| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Author index
|
|
|
1997
|
20 |
2 |
p. 165-
1 p.
|
artikel
|
| 2 |
092045 (E10) A state space approach to linear rational density filtering
|
|
|
1997
|
20 |
2 |
p. 150-151
2 p.
|
artikel
|
| 3 |
092062 (E50) Bessel processes and generalized CIR model
|
|
|
1997
|
20 |
2 |
p. 156-
1 p.
|
artikel
|
| 4 |
092046 (E10, B90) Optimal dividend pay-out with the option of proportional reinsurance in the diffusion model
|
|
|
1997
|
20 |
2 |
p. 151-
1 p.
|
artikel
|
| 5 |
092066 (E52, B10) Recent developments in life office financial reporting
|
|
|
1997
|
20 |
2 |
p. 157-
1 p.
|
artikel
|
| 6 |
092044 (E10, B81) Some results on continuous-time pension fund models
|
|
|
1997
|
20 |
2 |
p. 150-
1 p.
|
artikel
|
| 7 |
092055 (E40, B10) The joint development of insurance and investment markets in Poland: An analysis of actuarial risks
|
|
|
1997
|
20 |
2 |
p. 153-
1 p.
|
artikel
|
| 8 |
092050 (E12, B22) The pain of road-accident victims and the bereavement of their relatives: A contingent-valuation experiment
|
|
|
1997
|
20 |
2 |
p. 151-152
2 p.
|
artikel
|
| 9 |
092049 (E12, B22) The value of private safety versus the value of public safety
|
|
|
1997
|
20 |
2 |
p. 151-
1 p.
|
artikel
|
| 10 |
092057 (E46, E61, B70) Insurance supervision law, 1st ed. 1994, 2nd completely revised ed. 1997
|
|
|
1997
|
20 |
2 |
p. 153-
1 p.
|
artikel
|
| 11 |
092067 (E60, E61, E41, B13, B12, B91) Occupational pension schemes through direct insurance, 2nd rev. ed.
|
|
|
1997
|
20 |
2 |
p. 157-
1 p.
|
artikel
|
| 12 |
092053 (E23, E41, E61, B13, B12, B81) Tax treatment of a pension commitment to a managing partner of a private limited company
|
|
|
1997
|
20 |
2 |
p. 152-
1 p.
|
artikel
|
| 13 |
092054 (E23, E41, E61, B12, B13, B81) Tax treatment of pension trusts, 2nd rev. ed.
|
|
|
1997
|
20 |
2 |
p. 152-153
2 p.
|
artikel
|
| 14 |
092056 (E43, E45, E44) Risk disruption communication
|
|
|
1997
|
20 |
2 |
p. 153-
1 p.
|
artikel
|
| 15 |
092068 (E62, E46, M00) Disclosure duties, insurance going european, accepted foundations of actuarial mathematics
|
|
|
1997
|
20 |
2 |
p. 157-158
2 p.
|
artikel
|
| 16 |
092061 (E50, M12) A tractable term structure model with endogenous interpolation and positive interest rates
|
|
|
1997
|
20 |
2 |
p. 155-156
2 p.
|
artikel
|
| 17 |
092060 (E50, M11) The fundamental theorem of asset pricing for unbounded stochastic processes
|
|
|
1997
|
20 |
2 |
p. 154-155
2 p.
|
artikel
|
| 18 |
092051 (E13, M10) The likelihood of various stock market return distributions, part 1: Principles of Inference
|
|
|
1997
|
20 |
2 |
p. 152-
1 p.
|
artikel
|
| 19 |
092065 (E51) On some filtering problems arising in mathematical finance
|
|
|
1997
|
20 |
2 |
p. 157-
1 p.
|
artikel
|
| 20 |
092058 (E50) Optimal investment with taxes: An optimal control problem with endogenous delay
|
|
|
1997
|
20 |
2 |
p. 153-154
2 p.
|
artikel
|
| 21 |
092047 (E10) Pricing contingent claims under constraints
|
|
|
1997
|
20 |
2 |
p. 151-
1 p.
|
artikel
|
| 22 |
092064 (E51) Some control theoretic aspects of interest rate theory
|
|
|
1997
|
20 |
2 |
p. 156-157
2 p.
|
artikel
|
| 23 |
092063 (E51) Stochastic investment modelling: The case of South Africa
|
|
|
1997
|
20 |
2 |
p. 156-
1 p.
|
artikel
|
| 24 |
092048 (E10) The use of control-theoretic ideas for the distribution of bonus in non-life insurance
|
|
|
1997
|
20 |
2 |
p. 151-
1 p.
