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Results: 51-75/318
Authors:
Qian, WM
Citation: Wm. Qian, An application of nonparametric regression estimation in credibility theory, INSUR MATH, 27(2), 2000, pp. 169-176
Authors:
Bacinello, AR
Citation: Ar. Bacinello, Valuation of contingent-claims characterising particular pension schemes, INSUR MATH, 27(2), 2000, pp. 177-188
Authors:
Christensen, CV
Schmidli, H
Citation: Cv. Christensen et H. Schmidli, Pricing catastrophe insurance products based on actually reported claims, INSUR MATH, 27(2), 2000, pp. 189-200
Authors:
Steffensen, M
Citation: M. Steffensen, A no arbitrage approach to Thiele's differential equation, INSUR MATH, 27(2), 2000, pp. 201-214
Authors:
Hipp, C
Plum, M
Citation: C. Hipp et M. Plum, Optimal investment for insurers, INSUR MATH, 27(2), 2000, pp. 215-228
Authors:
Hennessy, DA
Citation: Da. Hennessy, Corporate spin-offs, bankruptcy, investment, and the value of debt, INSUR MATH, 27(2), 2000, pp. 229-235
Authors:
Haberman, S
Butt, Z
Megaloudi, C
Citation: S. Haberman et al., Contribution and solvency risk in a defined benefit pension scheme, INSUR MATH, 27(2), 2000, pp. 237-259
Authors:
Jones, BL
Mereu, JA
Citation: Bl. Jones et Ja. Mereu, A family of fractional age assumptions, INSUR MATH, 27(2), 2000, pp. 261-276
Authors:
Young, VR
Zariphopoulou, T
Citation: Vr. Young et T. Zariphopoulou, Computation of distorted probabilities for diffusion processes via stochastic control methods, INSUR MATH, 27(1), 2000, pp. 1-18
Authors:
Lin, XS
Willmot, GE
Citation: Xs. Lin et Ge. Willmot, The moments of the time of ruin, the surplus before ruin, and the deficit at ruin, INSUR MATH, 27(1), 2000, pp. 19-44
Authors:
Rogers, LCG
Stummer, W
Citation: Lcg. Rogers et W. Stummer, Consistent fitting of one-factor models to interest rate data, INSUR MATH, 27(1), 2000, pp. 45-63
Authors:
Taflin, E
Citation: E. Taflin, Equity allocation and portfolio selection in insurance, INSUR MATH, 27(1), 2000, pp. 65-81
Authors:
Chamorro, JM
de Villarreal, JMP
Citation: Jm. Chamorro et Jmp. De Villarreal, Mutual fund evaluation: a portfolio insurance approach - A heuristic application in Spain, INSUR MATH, 27(1), 2000, pp. 83-104
Authors:
Gajek, L
Zagrodny, D
Citation: L. Gajek et D. Zagrodny, Insurer's optimal reinsurance strategies, INSUR MATH, 27(1), 2000, pp. 105-112
Authors:
Vilar, JL
Citation: Jl. Vilar, Arithmetization of distributions and linear goal programming, INSUR MATH, 27(1), 2000, pp. 113-122
Authors:
Sundt, B
Citation: B. Sundt, The multivariate De Pril transform, INSUR MATH, 27(1), 2000, pp. 123-136
Authors:
Sundt, B
Citation: B. Sundt, On error bounds for approximations to multivariate distributions, INSUR MATH, 27(1), 2000, pp. 137-144
Authors:
Kalashnikov, V
Konstantinides, D
Citation: V. Kalashnikov et D. Konstantinides, Ruin under interest force and subexponential claims: a simple treatment, INSUR MATH, 27(1), 2000, pp. 145-149
Authors:
Gerber, HU
Goovaerts, M
Kaas, R
Shiu, E
Citation: Hu. Gerber et al., Special issue: Liber amicorum for Etienne De Vylder on the occasion of his60th birthday, INSUR MATH, 26(2-3), 2000, pp. 117-117
Authors:
Shapiro, AF
Citation: Af. Shapiro, A Hitchhiker's guide to the techniques of adaptive nonlinear models, INSUR MATH, 26(2-3), 2000, pp. 119-132
Authors:
Cossette, H
Marceau, E
Citation: H. Cossette et E. Marceau, The discrete-time risk model with correlated classes of business, INSUR MATH, 26(2-3), 2000, pp. 133-149
Authors:
Young, VR
Citation: Vr. Young, Credibility using semiparametric models and a loss function with a constancy penalty, INSUR MATH, 26(2-3), 2000, pp. 151-156
Authors:
Grandell, J
Citation: J. Grandell, Simple approximations of ruin probabilities, INSUR MATH, 26(2-3), 2000, pp. 157-173
Authors:
Simon, S
Goovaerts, MJ
Dhaene, J
Citation: S. Simon et al., An easy computable upper bound for the price of an arithmetic Asian option, INSUR MATH, 26(2-3), 2000, pp. 175-183
Authors:
Hipp, C
Taksar, M
Citation: C. Hipp et M. Taksar, Stochastic control for optimal new business, INSUR MATH, 26(2-3), 2000, pp. 185-192