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Author index volume 22
INSUHANC[ MATHEMATICS& ECONOMICS
ELSEVIER
Insurance: Mathematics and Economics 22 (1998) 317-318
Author Index Volume 22 (The issue number is given in front of the page numbers)
Asmussen, S., The Interplay between Insurance, Finance and Control
(l)
Barzanti, L. and C. Corradi, A note on interest rate term structure estimation using tension splines (2) Bj6rk, T., B.J. Christensen and A. Gombani, Some system theoretic aspects of interest rate theory (1) Bladt, M. and T.H. Rydberg, An actuarial approach to option pricing under the physical measure and without market assumptions (1) Borm, P., see Suijs, J. (3) Brigo, D. and B. Hanzon, On some filtering problems arising in mathematical finance (1)
Christensen, B.J., see Bj6rk, T. Corradi, C., see Barzanti, L.
1- 14
Kliger, D. and B. Levikson, Pricing insurance contracts - an economic viewpoint (3) 243-249 139-143
Landry, B., see Gerber, H.U. Levikson, B., see Kliger, D.
Malinovskii, V.K., Non-Poissonian claims' ar65- 73 209-228 53- 64
(1) 17- 23 (2) 139-143
(3) 229-233 (3) 235-242
Dickson, D.C.M. and C. Hipp, Ruin probabilities for Erlang(2) risk processes
(3) 251-262
Gerber, H.U. and B. Landry, On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (3) 263-276 Gombani, A., see Bj6rk, T. (1) 17- 23 Hanzon, B., see Brigo, D. Hesselager, O., Closure properties of some partial orderings under mixing Hipp, C., see Dickson, D.C.M. Hcjgaard, B. and M. Taksar, Optimal proportional reinsurance policies for diffusion models with transaction costs Elsevier Science B.V.
(3) 263-276 (3) 243-249
17- 23
De Waegenaere, A., see Suijs, J. (3) 209-228 Denuit, M. and C. Vermandele, Optimal reinsurance and stop-loss order Dhaene, J., see Wang, S.
Hiirlimann, W., On distribution-free safe layer-additive pricing (3) 277-285
(1) 53- 64 (2) 163-170 (3) 251-262
rivals and calculation of the probability of ruin (2) 123-138
Paulsen, J., Ruin theory with compounding assets - a survey
(1)
3- 16
Runggaldier, W.J., Concepts and methods for discrete and continuous time control under uncertainty (1) 25- 39 Rydberg, T.H., see Bladt, M. (1) 65- 73 Schlegel, S., Ruin probabilities in perturbed risk models (1) 93-104 Sehiil, M., On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (1) 75- 91 Suijs, J., A. De Waegenaere and P. Borm, Stochastic cooperative games in insurance (3) 209-228 Taksar, M.I. and X.Y. Zhou, Optimal risk and dividend control for a company with a debt liability (1) 105-122 Taksar, M., see HCjgaard, B. (1) 41- 51
Vermandele, C., see Denuit, M.
(3) 229-233
Wang, S. and J. Dhaene, Comonotonicity, correlation order and premium principles (3) 235-242 (1) 41- 51
318
Author Index/Insurance: Mathematics and Economics 22 (1998) 317-318
Wang, S.S. and V.R. Young, Ordering risks: Expected utility theory versus Yaari's dual theory of risk (2) 145-161
Young, V.R., see Wang, S.S.
(2) 145-161
Zhou, X.Y., see Taksar, M.I.
(1) 105-122
ELSEVIER
Insurance: Mathematics and Economics 22 (1998) 317-318
Author Index Volume 22 (The issue number is given in front of the page numbers)
Asmussen, S., The Interplay between Insurance, Finance and Control
(l)
Barzanti, L. and C. Corradi, A note on interest rate term structure estimation using tension splines (2) Bj6rk, T., B.J. Christensen and A. Gombani, Some system theoretic aspects of interest rate theory (1) Bladt, M. and T.H. Rydberg, An actuarial approach to option pricing under the physical measure and without market assumptions (1) Borm, P., see Suijs, J. (3) Brigo, D. and B. Hanzon, On some filtering problems arising in mathematical finance (1)
Christensen, B.J., see Bj6rk, T. Corradi, C., see Barzanti, L.
1- 14
Kliger, D. and B. Levikson, Pricing insurance contracts - an economic viewpoint (3) 243-249 139-143
Landry, B., see Gerber, H.U. Levikson, B., see Kliger, D.
Malinovskii, V.K., Non-Poissonian claims' ar65- 73 209-228 53- 64
(1) 17- 23 (2) 139-143
(3) 229-233 (3) 235-242
Dickson, D.C.M. and C. Hipp, Ruin probabilities for Erlang(2) risk processes
(3) 251-262
Gerber, H.U. and B. Landry, On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (3) 263-276 Gombani, A., see Bj6rk, T. (1) 17- 23 Hanzon, B., see Brigo, D. Hesselager, O., Closure properties of some partial orderings under mixing Hipp, C., see Dickson, D.C.M. Hcjgaard, B. and M. Taksar, Optimal proportional reinsurance policies for diffusion models with transaction costs Elsevier Science B.V.
(3) 263-276 (3) 243-249
17- 23
De Waegenaere, A., see Suijs, J. (3) 209-228 Denuit, M. and C. Vermandele, Optimal reinsurance and stop-loss order Dhaene, J., see Wang, S.
Hiirlimann, W., On distribution-free safe layer-additive pricing (3) 277-285
(1) 53- 64 (2) 163-170 (3) 251-262
rivals and calculation of the probability of ruin (2) 123-138
Paulsen, J., Ruin theory with compounding assets - a survey
(1)
3- 16
Runggaldier, W.J., Concepts and methods for discrete and continuous time control under uncertainty (1) 25- 39 Rydberg, T.H., see Bladt, M. (1) 65- 73 Schlegel, S., Ruin probabilities in perturbed risk models (1) 93-104 Sehiil, M., On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (1) 75- 91 Suijs, J., A. De Waegenaere and P. Borm, Stochastic cooperative games in insurance (3) 209-228 Taksar, M.I. and X.Y. Zhou, Optimal risk and dividend control for a company with a debt liability (1) 105-122 Taksar, M., see HCjgaard, B. (1) 41- 51
Vermandele, C., see Denuit, M.
(3) 229-233
Wang, S. and J. Dhaene, Comonotonicity, correlation order and premium principles (3) 235-242 (1) 41- 51
318
Author Index/Insurance: Mathematics and Economics 22 (1998) 317-318
Wang, S.S. and V.R. Young, Ordering risks: Expected utility theory versus Yaari's dual theory of risk (2) 145-161
Young, V.R., see Wang, S.S.
(2) 145-161
Zhou, X.Y., see Taksar, M.I.
(1) 105-122