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August 2015, Volume 2015, Issue 6
- 516-526 From ruin theory to solvency in non-life insurance
by Mario V. Wüthrich - 527-547 Fourier-analytic measures for heavy-tailed insurance losses
by Michael R. Powers & Thomas Y. Powers
July 2015, Volume 2015, Issue 5
- 383-405 Double chain ladder, claims development inflation and zero-claims
by MaríA Dolores Martínez Miranda & Jens Perch Nielsen & Richard Verrall & Mario V. Wüthrich - 406-422 Computing finite-time survival probabilities using multinomial approximations of risk models
by M. Costabile & I. Massabò & E. Russo - 423-454 Optimal dividend policies for piecewise-deterministic compound Poisson risk models
by Runhuan Feng & Hans W. Volkmer & Shuaiqi Zhang & Chao Zhu - 455-467 Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process
by Lianzeng Zhang & Xiang Hu & Baige Duan
May 2015, Volume 2015, Issue 4
- 301-318 The finite time ruin probability in a risk model with capital injections
by Ciyu Nie & David C.M. Dickson & Shuanming Li - 319-331 Tail approximation for reinsurance portfolios of Gaussian-like risks
by Julia Farkas & Enkelejd Hashorva - 332-351 Premiums and reserves, adjusted by distortions
by Alois Pichler - 352-382 A partial internal model for longevity risk
by Søren fiig Jarner & Thomas Møller
April 2015, Volume 2015, Issue 3
- 201-220 A Pareto scale-inflated outlier model and its Bayesian analysis
by David P.M. Scollnik - 221-244 Ordered random vectors and equality in distribution
by Ka Chun Cheung & Jan Dhaene & Alexander Kukush & Daniël Linders - 245-265 On a ruin model with both interclaim times and premiums depending on claim sizes
by Zhong Li & Kristina P. Sendova - 266-277 Seasonal mortality for fractional ages in short term life insurance
by J.J. Fernández-Durán & M.M. Gregorio-Domínguez - 278-300 The geometric chain-ladder
by D. Kuang & B. Nielsen & J.P. Nielsen
February 2015, Volume 2015, Issue 2
- 107-123 A simulation model for calculating solvency capital requirements for non-life insurance risk
by Jonas Alm - 124-140 Sensitivity of life insurance reserves via Markov semigroups
by Matthias A. Fahrenwaldt - 141-171 The impact of known breast cancer polygenes on critical illness insurance
by Craig Adams & Catherine Donnelly & Angus Macdonald - 172-183 Asymptotics for large claims reinsurance in a time-dependent renewal risk model
by Jinzhu Li - 184-199 A new parametric model for converting excess mortality from clinical studies to insured population
by Igor Itskovich & Bradley T. Roudebush
January 2015, Volume 2015, Issue 1
- 1-31 Prediction in a Poisson cluster model with multiple cluster processes
by Muneya Matsui - 32-48 Further developments in the Erlang(n) risk process
by Agnieszka I. Bergel & Alfredo D. Egídio Dos Reis - 49-58 Estimating a tail of the mixture of log-normal and inverse Gaussian distribution
by Jelena Kočović & Vesna Ćojbašić Rajić & Milan Jovanović - 59-87 Optimal consumption, investment and life insurance with surrender option guarantee
by Morten Tolver Kronborg & Mogens Steffensen - 88-106 Stochastic modelling of disability insurance in a multi-period framework
by Helena Aro & Boualem Djehiche & Björn Löfdahl
November 2014, Volume 2014, Issue 8
- 671-689 Asymptotic optimal investment under interest rate for a class of subexponential distributions
by Julia Eisenberg - 690-713 Inference in multiplicative pricing
by Stig Rosenlund - 714-728 The use of phase-type models for disability insurance calculations
by Amin Hassan Zadeh & Bruce L. Jones & David A. Stanford - 729-752 Recursions and fast Fourier transforms for a new bivariate aggregate claims model
by Tao Jin & Jiandong Ren - 753-757 Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’
by Vytaras Brazauskas & Andreas Kleefeld
2014, Volume 2014, Issue 7
- 583-601 Optimal investment of an insurer with regime-switching and risk constraint
by Jingzhen Liu & Ka-Fai Cedric Yiu & Tak Kuen Siu - 602-619 Unconditional distributions obtained from conditional specification models with applications in risk theory
