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Content
June 1989, Volume 8, Issue 2
March 1989, Volume 8, Issue 1
- 1-1 Editorial
by Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc
- 3-10 The Buhlmann--Straub Model with the premium calculated according to the variance principle
by Centeno, Lourdes
- 11-17 Optimal reinsurance in relation to ordering of risks
by Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J.
- 19-21 Combining Panjer's recursion with convolution
by Kaas, R. & Van Heerwaarden, A. E. & Goovaerts, M. J.
- 23-29 The practical application of credibility theory
by Goovaerts, M. J. & Bauwelinckx, T. & Stoop, C.
- 31-34 A credit scoring model for personal loans
by Steenackers, A. & Goovaerts, M. J.
- 35-46 Selection of variables for automobile insurance rating
by Stroinski, Krzysztof J. & Currie, Iain D.
- 47-56 A managerial approach to risk theory: Some suggestions from the theory of financial decisions
by Pressacco, Flavio
- 57-62 Compound and mixed distributions
by De Vylder, F.
- 63-69 A three-way credibility approach to loss reserving
by Venter, G.
- 71-76 Stability of pension systems when rates of return are random
by Dufresne, Daniel
- 77-95 Decision theoretic foundations of credibility theory
by Heilmann, Wolf-Rudiger
- 97-104 Perturbation calculus in risk theory: Application to chains and trees of reinsurance
by Heijnen, Bart
December 1988, Volume 7, Issue 4
- 211-217 Rudiments of insurance purchasing: a graphical state-claims analysis
by Kahane, Yehuda & Schlesinger, Harris & Yanai, Nitzan
- 219-224 Immunization of multiple liabilities
by Shiu, Elias S. W.
- 225-236 The emergence of profit in life insurance
by Ramlau-Hansen, Henrik
- 237-249 On optimal dividend payments and related problems
by Waldmann, K. -H.
- 251-259 Simple risk forecasts using credibility
by Hurlimann, Werner
- 261-267 The validity of least squares estimation in a time series model using the bootstrap methodology
by Son, Mun & Hamdy, Hosny & Almahmeed, Mohammad & Sindahl, Bruce
- 269-274 Ruin estimates for large claims
by Embrechts, P. & Villasenor, J. A.
- 275-281 Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
by Willmot, Gordon E.
- 283-285 A recursive algorithm for convolutions of discrete uniform distributions
by Sundt, Bjorn
October 1988, Volume 7, Issue 3
- 139-152 Option pricing methods: an overview
by Van Hulle, Cynthia
- 153-161 A stochastic simulation procedure for pension schemes
by Racinello, Anna Rita
- 163-173 Stochastic models for bond prices, function space integrals and immunization theory
by Beekman, John A. & Shiu, Elias S. W.
- 175-184 A new method for valuing underwriting agreements for rights issues
by Aase, Knut K.
- 185-191 Instrument effects and stochastic dominance
by Bradley, Michael G. & Lehman, Dale E.
- 193-199 The surpluses immediately before and at ruin, and the amount of the claim causing ruin
by Dufresne, Francois & Gerber, Hans U.
- 201-210 Mean-lower partial moment asset pricing and the regulation of property--liability insurance rates
by Cox, Larry A. & Griepentrog, Gary L.
April 1988, Volume 7, Issue 2
- 75-80 The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
by Dufresne, Francois & Gerber, Hans U.
- 81-93 Optimal term life insurance -- A practical solution
by Lévy, Haim & Simon, Julian L. & Doherty, Neil A.
- 95-101 Yields on lottery bonds
by Ramlau-Hansen, Henrik
- 103-112 A bonus--malus system in automobile insurance
by Neuhaus, Walther
- 113-122 Credibility estimators with geometric weights
by Sundt, Bjorn
- 123-129 Diffusion premiums for claim severities subject to inflation
by Garrido, Jose
- 131-138 Limit theorems for the present value of the surplus of an insurance portfolio
by Boogaert, P. & Haezendonck, J. & Delbaen, F.
January 1988, Volume 7, Issue 1
- 1-7 Recursive calculation of finite-time ruin probabilities
by De Vylder, F. & Goovaerts, M. J.
