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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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 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