by E. Gómez-Déniz & E. Calderín-Ojeda - 620-648 Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics
by Yasutaka Shimizu - 649-669 Micro-level stochastic loss reserving for general insurance
by Katrien Antonio & Richard Plat
2014, Volume 2014, Issue 6
- 483-509 Stochastic modelling of mortality and financial markets
by Helena Aro & Teemu Pennanen - 510-534 On the accuracy of phase-type approximations of heavy-tailed risk models
by E. Vatamidou & I.J.B.F. Adan & M. Vlasiou & B. Zwart - 535-560 Minimizing the lifetime ruin under borrowing and short-selling constraints
by Haluk Yener - 561-581 Consistent loss prediction for a portfolio and its subportfolios
by Sebastian Fuchs
2014, Volume 2014, Issue 5
- 383-404 Optimal constrained investment in the Cramer-Lundberg model
by Tatiana Belkina & Christian Hipp & Shangzhen Luo & Michael Taksar - 405-423 A note on deficit analysis in dependency models involving Coxian claim amounts
by David Landriault & Wing Yan Lee & Gordon E. Willmot & Jae-Kyung Woo - 424-438 Optimal reinsurance arrangements in the presence of two reinsurers
by Yichun Chi & Hui Meng - 439-457 Modelling critical illness claim diagnosis rates I: methodology
by Erengul Ozkok & George Streftaris & Howard Waters & A. David Wilkie - 458-482 Modelling critical illness claim diagnosis rates II: results
by E. Ozkok & G. Streftaris & H.R. Waters & A.D. Wilkie
2014, Volume 2014, Issue 4
- 283-308 On semiparametric estimation of ruin probabilities in the classical risk model
by Esterina Masiello - 309-338 On a nonparametric estimator for ruin probability in the classical risk model
by Zhimin Zhang & Hailiang Yang & Hu Yang - 339-351 SC-CR Algorithms with informative masking
by Peter Adamic & Sylvain Caron - 352-367 Pricing catastrophe risk in life (re)insurance
by Erland Ekheden & Ola Hössjer - 368-382 First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
by David Landriault & Tianxiang Shi
2014, Volume 2014, Issue 3
- 189-207 Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon
by Mark Bebbington & Rebecca Green & Chin-Diew Lai & Ričardas Zitikis - 208-227 Rethinking age-period-cohort mortality trend models
by Daniel Alai & Michael Sherris - 228-254 Insurance markets and unisex tariffs: is the European Court of Justice improving or destroying welfare?
by Jörn Sass & Frank Seifried - 255-277 The moments of the Gompertz distribution and maximum likelihood estimation of its parameters
by Adam Lenart - 278-281 Regarding folded models and the paper by Brazauskas and Kleefeld (2011)
by David Scollnik - 282-282 Errata for ‘Optimal dividend control for a generalized risk model with investment incomes and debit interest’ online version
by Jinxia Zhu
2014, Volume 2014, Issue 2
- 93-115 A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
by Lothar Breuer & Andrei Badescu - 116-124 On the complete monotonicity of the compound geometric convolution with applications in risk theory
by Sung Chiu & Chuancun Yin - 125-158 On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula
by Stathis Chadjiconstantinidis & Spyridon Vrontos - 159-179 Longitudinal modeling of insurance claim counts using jitters
by Peng Shi & Emiliano Valdez - 180-187 New composite models for the Danish fire insurance data
by S. Nadarajah & S.A.A. Bakar
2014, Volume 2014, Issue 1
- 1-31 Computing the finite-time expected discounted penalty function for a family of Lévy risk processes
by Alexey Kuznetsov & Manuel Morales - 32-40 An axiomatic approach to the valuation of cash flows
by Fredrik Armerin - 41-57 Quantifying mortality risk in small defined-benefit pension schemes
by Catherine Donnelly - 58-71 Modelling and predicting customer churn from an insurance company
by Clara-Cecilie Günther & Ingunn Tvete & Kjersti Aas & Geir Sandnes & Ørnulf Borgan - 72-91 Optimal reinsurance under general law-invariant risk measures
by K.C. Cheung & K.C.J. Sung & S.C.P. Yam & S.P. Yung
2013, Volume 2013, Issue 6
- 403-423 On mixing, compounding, and tail properties of a class of claim number distributions
by Gordon Willmot - 424-452 Randomized observation periods for the compound Poisson risk model: the discounted penalty function
