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Results: 26-50/318
Authors:
Tsai, CCL
Citation: Ccl. Tsai, On the discounted distribution functions of the surplus process perturbed by diffusion, INSUR MATH, 28(3), 2001, pp. 401-419
Authors:
Verrall, R
Citation: R. Verrall, Special issue: Papers presented at the 3rd IME Conference, City University, London, 19-21 July 1999 - Preface, INSUR MATH, 28(2), 2001, pp. 149-149
Authors:
Booth, P
Walsh, D
Citation: P. Booth et D. Walsh, An option pricing approach to valuing upward only rent review properties with multiple reviews, INSUR MATH, 28(2), 2001, pp. 151-171
Authors:
Boulier, JF
Huang, SJ
Taillard, G
Citation: Jf. Boulier et al., Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund, INSUR MATH, 28(2), 2001, pp. 173-189
Authors:
Felipe, A
Guillen, M
Nielsen, JP
Citation: A. Felipe et al., Longevity studies based on kernel hazard estimation, INSUR MATH, 28(2), 2001, pp. 191-204
Authors:
Goulet, V
Citation: V. Goulet, A generalized crossed classification credibility model, INSUR MATH, 28(2), 2001, pp. 205-216
Authors:
Leveille, G
Garrido, J
Citation: G. Leveille et J. Garrido, Moments of compound renewal sums with discounted claims, INSUR MATH, 28(2), 2001, pp. 217-231
Authors:
Vigna, E
Haberman, S
Citation: E. Vigna et S. Haberman, Optimal investment strategy for defined contribution pension schemes, INSUR MATH, 28(2), 2001, pp. 233-262
Authors:
Zimbidis, A
Haberman, S
Citation: A. Zimbidis et S. Haberman, The combined effect of delay and feedback on the insurance pricing process: a control theory approach, INSUR MATH, 28(2), 2001, pp. 263-280
Authors:
Zaks, A
Citation: A. Zaks, Annuities under random rates of interest, INSUR MATH, 28(1), 2001, pp. 1-11
Authors:
Schmidli, H
Citation: H. Schmidli, Distribution of the first ladder height of a stationary risk process perturbed by alpha-stable Levy motion, INSUR MATH, 28(1), 2001, pp. 13-20
Authors:
Lefevre, C
Utev, S
Citation: C. Lefevre et S. Utev, Comparison of individual risk models, INSUR MATH, 28(1), 2001, pp. 21-30
Authors:
Schweizer, M
Citation: M. Schweizer, From actuarial to financial valuation principles, INSUR MATH, 28(1), 2001, pp. 31-47
Authors:
Wang, GJ
Citation: Gj. Wang, A decomposition of the ruin probability for the risk process perturbed by diffusion, INSUR MATH, 28(1), 2001, pp. 49-59
Authors:
Kaluszka, M
Citation: M. Kaluszka, Optimal reinsurance under mean-variance premium principles, INSUR MATH, 28(1), 2001, pp. 61-67
Authors:
van der Hoek, J
Sherris, M
Citation: J. Van Der Hoek et M. Sherris, A class of non-expected utility risk measures and implications for asset allocations, INSUR MATH, 28(1), 2001, pp. 69-82
Authors:
Alvarez, LHR
Citation: Lhr. Alvarez, On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models, INSUR MATH, 28(1), 2001, pp. 83-90
Authors:
Landsman, Z
Makov, UE
Citation: Z. Landsman et Ue. Makov, On credibility evaluation and the tail area of the exponential dispersion family, INSUR MATH, 27(3), 2000, pp. 277-283
Authors:
Sithole, TZ
Haberman, S
Verrall, RJ
Citation: Tz. Sithole et al., An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data, INSUR MATH, 27(3), 2000, pp. 285-312
Authors:
Cairns, AJG
Citation: Ajg. Cairns, A discussion of parameter and model uncertainty in insurance, INSUR MATH, 27(3), 2000, pp. 313-330
Authors:
dos Reis, ADE
Citation: Ade. Dos Reis, On the moments of ruin and recovery times, INSUR MATH, 27(3), 2000, pp. 331-343
Authors:
Aase, KK
Citation: Kk. Aase, An equilibrium asset pricing model based on Levy processes: relations to stochastic volatility, and the survival hypothesis, INSUR MATH, 27(3), 2000, pp. 345-363
Authors:
Renshaw, AE
Haberman, S
Citation: Ae. Renshaw et S. Haberman, Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities, INSUR MATH, 27(3), 2000, pp. 365-396
Authors:
Spreeuw, J
Wolthuis, H
Citation: J. Spreeuw et H. Wolthuis, Actuarial models for disability insurance, INSUR MATH, 27(3), 2000, pp. 397-398
Authors:
Kaas, R
Dhaene, J
Goovaerts, MJ
Citation: R. Kaas et al., Upper and lower bounds for sums of random variables, INSUR MATH, 27(2), 2000, pp. 151-168