Derman, Emanuel The perception of time, risk and return during periods of speculation. (English) Zbl 1405.91733 Quant. Finance 2, No. 4, 282-296 (2002). MSC: 91G99 91B30 PDFBibTeX XMLCite \textit{E. Derman}, Quant. Finance 2, No. 4, 282--296 (2002; Zbl 1405.91733) Full Text: DOI arXiv
Pedersen, Christian S.; Satchell, Stephen E. On the foundation of performance measures under asymmetric returns. (English) Zbl 1405.91266 Quant. Finance 2, No. 3, 217-223 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{C. S. Pedersen} and \textit{S. E. Satchell}, Quant. Finance 2, No. 3, 217--223 (2002; Zbl 1405.91266) Full Text: DOI
Lin, Jun; Lu, Qian Left deviation for the measure of risk rate under fuzzy expected profit rate. (Chinese. English summary) Zbl 1332.91069 Fuzzy Syst. Math. 16, No. 3, 87-94 (2002). MSC: 91B30 91G80 PDFBibTeX XMLCite \textit{J. Lin} and \textit{Q. Lu}, Fuzzy Syst. Math. 16, No. 3, 87--94 (2002; Zbl 1332.91069)
Cheng, Shi Xue A survey for researches of ruin theory. (Chinese. English summary) Zbl 1264.91006 Adv. Math., Beijing 31, No. 5, 403-422 (2002). MSC: 91-02 91B30 62P05 PDFBibTeX XMLCite \textit{S. X. Cheng}, Adv. Math., Beijing 31, No. 5, 403--422 (2002; Zbl 1264.91006)
Cossette, H.; Gaillardetz, P.; Marceau, E. Common mixture in the individual risk model. (English) Zbl 1187.91094 Mitt., Schweiz. Aktuarver. 2002, No. 2, 131-157 (2002). MSC: 91B30 62P05 91G40 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2002, No. 2, 131--157 (2002; Zbl 1187.91094)
Brouhns, N.; Denuit, M; Vermunt, J. K. Measuring the longevity risk in mortality projections. (English) Zbl 1187.62158 Mitt., Schweiz. Aktuarver. 2002, No. 2, 105-130 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{N. Brouhns} et al., Mitt., Schweiz. Aktuarver. 2002, No. 2, 105--130 (2002; Zbl 1187.62158)
Cossette, H.; Denuit, M; Marceau, É. Distributional bounds for functions of dependent risks. (English) Zbl 1187.91093 Mitt., Schweiz. Aktuarver. 2002, No. 1, 45-65 (2002). MSC: 91B30 62P05 60E05 60E15 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2002, No. 1, 45--65 (2002; Zbl 1187.91093)
Snoussi, M. The severity of ruin in Markov-modulated risk models. (English) Zbl 1187.91109 Mitt., Schweiz. Aktuarver. 2002, No. 1, 31-43 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Snoussi}, Mitt., Schweiz. Aktuarver. 2002, No. 1, 31--43 (2002; Zbl 1187.91109)
Ogryczak, Włodzimierz Multiple criteria optimization and decisions under risk. (English) Zbl 1180.90157 Control Cybern. 31, No. 4, 975-1003 (2002). MSC: 90B50 90C29 91B30 PDFBibTeX XMLCite \textit{W. Ogryczak}, Control Cybern. 31, No. 4, 975--1003 (2002; Zbl 1180.90157)
Stepanova, Maria; Thomas, Lyn Survival analysis methods for personal loan data. (English) Zbl 1163.91521 Oper. Res. 50, No. 2, 277-289 (2002). MSC: 91B82 62P05 91B30 PDFBibTeX XMLCite \textit{M. Stepanova} and \textit{L. Thomas}, Oper. Res. 50, No. 2, 277--289 (2002; Zbl 1163.91521) Full Text: DOI
Cheng, Shi Xue Some remarks on credibility models. (Chinese. English summary) Zbl 1155.62461 Chin. J. Appl. Probab. Stat. 18, No. 4, 438-448 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{S. X. Cheng}, Chin. J. Appl. Probab. Stat. 18, No. 4, 438--448 (2002; Zbl 1155.62461)
Sun, Li Juan; Gu, Lan Ruin problems for a discrete-time insurance risk model. (Chinese. English summary) Zbl 1155.62467 Chin. J. Appl. Probab. Stat. 18, No. 3, 293-299 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{L. J. Sun} and \textit{L. Gu}, Chin. J. Appl. Probab. Stat. 18, No. 3, 293--299 (2002; Zbl 1155.62467)
Jiang, Tao; Miao, Bai Qi Two-sided bounds of the ultimate ruin probability. (Chinese. English summary) Zbl 1153.60312 Chin. J. Appl. Probab. Stat. 18, No. 2, 161-166 (2002). MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{T. Jiang} and \textit{B. Q. Miao}, Chin. J. Appl. Probab. Stat. 18, No. 2, 161--166 (2002; Zbl 1153.60312)
McQuaid, Jim The realities of decision making on risks. (English) Zbl 1255.91074 Anderson, Clive W. (ed.) et al., Quantitative methods for current environmental issues. Joint conference, Univ. of Sheffield, GB, September 4–8, 2000. London: Springer (ISBN 1-85233-294-8). 245-264 (2002). MSC: 91B06 91B30 86A32 62P12 PDFBibTeX XMLCite \textit{J. McQuaid}, in: Quantitative methods for current environmental issues. Joint conference, Univ. of Sheffield, GB, September 4--8, 2000. London: Springer. 245--264 (2002; Zbl 1255.91074)
