Insurance: Mathematics and Economics

A family of discrete distributions
pp. 107-127(21)
Author: Ambagaspitiya R.S.

Order relations for some distributions
pp. 129-134(6)
Author: Hesselager O.

Cramer-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
pp. 135-149(15)
Authors: Bloom B.; Paige R.; Schmidli H.

Predictive stop-loss premiums and Student's t-distribution
pp. 151-159(9)
Authors: Banach R.; Hurlimann W.

Mortality differences by handedness: survival analysis for a right-truncated sample of baseball players.
pp. 165-165(1)
Author: Panjer H.H.

An introduction to business credit insurance.
pp. 165-165(1)
Author: Ramsay C.M.

Risks in individual life insurance.
pp. 165-165(1)
Author: Wolthuis H.

The application of fuzzy sets to group health underwriting.
pp. 165-165(1)
Author: Young V.R.

Regression using fractional polynomials of continuous covariates: parsimonious parametric modelling.
pp. 165-166(2)
Authors: Royston P.; Altman D.G.

Minimum distance estimation of loss distributions.
pp. 166-166(1)
Authors: Klugman S.A.; Rahulji P.A.

Pricing financial contracts with indexed homogeneous payoff.
pp. 166-166(1)
Authors: Gerber H.U.; Shiu E.S.W.

Further results on Hesselager's recursive procedure for calculation of some compound distributions.
pp. 166-167(2)
Authors: Wang S.; Sobrero M.

Two stochastic approaches for discounting actuarial functions.
pp. 167-167(1)
Author: Parker G.

Modelling the claims process in the presence of covariates.
pp. 167-167(1)
Author: Renshaw A.E.

Remarks on ''Boundary crossing result for Brownian motion''.
pp. 167-167(1)
Author: Deelstra G.

Analysis of causes of death.
pp. 167-167(1)
Authors: Jansen J.H.C.; Poos M.J.J.C.; Dekkers A.L.M.

On the compound generalized Poisson distributions.
pp. 168-168(1)
Authors: Ambagaspitya R.S.; Balakrishnan N.

Recursive methods for computing finite-time ruin probabilities for phase-distributed claim sizes.
pp. 168-168(1)
Authors: Stanford D.A.; Stroinski K.J.

Deductibles and the inverse Gaussian distribution.
pp. 168-168(1)
Author: Ter Berg P.

Multidimensional Whittaker-Henderson graduation with constraints and mixed differences.
pp. 169-169(1)
Author: Lowrie W.B.

Valuing American options in a path simulation model.
pp. 169-169(1)
Author: Tilley J.A.

Fuzzy trends in property-liability insurance claim costs.
pp. 169-169(1)
Authors: Cummins J.D.; Derrig R.A.

Loading gross premiums for risk without using utility theory.
pp. 169-170(2)
Author: Ramsay C.M.

Splitting risk and premium calculation.
pp. 170-170(1)
Author: Hurlimann W.

The p-th power variance principle.
pp. 170-170(1)
Author: Michaud F.

Recursive largest claims reinsurance rating, revisited.
pp. 170-170(1)
Author: Kremer E.

Smoker/non smoker products in life assurance - rating problems.
pp. 171-171(1)
Author: Kogel E.

Pitfalls of the current experience rating plan.
pp. 171-171(1)
Authors: Parry A.E.; Math S.E.

Drinking, driving, and the price of automobile insurance.
pp. 171-171(1)
Authors: Sloan F.A.; Githens P.B.

Empirical testing of classification relativities.
pp. 171-171(1)
Author: Hayne R.M.

Merit rating for doctor professional liability insurance.
pp. 171-171(1)
Author: Finger R.J.

Dependent contracts in Buhlmann's credibility model.
pp. 172-172(1)
Authors: De Vylder F.; Cossette H.

Robust credibility via robust Kalman filtering.
pp. 172-172(1)
Author: Kremer E.

Buhlmann's credibility premium in the Buhlmann-Straub model.
pp. 172-172(1)
Author: Dannenburg D.R.

Estimating salvage and subrogation reserves - adapting the Bornhuetter-Ferguson approach.
pp. 172-172(1)
Author: Grace G.S.

Percentile pension cost methods: a new approach to pension valuations.
pp. 172-173(2)
Author: Ramsay C.M.

Claims-reserving and ICRFS.
pp. 173-173(1)
Author: Prins H.J.

