Author index volume 8 (1989)

Insurance: Mathematics North-Holland

and Economics

8 (1989) 331

331

Author Index Volume 8 (1989 ) (The issue number

is given in parentheses)

Bauwelinckx, T.. see M.J. Couvaerts Buogaert, P. and J. Haezendonck, Delay in claim settlement Butler, Richard J. and John D. Worrail. Estimating ‘hedonic’ distributions using polynomials Centeno, Lourdes. The Blihlmann-Straub Model with the premium calculated according to the variance principle Chang. Jack, SK., C.S. Cheung and I. Krinsky, On the derivation of reinsurance premiums Cheung, C.S., see J.S.K. Chang Cho, Dongsae. On optimum loss control: The case of Poisson distributed losses Crepeau. C., see M. Cendron Currie. I.D., see K.J. Stroiftski De Vylder, F.. Compound and mixed distributions Delbaen, F. and J. Haezendonck, A martingale approach to premium calculation principles in an arbitrage free market Dickson, David CM., Recursive calculation of the probability and severity of ruin Dufresne, Daniel. Stability of pension systems when rates of return are random Dufresne, Daniel. Weak convergence of random growth processes with applications to insurance Fiucca, Marlateresa and John D. Hey, The demand for Italian health insurance Garrido, Jose, Stochastic differential equations for compounded risk reserves Gendron, Michel and Helene CrCpeau, On the computation of the aggregate claim distribution when individual claims are Inverse Gaussian Goovaerts, M.J., see A. Steenacken Couvaerts, M.J.. see A.E. van Heemaarden Gouvaerts, M.J.. see A.E. van Heerwaarden Cuuvaerts, M.J.. see R. Kaas Goovaerts, M.J.. T. Bauwelinckx and C. Stoop. The practical application of credibility theory Haezendonck, J.. see F. Delbaen Haezendonck, J., see P. Buugaert Heijnen, Bart, Perturbation calculus in risk theory: Application to chains and trees of reinsurance Heilmann, Wolf-Riidiger, Decision theoretic foundations of credibility theory Hey, J.D., see M. Fiucca Holland, David X1.. Observations on the HIV epidemic and managing uncertainty in insurance

(1)

23-

29

(4) 321-330 (4) 303-308

(1)

3-

10

(2) 137-144 (2) 137-144 (4) 309-313 (3) 251-258 (1) 3% 46 (1)

57-

62

(4) 269-277 (2) 145-148 (1)

71-

76

(3) 187-201 (2) 105-118 (3) 165-173

(3) 251-258 (1) 31- 34 (I) ll17 (4) 261-267 (1) 19- 21 (1)

23-

29

(4) 269-277 (4) 321-330

(1)

97-104

(1) 77- 95 (2) 105-118

(3) 211-232

Jerell, William S., A general framework for credibility prediction of multidimensional first and second moments Kaas, R.. see A.E. van Heemaarden Kaas, R.. see A.E. van Heemaarden Kaas, R.. A.E. van Heemaarden and M.J. Coovaerts, Combining Panjer’s recursion with convolution Klugman. Stuart, A., Bayesian modelling of mortality catastrophes Khippelberg. Claudia, Estimation of ruin probabilities by means of hazard rates Krinsky, I., see J.S.K. Chang Michel. R.. Representation of a time-discrete probability of eventual ruin Nesbitt. Cecil J.. Further reflections on actuarial recognition of nuclear holocaust hazard Page. Dominique, Insurance-investment: Diffusion analysis Panjer, Harry. H.. AIDS: Exponential vs. polynomial growth models Panjer. Harry H. and Cordon E. Willmot. Guest editors’ introduction Pressacco, Flavio. A managerial approach to risk theory: Some suggestions from the theory of financial decisions Schmidt, Klaus D.. Positive homogeneity and multiplicativity of premium principles on positive risks Shiu, Elias S.W., Ruin probability by operational calculus Steenackers, A. and M.J. Goovaerts, A credit scoring model for personal loans Stoop, C., see M.J. Goovaerts Stroihski, Krzysztof J. and fain D. Currie, Selection of variables for automobile insurance rating Sundt, Bjem. Bonus hunger and credibility estimators with geometric weights Van Heerwaarden, A.E., see R. Kaas Van Heemaarden. A-E., R. Kaas and X.J. Gmvaerts. Optimal reinsurance in relation to ordering of risks Van Heerwaarden, A.E., R. Kaas and XJ. Coovaerts. Properties of the Esscher premium calculation principle Venter, G., A three-way credibility approach to loss reserving Willmot. Cordon. E., Limiting tail behaviour of some discrete compound distributions Willmot, GE. see H.H. Panjer Won-all. J.D., see RJ. Butler

0167-6687/88/S3.50

0

1988,

Elsevier

Science

Publishers

B.V. (North-Holland)

(2) 127-136 (1) ll17 (4) 261-267

(1)

19-

21

(3) 159-164 (4) 279-285 (2) 137-144 (2) 149-152 (3) 233-242 (4) 287-302 (3) 203-209 (3) 157

(1)

47-

56

(4) 315-319 (3) 243-249 (1) 31(1) 23-

34 29

(1)

46

35-

(2) 119-126 (1) 19- 21

(1)

ll-

17

(4) 261-267 (1)

63-

69

(3) 175-185 (3) 157 (4) 303-308