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Insurance: Mathematics and Economics
1982 - 2013
Edited by R. Kaas , H. U. Gerber , M. J. Goovaerts and E. S. W. Shiu
from Elsevier
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Volume 13, issue 3 , 1993
How to (and how not to) compute stop-loss premiums in practice pp. 241-254 R. Kaas A stop-loss experience rating scheme for fleets of cars, Part II pp. 255-262 Dominik Szynal and Jozef L. Teugels Pension funding: The effect of changing the frequency of valuations pp. 263-270 Steven Haberman Delay, feedback and variability of pension contributions and fund levels pp. 271-285 Alexandros Zimbidis and Steven Haberman Critical starting points for stable evaluation of mixed Poisson probabilities pp. 287-297 Shaun Wang and Harry Panjer Production decisions in case of monotone likelihood ratio shifts of cumulative distribution functions pp. 299-302 Yaffa Machnes Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum pp. 303-304 Anna Rita Bacinello and Fulvio Ortu Volume 13, issue 2 , 1993
Editorial: Disability risk in the EC pp. 99-99 Marc Goovaerts and R. Kaas Disability insurance in The Netherlands pp. 101-116 F. K. Gregorius Summary of talk on 'Work of the CMI PHI Sub-Committee' pp. 117-122 Eugene Hertzman Permanent health insurance: Overviews and market conditions in the UK pp. 123-130 Graham Mackay The actuarial treatment of the disability risk in Germany, Austria and Switzerland pp. 131-140 Gunther Segerer Volume 13, issue 1 , 1993
Bonus-malus system or partial coverage to oppose moral hazard problems? pp. 1-5 Martina Vandebroek A state space formulation of Whittaker graduation, with extensions pp. 7-14 R. J. Verrall Annuity distributions: A new class of compound Poisson distributions pp. 15-22 Colin M. Ramsay From planar Brownian windings to Asian options pp. 23-34 Marc Yor On Berry-Esseen results for the compound Poisson distribution pp. 35-37 R. Michel Remarks on the Swiss premium principle on positive risks pp. 39-44 Dirk Beyer and Manfred Riedel Pension funding with time delays and autoregressive rates of investment return pp. 45-56 Steven Haberman Asymptotic estimates for the probability of ruin in a Poisson model with diffusion pp. 57-62 Noel Veraverbeke On the application of Thiele's differential equation in life insurance pp. 63-74 Per Linnemann A semi-parametric estimator of a risk distribution pp. 75-81 Jacques Carriere Extensions of Ohlin's lemma with applications to optimal reinsurance structures pp. 83-97 Ole Hesselager Volume 12, issue 3 , 1993
Optimal claim behaviour for vehicle damage insurances pp. 225-244 N. P. Dellaert , J. B. G. Frenk and L. P. van Rijsoort Pricing equity-linked life insurance with endogenous minimum guarantees pp. 245-257 Anna Rita Bacinello and Fulvio Ortu Asymptotic ordering of risks and ruin probabilities pp. 259-264 Claudia Kluppelberg A Bayesian analysis of a simultaneous equations model for insurance rate-making pp. 265-286 David P. M. Scollnik Empirical probability generating function: An overview pp. 287-295 Miguel Nakamura and Victor Perez-Abreu Using expected loss ratios in reserving pp. 297-299 Daniel Gogol Volume 12, issue 2 , 1993
Moving weighted average graduation using kernel estimation pp. 113-126 John Gavin , Steven Haberman and Richard Verrall Some remarks on actuarial payment functions pp. 127-132 Hartmut Milbrodt Ruin probabilities in the compound binomial model pp. 133-142 Gordon E. Willmot On the distribution of the claim causing ruin pp. 143-154 David C. M. Dickson Fitting a parametric distribution for large claims in case of censored or partitioned data pp. 155-165 Michael Weba Volume 12, issue 1 , 1993