A Markov model for loss reserving.
pp. 173-173(1)
Author: Hesselager O.

A method for modelling varying run-off evolutions in claims reserving.
pp. 173-173(1)
Author: Verrall R.J.

IBNR-triangles in a hierarchical credibility model.
pp. 173-173(1)
Authors: Goovaerts M.J.; Dannenburg D.R.; Heirman W.

Surplus - Concepts, Measures of Return, and Determination.
pp. 173-174(2)
Author: Bingham R.E.

Retention.
pp. 174-174(1)
Author: Baaij J.G.

Stop 'Stop-loss' Loss.
pp. 174-174(1)
Author: Kling B.M.

The preservation of multivariate comparative statics in nonexpected utility theory.
pp. 174-174(1)
Author: Schlee E.E.

Rate of return - policyholder, company, and shareholder perspectives.
pp. 174-175(2)
Author: Bingham R.E.

Asset/liability matching (five moments).
pp. 175-175(1)
Author: Bender R.K.

A mathematical analysis of financial accounting standard no. 88.
pp. 175-175(1)
Author: Sharp K.P.

Martingale approach to pricing perpetual american options.
pp. 175-175(1)
Authors: Gerber H.U.; Shiu E.S.W.

An empirical test of ordinal independence.
pp. 176-176(1)
Author: Wu G.

The dynamical, international life insurance market of the Netherlands (1947-1992).
pp. 176-176(1)
Authors: Nijenhuis O.G.M.; Potjes J.C.A.; Schilder G.

Prediction.
pp. 176-176(1)
Author: De Wit G.W.

Insurance and precautionary capital accumulation in a continuous-time model.
pp. 176-176(1)
Author: Gollier C.

Unbounded behaviorally consistent stopping rules.
pp. 176-177(2)
Authors: Karni E.; Safra Z.

Comonotonic independence: the critical test between classical and rank-dependent utility theories.
pp. 177-177(1)
Authors: Wakker P.; Erev I.; Weber E.U.

Risk seeking with diminishing marginal utility in a non-expected utility model.
pp. 177-177(1)
Authors: Chateauneuf A.; Cohen M.

On a statistical approach to choice under uncertainty.
pp. 177-178(2)
Author: Rotar V.I.

Duration-based policy reserves.
pp. 178-178(1)
Author: Bluhm W.F.

Multivariate stochastic immunization theory.
pp. 178-178(1)
Author: Reitano R.R.

The macro-economic significance of insurance.
pp. 178-178(1)
Author: Bakker R.C.L.

Evidence on the time series properties of insurance premiums and causes of the underwriting cycle: new support for the capital market imperfection hypothesis.
pp. 179-179(1)
Authors: Niehaus G.; Terry A.

A cointegration analysis of the relationship between underwriting margins an interest rates: 1930-1989.
pp. 179-179(1)
Author: Haley J.D.

The time-variation of risk premiums on insurers stocks.
pp. 179-179(1)
Authors: Mei J.; Saunders A.

Premium adjustment for inflation with a deductible.
pp. 179-179(1)
Authors: Kaas R.; Van den Brom P.A.

Commitment and insurance agents' job perceptions, attitudes, and performance.
pp. 179-180(2)
Authors: McElroy J.C.; Morrow P.C.; Power M.L.; Iqbal Z.

Permanent partial disability in workers' compensation: probability and costs.
pp. 180-180(1)
Author: Thomason T.

Solidarity and health insurance.
pp. 180-180(1)
Author: Remmerswaal J.C.M.

Bank capitalization, deposit insurance, and risk categorization.
pp. 180-180(1)
Authors: Bond E.W.; Crocker K.J.

An international analysis of life insurance demand.
pp. 180-180(1)
Authors: Browne M.J.; Kim K.

Alternative liability regimes for medical injuries: evidence from simulation analysis.
pp. 181-181(1)
Author: Danzon P.M.

Determinants of stated willingness to pay for public goods: a study in the headline method.
pp. 181-181(1)
Authors: Kahneman D.; Ritov I.

Company-organizations in the insurance industry.
pp. 181-181(1)
Author: Kobben P.J.M.

Insurance economics and the economics of the insurance business.
pp. 181-181(1)
Author: Van den Berghe L.A.A.

Dividend policy and signaling by insurance companies.
pp. 182-182(1)
Authors: Akhigbe A.; Borde S.F.; Madura J.