Hürlimann, Werner Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) (English) Zbl 1354.91173 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 885-891 (2002). MSC: 91G70 62P05 91B30 PDFBibTeX XMLCite \textit{W. Hürlimann}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 885--891 (2002; Zbl 1354.91173) Full Text: DOI
Neuburger, Edgar Extension of the model of Heubeck Tables 1998 for the valuation of benefit obligations according to IAS/FAS. (Erweiterung des Richttafelmodells RT98 zur Bewertung von Pensionsverpflichtungen nach IAS/FAS.) (German. English summary) Zbl 1354.91075 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 851-867 (2002). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{E. Neuburger}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 851--867 (2002; Zbl 1354.91075) Full Text: DOI
Disch, Burkhard Computing present values by the AGM. (English) Zbl 1354.91064 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 831-849 (2002). MSC: 91B30 65D20 PDFBibTeX XMLCite \textit{B. Disch}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 831--849 (2002; Zbl 1354.91064) Full Text: DOI
Wolfstein, Axel The valuation of insurance as an option. (Zur Bewertung von Versicherung als Option.) (German. English summary) Zbl 1354.91156 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 819-829 (2002). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{A. Wolfstein}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 819--829 (2002; Zbl 1354.91156) Full Text: DOI
Kremer, Erhard Limit-determination for the excess-of-loss treaty in case of simple retrocession. (English) Zbl 1354.91072 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 813-818 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 813--818 (2002; Zbl 1354.91072) Full Text: DOI
Hürlimann, Werner Robust confidence bounds for the mean of some count data models. (English) Zbl 1359.62452 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 795-811 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{W. Hürlimann}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 795--811 (2002; Zbl 1359.62452) Full Text: DOI
Purcaru, Oana; Denuit, Michel On the stochastic increasingness of future claims in the Bühlmann linear credibility premium. (English) Zbl 1359.62465 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 781-793 (2002). MSC: 62P05 62J12 91B30 PDFBibTeX XMLCite \textit{O. Purcaru} and \textit{M. Denuit}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 781--793 (2002; Zbl 1359.62465) Full Text: DOI
Jungwirth, Harald Savings and risk tariffs in pension insurance. (Spar- und Risikotarife in der Pensionsversicherung.) (German. English summary) Zbl 1354.91067 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 769-780 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Jungwirth}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 4, 769--780 (2002; Zbl 1354.91067) Full Text: DOI
Hürlimann, Werner Characterization of higher-degree dispersion, right spread and stop-loss transform orders. (English) Zbl 1359.62451 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 750-755 (2002). MSC: 62P05 91B30 91G70 PDFBibTeX XMLCite \textit{W. Hürlimann}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 750--755 (2002; Zbl 1359.62451) Full Text: DOI
Math, Klaus On the valuation of options in life insurance contracts: the right of the insurance company to lower dividends. (Zur Bewertung von Optionen in Lebensversicherungsprodukten: Die Option des Versicherungsunternehmens auf Senkung der Gewinnbeteiligung.) (German. English summary) Zbl 1279.91097 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 649-658 (2002). MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{K. Math}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 649--658 (2002; Zbl 1279.91097) Full Text: DOI
Linnemann, Per Comparison of the net premium and paid-up benefit valuation principles. (English) Zbl 1354.91073 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 629-647 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Linnemann}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 629--647 (2002; Zbl 1354.91073) Full Text: DOI
