Insurance, Mathematics & Economics 1998: Vol 23 Index

2 Pages·1998·0.32 MB·English

O. S)a m te
of me Re
og AL NY MATHEMATICS & ECONOMICS
ELSEVI4 ER
Insurance: Mathematics and Economics 23 (1998) 313
Author Index Volume 23
(The issue number is given in front of the page numbers)
Alvarez, L.H.R., Zero coupon bonds and Lin, X.S., Double barrier hitting time distri-
affine term structures: reconsidering the butions with applications to exotic options (1) 45— 58
one-factor model (1) Lin, X.S., see Willmot, G.E. (1) 91-110
Ambagaspitiya, R.S., Compound bivariate
Lagrangian Poisson distributions (1) Pervozvansky Jr., A.A., Equation for survival
Ambagaspitiya, R.S., On the distribution of probability in a finite time interval in case
a sum of correlated aggregate claims (1) of non-zero real interest force (3) 289-297
Picard P. and C. Lefévre, The moments of
Barber, J.R. and M.L. Copper, A minimax ruin time in the classical risk model with
risk strategy for portfolio immunization (2) 173-177 discrete claim size distribution (2) 157-172
Beirlant, J., Y. Goegebeur, R. Verlaak and Powers, M.R. and M. Shubik, On the trade-
P. Vynckier, Burr regression and portfolio off between the law of large numbers and
segmentation (3) 231-251 oligopoly in insurance (2) 141-156
Blake, D., Pension schemes as options on pen-
sion fund assets: implications for pension Shubik, M., see Powers, M.R. (2) 141-156
fund management (3) 265-288 Spreeuw, J. and M. Goovaerts, Prediction of
Bricker, D.L., see Xu, L. (2) 119-139 claim numbers based on hazard rates (1) 59- 69
Cai, J. and J. Garrido, Aging properties and
Trudeau, S., see Chaubey, Y.P. (3) 215-230
bounds for ruin probabilities and stop-loss
premiums (1) 33- 43 Usabel, M.A., Applications to risk theory of
Chaubey, Y.P., J. Garrido and S. Trudeau, a Monte Carlo multiple integration method (1) 71-83
On the computation of aggregate claims
distributions: some new approximations (3) 215-230 Verlaak, R., see Beirlant, J. (3) 231-251
Copper, M.L., see Barber, J.R. (2) 173-177 Vynckier, P., see Beirlant, J. (3) 231-251
Garrido, J., see Cai, J. (1) 33- 43 Willmot, G.E. and X.S. Lin, Exact and ap-
Garrido, J., see Chaubey, Y.P. (3) 215-230 proximate properties of the distribution of
Goegebeur, Y., see Beirlant, J. (3) 231-251 surplus before and after ruin (1) 91-110
Goovaerts, M., see Spreeuw, J. (1) 59- 69
Goulet, V., A note on optimal parameter esti- Xu, L., D.L. Bricker and K.O. Kortanek,
Bounds for stop-loss premium under re-
mation under zero-excess assumptions (2) 111-117
strictions on I-divergence (2) 119-139
Kloek, T., Loss development forecasting mod-
Young, V.R., Families of update rules for non-
els: an econometrician’s view (3) 253-263
Kortanek, K.O., see Xu, L. (2) 119-139 additive measures: Applications in pricing
risks (1) I1- 14
Lefevre, C., see Picard. P. (2) 157-172
Elsevier Science B.V.