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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 2, issue 4 , 1983
Time series analysis of the probability of survival as unemployed pp. 215-225 S. Haberman Limit distributions for risk processes in case of claim amounts of finite expectation pp. 227-240 K. Jansen , J. Haezendonck and F. Delbaen Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk pp. 241-249 F. de Vylder and Marc Goovaerts Some approximation methods for the distribution of random sums pp. 251-270 R. von Chossy and G. Rappl Bayesian graduation of FHA/HUD single-family home mortgage insurance contracts -- Section 203 pp. 271-279 Thomas N. Herzog Credibility theory and the Kalman filter pp. 281-286 Piet de Jong and Ben Zehnwirth The poisson process: Its failure in risk theory pp. 287-288 Hilary L. Seal Volume 2, issue 3 , 1983
Bound on integrals: Elimination of the dual and reduction of the number of equality constraints pp. 139-145 F. De Vylder Life insurance in a portfolio context pp. 147-157 Stephen A. Buser and Michael L. Smith Practical aspects of stop-loss calculations pp. 159-177 H. H. Panjer and B. W. Lutek A stochastic theory of pension dynamics pp. 179-197 Yves Balcer and Izzet Sahin Optimal multi-period insurance contracts pp. 199-208 Itzhak Venezia and Haim Lévy Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties pp. 209-213 Erhard Kremer Volume 2, issue 2 , 1983
Parametric multiple regression risk models: Some connections with IBNR pp. 69-73 Peter Albrecht Maximization of the variance of a stop-loss reinsured risk pp. 75-80 F. De Vylder and Marc Goovaerts On risk processes with the Markov property and with independent increments pp. 81-90 F. Delbaen and J. Haezendonck MIN-MAD life: A multi-period optimization model for life insurance company investment decisions pp. 91-102 Abraham . Brodt Optimal investment policy of an insurance firm pp. 103-112 Charles S. Tapiero and Dror Zuckerman Parametric multiple regression risk models: Connections with tariffication, especially in motor insurance pp. 113-117 Peter Albrecht Efficiency analysis of deductible insurance policies pp. 119-137 Yoram Kroll Volume 2, issue 1 , 1983
Maximization, under equality constraints, of a functional of a probability distribution pp. 1-16 F. De Vylder Some mathematical aspects of reinsurance pp. 17-26 Howard R. Waters Bounds for the optimal critical claim size of a bonus system pp. 27-32 Nelson de Pril and Marc Goovaerts A statistical approach to graduation by mathematical formula pp. 33-47 L. K. Chan and H. H. Panjer Parametric multiple regression risk models: Theory and statistical analysis pp. 49-66 Peter Albrecht Volume 1, issue 4 , 1982
Recursive formulas for discrete distributions pp. 241-243 Beda Chan On some multivariate density estimates and empirical Bayes problems pp. 245-251 Khairia El-Said El-Nadi On the problem of testing whether a mixed poisson process is homogeneous pp. 253-254 Bjorn Sundt Exploration of pension funding in case of exact vesting pp. 255-260 Cecil J. Nesbitt Notes on the dynamics of pension funding pp. 261-270 Newton Bowers , James T Hickman and Cecil J. Nesbitt An unbayesed approach to credibility pp. 271-276 Hans U. Gerber Underwriting and uncertainty pp. 277-285 G. W. de Wit Numerical best bounds on stop-loss preminus pp. 287-302 Marc Goovaerts , J. Haezendonck and F. De Vylder Volume 1, issue 3 , 1982
Analytical best upper bounds on stop-loss premiums pp. 163-175 F. De Vylder and Marc Goovaerts Exponential smoothing and credibility theory pp. 177-184 Erhard Kremer On multiple counting processes with the Markov property pp. 185-195 J. Haezendonck and K. Jansen Estimation of ruin probabilities pp. 197-211 Jozef L. Teugels Ruin theory in the linear model pp. 213-217 Hans U. Gerber Invariantly recursive credibility estimation pp. 219-240 Bjorn Sundt Volume 1, issue 2 , 1982
On optimal parameter estimation in credibility pp. 73-89 Ragnar Norberg Equilibrium relationships between insurance and self-protection activity pp. 91-97 Robert Heinkel Comments on Taylor's see-saw approach to claims reserving pp. 99-103 Ben Zehnwirth Zehnwirth's comments on the see-saw method: a reply pp. 105-108 G. C. Taylor Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints pp. 109-130 F. De Vylder Ordering of risks: a review pp. 131-161 Marc Goovaerts , F. De Vylder and J. Haezendonck Volume 1, issue 1 , 1982
Editorial pp. 1-1 G. C. Taylor Estimation of outstanding reinsurance recoveries on the basis of incomplete information pp. 3-11 G. C. Taylor On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums pp. 13-18 Hans U. Gerber Optimal risk retention under partial insurance pp. 19-26 Phelim P. Boyle and Jennifer Mao Testing the goodness of fit of a mixed Poisson process pp. 27-33 Peter Albrecht Estimation of IBNR claims by credibility theory pp. 35-40 F. De Vylder A new premium calculation principle based on Orlicz norms pp. 41-53 J. Haezendonck and Marc Goovaerts Estimates for the probability of ruin with special emphasis on the possibility of large claims pp. 55-72 P. Embrechts and N. Veraverbeke
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