by Hansjörg Albrecher & Eric Cheung & Stefan Thonhauser - 453-476 Ruin probabilities in models with a Markov chain dependence structure
by C. Constantinescu & D. Kortschak & V. Maume-Deschamps
2013, Volume 2013, Issue 5
- 325-339 Jackknife empirical likelihood for parametric copulas
by Ruodu Wang & Liang Peng & Jingping Yang - 340-351 Contingent means in multi-life models
by Liang Hong & Jyotirmoy Sarkar - 352-382 Sharp approximations of ruin probabilities in the discrete time models
by Lesław Gajek & Marcin Rudź - 383-402 Modeling of group-specific mortality in China using a modified Lee–Carter model
by Bojuan Zhao & Xiangliang Liang & Wenke Zhao & Delong Hou
2013, Volume 2013, Issue 4
- 241-262 Fitting bivariate losses with phase-type distributions
by Amin Zadeh & Martin Bilodeau - 263-285 Optimal investment-reinsurance with dynamic risk constraint and regime switching
by Jingzhen Liu & Ka-Fai Yiu & Tak Siu & Wai-Ki Ching - 286-323 Safety margins for unsystematic biometric risk in life and health insurance
by Marcus Christiansen
2013, Volume 2013, Issue 3
- 163-185 On finite-time ruin probabilities with reinsurance cycles influenced by large claims
by Mathieu Bargès & Stéphane Loisel & Xavier Venel - 186-212 Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
by Landy Rabehasaina & Cary Chi-Liang Tsai - 213-239 On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process
by Zhimin Zhang & Hailiang Yang & Hu Yang
2013, Volume 2013, Issue 2
- 83-102 Ruin problems for a discrete time risk model with non-homogeneous conditions
by Anna Castañer & M. Claramunt & Maude Gathy & Claude Lefèvre & Maite Mármol - 103-118 Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
by Ka Cheung & Steven Vanduffel - 119-139 Optimal insurance contract with stochastic background wealth
by Hung-Hsi Huang & Yung-Ming Shiu & Ching-Ping Wang - 140-162 Optimal dividend control for a generalized risk model with investment incomes and debit interest
by Jinxia Zhu
2013, Volume 2013, Issue 1
- 1-23 A cautionary note on pricing longevity index swaps
by Rui Zhou & Johnny Li - 24-48 Raising and allocation capital principles as optimal managerial contracts
by Fernando Mierzejewski - 49-68 Performance measurement of pension strategies: a case study of Danish life-cycle products
by Montserrat Guillén & Jens Nielsen & Ana Pérez-Marín & Kitt Petersen - 69-83 On beta-product convolutions
by Enkelejd Hashorva
2012, Volume 2012, Issue 4
- 233-257 A handbook of parametric survival models for actuarial use
by S. J. Richards - 258-277 Performance measurement of pension strategies: a case study of Danish life cycle products
by Montserrat Guillén & Jens Perch Nielsen & Ana Pérez-Marín & Kitt Petersen - 278-305 A mixed copula model for insurance claims and claim sizes
by Claudia Czado & Rainer Kastenmeier & Eike Brechmann & Aleksey Min
2012, Volume 2012, Issue 3
- 153-182 A unifying approach to the analysis of business with random gains
by Eric Cheung - 183-202 Erlang risk models and finite time ruin problems
by David Dickson & Shuanming Li - 203-231 Understanding, modelling and managing longevity risk: key issues and main challenges
by Pauline Barrieu & Harry Bensusan & Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Claudia Ravanelli & Yahia Salhi
2012, Volume 2012, Issue 2
- 81-105 An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
by Victor Korolev & Irina Shevtsova - 106-129 Modeling dependent yearly claim totals including zero claims in private health insurance
by Vinzenz Erhardt & Claudia Czado - 130-152 A generalized penalty function for a class of discrete renewal processes
by Jae-Kyung Woo
2012, Volume 2012, Issue 1
- 1-39 Stochastic projection for large individual losses
by Damien Drieskens & Marc Henry & Jean-François Walhin & Jürgen Wielandts - 40-55 Joint moments of discounted compound renewal sums
by Ghislain Léveillé & Franck Adékambi - 56-69 Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model
by Yasutaka Shimizu - 70-79 An extension of the Whittaker–Henderson method of graduation
by Alicja Nocon & William Scott
