| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A counting process approach to stochastic interest
|
Møller, Christian Max
|
|
1995
|
17 |
2 |
p. 181-192
12 p.
|
article
|
| 2 |
A reappraisal of the principle underlying the conventional actuarial estimator of q x
|
Puzey, Anthony S.
|
|
1995
|
17 |
2 |
p. 125-132
8 p.
|
article
|
| 3 |
A theory of risk, return and solvency
|
Powers, Michael R.
|
|
1995
|
17 |
2 |
p. 101-118
18 p.
|
article
|
| 4 |
Deductible insurance and production
|
Machnes, Yaffa
|
|
1995
|
17 |
2 |
p. 119-123
5 p.
|
article
|
| 5 |
Differential equations for moments of present values in life insurance
|
Norberg, Ragnar
|
|
1995
|
17 |
2 |
p. 171-180
10 p.
|
article
|
| 6 |
Estimating the adjustment coefficient in an ARMA(p, q) risk model
|
Christ, Ralf
|
|
1995
|
17 |
2 |
p. 149-161
13 p.
|
article
|
| 7 |
Long-term returns in stochastic interest rate models
|
Deelstra, G.
|
|
1995
|
17 |
2 |
p. 163-169
7 p.
|
article
|
| 8 |
Optimal per claim deductibility in insurance with the possibility of risky investments
|
Paulsen, Jostein
|
|
1995
|
17 |
2 |
p. 133-147
15 p.
|
article
|
| 9 |
Ordering claim size distributions and mixed Poisson probabilities
|
Kaas, R.
|
|
1995
|
17 |
2 |
p. 193-201
9 p.
|
article
|
Journal description