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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

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

Publications by Year

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 1187.91099
Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J.
35
2000
Measuring the longevity risk in mortality projections. Zbl 1187.62158
Brouhns, N.; Denuit, M; Vermunt, J. K.
28
2002
Closing and projecting life tables using log-linear models. Zbl 1333.62251
Denuit, 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 1333.91025
Feng, Runhuan
14
2009
A note on the expected present value of dividends with a constant barrier in the discrete time model. Zbl 1333.91021
Claramunt, M. M.; Mármol, M.; Alegre, A.
11
2003
The economics of insurance: a review and some recent developments. Zbl 1187.91096
Denuit, Michel; Dhaene, Jan; Van Wouve, Martine
9
1999
A note on dependencies in multiple life statuses. Zbl 1187.91098
Dhaene, Jan; Vanneste, Marleen; Wolthuis, Henk
8
2000
The severity of ruin in Markov-modulated risk models. Zbl 1187.91109
Snoussi, M.
7
2002
On double periodic non-homogeneous Poisson processes. Zbl 1333.62253
Garrido, José; Lu, Yi
6
2004
Solution procedures for a risk model with exponentially decreasing loss distribution. (Lösungsverfahren eines Risikomodells bei exponentiell fallender Schadensverteilung.) Zbl 0906.62110
Siegl, Thomas; Tichy, Robert F.
6
1996
A loss reserving method for incomplete claim data. Zbl 1333.62231
Dahms, René
5
2008
Adaptive algorithmic annuities. Zbl 1187.91104
Lüthy, Herbert; Keller, P. L.; Binswanger, K.; Gmür, B.
4
2001
Distributional bounds for functions of dependent risks. Zbl 1187.91093
Cossette, H.; Denuit, M; Marceau, É.
4
2002
Loss reserving and Hofmann distributions. Zbl 1333.62259
Schmidt, Klaus D.; Zocher, Mathias
4
2005
The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111
Sundt, Bjørn; Ekuma, Okechukwu
3
1999
Common mixture in the individual risk model. Zbl 1187.91094
Cossette, H.; Gaillardetz, P.; Marceau, E.
3
2002
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
An elementary unified approach to some loss variance bounds. Zbl 1090.62566
Hürlimann, Werner
3
1997
A study of a family of equivalent martingale measures to price an option with an application to the Swiss market. Zbl 0920.62133
Pafumi, Gérard
3
1997
On option pricing in models driven by iterated integrals of Brownian motion. Zbl 1187.91213
Neuenschwander, Daniel
2
2000
Stochastic approximations of present value functions. Zbl 1187.91092
Cossette, 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 1187.91089
Albrecher, Hansjörg; Tichy, Robert F.
2
2000
Premium liability risks: modeling small claims. Zbl 1333.91039
Wüthrich, Mario V.
2
2006
On the group level Swiss Solvency Test. Zbl 1333.62252
Filipović, Damir; Kupper, Michael
2
2007
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038
Sundt, Bjørn; dos Reis, A. D. E.
2
2007
A note on the maximum severity of ruin in an Erlang(\(n\)) risk process. Zbl 1333.91034
Li, Shuanming
2
2008
Crossing time of annuities with exponential payment rates. Zbl 1333.91027
Gerber, H. U.; Shiu, E. S. W.; Yang, H.
2
2009
Recursions for a class of compound Lagrangian distributions. Zbl 1130.62306
Hesselager, Ole
2
1997
On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365
Hürlimann, Werner
2
1998
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
A practical application of continuous time finance: calculation of benchmark portfolios. Zbl 1187.91196
Denzler, M.; Müller, H.; Scherer, D.
1
2001
A note on the stop-loss preserving property of Wang’s premium principle. Zbl 1333.62258
Ribas, Carmen; Goovaerts, Marc J.; Dhaene, Jan
1
1998
Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022
Cossette, H.; Landriault, D.; Marceau, É.
1
2004
Optimal quota share reinsurance for dependent lines of business. Zbl 1333.91037
Schmidt, Klaus D.
1
2004
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028
Hürlimann, Werner
1
2006
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
Shortfall minimizing portfolios. Zbl 1333.91053
Müller, H.; Baumann, R.
1
2006
Optimal dividends under reinsurance. Zbl 1333.91018
Beveridge, C. J.; Dickson, D. C. M.; Wu, X.
1
2008
On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016
Albrecher, Hansjörg; Gerber, Hans U.
1
2009
An extension of Kornya’s method with application to pension funds. Zbl 0884.62110
