Insurance: Mathematics and Economics

Optimal insurance under Wang's premium principle
pp. 109-122(14)
Author: Young V.R.

An application of randomly truncated data models in reserving IBNR claims
pp. 123-131(9)
Author: Herbst T.

Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
pp. 133-142(10)
Author: Usabel M.

On s-convex stochastic extrema for arithmetic risks
pp. 143-155(13)
Authors: Denuit M.; Lefevre C.; Mesfioui M.

Subjective risk measures: Bayesian predictive scenarios analysis
pp. 157-169(13)
Authors: Siu T.K.; Yang H.

Preservation of multivariate dependence under multivariate claim models
pp. 171-179(9)
Authors: Hu T.; Pan X.

Hattendorff's theorem for non-smooth continuous-time Markov models I: Theory
pp. 181-195(15)
Author: Milbrodt H.

A new stochastically flexible event methodology with application to Proposition 103
pp. 197-217(21)
Authors: Brockett P.L.; Chen H.-M.; Garven J.R.