Editorial pp. 1-1 P. H. M. Kuys Nonparametric tests for mixed Poisson distributions pp. 3-8 Jacques Carriere The probability of ruin for the Inverse Gaussian and related processes pp. 9-22 F. Dufresne and H. U. Gerber How long is the surplus below zero? pp. 23-38 Alfredo D. Egidio dos Reis The transformed rejection method for generating Poisson random variables pp. 39-45 W. Hormann The impact of government social security payments on the annuity market pp. 47-56 Simon Power and Peter G. C. Townley Asymmetries and household insurance: A note pp. 57-60 Joseph G. Eisenhauer Ordering of risks: Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5 pp. 61-61 Marc Goovaerts Volume 11, issue 4 , 1992
Editorial pp. 247-247 F. Delbaen A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time pp. 249-257 W. Schachermayer Estimation of the yield curve and the forward rate curve starting from a finite number of observations pp. 259-269 F. Delbaen and Sabine Lorimier Interest randomness in annuities certain pp. 271-281 Ann De Schepper , F. De Vylder , Marc Goovaerts and R. Kaas Some further results on annuities certain with random interest pp. 283-290 Ann De Schepper and Marc Goovaerts The Laplace transform of annuities certain with exponential time distribution pp. 291-294 Ann De Schepper , Marc Goovaerts and F. Delbaen Remarks on the methodology introduced by Goovaerts et al pp. 295-299 G. Deelstra and F. Delbaen A stochastic interest model with an application to insurance pp. 301-310 Hans M. Dietz Numerical evaluation of the Wilkie inflation model pp. 311-314 Werner Hurlimann Volume 11, issue 3 , 1992
Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model pp. 167-171 F. De Vylder and Marc Goovaerts Immunization of investments with partially negative cash-flows pp. 173-177 Ernesto Salinelli Pension funding with time delays: A stochastic approach pp. 179-189 Steven Haberman On the distribution of the surplus prior to ruin pp. 191-207 David C. M. Dickson State space modeling of non-standard actuarial time series pp. 209-222 Bradley P. Carlin Finding the optimal allocation to a health-care reimbursement account pp. 223-235 Thomas S. Nunnikhoven Portfolio selection by mutual insurance companies and optimal participating insurance policies pp. 237-245 Christian Gollier and Serge Wibaut Volume 11, issue 2 , 1992
Editorial pp. 81-82 F. de Vylder , Marc Goovaerts and R. Kaas The actuary pp. 83-86 H. Buhlmann The fellowship of actuaries pp. 87-89 A. H. G. Rinnooy Kan The actuary: From academic to professional pp. 91-96 P. H. M. Kuys A stochastic approach to insurance cycles pp. 97-107 Marc Goovaerts , F. De Vylder and R. Kaas Credibility applications in Switzerland pp. 109-111 E. Straub Stochastic discounting pp. 113-127 H. Buhlmann The Dutch premium principle pp. 129-133 A. E. van Heerwaarden and R. Kaas Credibility and the Dutch fire insurance pp. 135-138 A. H. Willemse and E. Voshol Ordering of risks in life insurance pp. 139-152 Bart Kling and Henk Wolthuis A summary of new results on optimal parameter estimation under zero-excess assumptions pp. 153-161 F. De Vylder and Marc Goovaerts On the probability of ruin for infinitely divisible claim amount distributions pp. 163-166 Hans U. Gerber Volume 11, issue 1 , 1992
Optimal parameter estimation under zero-excess assumptions in a classical model pp. 1-6 F. De Vylder and Marc Goovaerts A Bayesian interpretation of Whittaker--Henderson graduation pp. 7-16 Greg Taylor Modeling large claims in non-life insurance pp. 17-29 Jan Beirlant and Jozef L. Teugels A dynamic reinsurance theory pp. 31-48 Anja De Waegenaere and F. Delbaen Ordering of risks through loss ratios pp. 49-54 Werner Hurlimann Stochastic processes defined from a Lagrangian pp. 55-69 F. De Vylder , Marc Goovaerts and R. Kaas Stop-loss order, unequal means, and more dangerous distributions pp. 71-77 R. Kaas and A. E. van Heerwaarden
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