Laux, Hans Further investigations on the dynamic state of equilibrium of the German building savings and loans model. (Weiterführende Untersuchungen zum dynamischen Beharrungszustand des Bausparens.) (German. English summary) Zbl 1354.91174 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 541-583 (2002). MSC: 91G70 91B30 62P05 PDFBibTeX XMLCite \textit{H. Laux}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 541--583 (2002; Zbl 1354.91174) Full Text: DOI
Kremer, Erhard Largest claims reinsurance premiums under discrete claims sizes. (English) Zbl 1354.91071 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 535-540 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 535--540 (2002; Zbl 1354.91071) Full Text: DOI
Snoussi, Mohammed On the distribution of the surplus prior to ruin and at ruin in a discrete semi-Markov risk model. (English) Zbl 1354.91077 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 521-533 (2002). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{M. Snoussi}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 521--533 (2002; Zbl 1354.91077) Full Text: DOI
Walhin, Jean-François On the use of the multivariate stochastic order in risk theory. (English) Zbl 1359.62470 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 503-519 (2002). MSC: 62P05 60E15 91B30 PDFBibTeX XMLCite \textit{J.-F. Walhin}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 3, 503--519 (2002; Zbl 1359.62470) Full Text: DOI
Kordas, Gregory Credit scoring using binary quantile regression. (English) Zbl 1145.62386 Dodge, Yadolah (ed.), Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland, August 4–9, 2002. Basel: Birkhäuser (ISBN 3-7643-6920-5/hbk). Statistics for Industry and Technology, 125-137 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{G. Kordas}, in: Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland, August 4--9, 2002. Basel: Birkhäuser. 125--137 (2002; Zbl 1145.62386)
Tasche, Dirk Expected shortfall and beyond. (English) Zbl 1119.62106 Dodge, Yadolah (ed.), Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland, August 4–9, 2002. Basel: Birkhäuser (ISBN 3-7643-6920-5/hbk). Statistics for Industry and Technology, 109-123 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{D. Tasche}, in: Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland, August 4--9, 2002. Basel: Birkhäuser. 109--123 (2002; Zbl 1119.62106) Full Text: arXiv
Gou, Ming; Fan, Zhengtang Comparison of risk measuring portfolio model. (Chinese. English summary) Zbl 1142.91525 Pure Appl. Math. 18, No. 4, 379-382 (2002). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{M. Gou} and \textit{Z. Fan}, Pure Appl. Math. 18, No. 4, 379--382 (2002; Zbl 1142.91525)
Arbia, Giuseppe Bivariate value-at-risk. (English) Zbl 1121.91042 Statistica 62, No. 2, 231-248 (2002). Reviewer: George Stoica (Saint John) MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{G. Arbia}, Statistica 62, No. 2, 231--248 (2002; Zbl 1121.91042)
Wang, Chunfeng; Yang, Jianlin The multi-period portfolio model with skewness for the property-liability insurance company. (English) Zbl 1115.91343 Adv. Model. Optim. 4, No. 1, 65-82 (2002). MSC: 91B28 91B30 90C15 PDFBibTeX XMLCite \textit{C. Wang} and \textit{J. Yang}, Adv. Model. Optim. 4, No. 1, 65--82 (2002; Zbl 1115.91343) Full Text: Link
Niglia, Andrea On a problem of portfolio choice. (English) Zbl 1108.91043 Rend. Semin. Mat. Messina, Ser. II 8(23)(2001-2002), 203-209 (2004). Reviewer: T. Postelnicu (Bucureşti) MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{A. Niglia}, Rend. Semin. Mat. Messina, Ser. II 8(23), 203--209 (2002; Zbl 1108.91043)
Tang, Qihe An asymptotic relationship for ruin probabilities under heavy-tailed claims. (English) Zbl 1098.62568 Sci. China, Ser. A 45, No. 5, 632-639 (2002). MSC: 62P05 62G32 91B30 62E10 PDFBibTeX XMLCite \textit{Q. Tang}, Sci. China, Ser. A 45, No. 5, 632--639 (2002; Zbl 1098.62568)
Zhilina, L. S. The ruin probability for an insurance company with multinomial distribution of insurance payments. (Russian. English summary) Zbl 1098.62571 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2002, No. 1, 24-27 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{L. S. Zhilina}, Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2002, No. 1, 24--27 (2002; Zbl 1098.62571)
Bondarev, B. V.; Korolev, M. E. Generalization of a Bening-Korolev result. (Russian. English summary) Zbl 1098.62134 Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2002, No. 1, 7-10 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P05 91B30 60G35 PDFBibTeX XMLCite \textit{B. V. Bondarev} and \textit{M. E. Korolev}, Visn. Donetsk. Univ., Ser. A, Pryrod. Nauky 2002, No. 1, 7--10 (2002; Zbl 1098.62134)
