Mitteilungen. Schweizerische Aktuarvereinigung (SAV) Short Title: Mitt., Schweiz. Aktuarver. Parallel Title: Bulletin. Association Suisse des Actuaires (ASA) Publisher: Stämpfli & Cie AG, Bern ISSN: 1022-5617 Online: http://www.actuaries.ch/de/mitgliedschaft/bulletin.htm Predecessor: Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) Successor: European Actuarial Journal Comments: No longer indexed; This journal is available open access. Documents Indexed: 114 Publications (1996–2010) all top 5 Latest Issues 2010, No. 1-2 (2010) 2009, No. 1-2 (2009) 2008, No. 1-2 (2008) 2007, No. 2 (2007) 2007, No. 1 (2007) 2006, No. 2 (2006) 2006, No. 1 (2006) 2005, No. 2 (2005) 2005, No. 1 (2005) 2005, 100 Jahre SAV (2005) 2004, No. 2 (2004) 2004, No. 1 (2004) 2003, No. 2 (2003) 2003, No. 1 (2003) 2002, No. 2 (2002) 2002, No. 1 (2002) 2001, No. 2 (2001) 2001, No. 1 (2001) 2000, No. 2 (2000) 2000, No. 1 (2000) 1999, No. 2 (1999) 1999, No. 1 (1999) 1998, No. 2 (1998) 1998, No. 1 (1998) 1997, No. 2 (1997) 1997, No. 1 (1997) 1996, No. 2 (1996) 1996, No. 1 (1996) all top 5 Authors 8 Bühlmann, Hans 8 Chuard, Philippe 7 Denuit, Michel M. 6 Steinmann, E. 6 Sundt, Bjørn Rosted 5 Dhaene, Jan 5 Gerber, Hans U. 5 Zufferey, R. 4 Cossette, Hélène 4 Hürlimann, Werner 4 Ineichen, Robert 4 Marceau, Étienne 4 Voegele, H. 3 Merz, Michael 3 Tichy, Robert Franz 3 Wüthrich, Mario Valentin 2 Albrecher, Hansjörg 2 Dannenburg, Dennis 2 Dickson, David C. M. 2 Dufresne, François 2 Gaillardetz, Patrice 2 Goovaerts, Marc J. 2 Kremer, Erhard K. 2 Müller, Heinz H. 2 Schmidt, Klaus D. 2 Schnieper, René 2 Siegl, Thomas 2 Walhin, Jean-François 1 Baumann, Roger T. 1 Baumgartner, Gabi 1 Beveridge, C. J. 1 Binswanger, Klemens 1 Brouhns, Natacha 1 Bruchlos, Kai 1 Buchwalder, Markus 1 Chuard, Marc 1 Claramunt, M. Mercè 1 Cornet, Anne 1 Dahms, Rene 1 Darbellay, Paul-Antoine 1 Denzler, M. 1 Deprez, Olivier 1 Egídio dos Reis, Alfredo D. 1 Ekuma, Okechukwu 1 Feng, Runhuan 1 Filipović, Damir 1 Furrer, Christian 1 Gmür, B. 1 Goderniaux, Anne-Cécile 1 Hartinger, Jürgen 1 Hesselager, Ole 1 Hort, Michel 1 Jori, Alessandro 1 Keller, P. L. 1 Koller, Michael 1 Kortschak, Dominik 1 Kupper, Josef 1 Kupper, Michael 1 Lakhmiri, Joe Youssef 1 Landriault, David 1 Li, Shuanming 1 Loeffel, Hans 1 Lu, Yi 1 Lüthy, Herbert 1 Medved, Darko 1 Neuenschwander, Daniel 1 Niederhauser, Eric 1 Pafumi, Gérard 1 Paris, Jose F. 1 Pitrebois, Sandra 1 Ribas, Carmen 1 Schmitter, Hans 1 Schmutz, Raymond 1 Shiu, Elias S. W. 1 Simar, Thomas 1 Snoussi, Mohammed 1 Thurnherr, Willi 1 Toniolo, Dino 1 van Giersbergen, Noud P. A. 1 Van Wouve, Martine 1 Vanneste, Marleen 1 Veraguth, Cristine 1 Vermunt, Jeroen K. 1 Wahin, Jean-François 1 Wang, Shaun S. 1 Wolthuis, Henk 1 Yang, Hailiang 1 Young, Virginia R. 1 Zocher, Mathias all top 5 Fields 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 47 Statistics (62-XX) 39 History and biography (01-XX) 12 Probability theory and stochastic processes (60-XX) 2 General and overarching topics; collections (00-XX) 2 Numerical analysis (65-XX) 1 Dynamical systems and ergodic theory (37-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 41 Publications have been cited 209 times in 189 Documents Cited by ▼ Year ▼ Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. 