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                             92 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Author index 1997
20 3 p. 281-282
2 p.
artikel
2 Author index volume 20 1997
20 3 p. 313-
1 p.
artikel
3 Author index volume 11 – 20 1997
20 3 p. 293-301
9 p.
artikel
4 093072 (E41) Age and gender differences in perceived accident likelihood and driver competences 1997
20 3 p. 273-274
2 p.
artikel
5 093064 (E25) Alternative retirement income arrangements and lifetime income inequality: Lessons from Australia 1997
20 3 p. 270-271
2 p.
artikel
6 093053 (E12) An experimental test of a general class of utility models: Evidence for context dependency 1997
20 3 p. 268-
1 p.
artikel
7 093077 (E51) A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results 1997
20 3 p. 275-
1 p.
artikel
8 093069 (E41, B20) An introduction to capitation and health care provider excess insurance 1997
20 3 p. 272-273
2 p.
artikel
9 093062 (E25, B81) Building better retirement incomer models 1997
20 3 p. 270-
1 p.
artikel
10 093073 (E43, B20) Health care liability exposure in managed care organizations 1997
20 3 p. 274-
1 p.
artikel
11 093068 (E41, B20) Identifying and pricing managed care errors and omissions exposures 1997
20 3 p. 272-
1 p.
artikel
12 093065 (E26) Comparison of contact site cancer potency across dose routes: Case study with epichlorohydrin 1997
20 3 p. 271-
1 p.
artikel
13 093047 (E10) Consumer risk perceptions and information in insurance markets with adverse selection 1997
20 3 p. 266-
1 p.
artikel
14 093074 (E50) Corporate hedging in the insurance industry: The use of financial derivatives by U.S. insurers 1997
20 3 p. 274-
1 p.
artikel
15 093056 (E12) Dynamically consistent preferences with quadratic beliefs 1997
20 3 p. 268-269
2 p.
artikel
16 093070 (E41, E50) An option-pricing approach to the cost of export credit insurance 1997
20 3 p. 273-
1 p.
artikel
17 093063 (E25, E26) Stochastic models for continuing care retirement communities 1997
20 3 p. 270-
1 p.
artikel
18 093058 (E12) First-order approach to principal-agent problems: A generalisation 1997
20 3 p. 269-
1 p.
artikel
19 093067 (E26) First-order reliability analysis of public health risk assessment 1997
20 3 p. 271-272
2 p.
artikel
20 093078 (E51) Interest rate risk management: Developments in interest rate term structure modelling for risk management and valuation of interest-rate-dependent cash flows 1997
20 3 p. 275-
1 p.
artikel
21 093050 (E12) Investment under demand uncertainty: The newsboy problem revisited 1997
20 3 p. 267-
1 p.
artikel
22 093061 (E13, M30) On the inefficiency of bang-bang and stop-loss portfolio strategies 1997
20 3 p. 270-
1 p.
artikel
23 093066 (E26) On the effect of probability distributions of input variables in public health risk assessment 1997
20 3 p. 271-
1 p.
artikel
24 093060 (E12) Optimal portfolio selection with transaction costs 1997
20 3 p. 269-270
2 p.
artikel
25 093047 (E10) Plausible upper bounds: Are their sums plausible? 1997
20 3 p. 266-267
2 p.
artikel
26 093054 (E12) Proof by certainty equivalents that diversificationacross-time does worse risk corrected than diversification-throughout-time 1997
20 3 p. 268-
1 p.
artikel
27 093057 (E12) Prudence demand uncertainty background risk and the law of supply: A nonexpected utility approach to the firm 1997
20 3 p. 269-
1 p.
artikel
28 093052 (E12) Reasons for bank-dependent utility evaluation 1997
20 3 p. 267-268
2 p.
artikel
29 093049 (E12) Risk aversion with state-dependent preferences in the rank-dependent expected utility theory 1997
20 3 p. 267-
1 p.
artikel
30 093076 (E50) Risk-minimizing hedging strategies for unit-linked life insurance contracts 1997
20 3 p. 274-275
2 p.