- 9-14 Aspects of optimal insurance demand when there are uninsurable risks
by Kischka, Peter
- 15-23 Mathematical fun with ruin theory
by Gerber, Hans U.
- 25-33 Joint insurance and capitalization costs
by Tapiero, Charles S. & Jacque, Laurent
- 35-37 On algebraic equivalence of tariffing systems
by Hurlimann, Werner
- 39-40 An elementary proof of the Adelson--Panjer recursion formula
by Hurlimann, Werner
- 41-47 Calculation of the probability of eventual ruin by Beekman's convolution series
by Shiu, Elias S. W.
- 49-57 A gamma-minimax result in credibility theory
by Eichenauer, Jurgen & Lehn, Jurgen & Rettig, Stefan
- 59-66 Cross-validatory graduation
by Brooks, R. J. & Stone, M. & Chan, F. Y. & Chan, L. K.
- 67-69 Non-uniqueness of option prices
by Gerber, Hans U. & Shiu, Elias S. W.
- 71-74 The contribution formula: an economic view
by Kune, J. B.
November 1987, Volume 6, Issue 4
- 237-244 The effect of risk parameters on decision making
by Nigm, A. M. & El-Habashi, M. H. & Hamdy, H. I.
- 245-257 Premium rating under non-exponential utility
by Goovaerts, M. J. & Taylor, G. C.
- 259-266 On the Fisher-Weil immunization theorem
by Shiu, Elias S. W.
- 267-274 An improvement to the convolution method of calculating [psi](u)
by Meyers, Glenn & Beekman, John A.
- 275-287 Expenses and underwriting strategy in competition
by Taylor, G. C.
- 289-293 New upper bounds for stop-loss premiums for the individual model
by Van heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J.
July 1987, Volume 6, Issue 3
- 169-178 Calculation of the maximum retentions in XL reinsurance
by Zecchin, Marco
- 179-188 The problem of stability in insurance mathematics
by Beirlant, J. & Rachev, S. T.
- 189-194 Credibility and old estimates
by Sundt, Bjorn
- 195-202 Approximations for stop-loss premiums
by Teugels, J. L. & Willmot, G.
- 203-212 Symbolic computing
by Chan, Fung Yee
- 213-220 Estimating rates of return on Australian superannuation funds
by McCrae, Michael & Tippett, Mark
- 221-232 Upperbounds on ruin probabilities in case of negative loadings and positive interest rates
by Boogaert, P. & Crijns, V.
- 233-234 Stochastic modelling and analysis: A computational approach,: Henk C. Thijms, Wiley Series in Probability and Mathematical Statistics (Wiley, New York, 1986) pp. xii + 418, [UK pound]19.95
by Teugels, Jozef L.
April 1987, Volume 6, Issue 2
- 85-116 Classical risk theory in an economic environment
by Delbaen, F. & Haezendonck, J.
- 117-127 A model for determining early retirement incentives
by Sharp, Keith P.
- 129-134 A two-parameter family of pension contribution functions and stochastic optimization
by O'Brien, Thomas
- 135-144 Retroactive price regulation and the fair rate of return
by Doherty, Neil A.
- 145-149 On the robustness of premium principles
by Heilmann, W. -R. & Schroter, K.
- 151-159 Prediction of IBNR claim counts by modelling the distribution of report lags
by Kaminsky, Kenneth S.
- 161-164 Lebensversicherungsmathematik : H.U. Gerber, (Vereinigung schweizerischer Versicherungsmathematiker, Zurich; distributed by Springer Verlag, Berlin-Heidelberg-New York-London-Paris-Tokyo, 1986) pp. xiii + 125, DM 98,-, ISBN 3-540-16669-6
by Wolthuis, H.
January 1987, Volume 6, Issue 1
- 1-6 Matrix derivation of moving-weighted-average graduation formulas
by Shiu, Elias S. W.
- 7-18 Balancing an insurance portfolio by class of business
by Taylor, G. C.
- 19-31 A numerical approach to utility functions in risk theory
by Hurlimann, W.
- 33-42 On the use of QUADPACK for the calculation of risk theoretical quantities
by Kaas, R. & Goovaerts, M. J.