Dudek, Z. Isotonic Banach functional and risk evaluation. (English) Zbl 1129.91331 Ukraïns’kyj matematychnyj kongres – 2001. Pratsi. Sektsiya 11. Funktsional’nyj analiz. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2779-5). 85-93 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. Dudek}, in: Ukraïns'kyj matematychnyj kongres -- 2001. Pratsi. Sektsiya 11. Funktsional'nyj analiz. Kyïv: Instytut Matematyky NAN Ukraïny. 85--93 (2002; Zbl 1129.91331)
Chen, Zengjing; Epstein, Larry Ambiguity, risk, and asset returns in continuous time. (English) Zbl 1121.91359 Econometrica 70, No. 4, 1403-1443 (2002). MSC: 91G80 91B16 91B30 91B70 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{L. Epstein}, Econometrica 70, No. 4, 1403--1443 (2002; Zbl 1121.91359) Full Text: DOI Link
Bruno, Maria Giuseppina; Camerini, Emanuela; Tomassetti, Alvaro “Financial and demographic risks of a portfolio of life insurance policies with stochastic interest rates: evaluation methods and applications” by Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000. (Authors’ reply). (English) Zbl 1084.62523 N. Am. Actuar. J. 6, No. 4, 110-113 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{M. G. Bruno} et al., N. Am. Actuar. J. 6, No. 4, 110--113 (2002; Zbl 1084.62523) Full Text: DOI
Segal, Dan An economic analysis of life insurance company expenses. (English) Zbl 1084.62549 N. Am. Actuar. J. 6, No. 4, 81-94 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{D. Segal}, N. Am. Actuar. J. 6, No. 4, 81--94 (2002; Zbl 1084.62549) Full Text: DOI Link
Roudebush, Brad; Klein, John Converting clinical literature to an insured population: a comparison of models using NHANES. (English) Zbl 1084.62547 N. Am. Actuar. J. 6, No. 4, 55-66 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{B. Roudebush} and \textit{J. Klein}, N. Am. Actuar. J. 6, No. 4, 55--66 (2002; Zbl 1084.62547) Full Text: DOI
Chueh, Yvonne C. M. Efficient stochastic modeling for large and consolidated insurance business: interest rate sampling algorithms. (English) Zbl 1084.91514 N. Am. Actuar. J. 6, No. 3, 88-103 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. C. M. Chueh}, N. Am. Actuar. J. 6, No. 3, 88--103 (2002; Zbl 1084.91514) Full Text: DOI
Satanove, Harry “Macroeconomic aspects of private retirement programs” by Krzysztof M. Ostaszewski, and ”The shift to defined contribution pension plans: why did it not happen in Canada?” by Robert L. Brown and Jianxun Liu, July 2001 (Discussion). (English) Zbl 1084.91520 N. Am. Actuar. J. 6, No. 2, 127-129 (2002). MSC: 91B30 62P05 91B64 PDFBibTeX XMLCite \textit{H. Satanove}, N. Am. Actuar. J. 6, No. 2, 127--129 (2002; Zbl 1084.91520) Full Text: DOI
Friend, Edward H. “The shift to defined contribution pension plans: why did it not happen in Canada?” by Robert L. Brown and Jianxun Liu, July 2001 (discussion). (English) Zbl 1084.91516 N. Am. Actuar. J. 6, No. 2, 125 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{E. H. Friend}, N. Am. Actuar. J. 6, No. 2, 125 (2002; Zbl 1084.91516) Full Text: DOI
Klieber, Eric J. “Macroeconomic aspects of private retirement programs” by Krzysztof M. Ostaszewski, July 2001 (discussion). (English) Zbl 1084.91519 N. Am. Actuar. J. 6, No. 2, 125-127 (2002). MSC: 91B30 91B64 62P05 PDFBibTeX XMLCite \textit{E. J. Klieber}, N. Am. Actuar. J. 6, No. 2, 125--127 (2002; Zbl 1084.91519) Full Text: DOI
Margus, Paul Generalized Frasier claim rates under survivorship life insurance policies. (English) Zbl 1084.62541 N. Am. Actuar. J. 6, No. 2, 76-94 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{P. Margus}, N. Am. Actuar. J. 6, No. 2, 76--94 (2002; Zbl 1084.62541) Full Text: DOI
Gutterman, Sam The evolving role of the actuary in financial reporting of insurance. (English) Zbl 1084.62533 N. Am. Actuar. J. 6, No. 2, 47-59 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{S. Gutterman}, N. Am. Actuar. J. 6, No. 2, 47--59 (2002; Zbl 1084.62533) Full Text: DOI
Girard, Luke N. An approach to fair valuation of insurance liabilities using the firm’s cost of capital. (English) Zbl 1084.62530 N. Am. Actuar. J. 6, No. 2, 18-46 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{L. N. Girard}, N. Am. Actuar. J. 6, No. 2, 18--46 (2002; Zbl 1084.62530) Full Text: DOI
