Insurance, Mathematics & Economics 1994: Vol 14 Index

2 Pages·1994·0.24 MB·English

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MATHEMATICS & ECONOMICS
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ELSEVIER
Insurance: Mathematics and Economics 14 (1994) 293
Author index Volume 14
(The issue number is given in parentheses)
Berg, M.P. and S. Haberman, Trend analysis Hurlimann, W., A note on experience rating,
and prediction procedures for time nonho- reinsurance and premium principles (3) 197-204
mogeneous claim processes (1) 19- 32 Lefevre, C., see P. Picard (2) 163-179
Dannenburg, D., Some results on the estimation Levikson, B. and G. Mizrahi, Pricing long term
of the credibility factor in the classical Bihl- care insurance contracts (1) 1- 18
mann model (1) 39- 50 Mizrahi, G., see B. Levikson (1) 1- 18
De Pril, N., see J. Dhaene (2) 181-196 Panjer, H., see S. Wang (2) 129-138
De Schepper, A., M. Teunen and M. Goovaerts, Pedersen, H.W. and E.S.W. Shiu, Evaluation of
An analytical inversion of a Laplace trans- the GIC rollover option (2) 117-127
form related to annuities certain (1) 33- 37 Picard, P., On some measures of the severity of
De Waegenaere, A., Equilibria in a mixed finan- ruin in the classical Poisson model (3) 107-115
cial-reinsurance market with constrained Picard, P. and C. Lefévre, On the first crossing
trading possibilities (3) 205-218 of the surplus process with a given upper
Dhaene, J. and N. De Pril, On a class of approx- barrier (2) 163-179
imative computation methods in the individ- Shiu, E.S.W., see H.W. Pedersen (2) 117-127
ual risk model (2) 181-196 Teunen, M., see A. De Schepper (1) 33- 37
Dickson, D.C.M. and A.E. dos Reis, Ruin prob- Vetzal, K.R., A survey of stochastic continuous
lems and dual events (1) 51- 60 time models of the term structure of interest
dos Reis, A.E., see D.C.M. Dickson (1) 51- 60 rates (2) 139-161
Goovaerts, M., see A. De Schepper (1) 33- 37 Wang, S. and H. Panjer, Proportional conver-
Haberman, S., see M.P. Berg (1) 19- 32 gence and tail-cutting techniques in evaluat-
Haberman, S., Autoregressive rates of return ing aggregate claim distributions (2) 129-138
and the variability of pension contributions
and fund levels for a defined benefit pension
scheme (3) 219-240