- 43-56 Difference equation approaches in evaluation of compound distributions
by Willmot, G. E. & Panjer, H. H.
- 57-62 A collective risk comparative study
by Beekman, John A. & Fuelling, Clinton P.
- 63-64 A simple proof of Feller's characterization of the compound Poisson distributions
by Ospina, A. Valderrama & Gerber, H. U.
- 65-83 Stochastic investment models--theory and applications
by Wilkie, A. D.
October 1986, Volume 5, Issue 4
- 255-259 Points systems for car insurance
by Hutchinson, T. P. & Rowell, S.
- 261-270 The determination of life premiums: An international cross-section analysis 1970-1981
by Beenstock, Michael & Dickinson, Gerry & Khajuria, Sajay
- 271-274 On robust premium principles
by Kremer, E.
- 275-278 A note on insurance leverage under skew distributions
by Albrecht, Peter
- 279-283 Extremal values of stop-loss premiums under moment constraints
by Kaas, R. & Goovaerts, M. J.
- 285-293 Estimates for the probability of ruin starting with a large initial reserve
by Horvath, Lajos & Willekens, Eric
- 295-303 The submartingale assumption in risk theory
by Moriconi, Franco
- 305-313 On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
by Herkenrath, Ulrich
- 315-334 Upper bounds on stop-loss premiums in case of known moments up to the fourth order
by Jansen, K. & Haezendonck, J. & Goovaerts, M. J.
July 1986, Volume 5, Issue 3
April 1986, Volume 5, Issue 2
- 119-127 Strategies for computation of compound distributions with two-sided severities
by Jewell, W. S. & Milidiu, R. L.
- 129-132 Improved recursions for some compound poisson distributions
by De Pril, Nelson
- 133-140 A bivariate model for total fertility rate and mean age of childbearing
by Miller, Robert B.
- 141-146 A stochastic-dynamic approach to pension funding
by O'Brien, Thomas
- 147-149 A note on the adjustment coefficient in ruin theory
by Mammitzsch, V.
- 151-157 On the small risk approximation
by Heijnen, Bert & Gerber, Hans U.
- 158-163 Two inequalities on stop-loss premiums and some of its applications
by Hurlimann, Werner
- 164-167 General bounds on ruin probabilities
by Kaas, R. & Goovaerts, M. J.
- 169-182 Measuring the effects of reinsurance by the adjustment coefficient
by Centeno, Lourdes
January 1986, Volume 5, Issue 1
- 1-1 Editorial
by Zehnwirth, Ben
- 3-29 A survey of the relationship between claims reserves and solvency margins
by Byrnes, J. F.
- 31-33 Discussion of A survey of the relationship between claims reserves and solvency margins by J. Byrnes
by Hewitt, Charles C.
- 35-39 Ordering of risks and ruin probabilities
by Broeckx, F. & Goovaerts, M. & De Vylder, F.
- 41-44 Discussion of Ordering of risks and ruin probabilities by F. Broeckx, M. Goovaerts and F. De Vylder
by Taylor, G. C.
- 45-56 Discussion of methods of claim reserving in non-life insurance
by Reid, D. H.
- 57-58 Discussion of Discussion of methods of claim reserving in non-life insurance by D.H. Reid
by Hart, D. G.
- 59-77 Underwriting strategy in a competitive insurance environment
by Taylor, G. C.
- 79-80 Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor
by Benjamin, B.
- 81-83 Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor
by Pentikainen, T.
- 85-86 Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor
by Lester, R.
- 87-92 Best bounds for positive distributions with fixed moments
by Kaas, R. & Goovaerts, M. J.
- 93-95 Discussion of Best bounds for positive distributions with fixed moments by R. Kaas and M.J. Goovaerts
by Taylor, G. C.
- 97-101 Properties of premium calculation principles
by Reich, Axel
- 103-112 Risk theory and serendipity
by Borch, Karl
- 113-116 Computational aspects of recursive evaluation of compound distributions
by Panjer, Harry H. & Willmot, Gordon E.
- 117-118 Discussion of Computational aspects of recursive evaluation of compound distributions by H.H. Panjer and G.E. Willmot
by Brown, A.
