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 6, issue 4, 1987

The effect of risk parameters on decision making pp. 237-244

A. M. Nigm, M. H. El-Habashi and H. I. Hamdy

Premium rating under non-exponential utility pp. 245-257

Marc Goovaerts and G. C. Taylor

On the Fisher-Weil immunization theorem pp. 259-266

Elias S. W. Shiu

An improvement to the convolution method of calculating [psi](u) pp. 267-274

Glenn Meyers and John A. Beekman

Expenses and underwriting strategy in competition pp. 275-287

G. C. Taylor

New upper bounds for stop-loss premiums for the individual model pp. 289-293

A. E. Van heerwaarden, R. Kaas and Marc Goovaerts

Volume 6, issue 3, 1987

Calculation of the maximum retentions in XL reinsurance pp. 169-178

Marco Zecchin

The problem of stability in insurance mathematics pp. 179-188

J. Beirlant and S. T. Rachev

Credibility and old estimates pp. 189-194

Bjorn Sundt

Approximations for stop-loss premiums pp. 195-202

J. L. Teugels and G. Willmot

Symbolic computing pp. 203-212

Fung Yee Chan

Estimating rates of return on Australian superannuation funds pp. 213-220

Michael McCrae and Mark Tippett

Upperbounds on ruin probabilities in case of negative loadings and positive interest rates pp. 221-232

P. Boogaert and V. Crijns

Stochastic modelling and analysis: A computational approach,: Henk C. Thijms, Wiley Series in Probability and Mathematical Statistics (Wiley, New York, 1986) pp. xii + 418, [UK pound]19.95 pp. 233-234

Jozef L. Teugels

Volume 6, issue 2, 1987

Classical risk theory in an economic environment pp. 85-116

F. Delbaen and J. Haezendonck

A model for determining early retirement incentives pp. 117-127

Keith P. Sharp

A two-parameter family of pension contribution functions and stochastic optimization pp. 129-134

Thomas O'Brien

Retroactive price regulation and the fair rate of return pp. 135-144

Neil A. Doherty

On the robustness of premium principles pp. 145-149

W. -R. Heilmann and K. Schroter

Prediction of IBNR claim counts by modelling the distribution of report lags pp. 151-159

Kenneth S. Kaminsky

Lebensversicherungsmathematik: H.U. Gerber, (Vereinigung schweizerischer Versicherungsmathematiker, Zurich; distributed by Springer Verlag, Berlin-Heidelberg-New York-London-Paris-Tokyo, 1986) pp. xiii + 125, DM 98,-, ISBN 3-540-16669-6 pp. 161-164

H. Wolthuis

Volume 6, issue 1, 1987

Matrix derivation of moving-weighted-average graduation formulas pp. 1-6

Elias S. W. Shiu

Balancing an insurance portfolio by class of business pp. 7-18

G. C. Taylor

A numerical approach to utility functions in risk theory pp. 19-31

W. Hurlimann

On the use of QUADPACK for the calculation of risk theoretical quantities pp. 33-42

R. Kaas and Marc Goovaerts

Difference equation approaches in evaluation of compound distributions pp. 43-56

G. E. Willmot and H. H. Panjer

A collective risk comparative study pp. 57-62

John A. Beekman and Clinton P. Fuelling

A simple proof of Feller's characterization of the compound Poisson distributions pp. 63-64

A. Valderrama Ospina and H. U. Gerber

Stochastic investment models--theory and applications pp. 65-83

A. D. Wilkie

Volume 5, issue 4, 1986

Points systems for car insurance pp. 255-259

T. P. Hutchinson and S. Rowell

The determination of life premiums: An international cross-section analysis 1970-1981 pp. 261-270

Michael Beenstock, Gerry Dickinson and Sajay Khajuria

On robust premium principles pp. 271-274

E. Kremer

A note on insurance leverage under skew distributions pp. 275-278

Peter Albrecht

Extremal values of stop-loss premiums under moment constraints pp. 279-283

R. Kaas and Marc Goovaerts

Estimates for the probability of ruin starting with a large initial reserve pp. 285-293

Lajos Horvath and Eric Willekens

The submartingale assumption in risk theory pp. 295-303

Franco Moriconi

On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures pp. 305-313

Ulrich Herkenrath

Upper bounds on stop-loss premiums in case of known moments up to the fourth order pp. 315-334

K. Jansen, J. Haezendonck and Marc Goovaerts

Volume 5, issue 3, 1986

A note on risk premiums with random initial wealth pp. 183-185

Neil A. Doherty and Harris Schlesinger

Approximation of the initial reserve for known ruin probabilities pp. 187-196

Edward W. Frees

On the impact of independence of risks on stop loss premiums pp. 197-199

Wolf-Rudiger Heilmann

Martingales in Markov processes applied to risk theory pp. 201-215

F. Delbaen and J. Haezendonck

Stochastic models for life contingencies pp. 217-254

H. Wolthuis and I. Van Hoek

Volume 5, issue 2, 1986

Strategies for computation of compound distributions with two-sided severities pp. 119-127

W. S. Jewell and R. L. Milidiu

Improved recursions for some compound poisson distributions pp. 129-132

Nelson De Pril

A bivariate model for total fertility rate and mean age of childbearing pp. 133-140

Robert B. Miller

A stochastic-dynamic approach to pension funding pp. 141-146

Thomas O'Brien

A note on the adjustment coefficient in ruin theory pp. 147-149

V. Mammitzsch

On the small risk approximation pp. 151-157

Bert Heijnen and Hans U. Gerber

Two inequalities on stop-loss premiums and some of its applications pp. 158-163

Werner Hurlimann

General bounds on ruin probabilities pp. 164-167

R. Kaas and Marc Goovaerts

Measuring the effects of reinsurance by the adjustment coefficient pp. 169-182

Maria de Lourdes Centeno

Volume 5, issue 1, 1986

Editorial pp. 1-1

Ben Zehnwirth

A survey of the relationship between claims reserves and solvency margins pp. 3-29

J. F. Byrnes

Discussion of A survey of the relationship between claims reserves and solvency margins by J. Byrnes pp. 31-33

Charles C. Hewitt

Ordering of risks and ruin probabilities pp. 35-39

F. Broeckx, Marc Goovaerts and F. De Vylder

Discussion of Ordering of risks and ruin probabilities by F. Broeckx, M. Goovaerts and F. De Vylder pp. 41-44

G. C. Taylor

Discussion of methods of claim reserving in non-life insurance pp. 45-56

D. H. Reid

Discussion of Discussion of methods of claim reserving in non-life insurance by D.H. Reid pp. 57-58

D. G. Hart

Underwriting strategy in a competitive insurance environment pp. 59-77

G. C. Taylor

Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor pp. 79-80

B. Benjamin

Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor pp. 81-83

T. Pentikainen

Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor pp. 85-86

R. Lester

Best bounds for positive distributions with fixed moments pp. 87-92

R. Kaas and Marc Goovaerts

Discussion of Best bounds for positive distributions with fixed moments by R. Kaas and M.J. Goovaerts pp. 93-95

G. C. Taylor

Properties of premium calculation principles pp. 97-101

Axel Reich

Risk theory and serendipity pp. 103-112

Karl Borch

Computational aspects of recursive evaluation of compound distributions pp. 113-116

Harry H. Panjer and Gordon E. Willmot

Discussion of Computational aspects of recursive evaluation of compound distributions by H.H. Panjer and G.E. Willmot pp. 117-118

A. Brown