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Results: 1-25/318
Authors:
Marceau, E
Rioux, J
Citation: E. Marceau et J. Rioux, On robustness in risk theory, INSUR MATH, 29(2), 2001, pp. 167-185
Authors:
Blake, D
Cairns, AJG
Dowd, K
Citation: D. Blake et al., Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase, INSUR MATH, 29(2), 2001, pp. 187-215
Authors:
Brekelmans, R
De Waegenaere, A
Citation: R. Brekelmans et A. De Waegenaere, Approximating the finite-time ruin probability under interest force, INSUR MATH, 29(2), 2001, pp. 217-229
Authors:
Olivieri, A
Citation: A. Olivieri, Uncertainty in mortality projections: an actuarial perspective, INSUR MATH, 29(2), 2001, pp. 231-245
Authors:
Yang, HL
Zhang, LH
Citation: Hl. Yang et Lh. Zhang, On the distribution of surplus immediately after ruin under interest force, INSUR MATH, 29(2), 2001, pp. 247-255
Authors:
Armstrong, MJ
Citation: Mj. Armstrong, The reset decision for segregated fund maturity guarantees, INSUR MATH, 29(2), 2001, pp. 257-269
Authors:
Powers, MR
Shubik, M
Citation: Mr. Powers et M. Shubik, Toward a theory of reinsurance and retrocession, INSUR MATH, 29(2), 2001, pp. 271-290
Authors:
Jasiulewicz, H
Citation: H. Jasiulewicz, Probability of ruin with variable premium rate in a Markovian environment, INSUR MATH, 29(2), 2001, pp. 291-296
Authors:
Windcliff, H
Forsyth, PA
Vetzal, KR
Citation: H. Windcliff et al., Valuation of segregated funds: shout options with maturity extensions, INSUR MATH, 29(1), 2001, pp. 1-21
Authors:
Perry, D
Berg, M
Posner, MJM
Citation: D. Perry et al., Stochastic modes for broker inventory in dealership markets with a cash management interpretation, INSUR MATH, 29(1), 2001, pp. 23-34
Authors:
Josa-Fombellida, R
Rincon-Zapatero, JP
Citation: R. Josa-fombellida et Jp. Rincon-zapatero, Minimization of risks in pension funding by means of contributions and portfolio selection, INSUR MATH, 29(1), 2001, pp. 35-45
Authors:
Yuen, KC
Guo, JY
Citation: Kc. Yuen et Jy. Guo, Ruin probabilities for time-correlated claims in the compound binomial model, INSUR MATH, 29(1), 2001, pp. 47-57
Authors:
Frostig, E
Citation: E. Frostig, A comparison between homogeneous and heterogeneous portfolios, INSUR MATH, 29(1), 2001, pp. 59-71
Authors:
Perry, D
Stadje, W
Citation: D. Perry et W. Stadje, Function space integration for annuities, INSUR MATH, 29(1), 2001, pp. 73-82
Authors:
Denuit, M
Citation: M. Denuit, Laplace transform ordering of actuarial quantities, INSUR MATH, 29(1), 2001, pp. 83-102
Authors:
Landsman, Z
Sherris, M
Citation: Z. Landsman et M. Sherris, Risk measures and insurance premium principles, INSUR MATH, 29(1), 2001, pp. 103-115
Authors:
Moller, T
Citation: T. Moller, On transformations of actuarial valuation principles, INSUR MATH, 28(3), 2001, pp. 281-303
Authors:
Denuit, M
Dhaene, J
Ribas, C
Citation: M. Denuit et al., Does positive dependence between individual risks increase stop-loss premiums?, INSUR MATH, 28(3), 2001, pp. 305-308
Authors:
Li, Y
Pakes, AG
Citation: Y. Li et Ag. Pakes, On the number of near-maximum insurance claims, INSUR MATH, 28(3), 2001, pp. 309-323
Authors:
Iwaki, H
Kijima, M
Morimoto, Y
Citation: H. Iwaki et al., An economic premium principle in a multiperiod economy, INSUR MATH, 28(3), 2001, pp. 325-339
Authors:
Centeno, MD
Silva, JMAE
Citation: Md. Centeno et Jmae. Silva, Bonus systems in an open portfolio, INSUR MATH, 28(3), 2001, pp. 341-350
Authors:
Hurlimann, W
Citation: W. Hurlimann, Distribution-free comparison of pricing principles, INSUR MATH, 28(3), 2001, pp. 351-360
Authors:
Willmot, GE
Cai, J
Citation: Ge. Willmot et J. Cai, Aging and other distributional properties of discrete compound geometric distributions, INSUR MATH, 28(3), 2001, pp. 361-379
Authors:
Muller, A
Pflug, G
Citation: A. Muller et G. Pflug, Asymptotic ruin probabilities for risk processes with dependent increments, INSUR MATH, 28(3), 2001, pp. 381-392
Authors:
Carriere, JF
Citation: Jf. Carriere, Transition probability functions for martingale laws of bond prices, INSUR MATH, 28(3), 2001, pp. 393-399