35 2000 Measuring the longevity risk in mortality projections. Zbl 1187.62158Brouhns, N.; Denuit, M; Vermunt, J. K. 28 2002 Closing and projecting life tables using log-linear models. Zbl 1333.62251Denuit, Michel; Goderniaux, Anne-Cécile 21 2005 A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model. Zbl 1333.91025Feng, Runhuan 14 2009 A note on the expected present value of dividends with a constant barrier in the discrete time model. Zbl 1333.91021Claramunt, M. M.; Mármol, M.; Alegre, A. 11 2003 The economics of insurance: a review and some recent developments. Zbl 1187.91096Denuit, Michel; Dhaene, Jan; Van Wouve, Martine 9 1999 A note on dependencies in multiple life statuses. Zbl 1187.91098Dhaene, Jan; Vanneste, Marleen; Wolthuis, Henk 8 2000 The severity of ruin in Markov-modulated risk models. Zbl 1187.91109Snoussi, M. 7 2002 On double periodic non-homogeneous Poisson processes. Zbl 1333.62253Garrido, José; Lu, Yi 6 2004 Solution procedures for a risk model with exponentially decreasing loss distribution. (Lösungsverfahren eines Risikomodells bei exponentiell fallender Schadensverteilung.) Zbl 0906.62110Siegl, Thomas; Tichy, Robert F. 6 1996 A loss reserving method for incomplete claim data. Zbl 1333.62231Dahms, René 5 2008 Adaptive algorithmic annuities. Zbl 1187.91104Lüthy, Herbert; Keller, P. L.; Binswanger, K.; Gmür, B. 4 2001 Distributional bounds for functions of dependent risks. Zbl 1187.91093Cossette, H.; Denuit, M; Marceau, É. 4 2002 Loss reserving and Hofmann distributions. Zbl 1333.62259Schmidt, Klaus D.; Zocher, Mathias 4 2005 The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111Sundt, Bjørn; Ekuma, Okechukwu 3 1999 Common mixture in the individual risk model. Zbl 1187.91094Cossette, H.; Gaillardetz, P.; Marceau, E. 3 2002 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 An elementary unified approach to some loss variance bounds. Zbl 1090.62566Hürlimann, Werner 3 1997 A study of a family of equivalent martingale measures to price an option with an application to the Swiss market. Zbl 0920.62133Pafumi, Gérard 3 1997 On option pricing in models driven by iterated integrals of Brownian motion. Zbl 1187.91213Neuenschwander, Daniel 2 2000 Stochastic approximations of present value functions. Zbl 1187.91092Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É. 2 2001 On the covergence of a solution method for a risk model with gamma-distributed claims. (Zur Konvergenz eines Lösungsverfahrens für ein Risikomodell mit gammaverteilten Schäden.) Zbl 1187.91089Albrecher, Hansjörg; Tichy, Robert F. 2 2000 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 On the group level Swiss Solvency Test. Zbl 1333.62252Filipović, Damir; Kupper, Michael 2 2007 Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038Sundt, Bjørn; dos Reis, A. D. E. 2 2007 A note on the maximum severity of ruin in an Erlang(\(n\)) risk process. Zbl 1333.91034Li, Shuanming 2 2008 Crossing time of annuities with exponential payment rates. Zbl 1333.91027Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 Recursions for a class of compound Lagrangian distributions. Zbl 