Brender, Allan The use of internal models for determining liabilities and capital requirements. (English) Zbl 1084.91513 N. Am. Actuar. J. 6, No. 2, 1-10 (2002). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{A. Brender}, N. Am. Actuar. J. 6, No. 2, 1--10 (2002; Zbl 1084.91513) Full Text: DOI
Khorasanee, M. Zaki A cash-flow approach to pension funding. (English) Zbl 1084.91518 N. Am. Actuar. J. 6, No. 1, 137-165 (2002). MSC: 91B30 35F05 91B28 PDFBibTeX XMLCite \textit{M. Z. Khorasanee}, N. Am. Actuar. J. 6, No. 1, 137--165 (2002; Zbl 1084.91518) Full Text: DOI
Wong, Johnny A comparison of solvency requirements and early warning systems for life insurance companies in China with representative world practices. (English) Zbl 1084.62552 N. Am. Actuar. J. 6, No. 1, 91-112 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Wong}, N. Am. Actuar. J. 6, No. 1, 91--112 (2002; Zbl 1084.62552) Full Text: DOI
Perrott, Godfrey; Hines, William Fair value accounting compared to other accounting systems. (English) Zbl 1084.62545 N. Am. Actuar. J. 6, No. 1, 62-90 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. Perrott} and \textit{W. Hines}, N. Am. Actuar. J. 6, No. 1, 62--90 (2002; Zbl 1084.62545) Full Text: DOI
Wallace, Marsha Performance reporting under fair value accounting. (English) Zbl 1084.62551 N. Am. Actuar. J. 6, No. 1, 28-61 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. Wallace}, N. Am. Actuar. J. 6, No. 1, 28--61 (2002; Zbl 1084.62551) Full Text: DOI
Babbel, David F.; Gold, Jeremy; Merrill, Craig B. Fair value of liabilities: the financial economics perspective. (English) Zbl 1084.91511 N. Am. Actuar. J. 6, No. 1, 12-27 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{D. F. Babbel} et al., N. Am. Actuar. J. 6, No. 1, 12--27 (2002; Zbl 1084.91511) Full Text: DOI
Gutterman, Sam The coming revolution in insurance accounting. (English) Zbl 1084.62532 N. Am. Actuar. J. 6, No. 1, 1-11 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{S. Gutterman}, N. Am. Actuar. J. 6, No. 1, 1--11 (2002; Zbl 1084.62532) Full Text: DOI
Mazzoleni, Piera Parametric preference structures. (English) Zbl 1079.90602 J. Stat. Manag. Syst. 5, No. 1-3, 227-252 (2002). MSC: 90C29 91B08 91B28 91B30 PDFBibTeX XMLCite \textit{P. Mazzoleni}, J. Stat. Manag. Syst. 5, No. 1--3, 227--252 (2002; Zbl 1079.90602) Full Text: DOI
Bossert, Walter; Fleurbaey, Marc Equitable insurance premium schemes. (English) Zbl 1072.91583 Soc. Choice Welfare 19, No. 1, 113-125 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{W. Bossert} and \textit{M. Fleurbaey}, Soc. Choice Welfare 19, No. 1, 113--125 (2002; Zbl 1072.91583) Full Text: DOI
Huang, Chongfu Matrix algorithm of interior-outer-set model. (English) Zbl 1128.91328 J. Beijing Norm. Univ., Nat. Sci. 38, No. 6, 820-828 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{C. Huang}, J. Beijing Norm. Univ., Nat. Sci. 38, No. 6, 820--828 (2002; Zbl 1128.91328)
Zagst, Rudi Using scenario analysis for risk management. (English) Zbl 1177.91086 Allg. Stat. Arch. 86, No. 1, 97-117 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{R. Zagst}, Allg. Stat. Arch. 86, No. 1, 97--117 (2002; Zbl 1177.91086)
Frühwirth, Manfred The Heath-Jarrow-Morton duration and convexity: a generalized approach. (English) Zbl 1107.91364 Int. J. Theor. Appl. Finance 5, No. 7, 695-700 (2002). MSC: 91B82 91B30 91B28 PDFBibTeX XMLCite \textit{M. Frühwirth}, Int. J. Theor. Appl. Finance 5, No. 7, 695--700 (2002; Zbl 1107.91364) Full Text: DOI
Hui, C. H.; Lo, C. F. Effect of asset value correlation on credit-linked note values. (English) Zbl 1107.91352 Int. J. Theor. Appl. Finance 5, No. 5, 455-478 (2002). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{C. H. Hui} and \textit{C. F. Lo}, Int. J. Theor. Appl. Finance 5, No. 5, 455--478 (2002; Zbl 1107.91352) Full Text: DOI
Yamada, Yuji; Primbs, James A. Value-at-risk estimation for dynamic hedging. (English) Zbl 1138.91485 Int. J. Theor. Appl. Finance 5, No. 4, 333-354 (2002). MSC: 91G70 91B30 PDFBibTeX XMLCite \textit{Y. Yamada} and \textit{J. A. Primbs}, Int. J. Theor. Appl. Finance 5, No. 4, 333--354 (2002; Zbl 1138.91485) Full Text: DOI
Taflin, Erik Equity allocation and portfolio selection in insurance. (English) Zbl 1138.91483 Int. J. Theor. Appl. Finance 5, No. 3, 223-253 (2002). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{E. Taflin}, Int. J. Theor. Appl. Finance 5, No. 3, 223--253 (2002; Zbl 1138.91483) Full Text: DOI
