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Series handle: RePEc:eee:insuma
ISSN: 0167-6687
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Content
July 1984, Volume 3, Issue 3
- 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
- 287-288 The poisson process: Its failure in risk theory
by Seal, Hilary L.
July 1983, Volume 2, Issue 3
- 139-145 Bound on integrals: Elimination of the dual and reduction of the number of equality constraints
by De Vylder, F.
- 147-157 Life insurance in a portfolio context
by Buser, Stephen A. & Smith, Michael L.
- 159-177 Practical aspects of stop-loss calculations
by Panjer, H. H. & Lutek, B. W.
- 179-197 A stochastic theory of pension dynamics
by Balcer, Yves & Sahin, Izzet
- 199-208 Optimal multi-period insurance contracts
by Venezia, Itzhak & Lévy, Haim
- 209-213 Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
by Kremer, Erhard
April 1983, Volume 2, Issue 2
- 69-73 Parametric multiple regression risk models: Some connections with IBNR
by Albrecht, Peter
- 75-80 Maximization of the variance of a stop-loss reinsured risk
by De Vylder, F. & Goovaerts, M.
- 81-90 On risk processes with the Markov property and with independent increments
by Delbaen, F. & Haezendonck, J.
- 91-102 MIN-MAD life: A multi-period optimization model for life insurance company investment decisions
by Brodt, Abraham I.
- 103-112 Optimal investment policy of an insurance firm
by Tapiero, Charles S. & Zuckerman, Dror
- 113-117 Parametric multiple regression risk models: Connections with tariffication, especially in motor insurance
by Albrecht, Peter
- 119-137 Efficiency analysis of deductible insurance policies
by Kroll, Yoram
January 1983, Volume 2, Issue 1
October 1982, Volume 1, Issue 4
- 241-243 Recursive formulas for discrete distributions
by Chan, Beda
- 245-251 On some multivariate density estimates and empirical Bayes problems
by El-Said El-Nadi, Khairia
- 253-254 On the problem of testing whether a mixed poisson process is homogeneous
by Sundt, Bjorn
- 255-260 Exploration of pension funding in case of exact vesting
by Nesbitt, Cecil J.
- 261-270 Notes on the dynamics of pension funding
by Bowers, Newton Jr. & Hickman, James C. & Nesbitt, Cecil J.
- 271-276 An unbayesed approach to credibility
by Gerber, Hans U.
- 277-285 Underwriting and uncertainty
by de Wit, G. W.
- 287-302 Numerical best bounds on stop-loss preminus
by Goovaerts, M. J. & Haezendonck, J. & De Vylder, F.
July 1982, Volume 1, Issue 3
April 1982, Volume 1, Issue 2
January 1982, Volume 1, Issue 1
- 1-1 Editorial
by Taylor, G. C.
- 3-11 Estimation of outstanding reinsurance recoveries on the basis of incomplete information
by Taylor, G. C.
- 13-18 On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
by Gerber, Hans U.
- 19-26 Optimal risk retention under partial insurance
by Boyle, Phelim P. & Mao, Jennifer
- 27-33 Testing the goodness of fit of a mixed Poisson process
by Albrecht, Peter
- 35-40 Estimation of IBNR claims by credibility theory
by De Vylder, F.
- 41-53 A new premium calculation principle based on Orlicz norms
by Haezendonck, J. & Goovaerts, M.
- 55-72 Estimates for the probability of ruin with special emphasis on the possibility of large claims
by Embrechts, P. & Veraverbeke, N.
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