-304 Pricing equity-linked life insurance with endogenous minimum guarantees : A corrigendum
by Bacinello, Anna Rita & Ortu, Fulvio
November 1993, Volume 13, Issue 2
September 1993, Volume 13, Issue 1
- 1-5 Bonus-malus system or partial coverage to oppose moral hazard problems?
by Vandebroek, Martina
- 7-14 A state space formulation of Whittaker graduation, with extensions
by Verrall, R. J.
- 15-22 Annuity distributions : A new class of compound Poisson distributions
by Ramsay, Colin M.
- 23-34 From planar Brownian windings to Asian options
by Yor, Marc
- 35-37 On Berry-Esseen results for the compound Poisson distribution
by Michel, R.
- 39-44 Remarks on the Swiss premium principle on positive risks
by Beyer, Dirk & Riedel, Manfred
- 45-56 Pension funding with time delays and autoregressive rates of investment return
by Haberman, Steven
- 57-62 Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
by Veraverbeke, Noel
- 63-74 On the application of Thiele's differential equation in life insurance
by Linnemann, Per
- 75-81 A semi-parametric estimator of a risk distribution
by Carriere, Jacques
- 83-97 Extensions of Ohlin's lemma with applications to optimal reinsurance structures
by Hesselager, Ole
June 1993, Volume 12, Issue 3
- 225-244 Optimal claim behaviour for vehicle damage insurances
by Dellaert, N. P. & Frenk, J. B. G. & van Rijsoort, L. P.
- 245-257 Pricing equity-linked life insurance with endogenous minimum guarantees
by Bacinello, Anna Rita & Ortu, Fulvio
- 259-264 Asymptotic ordering of risks and ruin probabilities
by Kluppelberg, Claudia
- 265-286 A Bayesian analysis of a simultaneous equations model for insurance rate-making
by Scollnik, David P. M.
- 287-295 Empirical probability generating function : An overview
by Nakamura, Miguel & Perez-Abreu, Victor
- 297-299 Using expected loss ratios in reserving
by Gogol, Daniel
April 1993, Volume 12, Issue 2
February 1993, Volume 12, Issue 1
- 1-1 Editorial
by Kuys, P. H. M.
- 3-8 Nonparametric tests for mixed Poisson distributions
by Carriere, Jacques
- 9-22 The probability of ruin for the Inverse Gaussian and related processes
by Dufresne, F. & Gerber, H. U.
- 23-38 How long is the surplus below zero?
by Egidio dos Reis, Alfredo
- 39-45 The transformed rejection method for generating Poisson random variables
by Hormann, W.
- 47-56 The impact of government social security payments on the annuity market
by Simon Power & Townley, Peter G. C.
- 57-60 Asymmetries and household insurance : A note
by Eisenhauer, Joseph G.
- 61-61 Ordering of risks : Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5
by Goovaerts, M. J.
December 1992, Volume 11, Issue 4
- 247-247 Editorial
by Delbaen, F.
- 249-257 A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
by Schachermayer, W.
- 259-269 Estimation of the yield curve and the forward rate curve starting from a finite number of observations
by Delbaen, F. & Lorimier, Sabine
- 271-281 Interest randomness in annuities certain
by De Schepper, A. & De Vylder, F. & Goovaerts, M. & Kaas, R.
- 283-290 Some further results on annuities certain with random interest
by De Schepper, A. & Goovaerts, M.
- 291-294 The Laplace transform of annuities certain with exponential time distribution
by De Schepper, A. & Goovaerts, M. & Delbaen, F.
- 295-299 Remarks on the methodology introduced by Goovaerts et al
by Deelstra, G. & Delbaen, F.
- 301-310 A stochastic interest model with an application to insurance
by Dietz, Hans M.
- 311-314 Numerical evaluation of the Wilkie inflation model
by Hurlimann, Werner
October 1992, Volume 11, Issue 3
August 1992, Volume 11, Issue 2
- 81-82 Editorial
by de Vylder, F. & Goovaerts, M. J. & Kaas, R.
- 83-86 The actuary
by Buhlmann, H.
- 87-89 The fellowship of actuaries
by Kan, A. H. G. Rinnooy
- 91-96 The actuary : From academic to professional
by Kuys, P. H. M.
