Insurance: Mathematics and Economics

Editorial Board
pp. CO2-CO2(1)

Some recursions for moments of n-fold convolutions
pp. 479-486(8)
Author: Sundt B.

Some recursions for moments of compound distributions
pp. 487-496(10)
Author: Sundt B.

Pricing equity-linked pure endowments via the principle of equivalent utility
pp. 497-516(20)
Authors: Moore K.S.; Young V.R.

Wang's capital allocation formula for elliptically contoured distributions
pp. 517-532(16)
Authors: Valdez E.A.; Chernih A.

Moments of the cash value of future payment streams arising from life insurance contracts
pp. 533-550(18)
Author: Debicka J.

The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
pp. 551-566(16)
Authors: Sheldon Lin X.; E. Willmot G.; Drekic S.

Analysis of heterogeneous endowment policies portfolios under fractional approximations
pp. 567-584(18)
Authors: Dahan M.; Frostig E.; Langberg N.A.

Semiparametric credibility ratemaking using a piecewise linear prior
pp. 585-593(9)
Authors: Huang X.; Song L.; Liang Y.

Fair valuation of path-dependent participating life insurance contracts
pp. 595-609(15)
Authors: Tanskanen A.J.; Lukkarinen J.

A stability result for the HARA class with stochastic interest rates
pp. 611-627(17)
Author: Grasselli M.

Pricing of multi-period rate of return guarantees
pp. 629-644(16)
Author: Lindset S.

Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure
pp. 645-658(14)
Author: de Kok T.G.

Recursive calculation of finite time ruin probabilities under interest force
pp. 659-676(18)
Authors: Cardoso R.M.R.; R. Waters H.

Pricing equity-indexed annuities with path-dependent options
pp. 677-690(14)
Author: Lee H.

Author index
pp. 691-692(2)