Insurance: Mathematics and Economics
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
Table of contents
- 475
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William S. JewellSundt, B et al. | 2003
- 479
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Some recursions for moments of n-fold convolutionsSundt, Bjørn et al. | 2003
- 487
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Some recursions for moments of compound distributionsSundt, Bjørn et al. | 2003
- 497
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Pricing equity-linked pure endowments via the principle of equivalent utilityMoore, Kristen S. / Young, Virginia R. et al. | 2003
- 517
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Wang’s capital allocation formula for elliptically contoured distributionsValdez, Emiliano A. / Chernih, Andrew et al. | 2003
- 533
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Moments of the cash value of future payment streams arising from life insurance contractsD<math><rm><a><ac>e</ac><ac>̧</ac></a></rm></math>bicka, Joanna et al. | 2003
- 551
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The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty functionSheldon Lin, X. / E. Willmot, Gordon / Drekic, Steve et al. | 2003
- 567
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Analysis of heterogeneous endowment policies portfolios under fractional approximationsDahan, Merav / Frostig, Esther / Langberg, Naftali A. et al. | 2003
- 585
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Semiparametric credibility ratemaking using a piecewise linear priorHuang, Xiaowei / Song, Lixin / Liang, Yanchun et al. | 2003
- 595
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Fair valuation of path-dependent participating life insurance contractsTanskanen, Antti Juho / Lukkarinen, Jani et al. | 2003
- 611
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A stability result for the HARA class with stochastic interest ratesGrasselli, Martino et al. | 2003
- 629
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Pricing of multi-period rate of return guaranteesLindset, Snorre et al. | 2003
- 645
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Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structurede Kok, Ton G. et al. | 2003
- 659
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Recursive calculation of finite time ruin probabilities under interest forceCardoso, Rui M.R. / R. Waters, Howard et al. | 2003
- 677
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Pricing equity-indexed annuities with path-dependent optionsLee, Hangsuck et al. | 2003
- 691
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Author index| 2003
- CO2
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Editorial Board| 2003