|
artikel
|
| 25 |
092059 (E50) Viscosity solutions of optimal stopping problems
|
|
|
1997
|
20 |
2 |
p. 154-
1 p.
|
artikel
|
| 26 |
Keyword index
|
|
|
1997
|
20 |
2 |
p. 167-172
6 p.
|
artikel
|
| 27 |
092035 (M22) A dynamic programming approach to pension funding
|
|
|
1997
|
20 |
2 |
p. 148-
1 p.
|
artikel
|
| 28 |
092008 (M10) An actuarial survey of statistical models for decrement and transition data II: Competing risks, non-parametric and regression models
|
|
|
1997
|
20 |
2 |
p. 142-
1 p.
|
artikel
|
| 29 |
092006 (M10) An actuarial survey of statistical models for decrement and transition data, III: Counting process models
|
|
|
1997
|
20 |
2 |
p. 141-142
2 p.
|
artikel
|
| 30 |
092036 (M30) An application of the Bootstrap method to Bühlmann's classical credibility model
|
|
|
1997
|
20 |
2 |
p. 148-
1 p.
|
artikel
|
| 31 |
092011 (M10) A primer on quantile estimation
|
|
|
1997
|
20 |
2 |
p. 142-143
2 p.
|
artikel
|
| 32 |
092012 (M10) A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
|
|
|
1997
|
20 |
2 |
p. 143-
1 p.
|
artikel
|
| 33 |
092031 (M21) A unified framework for graduation
|
|
|
1997
|
20 |
2 |
p. 147-
1 p.
|
artikel
|
| 34 |
092017 (M11, B11) A different perspective on U.K. assured life select mortality
|
|
|
1997
|
20 |
2 |
p. 144-
1 p.
|
artikel
|
| 35 |
092034 (M22, B13) An extension of Kornya's method with application to pension funds
|
|
|
1997
|
20 |
2 |
p. 148-
1 p.
|
artikel
|
| 36 |
092009 (M10) Bayesian methods in actuarial science
|
|
|
1997
|
20 |
2 |
p. 142-
1 p.
|
artikel
|
| 37 |
092019 (M11, B10) Bonus in life insurance: Principles and prognoses in a Stochastic environment
|
|
|
1997
|
20 |
2 |
p. 145-
1 p.
|
artikel
|
| 38 |
092018 (M11, B90) Exponential and scale mixtures and equilibrium distributions
|
|
|
1997
|
20 |
2 |
p. 144-145
2 p.
|
artikel
|
| 39 |
092003 (M10, B13) Herleitung von Austrittswahrscheinlichkeiten aus Vorsorgeeinrichtungen
|
|
|
1997
|
20 |
2 |
p. 141-
1 p.
|
artikel
|
| 40 |
092038 (M40, B50) Non-optimal prediction by the chain ladder method
|
|
|
1997
|
20 |
2 |
p. 149-
1 p.
|
artikel
|
| 41 |
092027 (M13) Bounds for ruin probabilities in the presence of large claims and their comparison
|
|
|
1997
|
20 |
2 |
p. 146-147
2 p.
|
artikel
|
| 42 |
092005 (M10, B30) Recursions for a class of compound lagrangian distributions
|
|
|
1997
|
20 |
2 |
p. 141-
1 p.
|
artikel
|
| 43 |
092037 (M31, B41) Setting a bonus-malus scale in the presence of other rating factors
|
|
|
1997
|
20 |
2 |
p. 149-
1 p.
|
artikel
|
| 44 |
092039 (M40, B50) Versicherungsmathematik: Prognosen, Formeln und Modelle
|
|
|
1997
|
20 |
2 |
p. 149-
1 p.
|
artikel
|
| 45 |
092028 (M13) Continuity of ruin probabilities
|
|
|
1997
|
20 |
2 |
p. 147-
1 p.
|
artikel
|
| 46 |
092030 (M13) Continuous time optimal control models in insurance
|
|
|
1997
|
20 |
2 |
p. 147-
1 p.
|
artikel
|
| 47 |
092016 (M10, E50) Concepts and methods from discrete time control with a view towards insurance and finance
|
|
|
1997
|
20 |
2 |
p. 144-
1 p.
|
artikel
|
| 48 |
092015 (M10, E50, M13) Ruin functions for gaussian risk process
|
|
|
1997
|
20 |
2 |
p. 144-
1 p.
|
artikel
|
| 49 |
092002 (M10, E12) Probabilities and beliefs
|
|
|
1997
|
20 |
2 |
p. 141-
1 p.