artikel
31 093080 (E53) Stochastic analysis of the interaction between investment and insurance risks 1997
20 3 p. 275-276
2 p.
artikel
32 093075 (E50) The analysis of actuarial investment risk 1997
20 3 p. 274-
1 p.
artikel
33 093055 (E12) The impact of incentives upon risky choice experiments 1997
20 3 p. 268-
1 p.
artikel
34 093051 (E12) The interaction between the demands for insurance and insurable assets 1997
20 3 p. 267-
1 p.
artikel
35 093079 (E53) The use of capital bonus policy and investment policy in the control of solvency for with-profits life insurance companies in the UK 1997
20 3 p. 275-
1 p.
artikel
36 093071 (E41) Three conceptions of quantified societal risk 1997
20 3 p. 273-
1 p.
artikel
37 093059 (E12) Utility -maximization and the control of solvency for life insurance funds 1997
20 3 p. 269-
1 p.
artikel
38 Keyword index 1997
20 3 p. 283-291
9 p.
artikel
39 093002 (M00) An analysis of pensioner mortality by pre-retirement income 1997
20 3 p. 255-
1 p.
artikel
40 093036 (M50) An application of game theory: Property catastrophe risk load 1997
20 3 p. 264-
1 p.
artikel
41 093043 (M52) An integrated pricing and reserving process for reinsurers 1997
20 3 p. 265-266
2 p.
artikel
42 093027 (M13) Application of risk theory to interpretation of cash-flow-testing results 1997
20 3 p. 261-
1 p.
artikel
43 093019 (M10) Approximations for the absorption distribution and its negative binomial analogue 1997
20 3 p. 259-
1 p.
artikel
44 093033 (M30) A probabilistic model for calculation of a single premium for short credit life insurance with included inflation 1997
20 3 p. 263-
1 p.
artikel
45 093029 (M13) A semiparametric approach to risk assessment for quantitative outcomes 1997
20 3 p. 262-263
2 p.
artikel
46 093045 (M52) A simulation approach in excess reinsurance pricing 1997
20 3 p. 266-
1 p.
artikel
47 093013 (M10, B36) Extreme value statistics and wind storm losses: A case study 1997
20 3 p. 257-
1 p.
artikel
48 093030 (M30, B20) Integration of managed care in workers compensation 1997
20 3 p. 263-
1 p.
artikel
49 093014 (M10, B10) Statistical independence and fractional age assumptions 1997
20 3 p. 258-
1 p.
artikel
50 093028 (M13) Capital allocation and solvency testing 1997
20 3 p. 261-262
2 p.
artikel
51 093038 (M52) Capital and risk and their relationship to reinsurance programmes 1997
20 3 p. 264-265
2 p.
artikel
52 093039 (M52) Comparing reinsurance programs - A practical actuary's system 1997
20 3 p. 265-
1 p.
artikel
53 093034 (M31) Credibility in evolutionary models revisited 1997
20 3 p. 263-264
2 p.
artikel
54 093007 (M01, E50) An elementary unified approach to some loss variance bounds 1997
20 3 p. 256-
1 p.
artikel
55 093010 (M01) Efficient treatment of uncertainty in numerical optimization 1997
20 3 p. 257-
1 p.
artikel
56 093025 (M13) Estimation of the Lundberg coefficient for a Markov modulated risk model 1997
20 3 p. 260-
1 p.
artikel
57 093041 (M52) Evaluating variations in contract terms for casualty clash reinsurance treaties 1997
20 3 p. 265-
1 p.
artikel
58 093004 (M00) Explaining the identifiable victim effect 1997
20 3 p. 255-
1 p.
artikel
59 093018 (M10) Guidelines for corrective replacement based on low stochastic structure assumptions 1997
20 3 p. 259-
1 p.
artikel
60 093022 (M10) Importance of distributional form in characterising inputs to Monte Carlo risk assessments 1997
20 3 p. 260-
1 p.
artikel
61 093032 (M30) Increasing risk: Some direct constructions 1997
20 3 p. 263-
1 p.