October 1985, Volume 4, Issue 4
- 227-232 Approximation of aggregate claims distributions by compound poisson distributions
by Hipp, C.
- 233-238 Finite formulae for the premium of the general reinsurance treaty based on ordered claims
by Kremer, Erhard
- 239-244 A note on immunization under a general stochastic equilibrium model of the term structure
by Albrecht, Peter
- 245-248 Two other views of the traditional net risk premium rate
by Ramsay, Colin M.
- 249-251 On additive principles of zero utility
by Gerber, Hans U.
- 253-261 Product safety for a monopolist under strict liability
by Schlesinger, Harris
- 263-266 A note on De Vylder's method of estimation of IBNR claims
by Hadidi, Nasser
- 267-278 Optimal indemnity contracts
by Blazenko, George
- 279-285 Chains of reinsurance: Non-cooperative equilibria and pareto optimality
by d'Ursel, L. & Lauwers, M.
- 287-293 Bounds on compound distributions and stop-loss premiums
by Runnenburg, J. Th. & Goovaerts, M. J.
- 295-295 Correction
by Janssen, Jacques
July 1985, Volume 4, Issue 3
- 143-153 Approximation and estimation of some compound distributions
by Teugels, Jozef L.
- 155-162 Semilinear credibility with several approximating functions
by De Vylder, F. & Goovaerts, M.
- 163-172 Non-linear regression in credibility theory
by De Vylder, F.
- 173-177 Tolerance intervals in risk theory
by Heilmann, Wolf-Rudiger
- 179-189 On convex principles of premium calculation
by Deprez, Olivier & Gerber, Hans U.
- 191-199 Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset
by Kahane, Yehuda & Kroll, Yoram
- 201-206 Inversed martingales in risk theory
by Delbaen, F. & Haezendonck, J.
- 207-224 Home responsibility protection and married women's pension rights
by Haberman, S.
April 1985, Volume 4, Issue 2
- 75-79 The utility of deductibles from the insurer's point of view
by Mack, Thomas
- 81-91 Combination of estimates of outstanding claims in non-life insurance
by Taylor, G. C.
- 93-98 Investment portfolio behavior of non-life insurers: A utility analysis
by Briys, Eric P.
- 99-111 Application of the problem of moments to derive bounds on integrals with integral constraints
by Goovaerts, M. J. & Kaas, R.
- 113-122 Ruin probabilities allowing for delay in claims settlement
by Waters, Howard R. & Papatriandafylou, Alex
- 123-127 Investment policies and reinsurance for pension funds
by Muller, Heinz H.
- 129-134 A series for infinite time ruin probabilities
by Beekman, John A.
- 135-135 On the monotonicity of stop-loss premiums
by Gerber, Hans U. & Schuerger, Klaus
- 137-141 Currency options as theoretical and practical instrument in hedging the exchange risk in excess of loss reinsurance
by Eldor, Rafael & Kahane, Yehuda
January 1985, Volume 4, Issue 1
- 1-1 Editor's introduction
by Miller, Robert B. & Hickman, James C.
- 3-8 Implications of population change on social insurance systems providing old-age benefits
by Myers, Robert J.
- 9-12 Discussion of Implications of population change on social insurance systems providing old-age benefits by Robert J. Myers
by Andrews, Goerge H.
- 13-19 Current cost pension systems and intergenerational equity
by Keyfitz, Nathan
- 21-22 Response to Current cost pension systems and intergenerational equity by Nathan Keyfitz
by Myers, Robert J.
- 23-27 Population projections for social security cost estimates
by Wilkin, John C.
- 29-34 Discussion of population projections for social security cost estimates by John Wilkin
by Holden, Karen C.
- 35-45 The implications of demographic changes for publicly funded medical insurance costs
by McKusick, David & King, Roland & Mussey, Solomon
- 47-49 The future cost of medicare and medicaid
by Hsiao, William C.
- 51-53 Discussion of the implications of demographic changes for publicly funded medical insurance costs by D. McKusick, R. King and S. Mussey
by Jollie, William
- 55-64 Critical linkages in higher education: Age composition and labor costs
by Hansen, W. Lee & Holden, Karen C.
