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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
March 1990, Volume 9, Issue 1
December 1989, Volume 8, Issue 4
- 261-267 Properties of the Esscher premium calculation principle
by Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J.
- 269-277 A martingale approach to premium calculation principles in an arbitrage free market
by Delbaen, F. & Haezendonck, J.
- 279-285 Estimation of ruin probabilities by means of hazard rates
by Kluppelberg, Claudia
- 287-302 Insurance-investment: diffusion analysis
by Page, Dominique
- 303-308 Estimating hedonic distributions using polynomials
by Butler, Richard J. & Worrall, John D.
- 309-313 On optimum loss control: the case of Poisson distributed losses
by Cho, Dongsae
- 315-319 Positive homogeneity and multiplicativity of premium principles on positive risks
by Schmidt, Klaus D.
- 321-330 Delay in claim settlement
by Boogaert, P. & Haezendonck, J.
November 1989, Volume 8, Issue 3
- 157-157 Guest editors' introduction
by Panjer, Harry H. & Willmot, Gordon E.
- 159-164 Bayesian modelling of mortality catastrophes
by Klugman, Stuart A.
- 165-173 Stochastic differential equations for compounded risk reserves
by Garrido, Jose
- 175-185 Limiting tail behaviour of some discrete compound distributions
by Willmot, Gordon E.
- 187-201 Weak convergence of random growth processes with applications to insurance
by Dufresne, Daniel
- 203-209 AIDS: Exponential vs. polynomial growth models
by Panjer, Harry H.
- 211-232 Observations on the HIV epidemic and managing uncertainty in insurance
by Holland, David M.
- 233-242 Further reflections on actuarial recognition of nuclear holocaust hazard
by Nesbitt, Cecil J.
- 243-249 Ruin probability by operational calculus
by Shiu, Elias S. W.
- 251-258 On the computation of the aggregate claim distribution when individual claims are Inverse Gaussian
by Gendron, Michel & Crepeau, Helene
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
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