- 97-107 A stochastic approach to insurance cycles
by Goovaerts, M. J. & De Vylder, F. & Kaas, R.
- 109-111 Credibility applications in Switzerland
by Straub, E.
- 113-127 Stochastic discounting
by Buhlmann, H.
- 129-133 The Dutch premium principle
by van Heerwaarden, A. E. & Kaas, R.
- 135-138 Credibility and the Dutch fire insurance
by Willemse, A. H. & Voshol, E.
- 139-152 Ordering of risks in life insurance
by Kling, Bart & Wolthuis, Henk
- 153-161 A summary of new results on optimal parameter estimation under zero-excess assumptions
by De Vylder, F. & Goovaerts, M. J.
- 163-166 On the probability of ruin for infinitely divisible claim amount distributions
by Gerber, Hans U.
April 1992, Volume 11, Issue 1
- 1-6 Optimal parameter estimation under zero-excess assumptions in a classical model
by De Vylder, F. & Goovaerts, M. J.
- 7-16 A Bayesian interpretation of Whittaker--Henderson graduation
by Taylor, Greg
- 17-29 Modeling large claims in non-life insurance
by Beirlant, Jan & Teugels, Jozef L.
- 31-48 A dynamic reinsurance theory
by De Waegenaere, A. & Delbaen, F.
- 49-54 Ordering of risks through loss ratios
by Hurlimann, Werner
- 55-69 Stochastic processes defined from a Lagrangian
by De Vylder, F. & Goovaerts, M. J. & Kaas, R.
- 71-77 Stop-loss order, unequal means, and more dangerous distributions
by Kaas, R. & van Heerwaarden, A. E.
January 1992, Volume 10, Issue 4
- 231-231 Editorial
by Goovaerts, M. J. & Kaas, R. & De Vylder, F.
- 233-238 Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model
by De Vylder, F. & Goovaerts, M. J.
- 239-248 Current problems in insurance economics
by Van Cayseele, P.
- 249-258 Actuarial software
by Kaas, R.
- 259-274 Computational methods in risk theory: A matrix-algorithmic approach
by Asmussen, Soren & Rolski, Tomasz
- 275-287 Extra randomness in certain annuity models
by Beekman, John A. & Fuelling, Clinton P.
- 289-302 Statistical risk evaluation applied to (Belgian) car insurance
by Beirlant, J. & Derveaux, V. & De Meyer, A. M. & Goovaerts, M. J. & Labie, E. & Maenhoudt, B.
- 303-309 From the generalized gamma to the generalized negative binomial distribution
by Gerber, Hans U.
December 1991, Volume 10, Issue 3
July 1991, Volume 10, Issue 2
- 85-92 Forecasting compulsory motor insurance claims in Kuwait
by El-Bassiouni, M. Y. & El-Habashi, M. H.
- 93-97 A recursive evaluation of the finite time ruin probability based on an equation of Seal
by Kling, B. M. & Goovaerts, M. J.
- 99-107 The probability of ruin in a process with dependent increments
by Promislow, S. David
- 109-123 Reinsurance retention levels for property/liability firms : A managerial portfolio selection framework
by Kroll, Yoram & Nye, David
- 125-131 A note on Shiu--Fisher--Weil immunization theorem
by Montrucchio, Luigi & Peccati, Lorenzo
- 133-136 On approximating aggregate claims distributions and stop-loss premiums by truncation
by Sundt, Bjorn
- 137-143 The linear model revisited
by Ramsay, Colin M.
- 145-151 Optimal claim behaviour for third-party liability insurances with perfect information
by Dellaert, N. P. & Frenk, J. B. G. & Voshol, E.
- 153-159 Bounds on stop-loss premiums and ruin probabilities
by Steenackers, A. & Goovaerts, M. J.
- 161-161 H.U. Gerber, Life Insurance Mathematics (Springer-Verlag, Berlin-Heidelberg, and Swiss Association of Actuaries, Zurich, 1990) pp. xiii + 131, $59.50, ISBN 3-540-52944-6 Springer-Verlag, Berlin-Heidelberg-New York. ISBN 0-387-52944-6, Springer-Verlag, New York. Berlin-Heidelberg
by Wolthuis, H.