Gerasimov, E. S.; Dombrovskii, V. V. Dynamic network model of investment control for quadratic risk function. (English. Russian original) Zbl 1114.91316 Autom. Remote Control 63, No. 2, 280-288 (2002); translation from Avtom. Telemekh. 2002, No. 2, 119-128 (2002). MSC: 91B28 91B30 93B52 PDFBibTeX XMLCite \textit{E. S. Gerasimov} and \textit{V. V. Dombrovskii}, Autom. Remote Control 63, No. 2, 280--288 (2002; Zbl 1114.91316); translation from Avtom. Telemekh. 2002, No. 2, 119--128 (2002) Full Text: DOI
Tokarev, V. V. Optimal and admissible programs of credit control. (English. Russian original) Zbl 1116.91332 Autom. Remote Control 63, No. 1, 1-13 (2002); translation from Avtom. Telemekh. 2002, No. 1, 3-18 (2002). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{V. V. Tokarev}, Autom. Remote Control 63, No. 1, 1--13 (2002; Zbl 1116.91332); translation from Avtom. Telemekh. 2002, No. 1, 3--18 (2002) Full Text: DOI
Zmeev, O. A. Mathematical model of a social insurance fund with random expenditures for social programs (the diffusion approximation). (English. Russian original) Zbl 1063.91538 Russ. Phys. J. 46, No. 3, 318-324 (2003); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 46, No. 3, 88-93 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{O. A. Zmeev}, Russ. Phys. J. 46, No. 3, 318--324 (2002; Zbl 1063.91538); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 46, No. 3, 88--93 (2002) Full Text: DOI
Zmeev, O. A. Mathematical model of a social insurance fund with deterministic expenditures for social programs (the diffusion approximation). (English. Russian original) Zbl 1063.91537 Russ. Phys. J. 46, No. 3, 312-317 (2003); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 46, No. 3, 83-87 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{O. A. Zmeev}, Russ. Phys. J. 46, No. 3, 312--317 (2002; Zbl 1063.91537); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 46, No. 3, 83--87 (2002) Full Text: DOI
Kats, V. M.; Lifshits, K. I. Conditional time before ruin of an insurance company. (English. Russian original) Zbl 1063.91522 Russ. Phys. J. 45, No. 2, 163-172 (2002); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 45, No. 2, 64-70 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{V. M. Kats} and \textit{K. I. Lifshits}, Russ. Phys. J. 45, No. 2, 163--172 (2002; Zbl 1063.91522); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 45, No. 2, 64--70 (2002) Full Text: DOI
Marecka, E. Mathematic modelling of life insurance. (Ukrainian. English summary) Zbl 1122.91346 Visn. L’viv. Univ., Ser. Prykl. Mat. Inform. 2002, No. 5, 112-117 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Marecka}, Visn. L'viv. Univ., Ser. Prykl. Mat. Inform. 2002, No. 5, 112--117 (2002; Zbl 1122.91346)
Gorobets’, O.; Yelejko, Ya. Premium principles for some kind of insurance. (Ukrainian. English summary) Zbl 1122.91342 Visn. L’viv. Univ., Ser. Prykl. Mat. Inform. 2002, No. 4, 114-119 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{O. Gorobets'} and \textit{Ya. Yelejko}, Visn. L'viv. Univ., Ser. Prykl. Mat. Inform. 2002, No. 4, 114--119 (2002; Zbl 1122.91342)
Ferraz Cordeiro, Isabel Maria Transition intensities for a model for permanent health insurance. (English) Zbl 1091.91517 Astin Bull. 32, No. 2, 319-346 (2002). MSC: 91B30 62J12 62P05 PDFBibTeX XMLCite \textit{I. M. Ferraz Cordeiro}, ASTIN Bull. 32, No. 2, 319--346 (2002; Zbl 1091.91517) Full Text: DOI
Verico, Paola Bonus-malus systems: “lack of transparency” and adequate measure. (English) Zbl 1090.91048 Astin Bull. 32, No. 2, 315-318 (2002). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{P. Verico}, ASTIN Bull. 32, No. 2, 315--318 (2002; Zbl 1090.91048) Full Text: DOI
Dickson, David C. M.; Waters, Howard R. The distribution of the time to ruin in the classical risk model. (English) Zbl 1098.62136 Astin Bull. 32, No. 2, 299-313 (2002). Reviewer: Bero Roos (Hamburg) MSC: 62P05 62E15 91B30 PDFBibTeX XMLCite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, ASTIN Bull. 32, No. 2, 299--313 (2002; Zbl 1098.62136) Full Text: DOI
Hess, Klaus Th.; Liewald, Anett; Schmidt, Klaus D. An extension of Panjer’s recursion. (English) Zbl 1098.91540 Astin Bull. 32, No. 2, 283-297 (2002). Reviewer: Elias Shiu (Iowa City) MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{K. Th. Hess} et al., ASTIN Bull. 32, No. 2, 283--297 (2002; Zbl 1098.91540) Full Text: DOI
