Insurance: Mathematics and Economics

1982 - 2025

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

From Elsevier
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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

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

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 I. 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

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

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 C. 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

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

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

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