1130.62306Hesselager, Ole 2 1997 On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365Hürlimann, Werner 2 1998 Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033Sundt, Bjørn; Dickson, David C. M. 1 2000 A practical application of continuous time finance: calculation of benchmark portfolios. Zbl 1187.91196Denzler, M.; Müller, H.; Scherer, D. 1 2001 A note on the stop-loss preserving property of Wang’s premium principle. Zbl 1333.62258Ribas, Carmen; Goovaerts, Marc J.; Dhaene, Jan 1 1998 Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022Cossette, H.; Landriault, D.; Marceau, É. 1 2004 Optimal quota share reinsurance for dependent lines of business. Zbl 1333.91037Schmidt, Klaus D. 1 2004 Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028Hürlimann, Werner 1 2006 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Shortfall minimizing portfolios. Zbl 1333.91053Müller, H.; Baumann, R. 1 2006 Optimal dividends under reinsurance. Zbl 1333.91018Beveridge, C. J.; Dickson, D. C. M.; Wu, X. 1 2008 On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016Albrecher, Hansjörg; Gerber, Hans U. 1 2009 An extension of Kornya’s method with application to pension funds. Zbl 0884.62110Dufresne, François 1 1996 Bühlmann’s credibility premium in the Bühlmann-Straub model. Zbl 0867.62076Dannenburg, Dennis 1 1996 A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model. Zbl 1333.91025Feng, Runhuan 14 2009 Crossing time of annuities with exponential payment rates. Zbl 1333.91027Gerber, H. U.; Shiu, E. S. W.; Yang, H. 2 2009 On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016Albrecher, Hansjörg; Gerber, Hans U. 1 2009 A loss reserving method for incomplete claim data. Zbl 1333.62231Dahms, René 5 2008 A note on the maximum severity of ruin in an Erlang(\(n\)) risk process. Zbl 1333.91034Li, Shuanming 2 2008 Optimal dividends under reinsurance. Zbl 1333.91018Beveridge, C. J.; Dickson, D. C. M.; Wu, X. 1 2008 Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256Merz, Michael; Wüthrich, Mario V. 3 2007 On the group level Swiss Solvency Test. Zbl 1333.62252Filipović, Damir; Kupper, Michael 2 2007 Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038Sundt, Bjørn; dos Reis, A. D. E. 2 2007 Premium liability risks: modeling small claims. Zbl 1333.91039Wüthrich, Mario V. 2 2006 Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028Hürlimann, Werner 1 2006 Estimation of unallocated loss adjustment expenses. Zbl 1333.62249Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V. 1 2006 Shortfall minimizing portfolios. Zbl 1333.91053Müller, H.; Baumann, R. 1 2006 Closing and projecting life tables using log-linear models. Zbl 1333.62251Denuit, Michel; Goderniaux, Anne-Cécile 21 2005 Loss reserving and Hofmann distributions. Zbl 1333.62259Schmidt, Klaus D.; Zocher, Mathias 4 2005 On double periodic non-homogeneous Poisson processes. Zbl 1333.62253Garrido, José; Lu, Yi 6 2004 Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022Cossette, H.; Landriault, D.; Marceau, É. 1 2004 Optimal quota share reinsurance for dependent lines of business. Zbl 1333.91037Schmidt, Klaus D. 1 2004 A note on the expected present value of dividends with a constant barrier in