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                             75 results found
no title author magazine year volume issue page(s) type
1 Author index 1997
 20 2 p. 165-
1 p.
 article
2 092045 (E10) A state space approach to linear rational density filtering 1997
 20 2 p. 150-151
2 p.
 article
3 092062 (E50) Bessel processes and generalized CIR model 1997
 20 2 p. 156-
1 p.
 article
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.
 article
5 092066 (E52, B10) Recent developments in life office financial reporting 1997
 20 2 p. 157-
1 p.
 article
6 092044 (E10, B81) Some results on continuous-time pension fund models 1997
 20 2 p. 150-
1 p.
 article
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.
 article
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.
 article
9 092049 (E12, B22) The value of private safety versus the value of public safety 1997
 20 2 p. 151-
1 p.
 article
10 092057 (E46, E61, B70) Insurance supervision law, 1st ed. 1994, 2nd completely revised ed. 1997 1997
 20 2 p. 153-
1 p.
 article
11 092067 (E60, E61, E41, B13, B12, B91) Occupational pension schemes through direct insurance, 2nd rev. ed. 1997
 20 2 p. 157-
1 p.
 article
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.
 article
13 092054 (E23, E41, E61, B12, B13, B81) Tax treatment of pension trusts, 2nd rev. ed. 1997
 20 2 p. 152-153
2 p.
 article
14 092056 (E43, E45, E44) Risk disruption communication 1997
 20 2 p. 153-
1 p.
 article
15 092068 (E62, E46, M00) Disclosure duties, insurance going european, accepted foundations of actuarial mathematics 1997
 20 2 p. 157-158
2 p.
 article
16 092061 (E50, M12) A tractable term structure model with endogenous interpolation and positive interest rates 1997
 20 2 p. 155-156
2 p.
 article
17 092060 (E50, M11) The fundamental theorem of asset pricing for unbounded stochastic processes 1997
 20 2 p. 154-155
2 p.
 article
18 092051 (E13, M10) The likelihood of various stock market return distributions, part 1: Principles of Inference 1997
 20 2 p. 152-
1 p.
 article
19 092065 (E51) On some filtering problems arising in mathematical finance 1997
 20 2 p. 157-
1 p.
 article
20 092058 (E50) Optimal investment with taxes: An optimal control problem with endogenous delay 1997
 20 2 p. 153-154
2 p.
 article
21 092047 (E10) Pricing contingent claims under constraints 1997
 20 2 p. 151-
1 p.
 article
22 092064 (E51) Some control theoretic aspects of interest rate theory 1997
 20 2 p. 156-157
2 p.
 article
23 092063 (E51) Stochastic investment modelling: The case of South Africa 1997
 20 2 p. 156-
1 p.
 article
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.
 article
25 092059 (E50) Viscosity solutions of optimal stopping problems 1997
 20 2 p. 154-
1 p.
 article
26 Keyword index 1997
 20 2 p. 167-172
6 p.
 article
27 092035 (M22) A dynamic programming approach to pension funding 1997
 20 2 p. 148-
1 p.
 article
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.
 article
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.
 article
30 092036 (M30) An application of the Bootstrap method to Bühlmann's classical credibility model 1997
 20 2 p. 148-
1 p.
 article
31 092011 (M10) A primer on quantile estimation 1997
 20 2 p. 142-143
2 p.
 article
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.
 article
33 092031 (M21) A unified framework for graduation 1997
 20 2 p. 147-
1 p.
 article
34 092017 (M11, B11) A different perspective on U.K. assured life select mortality 1997
 20 2 p. 144-
1 p.
 article
35 092034 (M22, B13) An extension of Kornya's method with application to pension funds 1997
 20 2 p. 148-
1 p.
 article
36 092009 (M10) Bayesian methods in actuarial science 1997
 20 2 p. 142-
1 p.
 article
37 092019 (M11, B10) Bonus in life insurance: Principles and prognoses in a Stochastic environment 1997
 20 2 p. 145-
1 p.
 article
38 092018 (M11, B90) Exponential and scale mixtures and equilibrium distributions 1997
 20 2 p. 144-145
2 p.
 article
39 092003 (M10, B13) Herleitung von Austrittswahrscheinlichkeiten aus Vorsorgeeinrichtungen 1997
 20 2 p. 141-
1 p.
