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Table of contents of journal: *Insurance mathematics and economics

Results: 1-25/168
THE INTERPLAY BETWEEN INSURANCE, FINANCE AND CONTROL
Authors: ASMUSSEN S BARUDORFFNIELSEN OE SCHMIDLI H
Citation: S. Asmussen et al., THE INTERPLAY BETWEEN INSURANCE, FINANCE AND CONTROL, Insurance. Mathematics & economics, 22(1), 1998, pp. 1-1
RUIN THEORY WITH COMPOUNDING ASSETS - A SURVEY
Authors: PAULSEN J
Citation: J. Paulsen, RUIN THEORY WITH COMPOUNDING ASSETS - A SURVEY, Insurance. Mathematics & economics, 22(1), 1998, pp. 3-16
SOME SYSTEM-THEORETIC ASPECTS OF INTEREST-RATE THEORY
Authors: BJORK T CHRISTENSEN BJ GOMBANI A
Citation: T. Bjork et al., SOME SYSTEM-THEORETIC ASPECTS OF INTEREST-RATE THEORY, Insurance. Mathematics & economics, 22(1), 1998, pp. 17-23
CONCEPTS AND METHODS FOR DISCRETE AND CONTINUOUS-TIME CONTROL UNDER UNCERTAINTY
Authors: RUNGGALDIER WJ
Citation: Wj. Runggaldier, CONCEPTS AND METHODS FOR DISCRETE AND CONTINUOUS-TIME CONTROL UNDER UNCERTAINTY, Insurance. Mathematics & economics, 22(1), 1998, pp. 25-39
OPTIMAL PROPORTIONAL REINSURANCE POLICIES FOR DIFFUSION-MODELS WITH TRANSACTION COSTS
Authors: HOJGAARD B TAKSAR M
Citation: B. Hojgaard et M. Taksar, OPTIMAL PROPORTIONAL REINSURANCE POLICIES FOR DIFFUSION-MODELS WITH TRANSACTION COSTS, Insurance. Mathematics & economics, 22(1), 1998, pp. 41-51
ON SOME FILTERING PROBLEMS ARISING IN MATHEMATICAL FINANCE
Authors: BRIGO D HANZON B
Citation: D. Brigo et B. Hanzon, ON SOME FILTERING PROBLEMS ARISING IN MATHEMATICAL FINANCE, Insurance. Mathematics & economics, 22(1), 1998, pp. 53-64
AN ACTUARIAL APPROACH TO OPTION PRICING UNDER THE PHYSICAL MEASURE AND WITHOUT MARKET ASSUMPTIONS
Authors: BLADT M RYDBERG TH
Citation: M. Bladt et Th. Rydberg, AN ACTUARIAL APPROACH TO OPTION PRICING UNDER THE PHYSICAL MEASURE AND WITHOUT MARKET ASSUMPTIONS, Insurance. Mathematics & economics, 22(1), 1998, pp. 65-73
ON PIECEWISE DETERMINISTIC MARKOV CONTROL PROCESSES - CONTROL OF JUMPS AND OF RISK PROCESSES IN INSURANCE
Authors: SCHAL M
Citation: M. Schal, ON PIECEWISE DETERMINISTIC MARKOV CONTROL PROCESSES - CONTROL OF JUMPS AND OF RISK PROCESSES IN INSURANCE, Insurance. Mathematics & economics, 22(1), 1998, pp. 75-91
RUIN PROBABILITIES IN PERTURBED RISK MODELS
Authors: SCHLEGEL S
Citation: S. Schlegel, RUIN PROBABILITIES IN PERTURBED RISK MODELS, Insurance. Mathematics & economics, 22(1), 1998, pp. 93-104
OPTIMAL RISK AND DIVIDEND CONTROL FOR A COMPANY WITH A DEBT LIABILITY
Authors: TAKSAR MI ZHOU XY
Citation: Mi. Taksar et Xy. Zhou, OPTIMAL RISK AND DIVIDEND CONTROL FOR A COMPANY WITH A DEBT LIABILITY, Insurance. Mathematics & economics, 22(1), 1998, pp. 105-122
STOCHASTIC TIME CHANGES IN CATASTROPHE OPTION PRICING
Authors: GEMAN H YOR M
Citation: H. Geman et M. Yor, STOCHASTIC TIME CHANGES IN CATASTROPHE OPTION PRICING, Insurance. Mathematics & economics, 21(3), 1997, pp. 185-193
A NOTE ON SHIU IMMUNIZATION RESULTS
Authors: UBERTI M
Citation: M. Uberti, A NOTE ON SHIU IMMUNIZATION RESULTS, Insurance. Mathematics & economics, 21(3), 1997, pp. 195-200
ASSET ALLOCATION WITH TIME-VARIATION IN EXPECTED RETURNS
Authors: BOYLE PP YANG HL
Citation: Pp. Boyle et Hl. Yang, ASSET ALLOCATION WITH TIME-VARIATION IN EXPECTED RETURNS, Insurance. Mathematics & economics, 21(3), 1997, pp. 201-218
STOP-LOSS ORDER FOR PORTFOLIOS OF DEPENDENT RISKS
Authors: MULLER A
Citation: A. Muller, STOP-LOSS ORDER FOR PORTFOLIOS OF DEPENDENT RISKS, Insurance. Mathematics & economics, 21(3), 1997, pp. 219-223
IBNR RESERVES UNDER STOCHASTIC INTEREST-RATES
Authors: GOOVAERTS M DESCHEPPER A
Citation: M. Goovaerts et A. Deschepper, IBNR RESERVES UNDER STOCHASTIC INTEREST-RATES, Insurance. Mathematics & economics, 21(3), 1997, pp. 225-244
SPECIAL ISSUE IN HONOR OF PROF. BEEKMAN,J.A. - PREFACE
Authors: SHIU ESW
Citation: Esw. Shiu, SPECIAL ISSUE IN HONOR OF PROF. BEEKMAN,J.A. - PREFACE, Insurance. Mathematics & economics, 21(2), 1997, pp. 95-95
AN OLD-AGE SOCIAL-SECURITY PROGRAM FOR BANGLADESH
Authors: BEEKMAN JA KABIR MH
Citation: Ja. Beekman et Mh. Kabir, AN OLD-AGE SOCIAL-SECURITY PROGRAM FOR BANGLADESH, Insurance. Mathematics & economics, 21(2), 1997, pp. 97-102
BETTER LATE THAN NEVER - THE CASE OF THE ROLLOVER OPTION
Authors: BILODEAU C
Citation: C. Bilodeau, BETTER LATE THAN NEVER - THE CASE OF THE ROLLOVER OPTION, Insurance. Mathematics & economics, 21(2), 1997, pp. 103-111
RESERVING FOR MATURITY GUARANTEES - 2 APPROACHES
Authors: BOYLE PP HARDY MR
Citation: Pp. Boyle et Mr. Hardy, RESERVING FOR MATURITY GUARANTEES - 2 APPROACHES, Insurance. Mathematics & economics, 21(2), 1997, pp. 113-127
THE JOINT DISTRIBUTION OF THE TIME OF RUIN, THE SURPLUS IMMEDIATELY BEFORE RUIN, AND THE DEFICIT AT RUIN
Authors: GERBER HU SHIU ESW
Citation: Hu. Gerber et Esw. Shiu, THE JOINT DISTRIBUTION OF THE TIME OF RUIN, THE SURPLUS IMMEDIATELY BEFORE RUIN, AND THE DEFICIT AT RUIN, Insurance. Mathematics & economics, 21(2), 1997, pp. 129-137
THE ISTANBUL OPTION - WHERE THE STANDARD EUROPEAN OPTION BECOMES ASIAN
Authors: JACQUES M
Citation: M. Jacques, THE ISTANBUL OPTION - WHERE THE STANDARD EUROPEAN OPTION BECOMES ASIAN, Insurance. Mathematics & economics, 21(2), 1997, pp. 139-152
HEDGING STRATEGIES USING CATASTROPHE INSURANCE OPTIONS
Authors: OBRIEN T
Citation: T. Obrien, HEDGING STRATEGIES USING CATASTROPHE INSURANCE OPTIONS, Insurance. Mathematics & economics, 21(2), 1997, pp. 153-162
REGRESSION QUANTILE GRADUATION OF AUSTRALIAN LIFE-TABLES, 1946-1992
Authors: PORTNOY E
Citation: E. Portnoy, REGRESSION QUANTILE GRADUATION OF AUSTRALIAN LIFE-TABLES, 1946-1992, Insurance. Mathematics & economics, 21(2), 1997, pp. 163-172
AXIOMATIC CHARACTERIZATION OF INSURANCE PRICES
Authors: WANG SS YOUNG VR PANJER HH
Citation: Ss. Wang et al., AXIOMATIC CHARACTERIZATION OF INSURANCE PRICES, Insurance. Mathematics & economics, 21(2), 1997, pp. 173-183
THE EFFECT OF INTEREST ON NEGATIVE SURPLUS
Authors: DICKSON DCM DOSREIS ADE
Citation: Dcm. Dickson et Ade. Dosreis, THE EFFECT OF INTEREST ON NEGATIVE SURPLUS, Insurance. Mathematics & economics, 21(1), 1997, pp. 1-16
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