|
artikel
|
| 50 |
092041 (M40, E43) Risk-based capital in general insurance
|
|
|
1997
|
20 |
2 |
p. 149-
1 p.
|
artikel
|
| 51 |
092010 (M10) Generalized linear models and actuarial science
|
|
|
1997
|
20 |
2 |
p. 142-
1 p.
|
artikel
|
| 52 |
092032 (M21) Geographic premium rating by Whittaker spatial smoothing
|
|
|
1997
|
20 |
2 |
p. 147-148
2 p.
|
artikel
|
| 53 |
092040 (M40) Kalman filters with applications to loss reserving
|
|
|
1997
|
20 |
2 |
p. 149-
1 p.
|
artikel
|
| 54 |
092014 (M10, M22) Hedging in jump-diffusion models with application in insurance
|
|
|
1997
|
20 |
2 |
p. 143-
1 p.
|
artikel
|
| 55 |
092004 (M10) Mixture reduction via predictive scores
|
|
|
1997
|
20 |
2 |
p. 141-
1 p.
|
artikel
|
| 56 |
092042 (M52, M15) Relative reinsurance retention levels
|
|
|
1997
|
20 |
2 |
p. 150-
1 p.
|
artikel
|
| 57 |
092043 (M54, M13) Simulation algorithms for insurance risk models with heavy tails
|
|
|
1997
|
20 |
2 |
p. 150-
1 p.
|
artikel
|
| 58 |
092023 (M12) Non-standard risk process
|
|
|
1997
|
20 |
2 |
p. 146-
1 p.
|
artikel
|
| 59 |
092024 (M12) On minimax optimality of the CUSUM-method applied to the quickest detecting of spontaneously occurring effects
|
|
|
1997
|
20 |
2 |
p. 146-
1 p.
|
artikel
|
| 60 |
092021 (M11) On the Brownian first-passage-time over a one-sided stochastic boundary
|
|
|
1997
|
20 |
2 |
p. 145-
1 p.
|
artikel
|
| 61 |
092001 (M00) On the paradigms of insurance with a view to finance and control
|
|
|
1997
|
20 |
2 |
p. 141-
1 p.
|
artikel
|
| 62 |
092022 (M12) Optimal control of piecewise deterministic processes
|
|
|
1997
|
20 |
2 |
p. 145-146
2 p.
|
artikel
|
| 63 |
Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
|
Haberman, Steven
|
|
1997
|
20 |
2 |
p. 115-135
21 p.
|
artikel
|
| 64 |
092025 (M12) Perturbed risk models with subexponential claims
|
|
|
1997
|
20 |
2 |
p. 146-
1 p.
|
artikel
|
| 65 |
092026 (M12) Pricing long term insurance policies — continuous time models
|
|
|
1997
|
20 |
2 |
p. 146-
1 p.
|
artikel
|
| 66 |
092029 (M13) Ruin problems: Simulation or calculation?
|
|
|
1997
|
20 |
2 |
p. 147-
1 p.
|
artikel
|
| 67 |
092033 (M21) Smoothness criteria for multi-dimensional Whittaker graduation
|
|
|
1997
|
20 |
2 |
p. 148-
1 p.
|
artikel
|
| 68 |
092013 (M10) Stationary distributions for multidimensional reflected diffusions with jumps - normal reflections case
|
|
|
1997
|
20 |
2 |
p. 143-
1 p.
|
artikel
|
| 69 |
092020 (M11) Stochastic control problems where small intervention costs have dramatic effects
|
|
|
1997
|
20 |
2 |
p. 145-
1 p.
|
artikel
|
| 70 |
092007 (M10) The modelling of recent mortality trends in United Kingdom male assured lives
|
|
|
1997
|
20 |
2 |
p. 142-
1 p.
|
artikel
|
| 71 |
Organization of the abstracts and reviews section
|
|
|
1997
|
20 |
2 |
p. 139-140
2 p.
|
artikel
|
| 72 |
Stable Lévy motion approximation in collective risk theory
|
Furrer, Hansjörg
|
|
1997
|
20 |
2 |
p. 97-114
18 p.
|
artikel
|
| 73 |
Subject index
|
|
|
1997
|
20 |
2 |
p. 159-164
6 p.
|
artikel
|
| 74 |
092052 The likelihood of various stock market return distributions, part 2: Empirical results
|
|
|
1997
|
20 |
2 |
p. 152-
1 p.
|
artikel
|
| 75 |
The variance of a truncated random variable and the riskiness of the underlying variables
|
Sercu, Piet
|
|
1997
|
20 |
2 |
p. 79-95
17 p.
|
artikel
|
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