 article
40 092038 (M40, B50) Non-optimal prediction by the chain ladder method 1997
 20 2 p. 149-
1 p.
 article
41 092027 (M13) Bounds for ruin probabilities in the presence of large claims and their comparison 1997
 20 2 p. 146-147
2 p.
 article
42 092005 (M10, B30) Recursions for a class of compound lagrangian distributions 1997
 20 2 p. 141-
1 p.
 article
43 092037 (M31, B41) Setting a bonus-malus scale in the presence of other rating factors 1997
 20 2 p. 149-
1 p.
 article
44 092039 (M40, B50) Versicherungsmathematik: Prognosen, Formeln und Modelle 1997
 20 2 p. 149-
1 p.
 article
45 092028 (M13) Continuity of ruin probabilities 1997
 20 2 p. 147-
1 p.
 article
46 092030 (M13) Continuous time optimal control models in insurance 1997
 20 2 p. 147-
1 p.
 article
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.
 article
48 092015 (M10, E50, M13) Ruin functions for gaussian risk process 1997
 20 2 p. 144-
1 p.
 article
49 092002 (M10, E12) Probabilities and beliefs 1997
 20 2 p. 141-
1 p.
 article
50 092041 (M40, E43) Risk-based capital in general insurance 1997
 20 2 p. 149-
1 p.
 article
51 092010 (M10) Generalized linear models and actuarial science 1997
 20 2 p. 142-
1 p.
 article
52 092032 (M21) Geographic premium rating by Whittaker spatial smoothing 1997
 20 2 p. 147-148
2 p.
 article
53 092040 (M40) Kalman filters with applications to loss reserving 1997
 20 2 p. 149-
1 p.
 article
54 092014 (M10, M22) Hedging in jump-diffusion models with application in insurance 1997
 20 2 p. 143-
1 p.
 article
55 092004 (M10) Mixture reduction via predictive scores 1997
 20 2 p. 141-
1 p.
 article
56 092042 (M52, M15) Relative reinsurance retention levels 1997
 20 2 p. 150-
1 p.
 article
57 092043 (M54, M13) Simulation algorithms for insurance risk models with heavy tails 1997
 20 2 p. 150-
1 p.
 article
58 092023 (M12) Non-standard risk process 1997
 20 2 p. 146-
1 p.
 article
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.
 article
60 092021 (M11) On the Brownian first-passage-time over a one-sided stochastic boundary 1997
 20 2 p. 145-
1 p.
 article
61 092001 (M00) On the paradigms of insurance with a view to finance and control 1997
 20 2 p. 141-
1 p.
 article
62 092022 (M12) Optimal control of piecewise deterministic processes 1997
 20 2 p. 145-146
2 p.
 article
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.
 article
64 092025 (M12) Perturbed risk models with subexponential claims 1997
 20 2 p. 146-
1 p.
 article
65 092026 (M12) Pricing long term insurance policies — continuous time models 1997
 20 2 p. 146-
1 p.
 article
66 092029 (M13) Ruin problems: Simulation or calculation? 1997
 20 2 p. 147-
1 p.
 article
67 092033 (M21) Smoothness criteria for multi-dimensional Whittaker graduation 1997
 20 2 p. 148-
1 p.
 article
68 092013 (M10) Stationary distributions for multidimensional reflected diffusions with jumps - normal reflections case 1997
 20 2 p. 143-
1 p.
 article
69 092020 (M11) Stochastic control problems where small intervention costs have dramatic effects 1997
 20 2 p. 145-
1 p.
 article
70 092007 (M10) The modelling of recent mortality trends in United Kingdom male assured lives 1997
 20 2 p. 142-
1 p.
 article
71 Organization of the abstracts and reviews section 1997
 20 2 p. 139-140
2 p.
 article
72 Stable Lévy motion approximation in collective risk theory Furrer, Hansjörg
 1997
 20 2 p. 97-114
18 p.
 article
73 Subject index 1997
 20 2 p. 159-164
6 p.
 article
74 092052 The likelihood of various stock market return distributions, part 2: Empirical results 1997
 20 2 p. 152-
1 p.
 article
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.
 article
                             75 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands