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Author index volume 11 (1992)
Insurance: Mathematics North-Holland
and Economics
317
11 (1992) 317
Author Index Volume 11 ( 1992) (The issue number
is given in parentheses)
Beirlant, J. and J.L. Teugels, Modeling large claims in non-life insurance Biihlmann, H., The actuary Biihlmann, H., Stochastic discouting Carlin, B.P., State space modeling of non-standard actuarial time series Deelstra, G. and F. Delbaen, Remarks on the methodology introduced by Goovaerts et al. Delbaen, F., see A. De Waegenaere Delbaen, F. and S. Lorimier, Estimation of the yield curve and the forward rate curve starting from a finite number of observations Delbaen, F., see A. De Schepper Delbaen, F., see G. Deelstra De Schepper, A. and M. Goovaerts, Some further results on annuities certain with random interest De Schepper, A., F. De Vylder, M. Goovaerts and R. Kaas, Interest randomness in annuities certain De Schepper, A., M. Goovaerts and F. Delbaen, The Laplace transform of annuities certain with exponential time distribution De Vylder, F. and M.J. Goovaerts, Optimal parameter estimation under zero-excess assumptions in a classical model De Vylder, F., M.J. Goovaerts and R. Kaas, Stochastic processes defined from a Lagrangian De Vylder, F., see M.J. Goovaerts De Vylder, F. and M.J. Goovaerts, A summary of new results on optimal parameter estimation under zero-excess assumptions De Vylder, F. and M. Goovaerts, Optimal parameter estimation under zero excess assumptions in the Biihlmann-Straub model De Vylder, F., see A. De Schepper De Waegenaere, A. and F. Delbaen, A dynamic reinsurance theory Dickson, D.C.M., On the distribution of the surplus prior to ruin Dietz, H.M., A stochastic interest model with an application to insurance Gerber, H.U., On the probability of ruin for infinitely divisible claim amount distributions Gollier, C. and S. Wibaut, Portfolio selection by mutual insurance companies and optimal participating insurance policies Goovaerts, M., see F. De Vylder
0167-6687/92/$05.00
0 1992, Elsevier
Science
(1) 17- 29 (2) 83- 86 (2) 113-127 (3) 209-222 (4) 295-299 (1) 31- 48
(4) 259-269 (4) 291-294 (4) 295-299
(4) 283-290
(4) 271-281
(4) 291-294
(1)
(1) (2)
l-
6
55 69 97-107
(2) 153-161
(3) 167-171 (4) 271-281 (1)
31-
48
(3) 191-207 (4) 301-310 (2) 163-166
(3) 237-245 (3) 167-171
Publishers
Goovaerts, Goovaerts, Goovaerts,
M., see A. De Schepper M., see A. De Schepper M., see A. De Schepper
Goovaerts, M.J., see F. De Vylder Goovaerts, M.J., see F. De Vylder Goovaerts, MJ., F. De Vylder and R. Kaas, A stochastic approach to insurance cycles Goovaerts, M.J., see F. De Vylder Haberman, S., Pension funding with time delays: A stochastic approach Hiirlimann, W., Ordering of risks through loss ratios Hiirlimann, W., Numerical evaluation of the Wilkie inflation model Kaas, R., see F. De Vylder Kaas, R. and A.E. van Heerwaarden, Stop-loss order, unequal means, and more dangerous distributions Kaas, R., see M.J. Goovaerts Kaas, R., see A.E. van Heerwaarden Kaas, R., see A. De Schepper Kling, B. and H. Wolthuis, Ordering of risks in life insurance Kuys, P.H.M., The actuary: From academic to professional Lorimier, S., see F. Delbaen Nunnikhoven, T.S., Finding the optimal allocation to a health-care reimbursement account Rinnooy Kan, A.H.G., The fellowship of actuaries Salinelli, E., Immunization of investments with partially negative cash-flows Schachermayer, W., A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time Strauh, E., Credibility applications in Switzerland Taylor, G., A Bayesian interpretation of Whittaker-Henderson graduation Teugels, J.L., see J. Beirlant van Heerwaarden, A.E., see R. Kaas van Heerwaarden, A.E. and R. Kaas, The Dutch premium principle Voshol, E., see A.H. Willemse Wibaut, S., see C. Gollier Willemse, A.H. and E. Voshol, Credibility and the Dutch fire insurance Wolthuis, H., see B. Kling
B.V. All rights reserved
(4) 271-281 (4) 283-290 (4) 291-294 (1) (1)
l55-
6 69
(2) 97-107 (2) 153-161 (3) 179-189 (1)
49-
54
(4) 311-314 (1) 55- 69
(2) 71- 77 (2) 97-107 (2) 129-133 (4) 271-281 (2) 139-152 (2) 91- 96 (4) 259-269 (3) 223-235 (2)
87-
89
(3) 173-177
(4) 249-257 (2) 109-111 (1) (1) (1)
71771-
16 29 77
(2) 129-133 (2) 135-138 (3) 237-245 (2) 135-138 (2) 139-152
and Economics
317
11 (1992) 317
Author Index Volume 11 ( 1992) (The issue number
is given in parentheses)
Beirlant, J. and J.L. Teugels, Modeling large claims in non-life insurance Biihlmann, H., The actuary Biihlmann, H., Stochastic discouting Carlin, B.P., State space modeling of non-standard actuarial time series Deelstra, G. and F. Delbaen, Remarks on the methodology introduced by Goovaerts et al. Delbaen, F., see A. De Waegenaere Delbaen, F. and S. Lorimier, Estimation of the yield curve and the forward rate curve starting from a finite number of observations Delbaen, F., see A. De Schepper Delbaen, F., see G. Deelstra De Schepper, A. and M. Goovaerts, Some further results on annuities certain with random interest De Schepper, A., F. De Vylder, M. Goovaerts and R. Kaas, Interest randomness in annuities certain De Schepper, A., M. Goovaerts and F. Delbaen, The Laplace transform of annuities certain with exponential time distribution De Vylder, F. and M.J. Goovaerts, Optimal parameter estimation under zero-excess assumptions in a classical model De Vylder, F., M.J. Goovaerts and R. Kaas, Stochastic processes defined from a Lagrangian De Vylder, F., see M.J. Goovaerts De Vylder, F. and M.J. Goovaerts, A summary of new results on optimal parameter estimation under zero-excess assumptions De Vylder, F. and M. Goovaerts, Optimal parameter estimation under zero excess assumptions in the Biihlmann-Straub model De Vylder, F., see A. De Schepper De Waegenaere, A. and F. Delbaen, A dynamic reinsurance theory Dickson, D.C.M., On the distribution of the surplus prior to ruin Dietz, H.M., A stochastic interest model with an application to insurance Gerber, H.U., On the probability of ruin for infinitely divisible claim amount distributions Gollier, C. and S. Wibaut, Portfolio selection by mutual insurance companies and optimal participating insurance policies Goovaerts, M., see F. De Vylder
0167-6687/92/$05.00
0 1992, Elsevier
Science
(1) 17- 29 (2) 83- 86 (2) 113-127 (3) 209-222 (4) 295-299 (1) 31- 48
(4) 259-269 (4) 291-294 (4) 295-299
(4) 283-290
(4) 271-281
(4) 291-294
(1)
(1) (2)
l-
6
55 69 97-107
(2) 153-161
(3) 167-171 (4) 271-281 (1)
31-
48
(3) 191-207 (4) 301-310 (2) 163-166
(3) 237-245 (3) 167-171
Publishers
Goovaerts, Goovaerts, Goovaerts,
M., see A. De Schepper M., see A. De Schepper M., see A. De Schepper
Goovaerts, M.J., see F. De Vylder Goovaerts, M.J., see F. De Vylder Goovaerts, MJ., F. De Vylder and R. Kaas, A stochastic approach to insurance cycles Goovaerts, M.J., see F. De Vylder Haberman, S., Pension funding with time delays: A stochastic approach Hiirlimann, W., Ordering of risks through loss ratios Hiirlimann, W., Numerical evaluation of the Wilkie inflation model Kaas, R., see F. De Vylder Kaas, R. and A.E. van Heerwaarden, Stop-loss order, unequal means, and more dangerous distributions Kaas, R., see M.J. Goovaerts Kaas, R., see A.E. van Heerwaarden Kaas, R., see A. De Schepper Kling, B. and H. Wolthuis, Ordering of risks in life insurance Kuys, P.H.M., The actuary: From academic to professional Lorimier, S., see F. Delbaen Nunnikhoven, T.S., Finding the optimal allocation to a health-care reimbursement account Rinnooy Kan, A.H.G., The fellowship of actuaries Salinelli, E., Immunization of investments with partially negative cash-flows Schachermayer, W., A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time Strauh, E., Credibility applications in Switzerland Taylor, G., A Bayesian interpretation of Whittaker-Henderson graduation Teugels, J.L., see J. Beirlant van Heerwaarden, A.E., see R. Kaas van Heerwaarden, A.E. and R. Kaas, The Dutch premium principle Voshol, E., see A.H. Willemse Wibaut, S., see C. Gollier Willemse, A.H. and E. Voshol, Credibility and the Dutch fire insurance Wolthuis, H., see B. Kling
B.V. All rights reserved
(4) 271-281 (4) 283-290 (4) 291-294 (1) (1)
l55-
6 69
(2) 97-107 (2) 153-161 (3) 179-189 (1)
49-
54
(4) 311-314 (1) 55- 69
(2) 71- 77 (2) 97-107 (2) 129-133 (4) 271-281 (2) 139-152 (2) 91- 96 (4) 259-269 (3) 223-235 (2)
87-
89
(3) 173-177
(4) 249-257 (2) 109-111 (1) (1) (1)
71771-
16 29 77
(2) 129-133 (2) 135-138 (3) 237-245 (2) 135-138 (2) 139-152