March 1991, Volume 10, Issue 1
- 1-8 On blocked poisson processes in risk theory
by Ramsay, Colin M.
- 9-20 Negative claim amounts, bessel functions, linear programming and Miller's algorithm
by Hurlimann, Werner
- 21-29 Rational ruin problems--a note for the teacher
by Dufresne, Francois & Gerber, Hans U.
- 31-36 On estimating the rate of return
by Heathcote, C. R. & Husler, J.
- 37-50 On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
by Csorgo, Miklos & Steinebach, Josef
- 51-59 Risk theory for the compound Poisson process that is perturbed by diffusion
by Dufresne, Francois & Gerber, Hans U.
- 61-67 On asymptotic rates on line in excess of loss reinsurance
by Sundt, Bjorn
- 69-74 Linearly sufficient fun with credibility
by Sundt, Bjorn
- 75-80 On the estimation of reserves from loglinear models
by Verrall, R. J.
- 81-81 Correction note: On maximum likelihood estimation for count data models, insurance: mathematics and economics 9 (1990), 39-49
by Hurlimann, W.
December 1990, Volume 9, Issue 4
- 237-247 Premium allocation and risk avoidance in a large firm: a continuous model
by Tapiero, Charles S. & Jacque, Laurent L.
- 249-255 Whole-life insurance lapse rates and the emergency fund hypothesis
by Outreville, J. Francois
- 257-272 Applications of the GB2 family of distributions in modeling insurance loss processes
by Cummins, J. David & Dionne, Georges & McDonald, James B. & Pritchett, B. Michael
- 273-275 Covariance matrix patterns invariant under multiplication and inversion
by Jewell, William S.
- 277-279 On Life Table applications of ordering among risks
by Hurlimann, Werner
- 281-290 The cost of deposit insurance: derivation of a risk-adjusted premium
by Urrutia, Jorge
- 291-293 A discussion of 'AIDS: exponential vs. polynomial growth models' by Harry H. Panjer
by Herzog, Thomas N.
- 295-303 'Finem Lauda' or the risks in swaps
by Artzner, Philippe & Delbaen, Freddy
September 1990, Volume 9, Issue 2-3
- 77-80 Credibility for increased limits
by Klugman, Stuart
- 81-94 Synthetic portfolio insurance on the Italian stock index: From theory to practice
by Pressacco, Flavio & Stucchi, Patrizia
- 95-99 Simulation of ruin probabilities
by Boogaert, P. & De Waegenaere, A.
- 101-113 The recursive calculation of the moments of the profit on a sickness insurance policy
by Waters, Howard
- 115-119 When does the surplus reach a given target?
by Gerber, Hans U.
- 121-126 A remark on the moments of ruin time in classical risk theory
by Delbaen, Freddy
- 127-130 Nonparametric estimators for the probability of ruin
by Croux, Kristof & Veraverbeke, Noel
- 131-139 Valuation of derivative securities involving several assets using discrete time methods
by Boyle, Phelim P.
- 141-148 Simulating risk solvency
by Embrechts, Paul & Wouters, Lode
- 149-153 On a fundamental identity for stopping times and its application to risk theory
by Ramsay, Colin M.
- 155-162 Macro-economic version of a classical formula in risk theory
by Boogaert, P. & De Waegenaere, A.
- 163-169 A 'bonus/malus' system with 'conditioned' bonus
by Sammartini, G.
- 171-175 On Redington's theory of immunization
by Shiu, Elias S. W.
- 177-178 Ordering of risks and ruin probabilities
by Kaas, R. & Van Heerwaarden, A. E.
- 179-184 Insurance vs. loss prevention - an actuarial approach
by Heilmann, W. -R.
- 185-196 Interest and mortality randomness in some annuities
by Beekman, John A. & Fuelling, Clinton P.
- 197-206 The parameters of a multiple criteria model of actuarial assumptions for pension plan valuations
by Shapiro, Arnold F.
- 207-220 Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk
by Heijnen, B.
- 221-228 On a multilevel hierarchical credibility algorithm
by Bauwelinckx, T. & Goovaerts, M. J.
- 229-234 The retrospective premium reserve
by Wolthuis, Henk & Hoem, Jan M.
March 1990, Volume 9, Issue 1
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