Asmussen, Soren; Avram, Florin; Usabel, Miguel Erlangian approximations for finite-horizon ruin probabilities. (English) Zbl 1081.60028 Astin Bull. 32, No. 2, 267-281 (2002). Reviewer: Bero Roos (Hamburg) MSC: 60G51 60K15 60K20 91B30 PDFBibTeX XMLCite \textit{S. Asmussen} et al., ASTIN Bull. 32, No. 2, 267--281 (2002; Zbl 1081.60028) Full Text: DOI
Hürlimann, Werner Analytical bounds for two value-at-risk functionals. (English) Zbl 1094.91032 Astin Bull. 32, No. 2, 235-265 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{W. Hürlimann}, ASTIN Bull. 32, No. 2, 235--265 (2002; Zbl 1094.91032) Full Text: DOI
Wang, Shaun S. A universal framework for pricing financial and insurance risks. (English) Zbl 1090.91555 Astin Bull. 32, No. 2, 213-234 (2002). MSC: 91B30 91B24 PDFBibTeX XMLCite \textit{S. S. Wang}, ASTIN Bull. 32, No. 2, 213--234 (2002; Zbl 1090.91555) Full Text: DOI
Baione, Fabio; Levantesi, Susanna; Menzietti, Massimilliano The development of an optimal bonus-malus system in a competitive market. (English) Zbl 1098.91538 Astin Bull. 32, No. 1, 159-170 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{F. Baione} et al., ASTIN Bull. 32, No. 1, 159--170 (2002; Zbl 1098.91538) Full Text: DOI
Smyth, Gordon K.; Jørgensen, Bent Fitting Tweedie’s compound Poisson model to insurance claims data: dispersion modelling. (English) Zbl 1094.91514 Astin Bull. 32, No. 1, 143-157 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{G. K. Smyth} and \textit{B. Jørgensen}, ASTIN Bull. 32, No. 1, 143--157 (2002; Zbl 1094.91514) Full Text: DOI
Schiegl, M. On the safety loading for chain ladder estimates: a Monte Carlo simulation study. (English) Zbl 1061.62568 Astin Bull. 32, No. 1, 107-128 (2002). MSC: 62P05 91B30 65C05 PDFBibTeX XMLCite \textit{M. Schiegl}, ASTIN Bull. 32, No. 1, 107--128 (2002; Zbl 1061.62568) Full Text: DOI arXiv
Lima, Fátima D. P.; Garcia, Jorge M. A.; Egídio dos Reis, Alfredo D. Fourier/Laplace transforms and ruin probabilities. (English) Zbl 1098.91542 Astin Bull. 32, No. 1, 91-105 (2002). MSC: 91B30 60E10 PDFBibTeX XMLCite \textit{F. D. P. Lima} et al., ASTIN Bull. 32, No. 1, 91--105 (2002; Zbl 1098.91542) Full Text: DOI
Wang, Rongming; Liu, Haifeng On the ruin probability under a class of risk processes. (English) Zbl 1098.60515 Astin Bull. 32, No. 1, 81-90 (2002). MSC: 60K05 91B30 PDFBibTeX XMLCite \textit{R. Wang} and \textit{H. Liu}, ASTIN Bull. 32, No. 1, 81--90 (2002; Zbl 1098.60515) Full Text: DOI
Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M. A simple geometric proof that comonotonic risks have the convex-largest sum. (English) Zbl 1061.62511 Astin Bull. 32, No. 1, 71-80 (2002). MSC: 62E10 60E15 62P05 91B30 PDFBibTeX XMLCite \textit{R. Kaas} et al., ASTIN Bull. 32, No. 1, 71--80 (2002; Zbl 1061.62511) Full Text: DOI
Tan, B. Managing manufacturing risks by using capacity options. (English) Zbl 1138.91508 J. Oper. Res. Soc. 53, No. 2, 232-242 (2002). MSC: 91B30 90B30 PDFBibTeX XMLCite \textit{B. Tan}, J. Oper. Res. Soc. 53, No. 2, 232--242 (2002; Zbl 1138.91508) Full Text: DOI Link
Yeo, A. C.; Smith, K. A.; Willis, R. J.; Brooks, M. A mathematical programming approach to optimise insurance premium pricing within a data mining framework. (English) Zbl 1139.91352 J. Oper. Res. Soc. 53, No. 11, 1197-1203 (2002). MSC: 91B30 68T05 90C05 68P20 PDFBibTeX XMLCite \textit{A. C. Yeo} et al., J. Oper. Res. Soc. 53, No. 11, 1197--1203 (2002; Zbl 1139.91352) Full Text: DOI
Dehnert, J.; Freiheit, J.; Zimmermann, A. Modelling and evaluation of time aspects in business processes. (English) Zbl 1139.91355 J. Oper. Res. Soc. 53, No. 9, 1038-1047 (2002). MSC: 91B38 91B30 PDFBibTeX XMLCite \textit{J. Dehnert} et al., J. Oper. Res. Soc. 53, No. 9, 1038--1047 (2002; Zbl 1139.91355) Full Text: DOI
Johnson, D. Triangular approximations for continuous random variables in risk analysis. (English) Zbl 1130.91350 J. Oper. Res. Soc. 53, No. 4, 457-467 (2002). MSC: 91B30 62P20 PDFBibTeX XMLCite \textit{D. Johnson}, J. Oper. Res. Soc. 53, No. 4, 457--467 (2002; Zbl 1130.91350)
Meimand, M.; Cavana, R. Y.; Laking, R. Using DEA and survival analysis for measuring performance of branches in New Zealand’s Accident Compensation Corporation. (English) Zbl 1103.91329 J. Oper. Res. Soc. 53, No. 3, 303-313 (2002). MSC: 91B06 91B30 62N99 62P05 PDFBibTeX XMLCite \textit{M. Meimand} et al., J. Oper. Res. Soc. 53, No. 3, 303--313 (2002; Zbl 1103.91329) Full Text: DOI
