Insurance, Mathematics & Economics 1996 - 1997: Vol 19 Index

2 Pages·0.25 MB·English

MATHEMATICS & ECONOMICS
Insurance: Mathematics and Economics 19 (1997) 317
Author Index Volume 19
(The issue number is given in front of the page numbers)
Carriere, J.F., Valuation of the early-exercise
Marceau, E., see De Vylder, F. (1) 1-18
price for options using simulations and
Milbrodt, H. and A. Stracke, Markov mod-
nonparametric regression (1) 19- 30
els and Thiele’s integral equations for the
prospective reserve (3) 187-235
De Vylder, F. and E. Marceau, The numerical
solution of the Schmitter problems: Theory (1) I- 18
Pellerey, F., Correction note to “On the preser-
Dhaene, J. and M.J. Goovaerts, On the de-
vation of some orderings of risks under
pendency of risks in the individual life
convolution” (1) 81- 83
model (3) 243-253
Dickson, D.C.M. and H.R. Waters, Reinsur- Renshaw, A.E. and S. Haberman, Dual mod-
ance and ruin (1) 61- 80 elling and select mortality (2) 105-126
Doray, L.G., see Luong, A. (1) 45- 53
Stracke, A., see Milbrodt, H. (3) 187-235
Gollier, C., Deductible insurance and produc-
Sundt, B. and J.L. Teugels, The adjustment
tion: A comment (1) 55- 59
function in ruin estimates under interest
Goovaerts, M.J., see Dhaene, J. (3) 243-253
force (2) 85-— 94
Haberman, S., see Renshaw, A.E. (2) 105-126
Teugels, J.L., see Sundt, B. (2) 85— 94
Haberman, S., Stochastic investment returns
and contribution rate risk in a defined ben- Verrall, R., Claims reserving and generalised
efit pension scheme (2) 127-139 additive models (1) 31- 43
Jasiulewicz, H., Application of mixture mod- Willmot, G.E., On the relationship between
els to approximation of age-at-death distri- bounds on the tails of compound distribu-
bution (3) 237-241 tions (2) 95-103
Luong, A. and L.G. Doray, Goodness of fit
test statistics for the zeta family (1) 45- 53
Elsevier Science B.V.