2011, Volume 2011, Issue 4
- 1-1 Editorial Board
by The Editors - 239-266 The genetics of breast and ovarian cancer IV: a model of breast cancer progression
by Baopeng Lu & Angus Macdonald & Howard Waters - 267-291 The genetics of breast and ovarian cancer V: application to income protection insurance
by Baopeng Lu & Angus Macdonald & Howard Waters & Fei Yu - 292-317 On the distortion of a copula and its margins
by Emiliano Valdez & Yugu Xiao - 318-318 Actuarial mathematics for life contingent risks by David C.M. Dickson, Mary R. Hardy and Howard R. Waters
by The Editors - 319-319 Regression modeling with actuarial and financial applications by Edward W. Frees
by The Editors - 319-320 Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse
by Boualem Djehiche
2011, Volume 2011, Issue 3
- 155-176 Minimising expected discounted capital injections by reinsurance in a classical risk model
by Julia Eisenberg & Hanspeter Schmidli - 177-192 Composite Lognormal–Pareto model with random threshold
by Mathieu Pigeon & Michel Denuit - 193-213 Hierarchical structures in the aggregation of premium risk for insurance underwriting
by Nino Savelli & Gian Clemente - 214-237 Prediction of outstanding payments in a Poisson cluster model
by Anders Jessen & Thomas Mikosch & Gennady Samorodnitsky
2011, Volume 2011, Issue 2
- 75-95 On a multi-threshold compound Poisson surplus process with interest
by Ilie-Radu Mitric & Kristina Sendova - 96-117 Extending the Lee–Carter model: a three-way decomposition
by Maria Russolillo & Giuseppe Giordano & Steven Haberman - 118-137 The proper distribution function of the deficit in the delayed renewal risk model
by So-Yeun Kim & Gordon Willmot - 138-153 Covariance of discounted compound renewal sums with a stochastic interest rate
by Ghislain Léveillé & Franck Adékambi
2011, Volume 2011, Issue 1
- 1-20 Future building water loss projections posed by climate change
by Ola Haug & Xeni Dimakos & Jofrid Vårdal & Magne Aldrin & Elisabeth Meze-Hausken - 21-37 Diagonal effects in claims reserving
by Anders Jessen & Niels Rietdorf - 38-58 Erlangian approximation to finite time ruin probabilities in perturbed risk models
by David Stanford & Kaiqi Yu & Jiandong Ren - 59-74 Folded and log-folded- distributions as models for insurance loss data
by Vytaras Brazauskas & Andreas Kleefeld
2010, Volume 2010, Issue 4
- 249-267 Inequalities for the De Pril approximation to the distribution of the number of policies with claims
by Raluca Vernic & Jan Dhaene & Bjørn Sundt - 268-283 Some results on the joint distribution prior to and at the time of ruin in the classical model
by Georgios Psarrakos - 284-311 Stochastic mortality under measure changes
by Enrico Biffis & Michel Denuit & Pierre Devolder - 312-327 Multiple decrement modeling in the presence of interval censoring and masking
by Peter Adamic & Stephanie Dixon & Daniel Gillis
2010, Volume 2010, Issue 3
- 165-184 Moment generating functions of compound renewal sums with discounted claims
by Ghislain Léveillé & José Garrido & Ya Fang Wang - 185-199 Gerber–Shiu analysis with a generalized penalty function
by Eric Cheung & David Landriault & Gordon Willmot & Jae-Kyung Woo - 200-220 An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
by Cary Tsai & Yi Lu - 221-245 Analysis of ruin measures for the classical compound Poisson risk model with dependence
by Héléne Cossette & Etienne Marceau & Fouad Marri - 246-247 Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’
by Abdelhakim Necir & Brahim Brahimi & Djamel Meraghni
2010, Volume 2010, Issue 2
- 83-92 Strong stability in a two-dimensional classical risk model with independent claims
by Zina Benouaret & Djamil Aïssani - 93-104 Extremes on the discounted aggregate claims in a time dependent risk model
by Alexandru Asimit & Andrei Badescu - 105-135 Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
by Hansjörg Albrecher & Christian Hipp & Dominik Kortschak - 136-147 On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy
by Shuanming Li & Yi Lu - 148-160 Can stocks help mend the asset and liability mismatch?
by Boualem Djehiche & Jonas Rinné - 161-164 Commutation functions under Gompertz–Makeham mortality
by Andreas Lagerås
2010, Volume 2010, Issue 1
- 1-14 Pensions and genetics: can longevity genes be reliable risk factors for annuity pricing?
by Angus Macdonald & Kenneth McIvor - 15-35 Investing for retirement through a with-profits pension scheme: a client's perspective
by Michael Preisel & Søren Jarner & Rune Eliasen - 36-55 Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes
by Lihua Bai & Junyi Guo - 56-67 Lapse rate modeling: a rational expectation approach
by Domenico De Giovanni - 68-81 Modeling multiple risks in the presence of double censoring
by Peter Adamic
2009, Volume 2009, Issue 4
- 253-280 Optimal design of equity-linked products with a probabilistic constraint
by Phelim Boyle & Weidong Tian - 281-294 On the discounted penalty function in a discrete time renewal risk model with general interclaim times
by Xueyuan Wu & Shuanming Li - 295-305 Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
by Esther Frostig & Michel Denuit - 306-331 Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
by Susanna Björkwall & Ola Hössjer & Esbjörn Ohlsson
2009, Volume 2009, Issue 3
- 169-186 A two-account model of pension saving contracts
by Mogens Steffensen & Stephan Waldstrøm - 187-204 On the ordering of ruin probabilities for the surplus process perturbed by diffusion
by Cary Chi-Liang Tsai - 205-218 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
by Chengguo Weng & Yi Zhang & Ken Tan - 219-238 The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
by Knut Aase - 239-251 Projections of pension fund solvency under alternative valuation regimes
by Andriy Andreev & Hans-Kristian Sjöholm
2009, Volume 2009, Issue 2
- 85-103 Elliptical families and copulas: tilting and premium; capital allocation
by Zinoviy Landsman - 104-118 Monotonicity properties and the deficit at ruin in the Sparre Andersen model
by Georgios Psarrakos & Konstadinos Politis - 119-151 Risk minimization with inflation and interest rate risk: applications to non-life insurance
by Jérôme Barbarin & Tanguy De Launois & Pierre Devolder - 152-167 A flexible model for actuarial risks under dependence
by Willem Albers & Wilbert Kallenberg & Viktor Lukocius - 168-168 Book Review
by Boualem Djehiche
2009, Volume 2009, Issue 1
- 1-26 Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
by Łukasz Delong - 27-37 The distribution of compound sums of Pareto distributed losses
by Colin Ramsay - 38-62 Management of catastrophic risks considering the existence of early warning systems
by Claudia Flores - 63-84 Uncertainty of the claims development result in the chain ladder method
by Mario Wüthrich & Michael Merz & Natalia Lysenko
2008, Volume 2008, Issue 4
- 202-242 Second-order Bayesian revision of a generalised linear model
by Greg Taylor - 243-282 Modelling long-term investment returns via Bayesian infinite mixture time series models
by John Lau & Tak Siu - 283-300 Bounds on the estimation error in the chain ladder method
by Mario Wüthrich & Michael Merz & Hans Bühlmann - 301-314 Combining generalized linear models and credibility models in practice
by Esbjörn Ohlsson - 315-315 Solvency II: stability problems with the SCR aggregation formula
by Dietmar Pfeifer & Doreen Strassburger - 316-316 Book Review
by Boualem Djehiche - 317-317 39 International Astin Colloquium
by The Editors
2008, Volume 2008, Issue 2-3
- 79-113 Modelling and management of mortality risk: a review
by Andrew Cairns & David Blake & Kevin Dowd - 114-146 On systematic mortality risk and risk-minimization with survivor swaps
by Mikkel Dahl & Martin Melchior & Thomas Møller - 147-173 The evolution of death rates and life expectancy in Denmark
by Søren Jarner & Esben Kryger & Chresten Dengsøe - 174-183 Reference mortality K2004 of personal life insurance policies in Finland
by Mika Mäkinen - 184-199 Mortality among Swedish insured
by Ellinor Samuelsson
2008, Volume 2008, Issue 1
- 1-15 Randomized dividends in the compound binomial model with a general premium rate
by David Landriault - 16-33 Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion
by Alexandros Zimbidis - 34-40 The optimal claiming strategies in a Bonus-Malus System and the monotony property
by Yaniv Zaks - 41-60 On finite-time ruin probabilities for classical risk models
by Claude Lefèvre & Stéphane Loisel - 61-77 Solvency II: stability problems with the SCR aggregation formula
by Dietmar Pfeifer & Doreen Strassburger
2007, Volume 2007, Issue 4
- 227-247 Analysis of a threshold dividend strategy for a MAP risk model
by Andrei Badescu & Steve Drekic & David Landriault - 248-260 On the analysis of a multi-threshold Markovian risk model
by Andrei Badescu & Steve Drekic & David Landriault - 261-280 Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
by Arthur Chiragiev & Zinoviy Landsman - 281-292 Mean and dispersion modelling for policy claims costs
by Gillian Heller & D. Mikis Stasinopoulos & Robert Rigby & Piet De Jong - 293-304 Non-parametric estimation of operational risk losses adjusted for under-reporting
by Tine Buch-Kromann & Martin Englund & Jim Gustafsson & Jens Perch Nielsen & Fredrik Thuring
2007, Volume 2007, Issue 3
- 147-161 Statistical estimate of the proportional hazard premium of loss
by Abdelhakim Necir & Djamel Meraghni & Fatima Meddi - 162-179 Nested -statistics and their use in comparing the riskiness of portfolios
by Vytaras Brazauskas & Bruce Jones & Madan Puri & Ričardas Zitikis - 180-201 Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
by Ugur Tuncay Alparslan & Gennady Samorodnitsky - 202-225 Spatial modelling of claim frequency and claim size in non-life insurance
by Susanne Gschlößl & Claudia Czado - 226-226 Corrigendum
by Jan Dhaene & Gordon Willmot & Bjørn Sundt
2007, Volume 2007, Issue 2
- 73-107 Optimal expected exponential utility of dividend payments in a Brownian risk model
by Peter Grandits & Friedrich Hubalek & Walter Schachermayer & Mislav Žigo - 108-125 Valuation portfolio in non-life insurance
by Markus Buchwalder & Hans Bühlmann & Michael Merz & Mario Wüthrich - 126-134 Solvency II: Calibration for skewness
by Arne Sandström - 135-146 Topical modelling issues in Solvency II
by Ronkainen Vesa & Koskinen Lasse & Berglund Raoul
2007, Volume 2007, Issue 1
- 1-19 Association and heterogeneity of insured lifetimes in the Lee–Carter framework
by Michel Denuit & Esther Frostig - 20-33 On composite lognormal-Pareto models
by David Scollnik - 34-52 Markov-modulated diffusion risk models
by Nicole Bäuerle & Mirko Kötter - 53-70 Pragmatic insurance option pricing
by Jon Holtan
2006, Volume 2006, Issue 6
- 311-337 Principle of equivalent utility and universal variable life insurance pricing
by Jin Ma & Yuhua Yu - 338-367 The Genetics of Breast and Ovarian Cancer III: A new model of family history with insurance applications
by Eng Hock Gui & Baopeng Lu & Angus Macdonald & Howard Waters & Chessman Wekwete - 368-377 On de-seasonalising adjusted-average formulae
by T.K.J. Herbert & W.F. Scott - 378-379 Arne Sandström. Solvency, Models, Assessment and Regulation. Chapman & Hall/CRC, 2005)
by The Editors
2006, Volume 2006, Issue 5
- 247-264 An actuarial analysis of the French bonus-malus system
by Sandra Pitrebois & Michel Denuit & Jean-François Walhin - 265-285 On a risk model with dependence between interclaim arrivals and claim sizes
by Mathieu Boudreault & Hélène Cossette & David Landriault & Etienne Marceau - 286-309 Types of dependence and time-dependent association between two lifetimes in single parameter copula models
by Jaap Spreeuw
2006, Volume 2006, Issue 4
- 183-202 On the severity of ruin in a Markov-modulated risk model
by Yi Lu