Insurance: Mathematics and Economics

1982 - 2025

Current editor(s): R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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Harmonic analysis of pension funding methods pp. 203-214: Petr Mandl and Lucie Mazurova
Orderings of risks: A comparative study via stop-loss transforms pp. 215-222: Alfred Müller
A unification of some order relations pp. 223-224: Ole Hesselager

A theory of risk, return and solvency pp. 101-118: Michael Powers
Deductible insurance and production pp. 119-123: Yaffa Machnes
A reappraisal of the principle underlying the conventional actuarial estimator of qx pp. 125-132: Anthony S. Puzey
Optimal per claim deductibility in insurance with the possibility of risky investments pp. 133-147: Jostein Paulsen
Estimating the adjustment coefficient in an ARMA(p, q) risk model pp. 149-161: Ralf Christ and Josef Steinebach
Long-term returns in stochastic interest rate models pp. 163-169: G. Deelstra and F. Delbaen
Differential equations for moments of present values in life insurance pp. 171-180: Ragnar Norberg
A counting process approach to stochastic interest pp. 181-192: Christian Max Moller
Ordering claim size distributions and mixed Poisson probabilities pp. 193-201: R. Kaas and O. Hesselager

On the graduations associated with a multiple state model for permanent health insurance pp. 1-17: A. E. Renshaw and S. Haberman
Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory pp. 19-34: Antoni Alegre and M. Merce Claramunt
On two-sided compound binomial distributions pp. 35-41: Wang Shaun
Insurance pricing and increased limits ratemaking by proportional hazards transforms pp. 43-54: Wang Shaun

A second order stochastic differential equation for the force of interest pp. 211-224: Gary Parker
Equity-linked life insurance: A model with stochastic interest rates pp. 225-253: J. Aase Nielsen and Klaus Sandmann
Quadratic distance estimators for the zeta family pp. 255-260: Louis G. Doray and Andrew Luong

A family of discrete distributions pp. 107-127: R. S. Ambagaspitiya
Order relations for some distributions pp. 129-134: Ole Hesselager
Cramer-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion pp. 135-149: H. Schmidli
Predictive stop-loss premiums and Student's t-distribution pp. 151-159: Werner Hurlimann

Loss robustness via Fisher-weighted squared-error loss function pp. 1-6: Udi E. Makov
Ruin estimates under interest force pp. 7-22: Bjorn Sundt and Jozef L. Teugels
On the preservation of some orderings of risks under convolution pp. 23-30: Franco Pellerey
Recursions for the individual model pp. 31-38: Jan Dhaene and Martina Vandebroek
Actuarial models for pricing disability benefits: Towards a unifying approach pp. 39-62: Ermanno Pitacco
Corporate spin-offs as a value enhancing technique when faced with legal liability pp. 63-68: Richard D. MacMinn and Patrick L. Brockett
A stochastic population model for high demand CCRCs pp. 69-77: Bruce L. Jones
Explicit analytic ruin probabilities for bounded claims pp. 79-105: F. De Vylder and E. Marceau

From perpetual strangles to Russian options pp. 121-126: Hans U. Gerber and Elias S. W. Shiu
Some alternatives for the individual model pp. 127-132: R. Kaas and H. U. Gerber
Which stochastic model is underlying the chain ladder method? pp. 133-138: Thomas Mack
Longest runs in coin tossing pp. 139-149: K. Binswanger and P. Embrechts
Dynamic approaches to pension funding pp. 151-162: Steven Haberman and Joo-Ho Sung
Actuarial equivalence pp. 163-179: Henk Wolthuis
A note on the solution of practical ruin problems pp. 181-186: F. De Vylder and Marc Goovaerts
Capital structure and the cost of equity capital in the property-liability insurance industry pp. 187-201: John Cummins and Joan Lamm-Tennant
Premium adjustment by generalized adaptive exponential smoothing pp. 203-217: U. Herkenrath
Compound model for two dependent kinds of claim pp. 219-231: Christian Partrat

Properties of functions of the excess of loss retention limit with applications pp. 1-21: Jostein Paulsen and Hakon Gjessing
Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion pp. 23-36: H. J. Furrer and H. Schmidli
The distributions of annuities pp. 37-48: M. Vanneste, Marc Goovaerts and E. Labie
Refinements and distributional generalizations of Lundberg's inequality pp. 49-63: Gordon E. Willmot
Equilibria in a mixed financial-reinsurance market with constrained trading possibilities pp. 65-65: Anja De Waegenaere

A note on experience rating, reinsurance and premium principles pp. 197-204: Werner Hurlimann
Equilibria in a mixed financial-reinsurance market with constrained trading possibilities pp. 205-218: Anja De Waegenaere
Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme pp. 219-240: S. Haberman

On some measures of the severity of ruin in the classical Poisson model pp. 107-115: Philippe Picard
Evaluation of the GIC rollover option pp. 117-127: Hal W. Pedersen and Elias S. W. Shiu
Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions pp. 129-138: Shaun Wang and Harry Panjer
A survey of stochastic continuous time models of the term structure of interest rates pp. 139-161: Kenneth R. Vetzal
On the first crossing of the surplus process with a given upper barrier pp. 163-179: Philippe Picard and Claude Lefevre
On a class of approximative computation methods in the individual risk model pp. 181-196: Jan Dhaene and Nelson De Pril

Pricing long term care insurance contracts pp. 1-18: B. Levikson and G. Mizrahi
Trend analysis and prediction procedures for time nonhomogeneous claim processes pp. 19-32: Menachem P. Berg and Steven Haberman
An analytical inversion of a Laplace transform related to annuities certain pp. 33-37: Ann De Schepper, M. Teunen and Marc Goovaerts
Some results on the estimation of the credibility factor in the classical Buhlmann model pp. 39-50: Dennis Dannenburg
Ruin problems and dual events pp. 51-60: David C. M. Dickson and Alfredo Egidio dos Reis