| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A note on Shiu's immunization results
|
Uberti, M.
|
|
1997
|
21 |
3 |
p. 195-200
6 p.
|
artikel
|
| 2 |
Asset allocation with time variation in expected returns
|
Boyle, Phelim P.
|
|
1997
|
21 |
3 |
p. 201-218
18 p.
|
artikel
|
| 3 |
Author Index
|
|
|
1997
|
21 |
3 |
p. 267-269
3 p.
|
artikel
|
| 4 |
Author index volume 21
|
|
|
1997
|
21 |
3 |
p. 289-
1 p.
|
artikel
|
| 5 |
094028 (E50) A crash course in stochastic calculus with applications to mathematical finance
|
|
|
1997
|
21 |
3 |
p. 254-
1 p.
|
artikel
|
| 6 |
094025 (E50) Actuarial applications of financial models
|
|
|
1997
|
21 |
3 |
p. 253-254
2 p.
|
artikel
|
| 7 |
094019 (E41) Actuarial techniques in pricing for risk in bank lending
|
|
|
1997
|
21 |
3 |
p. 252-
1 p.
|
artikel
|
| 8 |
094022 (E50) Actuaries and derivatives
|
|
|
1997
|
21 |
3 |
p. 253-
1 p.
|
artikel
|
| 9 |
094029 (E51) Average behaviour of two stochastic laws of financial valuation
|
|
|
1997
|
21 |
3 |
p. 254-
1 p.
|
artikel
|
| 10 |
094030 (E61, B10) An alternative to the net premium valuation method for statutory reporting
|
|
|
1997
|
21 |
3 |
p. 255-
1 p.
|
artikel
|
| 11 |
094023 (E50) Derivative asset analysis in models with level-dependent and stochastic volatility
|
|
|
1997
|
21 |
3 |
p. 253-
1 p.
|
artikel
|
| 12 |
094021 (E50, E51) A review of Wilkie's stochastic asset model
|
|
|
1997
|
21 |
3 |
p. 253-
1 p.
|
artikel
|
| 13 |
094018 (E30, E50) Financial economics — An investment actuary's viewpoint
|
|
|
1997
|
21 |
3 |
p. 252-
1 p.
|
artikel
|
| 14 |
094017 (E30, E50) How actuaries can use financial economics
|
|
|
1997
|
21 |
3 |
p. 252-
1 p.
|
artikel
|
| 15 |
094027 (E50) Introduction to option pricing in a securities market I: Binary models
|
|
|
1997
|
21 |
3 |
p. 254-
1 p.
|
artikel
|
| 16 |
094026 (E50) Introduction to option pricing in a securities market — II: Poisson approximation
|
|
|
1997
|
21 |
3 |
p. 254-
1 p.
|
artikel
|
| 17 |
094024 (E50) Option pricing; arbitrage and martingales
|
|
|
1997
|
21 |
3 |
p. 253-
1 p.
|
artikel
|
| 18 |
094020 (E50) The financial management of unit trust and investment companies
|
|
|
1997
|
21 |
3 |
p. 252-253
2 p.
|
artikel
|
| 19 |
IBNR reserves under stochastic interest rates
|
Goovaerts, Marc
|
|
1997
|
21 |
3 |
p. 225-244
20 p.
|
artikel
|
| 20 |
Insurance Branch Index
|
|
|
1997
|
21 |
3 |
p. 264-265
2 p.
|
artikel
|
| 21 |
Insurance Economics
|
|
|
1997
|
21 |
3 |
p. 261-263
3 p.
|
artikel
|
| 22 |
Keyword Index
|
|
|
1997
|
21 |
3 |
p. 270-287
18 p.
|
artikel
|
| 23 |
094014 (M40) About the difficulties programming the net premium reserve
|
|
|
1997
|
21 |
3 |
p. 251-
1 p.
|
artikel
|
| 24 |
094002 (M10) A characterisation of the generalised pareto-distribution with an application to reinsurance
|
|
|
1997
|
21 |
3 |
p. 249-
1 p.
|
artikel
|
| 25 |
094008 (M20) An approximation method for computing present values
|
|
|
1997
|
21 |
3 |
p. 250-
1 p.
|
artikel
|
| 26 |
094006 (M13) Applying credibility theory to solvency
|
|
|
1997
|
21 |
3 |
p. 249-250
2 p.
|
artikel
|
| 27 |
094015 (M40) A short note on Arma (1,1) investment rates of return and pension funding
|
|
|
1997
|
21 |
3 |
p. 251-
1 p.
|
artikel
|
| 28 |
094009 (M21) A simple graphical method for the comparison of two mortality experiences
|
|
|
1997
|
21 |
3 |
p. 250-
1 p.
|
artikel
|
| 29 |
094003 (M10, B20) Analysis of trends in phi claim inception data
|
|
|
1997
|
21 |
3 |
p. 249-
1 p.
|
artikel
|
| 30 |
094012 (M30, B10) Statistical safety margins for calculation bases in Life Insurance
|
|
|
1997
|
21 |
3 |
p. 251-
1 p.
|
artikel
|
| 31 |
094013 (M30) Calculation of tariff rates for tariff change in health insurance
|
|
|
1997
|
21 |
3 |
p. 251-
1 p.
|
artikel
|
| 32 |
094001 (M01, E51) The investment return from a portfolio with a dynamic rebalancing policy
|
|
|
1997
|
21 |
3 |
p. 249-
1 p.
|
artikel
|
| 33 |
094004 (M10) Learning bayesian networks from incomplete databases
|
|
|
1997
|
21 |
3 |
p. 249-
1 p.
|
artikel
|
| 34 |
094011 (M30) On quasi-mean value principles
|
|
|
1997
|
21 |
3 |
p. 250-251
2 p.
|
artikel
|
| 35 |
094010 (M21) On the bias of the conventional actuarial estimator of qx
|
|
|
1997
|
21 |
3 |
p. 250-
1 p.
|
artikel
|
| 36 |
094016 (M40) Prediction of outstanding liabilities II: Model variations and extensions
|
|
|
1997
|
21 |
3 |
p. 251-
1 p.
|
artikel
|
| 37 |
094007 (M13) Ruin probabilities for Erlang(2) risk processes
|
|
|
1997
|
21 |
3 |
p. 250-
1 p.
|
artikel
|
| 38 |
094005 (M12) Simulating the relative solvency of life insurers
|
|
|
1997
|
21 |
3 |
p. 249-
1 p.
|
artikel
|
| 39 |
Stochastic time changes in catastrophe option pricing
|
Geman, Helyette
|
|
1997
|
21 |
3 |
p. 185-193
9 p.
|
artikel
|
| 40 |
Stop-loss order for portfolios of dependent risks
|
Müller, Alfred
|
|
1997
|
21 |
3 |
p. 219-223
5 p.
|
artikel
|
| 41 |
Subject index
|
|
|
1997
|
21 |
3 |
p. 257-260
4 p.
|
artikel
|
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