the discrete time model. Zbl 1333.91021Claramunt, M. M.; Mármol, M.; Alegre, A. 11 2003 Measuring the longevity risk in mortality projections. Zbl 1187.62158Brouhns, N.; Denuit, M; Vermunt, J. K. 28 2002 The severity of ruin in Markov-modulated risk models. Zbl 1187.91109Snoussi, M. 7 2002 Distributional bounds for functions of dependent risks. Zbl 1187.91093Cossette, H.; Denuit, M; Marceau, É. 4 2002 Common mixture in the individual risk model. Zbl 1187.91094Cossette, H.; Gaillardetz, P.; Marceau, E. 3 2002 Adaptive algorithmic annuities. Zbl 1187.91104Lüthy, Herbert; Keller, P. L.; Binswanger, K.; Gmür, B. 4 2001 Stochastic approximations of present value functions. Zbl 1187.91092Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É. 2 2001 A practical application of continuous time finance: calculation of benchmark portfolios. Zbl 1187.91196Denzler, M.; Müller, H.; Scherer, D. 1 2001 Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J. 35 2000 A note on dependencies in multiple life statuses. Zbl 1187.91098Dhaene, Jan; Vanneste, Marleen; Wolthuis, Henk 8 2000 On option pricing in models driven by iterated integrals of Brownian motion. Zbl 1187.91213Neuenschwander, Daniel 2 2000 On the covergence of a solution method for a risk model with gamma-distributed claims. (Zur Konvergenz eines Lösungsverfahrens für ein Risikomodell mit gammaverteilten Schäden.) Zbl 1187.91089Albrecher, Hansjörg; Tichy, Robert F. 2 2000 Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033Sundt, Bjørn; Dickson, David C. M. 1 2000 The economics of insurance: a review and some recent developments. Zbl 1187.91096Denuit, Michel; Dhaene, Jan; Van Wouve, Martine 9 1999 The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111Sundt, Bjørn; Ekuma, Okechukwu 3 1999 On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365Hürlimann, Werner 2 1998 A note on the stop-loss preserving property of Wang’s premium principle. Zbl 1333.62258Ribas, Carmen; Goovaerts, Marc J.; Dhaene, Jan 1 1998 An elementary unified approach to some loss variance bounds. Zbl 1090.62566Hürlimann, Werner 3 1997 A study of a family of equivalent martingale measures to price an option with an application to the Swiss market. Zbl 0920.62133Pafumi, Gérard 3 1997 Recursions for a class of compound Lagrangian distributions. Zbl 1130.62306Hesselager, Ole 2 1997 Solution procedures for a risk model with exponentially decreasing loss distribution. (Lösungsverfahren eines Risikomodells bei exponentiell fallender Schadensverteilung.) Zbl 0906.62110Siegl, Thomas; Tichy, Robert F. 6 1996 An extension of Kornya’s method with application to pension funds. Zbl 0884.62110Dufresne, François 1 1996 Bühlmann’s credibility premium in the Bühlmann-Straub model. Zbl 0867.62076Dannenburg, Dennis 1 1996 all cited Publications top 5 cited Publications all top 5 Cited by 282 Authors 13 Denuit, Michel M. 12 Dhaene, Jan 8 Haberman, Steven 7 Cheung, Eric C. K. 7 Marceau, Étienne 6 Blake, David 6 Wüthrich, Mario Valentin 5 Cheung, Ka Chun 5 Feng, Runhuan 5 Goovaerts, Marc J. 5 Lu, Yi 5 Renshaw, Arthur E. 4 Cossette, Hélène 4 Mesfioui, Mhamed 4 Vanduffel, Steven 3 Alai, Daniel H. 3 Albrecher, Hansjörg 3 Antonio, Katrien 3 