artikel
62 093021 (M10) Le nombre de sinistres nécessaires pour en estimer valablement le coüt moyen dans le cas lognormal 1997
20 3 p. 259-260
2 p.
artikel
63 093037 (M52) Levels of determinism in workers compensation reinsurance commutations 1997
20 3 p. 264-
1 p.
artikel
64 093042 (M52) Loss development and annual aggregate deductibles 1997
20 3 p. 265-
1 p.
artikel
65 093020 (M10, M42) Calculations and diagnostics for link ratio techniques 1997
20 3 p. 259-
1 p.
artikel
66 093003 (M00) Measures of mortality risks 1997
20 3 p. 255-
1 p.
artikel
67 093009 (M01) Methods for the analysis of CCRC data 1997
20 3 p. 256-257
2 p.
artikel
68 093016 (M10) Minimum norm estimation under parameter constraints with an application to insurance 1997
20 3 p. 258-
1 p.
artikel
69 093015 (M10, M13) Present value distributions with applications to ruin theory and stochastic equations 1997
20 3 p. 258-
1 p.
artikel
70 093006 (M01, M03) Synchronizing data management technologies to integrate actuarial processes 1997
20 3 p. 255-256
2 p.
artikel
71 093005 (M00) On a class of renewal risk processes 1997
20 3 p. 255-
1 p.
artikel
72 093011 (M01) On the solution approach for bayesian modelling of initiating event frequencies and failure rates 1997
20 3 p. 257-
1 p.
artikel
73 093035 (M32) Optimal incentive contracting with ex ante and ex post moral hazards: Theory and evidence 1997
20 3 p. 264-
1 p.
artikel
74 093012 (M03) P/C actuaries: Happy with your data 1997
20 3 p. 257-
1 p.
artikel
75 093023 (M12) Present value of some insurance portfolios 1997
20 3 p. 260-
1 p.
artikel
76 093040 (M52) Pricing extra-contractual obligations and excess of policy limits exposures in Clash Reinsurance Treaties 1997
20 3 p. 265-
1 p.
artikel
77 093044 (M52) Reinsurance contracts with a multi-year aggregate limit 1997
20 3 p. 266-
1 p.
artikel
78 093017 (M10) Robust parameter learning in bayesian networks with missing data 1997
20 3 p. 258-259
2 p.
artikel
79 093046 (M52) Some analytical approximations of stop-loss premiums 1997
20 3 p. 266-
1 p.
artikel
80 093031 (M30) Some new conditions for the increasing convex comparison of risks 1997
20 3 p. 263-
1 p.
artikel
81 093001 (M00) Statistical plans for property/casualty insurers 1997
20 3 p. 255-
1 p.
artikel
82 093008 (M01) The design of optimal insurance contracts: A topological approach 1997
20 3 p. 256-
1 p.
artikel
83 093026 (M13) The probability of ruin in finite time with discrete claim size distribution 1997
20 3 p. 260-261
2 p.
artikel
84 093024 (M12) The values of insurance companies under different uncertain portfolios 1997
20 3 p. 260-
1 p.
artikel
85 Optimal choice of dividend barriers for a risk process with stochastic return on investments Paulsen, Jostein
1997
20 3 p. 215-223
9 p.
artikel
86 Organization of the Abstracts and Reviews section 1997
20 3 p. 253-254
2 p.
artikel
87 Reserving consecutive layers of inwards excess-of-loss reinsurance Taylor, Greg
1997
20 3 p. 225-242
18 p.
artikel
88 Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences Denuit, Michel
1997
20 3 p. 197-213
17 p.
artikel
89 Subject index 1997
20 3 p. 277-280
4 p.
artikel
90 Subject index volume 11 – 20 1997
20 3 p. 303-312
10 p.
artikel
91 The present value of a stochastic perpetuity and the Gamma distribution Milevsky, Moshe Arye
1997
20 3 p. 243-250
8 p.
artikel
92 Unemployment insurance and mortgages Gourieroux, C.
1997
20 3 p. 173-195
23 p.
artikel
                             92 gevonden resultaten
 
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