Volume 21; Issue 3

Insurance: Mathematics and Economics

Volume 21; Issue 3

1

Stochastic time changes in catastrophe option pricing

Helyette Geman, Marc Yor

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 475 KB

english, 1997

2

A note on Shiu's immunization results

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 369 KB

english, 1997

3

Asset allocation with time variation in expected returns

Phelim P. Boyle, Hailiang Yang

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 964 KB

english, 1997

4

Stop-loss order for portfolios of dependent risks

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 376 KB

english, 1997

5

IBNR reserves under stochastic interest rates

Marc Goovaerts, Ann De Schepper

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 806 KB

english, 1997

6

094003 (M10, B20) Analysis of trends in phi claim inception data : Haberman S., Walsh D., Actuarial Research Paper N° 101, Department of Actuarial Science and Statistics, City University, UK, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 80 KB

english, 1997

7

094005 (M12) Simulating the relative solvency of life insurers : Hardy M.R., British Actuarial Journal, Volume 2, No. 4, 1996, pp. 1003–1019

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 80 KB

english, 1997

8

094002 (M10) A characterisation of the generalised pareto-distribution with an application to reinsurance : Creamer E., Blätter, Band XXIII, Heft 1, 1997, 17–19

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 80 KB

english, 1997

9

094004 (M10) Learning bayesian networks from incomplete databases : Ramoni M., Sebastiani S., Statistical Research Paper N° 13, Department of Actuarial Science and Statistics, City University, UK, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 80 KB

english, 1997

10

094001 (M01, E51) The investment return from a portfolio with a dynamic rebalancing policy : Wise A.J., British Actuarial Journal, Volume 2, No. 4, 1996, pp. 975–1001

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 80 KB

english, 1997

11

094006 (M13) Applying credibility theory to solvency : Centeno M.L., Andrade J., Silva E., Bulletin ARAB, nr. 88, 1995–1996, pp. 41–52

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 162 KB

english, 1997

12

094009 (M21) A simple graphical method for the comparison of two mortality experiences : Renshaw A.E., Haberman S., Actuarial Research Paper No96, Department of Actuarial Science and Statistics, City University, UK, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 83 KB

english, 1997

13

094008 (M20) An approximation method for computing present values : Disch B., Blätter, Band XXIII, Heft 1, 1997, pp. 21–34

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 83 KB

english, 1997

14

094010 (M21) On the bias of the conventional actuarial estimator of qx : Puzey A.S., Actuarial Research Paper No99, Department of Actuarial Science and Statistics, City University, UK, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 83 KB

english, 1997

15

094007 (M13) Ruin probabilities for Erlang(2) risk processes : Dickson D.C.M., Hipp C., Working Paper No 147, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 83 KB

english, 1997

16

094011 (M30) On quasi-mean value principles : Hürlimann W., Blätter, Band XXIII, Heft 1, 1997, pp. 1–16

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 165 KB

english, 1997

17

094016 (M40) Prediction of outstanding liabilities II: Model variations and extensions : Norberg R., Working Paper No 148, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 85 KB

english, 1997

18

094013 (M30) Calculation of tariff rates for tariff change in health insurance : Thiel B., Blätter, Band XXIII, Heft 1, 1997, pp. 75–83

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 85 KB

english, 1997

19

094015 (M40) A short note on Arma (1,1) investment rates of return and pension funding : Wong C.F.W., Haberman S., Actuarial Research Paper No97, Department of Actuarial Science and Statistics, City University, UK, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 85 KB

english, 1997

20

094012 (M30, B10) Statistical safety margins for calculation bases in Life Insurance : Pannenberg M., Blätter, Band XXIII, Heft 1, 1997, pp. 35–64

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 85 KB

english, 1997

21

094014 (M40) About the difficulties programming the net premium reserve : Jaeger H., Blätter, Band XXIII, Heft 1, 1997, pp. 65–73

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 85 KB

english, 1997

22

094017 (E30, E50) How actuaries can use financial economics : Smith A.D., British Actuarial Journal, volume 2, no. 5, 1996, pp. 1057–1193

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

23

094019 (E41) Actuarial techniques in pricing for risk in bank lending : Walsh D., Booth P.M., Actuarial Research Paper No 100, Department of Actuarial Science and Statistics, City University, UK, 1997

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

24

094018 (E30, E50) Financial economics — An investment actuary's viewpoint : Clarkson R.S., British Actuarial Journal, volume 2, no. 4, 1996, 809–973

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

25

094020 (E50) The financial management of unit trust and investment companies : Mehta S.J.B., Abbott M.G., Addison D.T., Dodhia M., Hitchen C.J., Oddie A.J., Poulding M.R., Riddington D.M., British Actuarial Journal volume 2, no. 5, 1996, pp 1195–1253

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 172 KB

english, 1997

26

094022 (E50) Actuaries and derivatives : Kemp M.H.D., British Actuarial Journal, Volume 3, No. 1, 1997, pp. 51–180

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 90 KB

english, 1997

27

094023 (E50) Derivative asset analysis in models with level-dependent and stochastic volatility : Fey R., CWI Quarterly, Volume 10, Number 1, 1997, pp. 1–34

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 90 KB

english, 1997

28

094021 (E50, E51) A review of Wilkie's stochastic asset model : Huber P.P., British Actuarial Journal, Volume 3, No. 1, 1997, pp. 181–210

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 90 KB

english, 1997

29

094024 (E50) Option pricing; arbitrage and martingales : Pelssser A., CWI Quarterly, Volume 10, Number 1, 1997, pp. 35–53

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 90 KB

english, 1997

30

094025 (E50) Actuarial applications of financial models : Goovaerts M.J., Dhaene J., CWI Quarterly, Volume 10, No. 1, 1997, pp. 55–64

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 172 KB

english, 1997

31

094028 (E50) A crash course in stochastic calculus with applications to mathematical finance : Spreij P., CWI Quarterly, Volume 9, No. 4, 1997, pp. 357–388

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

32

094027 (E50) Introduction to option pricing in a securities market I: Binary models : Dzhaparidze K., van Zuijlen, CWI Quarterly, Volume 9, No. 4, 1997, pp. 319–355

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

33

094026 (E50) Introduction to option pricing in a securities market — II: Poisson approximation : Dzhaparidze K., CWI Quarterly, Volume 10, No. 1, 1997, pp. 65–100

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

34

094029 (E51) Average behaviour of two stochastic laws of financial valuation : Alegre A., Badia C., Fontanals H., Pons M.A., Bulletin ARAB, nr. 88, 1995–1996, pp. 25–40

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 84 KB

english, 1997

35

094030 (E61, B10) An alternative to the net premium valuation method for statutory reporting : Scott P.G., Elliot S.F., Gray L.J., Hewitson T.W., Lechmere D.J., Lewis D., Needleman D., British Actuarial Journal, Volume 2, No. 3, 1996, pp. 527–621

Journal:

Insurance: Mathematics and Economics

Year:

1997

File:

PDF, 22 KB

1997

36

Subject index

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 267 KB

english, 1997

37

Insurance Economics

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 229 KB

english, 1997

38

Insurance Branch Index

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 101 KB

english, 1997

39

Author Index

Journal:

Insurance: Mathematics and Economics

Year:

1997

File:

PDF, 164 KB

1997

40

Keyword Index

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 1.41 MB

english, 1997

41

Author index volume 21

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 50 KB

english, 1997