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 4, issue 4, 1985

Approximation of aggregate claims distributions by compound poisson distributions pp. 227-232

C. Hipp

Finite formulae for the premium of the general reinsurance treaty based on ordered claims pp. 233-238

Erhard Kremer

A note on immunization under a general stochastic equilibrium model of the term structure pp. 239-244

Peter Albrecht

Two other views of the traditional net risk premium rate pp. 245-248

Colin M. Ramsay

On additive principles of zero utility pp. 249-251

Hans U. Gerber

Product safety for a monopolist under strict liability pp. 253-261

Harris Schlesinger

A note on De Vylder's method of estimation of IBNR claims pp. 263-266

Nasser Hadidi

Optimal indemnity contracts pp. 267-278

George Blazenko

Chains of reinsurance: Non-cooperative equilibria and pareto optimality pp. 279-285

L. d'Ursel and M. Lauwers

Bounds on compound distributions and stop-loss premiums pp. 287-293

J. Th. Runnenburg and Marc Goovaerts

Correction pp. 295-295

Jacques Janssen

Volume 4, issue 3, 1985

Approximation and estimation of some compound distributions pp. 143-153

Jozef L. Teugels

Semilinear credibility with several approximating functions pp. 155-162

F. De Vylder and Marc Goovaerts

Non-linear regression in credibility theory pp. 163-172

F. De Vylder

Tolerance intervals in risk theory pp. 173-177

Wolf-Rudiger Heilmann

On convex principles of premium calculation pp. 179-189

Olivier Deprez and Hans U. Gerber

Optimal insurance coverage in situations of pure and speculative risk and the risk-free asset pp. 191-199

Yehuda Kahane and Yoram Kroll

Inversed martingales in risk theory pp. 201-206

F. Delbaen and J. Haezendonck

Home responsibility protection and married women's pension rights pp. 207-224

S. Haberman

Volume 4, issue 2, 1985

The utility of deductibles from the insurer's point of view pp. 75-79

Thomas Mack

Combination of estimates of outstanding claims in non-life insurance pp. 81-91

G. C. Taylor

Investment portfolio behavior of non-life insurers: A utility analysis pp. 93-98

Eric P. Briys

Application of the problem of moments to derive bounds on integrals with integral constraints pp. 99-111

Marc Goovaerts and R. Kaas

Ruin probabilities allowing for delay in claims settlement pp. 113-122

Howard R. Waters and Alex Papatriandafylou

Investment policies and reinsurance for pension funds pp. 123-127

Heinz H. Muller

A series for infinite time ruin probabilities pp. 129-134

John A. Beekman

On the monotonicity of stop-loss premiums pp. 135-135

Hans U. Gerber and Klaus Schuerger

Currency options as theoretical and practical instrument in hedging the exchange risk in excess of loss reinsurance pp. 137-141

Rafi Eldor and Yehuda Kahane

Volume 4, issue 1, 1985

Editor's introduction pp. 1-1

Robert B. Miller and James C. Hickman

Implications of population change on social insurance systems providing old-age benefits pp. 3-8

Robert J. Myers

Discussion of Implications of population change on social insurance systems providing old-age benefits by Robert J. Myers pp. 9-12

Goerge H. Andrews

Current cost pension systems and intergenerational equity pp. 13-19

Nathan Keyfitz

Response to Current cost pension systems and intergenerational equity by Nathan Keyfitz pp. 21-22

Robert J. Myers

Population projections for social security cost estimates pp. 23-27

John C. Wilkin

Discussion of population projections for social security cost estimates by John Wilkin pp. 29-34

Karen C. Holden

The implications of demographic changes for publicly funded medical insurance costs pp. 35-45

David McKusick, Roland King and Solomon Mussey

The future cost of medicare and medicaid pp. 47-49

William Hsiao

Discussion of the implications of demographic changes for publicly funded medical insurance costs by D. McKusick, R. King and S. Mussey pp. 51-53

William Jollie

Critical linkages in higher education: Age composition and labor costs pp. 55-64

W. Lee Hansen and Karen C. Holden

Population waves and fertility fluctuations: Social security implications pp. 65-74

Phelim P. Boyle and Ruth Freedman

Volume 3, issue 4, 1984

Editors' Introduction pp. 217-217

Robert B. Miller and James C. Hickman

Technology, employment, and the succession of generations pp. 219-230

Nathan Keyfitz

U.S. national population projections methods: A view from four forecasting traditions pp. 231-239

John F. Long

An introduction to forecasting with time series models pp. 241-255

William R. Bell

Transformation of grouped data to near normality pp. 257-262

Victor M. Guerrero and Richard A. Johnson

Evaluation of transformations in forecasting age specific birth rates pp. 263-270

Robert B. Miller

Demography for actuarial students pp. 271-277

John A. Beekman

Making demography relevant: The Canadian baby boom pp. 279-285

Robert L. Brown

A conversation with friends pp. 287-290

Dwight Bartlett

Volume 3, issue 3, 1984

Two-person insurance negotiation pp. 147-149

Harris Schlesinger

On a family of aggregate claims distributions pp. 151-155

Fung-Yee Chan

Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects pp. 157-165

J. Janssen and R. de Dominicis

Competitive equilibrium on risk exchanges: A constrained market approach pp. 167-172

Flavio Pressacco

The mean square error of a randomly discounted sequence of uncertain payments pp. 173-178

Piet de Jong

The structure of the distribution of a couple of observable random variables in credibility theory pp. 179-188

F. de Vylder and Marc Goovaerts

Mixed poisson processes and the probability of ruin pp. 189-190

Hilary L. Seal and Hans U. Gerber

Error bounds for the compound poisson approximation pp. 191-194

Hans U. Gerber

Representation theorems for extremal distributions pp. 195-197

J. Haezendonck, F. de Vylder and F. Delbaen

A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions pp. 201-204

Marc Goovaerts and F. de Vylder

Property insurance, quality and reservation premium: A note pp. 205-213

Laurent d'Ursel and Marc Lauwers

Volume 3, issue 2, 1984

Motor premium rating pp. 73-96

Stewart Coutts

Equilibria in a proportional reinsurance market pp. 97-100

Hans U. Gerber

Insurance and saving: some further results pp. 101-110

Georges Dionne and Louis Eeckhoudt

A class of autoregressive models for predicting the final claims amount pp. 111-119

Erhard Kremer

Bounds for classical ruin probabilities pp. 121-131

F. De Vylder and Marc Goovaerts

Stochastic dominance and parameter estimation: The case of symmetric stable distributions pp. 133-138

Moshe Ben-Horim and Haim Lévy

The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process pp. 139-143

Colin M. Ramsay

Volume 3, issue 1, 1984

A contribution to the statistical theory of linear graduation pp. 1-17

Jan M. Hoem

Industry-wide expense standards using random coefficient regression pp. 19-33

Robert B. Miller and William G. Fortney

Determination of the composition of the insurance and investment portfolios of a casualty insurance company pp. 35-41

Annette H. Smies-Lok

Chains of reinsurance pp. 43-48

Hans U. Gerber

On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models pp. 49-55

Barry C. Arnold, Patrick L. Brockett, William Torrez and A. Larry Wright

Premium principles and translation invariance pp. 57-66

Axel Reich

Applying robust regression to insurance pp. 67-72

Peter Rousseeuw, B. Daniels and A. Leroy