Bäuerle, Nicole 3 Bravo, Jorge Miguel 3 De Waegenaere, Anja 3 Hess, Klaus Thomas 3 Hürlimann, Werner 3 Landsman, Zinoviy M. 3 Lefèvre, Claude 3 Li, Shuanming 3 MacMinn, Richard D. 3 Ortega, Eva-María 3 Sherris, Michael 3 Tichy, Robert Franz 3 Yin, Chuancun 3 Zhang, Zhimin 3 Zitikis, Ričardas 2 Asmussen, Søren 2 Bergel, Agnieszka I. 2 Chen, Mi 2 Dai, Hongshuai 2 D’Amato, Valeria 2 Deelstra, Griselda 2 Delwarde, Antoine 2 Dong, Hua 2 Egídio dos Reis, Alfredo D. 2 Escudero, Laureano Fernando 2 Genest, Christian 2 Glauner, Alexander 2 Helmers, Roelof 2 Hua, Lei 2 Hunt, Andrew 2 Kaas, Rob 2 Li, Jackie Ji 2 Li, Jingchao 2 Li, Johnny Siu-Hang 2 Liu, Haibo 2 Loisel, Stéphane 2 Lu, Tongyu 2 Merz, Michael 2 Neuenschwander, Daniel 2 Ouburg, Wilbert 2 Planchet, Frédéric 2 Ribas, Carmen 2 Russolillo, Maria 2 Shimizu, Yasutaka 2 Siegl, Thomas 2 Siu, Tak Kuen 2 Sundt, Bjørn Rosted 2 Tomas, Julien 2 Valdez, Emiliano A. 2 Vanmaele, Michèle 2 Vellekoop, Michel H. 2 Villegas, Andrés M. 2 Wang, Shaun S. 2 Woo, Jae-Kyung 2 Yang, Xiangqun 1 Agarwal, Ravi P. 1 Alink, Stan 1 An, Chuangji 1 Avanzi, Benjamin 1 Ayuso, Mercedes 1 Bahl, Raj Kumari 1 Balakrishnan, Narayanaswamy 1 Balasooriya, Uditha 1 Bardoutsos, Anastasios G. 1 Barmalzan, Ghobad 1 Barnett, Neil Stuart 1 Baumann, Roger T. 1 Beirlant, Jan 1 Bellini, Fabio 1 Belzunce, Félix 1 Boonen, Tim J. 1 Bosch-Rodríguez, Juan Carlos 1 Boyle, Phelim P. 1 Brouhns, Natacha 1 Cadena, Meitner 1 Cairns, Andrew J. G. 1 Caperdoni, Camilla 1 Cerone, Pietro 1 Chan, Leunglung 1 Chaoubi, Ihsan 1 Chen, An 1 Chen, Hua ...and 182 more Authors all top 5 Cited in 39 Journals 91 Insurance Mathematics & Economics 14 North American Actuarial Journal 11 Scandinavian Actuarial Journal 8 Methodology and Computing in Applied Probability 8 European Actuarial Journal 6 Journal of Computational and Applied Mathematics 4 ASTIN Bulletin 3 Acta Mathematicae Applicatae Sinica. English Series 3 Mathematical Problems in Engineering 3 AStA. Advances in Statistical Analysis 2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 2 Mathematics and Computers in Simulation 2 Statistics & Probability Letters 2 Communications in Statistics. Theory and Methods 2 Lifetime Data Analysis 2 Acta Mathematica Sinica. English Series 2 Statistical Methodology 2 Frontiers of Mathematics in China 2 Annals of Finance 1 Computers & Mathematics with Applications 1 Moscow University Mathematics Bulletin 1 Applied Mathematics and Computation 1 Scandinavian Actuarial Journal 1 European Journal of Operational Research 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 Top 1 Mathematical Population Studies 1 Finance and Stochastics 1 Soft Computing 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 Journal of Industrial and Management Optimization 1 Journal of Statistical Theory and Practice 1 Dependence Modeling 1 Cogent Mathematics all top 5 Cited in 17 Fields 171 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 91 Statistics (62-XX) 62 Probability theory and stochastic processes (60-XX) 5 General and overarching topics; collections (00-XX) 5 Numerical analysis (65-XX) 4 Integral equations (45-XX) 4 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Citations by Year