Insurance: Mathematics and Economics 26 (2000) 333–334
Author Index Volume 26
(The issue number is given in front of the page numbers)
Carriere, J.F., Non-parametric confidence
intervals of instantaneous forward rates (2–3) 193–202 Cheng, S., H.U. Gerber and E.S.W. Shiu,
Discounted probabilites and ruin theory
in the compound binomial model (2–3) 239–250 Cossette, H. and E. Marceau, The
discrete-time risk model with
corre-lated classes of business (2–3) 133–149 Cossette, H., M. Denuit and E. Marceau,
Impact of dependence among multiple
claims in a single loss (2–3) 213–222
De Vylder, F. and M. Goovaerts, Ho-mogeneous risk models with equalized
claim amounts (2–3) 223–238
Denuit, M., see Cossette, H. (2–3) 213–222 Denuit, M., Time stochastic s-convexity
of claim processes (2–3) 203–211
Dhaene, J., see Simon, S. (2–3) 175–183
England, P.D., see Verrall, R.J. (1) 109–111
Gerber, H.U., see Cheng, S. (2–3) 239–250 Goovaerts, M.J., see Simon, S. (2–3) 175–183 Goovaerts, M., see De Vylder, F. (2–3) 223–238 Gorman, R.P., see Shapiro, A.F. (2–3) 289–307 Grandell, J., Simple approximations of
ruin probabilities (2–3) 157–173
Grosen, A. and P.L. Jørgensen, Fair val-uation of life insurance liabilities: The impact of interest rate guarantees,
sur-render options, and bonus policies (1) 37–57 Gyllenberg, M. and D.S. Silvestrov,
Cramér–Lundberg approximation for
nonlinearly perturbed risk processes (1) 75–90
Hipp, C. and M. Taksar, Stochastic
con-trol for optimal new business (2–3) 185–192
Jørgensen, P.L., see Grosen, A. (1) 37–57
Lee, K., see Stanford, D.A. (2–3) 251–267
Mack, T. and G. Venter, A comparison of stochastic models that reproduce chain
ladder reserve estimates (1) 101–107 Marceau, E., see Cossette, H. (2–3) 133–149, (2–3) 213–222 Milbrodt, H., Hattendorff’s theorem for
non-smooth continuous-time Markov
models. II: Application (1) 1–14
Perry, D. and W. Stadje, Risk analysis for a stochastic cash management model
with two types of customers (1) 25–36
Shapiro, A.F. and R.P. Gorman,
Imple-menting adaptive nonlinear models (2–3) 289–307 Shapiro, A.F., A Hitchhiker’s guide to
the techniques of adaptive nonlinear
models (2–3) 119–132
Shiu, E.S.W., see Cheng, S. (2–3) 239–250 Siegl, T. and R.F. Tichy, Ruin theory with
risk proportional to the free reserve and
securitization (1) 59–73
Silvestrov, D.S., see Gyllenberg, M. (1) 75–90 Simon, S., M.J. Goovaerts and J. Dhaene,
An easy computable upper bound for
the price of an arithmetic Asian option (2–3) 175–183
Stadje, W., see Perry, D. (1) 25–36
Stanford, D.A., K.J. Stroi ´nski and K. Lee, Ruin probabilities based at claim instants for some non-Poisson claim
processes (2–3) 251–267
Stroi ´nski. K.J., see Stanford, D.A. (2–3) 251–267
Taksar, M., see Hipp, C. (2–3) 185–192
334 Author Index / Insurance: Mathematics and Economics 26 (2000) 333–334
Tichy, R.F., see Siegl, T. (1) 59–73
Venter, G., see Mack, T. (1) 101–107
Verrall, R.J. and P.D. England, Com-ments on: “A comparison of stochastic models that reproduce chain ladder re-serve estimates”, by Mack and Venter
(Discussion) (1) 109–111
Verrall, R.J., An investigation into stochastic claims reserving models and
the chain-ladder technique (1) 91–99
Vázquez-Abad, F.J., RPA pathwise
deri-vative estimation of ruin probabilities (2–3) 269–288
Wang, G. and R. Wu, Some distributions for classical risk process that is
Per-turbed by diffusion (1) 15–24
Wu, R., see Wang, G., (1) 15–24
Young, V.R., Credibility using semipara-metric models and a loss function with