Huang, Chongfu; Moraga, Claudio A fuzzy risk model and its matrix algorithm. (English) Zbl 1134.28310 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 10, No. 4, 347-362 (2002). MSC: 28E10 91B30 86A15 PDFBibTeX XMLCite \textit{C. Huang} and \textit{C. Moraga}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 10, No. 4, 347--362 (2002; Zbl 1134.28310) Full Text: DOI
Sholomitskij, A. G. Accrued pension funding: actuarial methods and dynamical models. (Russian) Zbl 1048.91078 Obozr. Prikl. Prom. Mat. 9, No. 3, 544-576 (2002). Reviewer: Elena Glukhova (Moskva) MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{A. G. Sholomitskij}, Obozr. Prikl. Prom. Mat. 9, No. 3, 544--576 (2002; Zbl 1048.91078)
Da, Wu; Bening, V. E. On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts. (English. Russian original) Zbl 1080.91046 Mosc. Univ. Comput. Math. Cybern. 2002, No. 3, 48-53 (2002); translation from Vestn. Mosk. Univ., Ser. XV 2002, No. 3, 49-54 (2002). Reviewer: S. A. Vakhrameev (Moskva) MSC: 91B30 60F05 60G50 41A60 PDFBibTeX XMLCite \textit{W. Da} and \textit{V. E. Bening}, Mosc. Univ. Comput. Math. Cybern. 2002, No. 3, 49--54 (2002; Zbl 1080.91046); translation from Vestn. Mosk. Univ., Ser. XV 2002, No. 3, 49--54 (2002)
van den Heuvel, Paul Scope for defined contribution. (English) Zbl 1151.91556 Hommes, Cars H. (ed.) et al., Equilibrium, markets and dynamics. Essays in honour of Claus Weddepohl. Berlin: Springer (ISBN 3-540-43470-4/hbk). 209-218 (2002). MSC: 91B28 91B30 91B40 PDFBibTeX XMLCite \textit{P. van den Heuvel}, in: Equilibrium, markets and dynamics. Essays in honour of Claus Weddepohl. Berlin: Springer. 209--218 (2002; Zbl 1151.91556)
Pinhas, Max Pension funds, dividens and regulated Brownian motion. (Fonds de prévoyance, dividendes et mouvement brownien régularisé.) (French) Zbl 1180.91166 Brissaud, Marcel, Écrits sur les processus aléatoires. Mélanges en hommage à Robert Fortet. Paris: Hermès Science Publications (ISBN 2-7462-0465-7/pbk). 261-264 (2002). MSC: 91B30 91G80 PDFBibTeX XMLCite \textit{M. Pinhas}, in: Écrits sur les processus aléatoires. Mélanges en hommage à Robert Fortet. Paris: Hermès Science Publications. 261--264 (2002; Zbl 1180.91166)
Jiang, Tao; Su, Chun Tail asymptotic relationship of ruin probabilities with emphasis on large claims in delayed renewal risk model. (Chinese. English summary) Zbl 1092.60506 J. Univ. Sci. Technol. China 32, No. 1, 45-47 (2002). MSC: 60G50 60G55 91B30 PDFBibTeX XMLCite \textit{T. Jiang} and \textit{C. Su}, J. Univ. Sci. Technol. China 32, No. 1, 45--47 (2002; Zbl 1092.60506)
Goovaerts, M. J.; Kaas, R. Some problems in actuarial finance involving sums of dependent risks. (English) Zbl 1076.62558 Stat. Neerl. 56, No. 3, 253-269 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. Kaas}, Stat. Neerl. 56, No. 3, 253--269 (2002; Zbl 1076.62558) Full Text: DOI
Bartolucci, Francesco; De Luca, Giovanni Estimation of stochastic volatility models. (English) Zbl 1069.91041 Kontoghiorghes, Erricos John (ed.) et al., Computational methods in decision-making, economics and finance. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0839-2/hbk). Appl. Optim. 74, 541-556 (2002). MSC: 91B28 91B30 91B82 PDFBibTeX XMLCite \textit{F. Bartolucci} and \textit{G. De Luca}, Appl. Optim. 74, 541--556 (2002; Zbl 1069.91041)
Barone-Adesi, Giovanni; Sorwar, Ghulam Interest rate barrier options. (English) Zbl 1069.91040 Kontoghiorghes, Erricos John (ed.) et al., Computational methods in decision-making, economics and finance. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0839-2/hbk). Appl. Optim. 74, 313-324 (2002). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{G. Barone-Adesi} and \textit{G. Sorwar}, Appl. Optim. 74, 313--324 (2002; Zbl 1069.91040)
Kao, Ming-Yang; Nolte, Andreas; Tate, Stephen R. The risk profile problem for stock portfolio optimization. (English) Zbl 1090.91537 Kontoghiorghes, Erricos John (ed.) et al., Computational methods in decision-making, economics and finance. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0839-2/hbk). Appl. Optim. 74, 213-230 (2002). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{M.-Y. Kao} et al., Appl. Optim. 74, 213--230 (2002; Zbl 1090.91537)