Insurance: Mathematics and Economics

Measuring the impact of dependence between claims occurrences
pp. 1-19(19)
Authors: Denuit M.; Lefevre C.; Utev S.

A note on the overdispersed Poisson family
pp. 21-25(5)
Author: Schmidt K.D.

On the accumulated aggregate surplus of a life portfolio
pp. 27-35(9)
Author: Hurlimann W.

Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model
pp. 37-49(13)
Author: Centeno M.d.L.

A generalized defective renewal equation for the surplus process perturbed by diffusion
pp. 51-66(16)
Authors: Tsai C.C.-L.; Willmot G.E.

Modeling claim exceedances over thresholds
pp. 67-83(17)
Authors: Boutsikas M.V.; Koutras M.V.

A discussion on Buhlmann's criterion for asset valuation
pp. 85-93(9)
Authors: Wang N.; Pang W.K.; Huang W.K.

Measurement of relative inequity and Yaari's dual theory of risk
pp. 95-109(15)
Authors: Promislow S.D.; Young V.R.