The underinvestment problem, bond covenants, and insurance.
pp. 182-182(1)
Authors: Garven J.R.; MacMinn R.D.

Workers' compensation for occupational disease prorating liability versus last employer liability.
pp. 182-182(1)
Author: Han Chang D.

Correlates of workers' compensation claims adjustment.
pp. 182-182(1)
Author: Thomason T.

Compensating wage differentials for workplace accidents: evidence for union and nonunion workers in the UK.
pp. 182-183(2)
Authors: Siebert W.S.; Wei X.

The inefficiency of private constant annuities.
pp. 183-183(1)
Authors: Yagi T.; Nishigaki Y.

Consumer information and decision to switch insurers.
pp. 183-183(1)
Authors: Schlesinger H.; von der Schulenburg J.-M.G.

Fee-for-service versus HMO outpatient expenditure patterns.
pp. 183-183(1)
Author: Ligon J.A.

Insurance market responses to the 1980s liability reforms: an analysis of firm-level data.
pp. 183-184(2)
Authors: Born P.; Viscusi W.K.

Behavioral factors and lotteries under no-fault with a monetary threshold: a study of Massachusetts automobile claims.
pp. 184-184(1)
Authors: Berrig R.A.; Weisberg H.I.; Chen X.

State decisions to limit tort liability: an empirical analysis of no-fault automobile insurance laws.
pp. 184-184(1)
Author: Harrington S.E.

Model of a business-rating for life assurance companies.
pp. 184-184(1)
Authors: Trautvetter M.; Lust D.

Client/server architecture and private health-insurances.
pp. 184-185(2)
Author: Bock J.

Auto insurers and the air bag.
pp. 185-185(1)
Authors: Kneuper R.; Yandle B.

Consideration of commercial criteria with excess of loss treaties XL with annual aggregate deductible/limit, reinstatement or sliding scale.
pp. 185-185(1)
Author: Brodschelm A.

Risk management in practice.
pp. 185-186(2)
Author: Van Blitterswijk A.W.

Rating-systems and the qualification of insurance companies.
pp. 186-186(1)
Author: Oosenbrug A.

Risks.
pp. 186-186(1)
Author: De Wit G.W.

Insurance: handling risks and handling the future.
pp. 186-186(1)
Author: De Wit G.W.

Using Best's ratings in life insurer insolvency prediction.
pp. 186-187(2)
Authors: Ambrose J.M.; Carroll A.M.

Convergence between supervisory systems in the European Union.
pp. 187-187(1)
Author: Verkerk-Kooijman A.J.H.

Rules for the market and supervision in the insurance industry: a way-out between competition and self-regulation?
pp. 187-187(1)
Authors: Vermaat A.J.; Bakker R.C.L.

The sensitivity of cash-flow analysis to the choice of statistical model for interest rate changes.
pp. 187-187(1)
Author: Klein G.E.

Financial conglomerates.
pp. 187-187(1)
Author: Van den Berghe L.A.A.

Company-specific accounting with valuation assumptions of 2nd order as appraisal scale.
pp. 188-188(1)
Authors: Baldauf S.; Frommholz H.

Increased risk aversion and risky investment.
pp. 188-188(1)
Author: Fu J.

Developments in investment theory and its implications for Dutch pension funds and insurance companies.
pp. 188-188(1)
Author: Van der Meer R.A.H.

Duration matching: some practical aspects.
pp. 188-188(1)
Author: Van Eeghen J.

Workers' compensation cost containment and health care provider income maintenance strategies.
pp. 188-189(2)
Authors: Roberts K.; Zonia S.

Level of OASDI trust fund assets needed to compensate for adverse contingencies.
pp. 189-189(1)
Author: Foster R.S.

How does joint and several tort reform affect the rate of tort filings? Evidence from the state courts.
pp. 189-189(1)
Authors: Lee H.D.; Browne M.J.; Schmit J.T.

Injured worker mortality.
pp. 189-189(1)
Author: Gillam W.R.

The role of government in the United States in addressing natural catastrophes and environmental exposures.
pp. 190-190(1)
Author: Nutter F.W.

A comparative analysis of 30 bonus-malus systems.
pp. 190-190(1)
Authors: Lemaire J.; Zi H.

Construction of an appropriate mortality table for whole life assurances.
pp. 190-190(1)
Author: Loebus H.

Retirement policy - an international perspective.
pp. 190-190(1)
Author: Latulippe D.