Insurance, Mathematics & Economics 2001: Vol 28 Index

3 Pages·2001·0.43 MB·English

INSURANCE
MATHEMATICS & ECONOMICS
Insurance: Mathematics and Economics 28 (2001) 421-422
www.elsevier.nl/locate/econbase
Author Index Volume 28
(The issue number is given in front of the page numbers)
Alvarez, L.H.R., On the form and risk- Iwaki, H., M. Kijima and Y. Morimoto,
sensitivity of zero coupon bonds for a An economic premium principle in a
class of interest rate models (1) 83-90 multiperiod economy (3) 325-339
Andrade, J.M., see Centeno, M.L. (3) 341-350
Kaluszka, M., Optimal reinsurance under
Booth, P. and D. Walsh, An option pric- mean-variance premium principles (1) 61-67
ing approach to valuing upward only Kijima, M., see Iwaki, H. (3) 325-339
rent review properties with multiple
reviews (2) 151-171 Lefevre, C., and S. Utev, Comparison of
Boulier, J.-F., S. Huang and G. Taillard, individual risk models (1) 21-30
Optimal management under stochastic Li, Y. and A.G. Pakes, On the number of
interest rates: the case of a protected near-maximum insurance claims (3) 309-323
defined contribution pension fund (2) 173-189 Léveillé, G. and J. Garrido, Moments
of compound renewal sums with dis-
counted claims (2) 217-231
Cai, J., see Willmot, G.E. (3) 361-379
Carrieére, J.F., Transition probability func-
Morimoto, Y., see Iwaki, H. (3) 325-339
tions for martingale laws of bond prices (3) 393-399
Meller, T., On transformations of actuarial
Centeno, M.L. and J.M. Andrade, Bonus
valuation principles (3) 281-303
systems in an open portfolio (3) 341-350
Miiller, A. and G. Pflug, Asymptotic ruin
probabilities for risk processes with
Denuit, M., J. Dhaene and C. Ribas,
dependent increments (3) 381-392
Does positive dependence between
individual risks increase stop-loss pre-
Nielsen, J.P., see Felipe, A. (2) 191-204
miums? (3) 305-308
Dhaene, J., see Denuit, M. (3) 305-308
Pakes, A.G., see Li, Y. (3) 309-323
Pflug, G., see Miiller, A. (3) 381-392
Felipe, A., M. Guillen and J.P. Nielsen,
Longevity studies based on kernel
Ribas, C., see Denuit, M. (3) 305-308
hazard estimation (2) 191-204
Schmidli, H., Distribution of the first lad-
Garrido, J., see Léveillé, G. ) 217-231 der height of a stationary risk process
Goulet, V., A generalized crossed classi- perturbed by a-stable Lévy motion (1) 13-20
fication credibility model (2) 205-216 Schweizer, M., From actuarial to financial
Guillen, M., see Felipe, A. (2) 191-204 valuation principles (1) 31-47
Sherris, M., see van der Hoek, J. (1) 69-82
Haberman, S., see Vigna, E. (2) 233-262
Haberman, S., see Zimbidis, A. (2) 263-280 Taillard, G., see Boulier, J.-F. (2) 173-189
Huang, S., see Boulier, J.-F. (2) 173-189 Tsai, C.C.-L., On the discounted distri-
Hiirlimann, W., Distribution-free com- bution functions of the surplus process
parison of pricing principles (3) 351-360 perturbed by diffussion (3) 401-419
Elsevier Science B.V.
PII: S0167-6687(01)00077-4
422 Author Index/Insurance: Mathematics and Economics 28 (2001) 421-422
Utev, S., see Lefévre, C. (1) 21-30 Wang, G., A decomposition of the ruin
probability for the risk process per-
turbed by diffusion (1) 49-59
van der Hoek, J. and M. Sherris, A Willmot, G.E. and J. Cai, Aging and other
class of non-expected utility risk mea- distributional properties of discrete
sures and implications for asset allo- compound geometric distributions (3) 361-379
cations (1) 69-82
Vigna, E. and S. Haberman, Optimal Zaks, A., Annuities under random rates of
investment strategy for defined contri- interest 1-11
bution pension schemes (2) 233-262 Zimbidis, A. and S. Haberman, The com-
bined effect of delay and feedback on
the insurance pricing process: a control
Walsh, D., see Booth, P. (2) 151-171 theory approach (2) 263-280