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Results: 76-100/318
Authors:
Carriere, JF
Citation: Jf. Carriere, Non-parametric confidence intervals of instantaneous forward rates, INSUR MATH, 26(2-3), 2000, pp. 193-202
Authors:
Denuit, M
Citation: M. Denuit, Time stochastic s-convexity of claim processes, INSUR MATH, 26(2-3), 2000, pp. 203-211
Authors:
Cossette, H
Denuit, M
Marceau, E
Citation: H. Cossette et al., Impact of dependence among multiple claims in a single loss, INSUR MATH, 26(2-3), 2000, pp. 213-222
Authors:
De Vylder, F
Goovaerts, M
Citation: F. De Vylder et M. Goovaerts, Homogeneous risk models with equalized claim amounts, INSUR MATH, 26(2-3), 2000, pp. 223-238
Authors:
Cheng, SX
Gerber, HU
Shiu, ESW
Citation: Sx. Cheng et al., Discounted probabilities and ruin theory in the compound binomial model, INSUR MATH, 26(2-3), 2000, pp. 239-250
Authors:
Stanford, DA
Stroinski, KJ
Lee, K
Citation: Da. Stanford et al., Ruin probabilities based at claim instants for some non-Poisson claim processes, INSUR MATH, 26(2-3), 2000, pp. 251-267
Authors:
Vazquez-Abad, FJ
Citation: Fj. Vazquez-abad, RPA pathwise derivative estimation of ruin probabilities, INSUR MATH, 26(2-3), 2000, pp. 269-288
Authors:
Shapiro, AF
Gorman, RP
Citation: Af. Shapiro et Rp. Gorman, Implementing adaptive nonlinear models, INSUR MATH, 26(2-3), 2000, pp. 289-307
Authors:
Milbrodt, H
Citation: H. Milbrodt, Hattendorff's theorem for non-smooth continuous-time Markov models II: Application, INSUR MATH, 26(1), 2000, pp. 1-14
Authors:
Wang, GJ
Wu, R
Citation: Gj. Wang et R. Wu, Some distributions for classical risk process that is perturbed by diffusion, INSUR MATH, 26(1), 2000, pp. 15-24
Authors:
Perry, D
Stadje, W
Citation: D. Perry et W. Stadje, Risk analysis for a stochastic cash management model with two types of customers, INSUR MATH, 26(1), 2000, pp. 25-36
Authors:
Grosen, A
Jorgensen, PL
Citation: A. Grosen et Pl. Jorgensen, Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies, INSUR MATH, 26(1), 2000, pp. 37-57
Authors:
Siegl, T
Tichy, RF
Citation: T. Siegl et Rf. Tichy, Ruin theory with risk proportional to the free reserve and securitization, INSUR MATH, 26(1), 2000, pp. 59-73
Authors:
Gyllenberg, M
Silvestrov, DS
Citation: M. Gyllenberg et Ds. Silvestrov, Cramer-Lundberg approximation for nonlinearly perturbed risk processes, INSUR MATH, 26(1), 2000, pp. 75-90
Authors:
Verrall, RJ
Citation: Rj. Verrall, An investigation into stochastic claims reserving models and the chain-ladder technique, INSUR MATH, 26(1), 2000, pp. 91-99
Authors:
Mack, T
Venter, G
Citation: T. Mack et G. Venter, A comparison of stochastic models that reproduce chain ladder reserve estimates, INSUR MATH, 26(1), 2000, pp. 101-107
Authors:
Verrall, RJ
England, PD
Citation: Rj. Verrall et Pd. England, Comments on: "A comparison of stochastic models that reproduce chain ladder reserve estimates", by Mack and Venter, INSUR MATH, 26(1), 2000, pp. 109-111
Authors:
Kaas, R
Goovaerts, MJ
De Vylder, FE
Citation: R. Kaas et al., Special issue: Papers presented at the 2nd IME Conference, Lausanne, 26-29July 1998 - Preface, INSUR MATH, 25(3), 1999, pp. 259-259
Authors:
Marceau, E
Gaillardetz, P
Citation: E. Marceau et P. Gaillardetz, On life insurance reserves in a stochastic mortality and interest rates environment, INSUR MATH, 25(3), 1999, pp. 261-280
Authors:
England, P
Verrall, R
Citation: P. England et R. Verrall, Analytic and bootstrap estimates of prediction errors in claims reserving, INSUR MATH, 25(3), 1999, pp. 281-293
Authors:
Deelstra, G
Grasselli, M
Koehl, PF
Citation: G. Deelstra et al., Conditional dominance criteria: definition and application to risk-management, INSUR MATH, 25(3), 1999, pp. 295-306
Authors:
Miltersen, KR
Persson, SA
Citation: Kr. Miltersen et Sa. Persson, Pricing rate of return guarantees in a Heath-Jarrow-Morton framework, INSUR MATH, 25(3), 1999, pp. 307-325
Authors:
Yao, Y
Citation: Y. Yao, Term structure modeling and asymptotic long rate, INSUR MATH, 25(3), 1999, pp. 327-336
Authors:
Wirch, JL
Hardy, MR
Citation: Jl. Wirch et Mr. Hardy, A synthesis of risk measures for capital adequacy, INSUR MATH, 25(3), 1999, pp. 337-347
Authors:
Berketi, AK
Citation: Ak. Berketi, Insolvency risk and its impact on the policyholders' investment choices: amean-variance approach for participating life insurance business in UK, INSUR MATH, 25(3), 1999, pp. 349-372