- 65-74 Population waves and fertility fluctuations: Social security implications
by Boyle, Phelim P. & Freedman, Ruth
October 1984, Volume 3, Issue 4
- 217-217 Editors' Introduction
by Miller, Robert B. & Hickman, James C.
- 219-230 Technology, employment, and the succession of generations
by Keyfitz, Nathan
- 231-239 U.S. national population projections methods: A view from four forecasting traditions
by Long, John F.
- 241-255 An introduction to forecasting with time series models
by Bell, William R.
- 257-262 Transformation of grouped data to near normality
by Guerrero, Victor M. & Johnson, Richard A.
- 263-270 Evaluation of transformations in forecasting age specific birth rates
by Miller, Robert B.
- 271-277 Demography for actuarial students
by Beekman, John A.
- 279-285 Making demography relevant: The Canadian baby boom
by Brown, Robert L.
- 287-290 A conversation with friends
by Bartlett, Dwight III
July 1984, Volume 3, Issue 3
- 147-149 Two-person insurance negotiation
by Schlesinger, Harris
- 151-155 On a family of aggregate claims distributions
by Chan, Fung-Yee
- 157-165 Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
by Janssen, J. & de Dominicis, R.
- 167-172 Competitive equilibrium on risk exchanges: A constrained market approach
by Pressacco, Flavio
- 173-178 The mean square error of a randomly discounted sequence of uncertain payments
by de Jong, Piet
- 179-188 The structure of the distribution of a couple of observable random variables in credibility theory
by de Vylder, F. & Goovaerts, M.
- 189-190 Mixed poisson processes and the probability of ruin
by Seal, Hilary L. & Gerber, Hans U.
- 191-194 Error bounds for the compound poisson approximation
by Gerber, Hans U.
- 195-197 Representation theorems for extremal distributions
by Haezendonck, J. & de Vylder, F. & Delbaen, F.
- 201-204 A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions
by Goovaerts, M. & de Vylder, F.
- 205-213 Property insurance, quality and reservation premium: A note
by d'Ursel, Laurent & Lauwers, Marc
April 1984, Volume 3, Issue 2
- 73-96 Motor premium rating
by Coutts, Stewart
- 97-100 Equilibria in a proportional reinsurance market
by Gerber, Hans U.
- 101-110 Insurance and saving: some further results
by Dionne, Georges & Eeckhoudt, Louis
- 111-119 A class of autoregressive models for predicting the final claims amount
by Kremer, Erhard
- 121-131 Bounds for classical ruin probabilities
by De Vylder, F. & Goovaerts, M.
- 133-138 Stochastic dominance and parameter estimation: The case of symmetric stable distributions
by Ben-Horim, Moshe & Lévy, Haim
- 139-143 The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
by Ramsay, Colin M.
January 1984, Volume 3, Issue 1
- 1-17 A contribution to the statistical theory of linear graduation
by Hoem, Jan M.
- 19-33 Industry-wide expense standards using random coefficient regression
by Miller, Robert B. & Fortney, William G.
- 35-41 Determination of the composition of the insurance and investment portfolios of a casualty insurance company
by Smies-Lok, Annette H.
- 43-48 Chains of reinsurance
by Gerber, Hans U.
- 49-55 On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models
by Arnold, Barry C. & Brockett, Patrick L. & Torrez, William & Wright, A. Larry
- 57-66 Premium principles and translation invariance
by Reich, Axel
- 67-72 Applying robust regression to insurance
by Rousseeuw, P. & Daniels, B. & Leroy, A.
October 1983, Volume 2, Issue 4
- 215-225 Time series analysis of the probability of survival as unemployed
by Haberman, S.
- 227-240 Limit distributions for risk processes in case of claim amounts of finite expectation
by Jansen, K. & Haezendonck, J. & Delbaen, F.
- 241-249 Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk
by de Vylder, F. & Goovaerts, M.
- 251-270 Some approximation methods for the distribution of random sums
by von Chossy, R. & Rappl, G.
- 271-279 Bayesian graduation of FHA/HUD single-family home mortgage insurance contracts -- Section 203
by Herzog, Thomas N.
- 281-286 Credibility theory and the Kalman filter
by de Jong, Piet & Zehnwirth, Ben
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