Dufresne, François
1
1996
Bühlmann’s credibility premium in the Bühlmann-Straub model. Zbl 0867.62076
Dannenburg, Dennis
1
1996
A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model. Zbl 1333.91025
Feng, Runhuan
14
2009
Crossing time of annuities with exponential payment rates. Zbl 1333.91027
Gerber, H. U.; Shiu, E. S. W.; Yang, H.
2
2009
On the non-optiomality of proportional reinsurance according to the dividend criterion. Zbl 1333.91016
Albrecher, Hansjörg; Gerber, Hans U.
1
2009
A loss reserving method for incomplete claim data. Zbl 1333.62231
Dahms, René
5
2008
A note on the maximum severity of ruin in an Erlang(\(n\)) risk process. Zbl 1333.91034
Li, Shuanming
2
2008
Optimal dividends under reinsurance. Zbl 1333.91018
Beveridge, C. J.; Dickson, D. C. M.; Wu, X.
1
2008
Prediction error of the expected claims development result in the chain ladder method. Zbl 1333.62256
Merz, Michael; Wüthrich, Mario V.
3
2007
On the group level Swiss Solvency Test. Zbl 1333.62252
Filipović, Damir; Kupper, Michael
2
2007
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038
Sundt, Bjørn; dos Reis, A. D. E.
2
2007
Premium liability risks: modeling small claims. Zbl 1333.91039
Wüthrich, Mario V.
2
2006
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028
Hürlimann, Werner
1
2006
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
Shortfall minimizing portfolios. Zbl 1333.91053
Müller, H.; Baumann, R.
1
2006
Closing and projecting life tables using log-linear models. Zbl 1333.62251
Denuit, Michel; Goderniaux, Anne-Cécile
21
2005
Loss reserving and Hofmann distributions. Zbl 1333.62259
Schmidt, Klaus D.; Zocher, Mathias
4
2005
On double periodic non-homogeneous Poisson processes. Zbl 1333.62253
Garrido, José; Lu, Yi
6
2004
Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022
Cossette, H.; Landriault, D.; Marceau, É.
1
2004
Optimal quota share reinsurance for dependent lines of business. Zbl 1333.91037
Schmidt, Klaus D.
1
2004
A note on the expected present value of dividends with a constant barrier in the discrete time model. Zbl 1333.91021
Claramunt, M. M.; Mármol, M.; Alegre, A.
11
2003
Measuring the longevity risk in mortality projections. Zbl 1187.62158
Brouhns, N.; Denuit, M; Vermunt, J. K.
28
2002
The severity of ruin in Markov-modulated risk models. Zbl 1187.91109
Snoussi, M.
7
2002
Distributional bounds for functions of dependent risks. Zbl 1187.91093
Cossette, H.; Denuit, M; Marceau, É.
4
2002
Common mixture in the individual risk model. Zbl 1187.91094
Cossette, H.; Gaillardetz, P.; Marceau, E.
3
2002
Adaptive algorithmic annuities. Zbl 1187.91104
Lüthy, Herbert; Keller, P. L.; Binswanger, K.; Gmür, B.
4
2001
Stochastic approximations of present value functions. Zbl 1187.91092
Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É.
2
2001
A practical application of continuous time finance: calculation of benchmark portfolios. Zbl 1187.91196
Denzler, M.; Müller, H.; Scherer, D.
1
2001
Comonotonicity and maximal stop-loss premiums. Zbl 1187.91099
Dhaene, Jan; Wang, Shaun; Young, Virginia; Goovaerts, Marc J.
35
2000
A note on dependencies in multiple life statuses. Zbl 1187.91098
Dhaene, Jan; Vanneste, Marleen; Wolthuis, Henk
8
2000
On option pricing in models driven by iterated integrals of Brownian motion. Zbl 1187.91213
Neuenschwander, 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 1187.91089
Albrecher, Hansjörg; Tichy, Robert F.
2
2000
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
The economics of insurance: a review and some recent developments. Zbl 1187.91096
Denuit, Michel; Dhaene, Jan; Van Wouve, Martine
9
1999
The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111
Sundt, Bjørn; Ekuma, Okechukwu
3
1999
On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365
Hürlimann, Werner
2
1998
A note on the stop-loss preserving property of Wang’s premium principle. Zbl 1333.62258
Ribas, Carmen; Goovaerts, Marc J.; Dhaene, Jan
1
1998
An elementary unified approach to some loss variance bounds. Zbl 1090.62566
Hürlimann, Werner
3
1997
A study of a family of equivalent martingale measures to price an option with an application to the Swiss market. Zbl 0920.62133
Pafumi, Gérard
3
1997
Recursions for a class of compound Lagrangian distributions. Zbl 1130.62306
Hesselager, Ole
2
1997
Solution procedures for a risk model with exponentially decreasing loss distribution. (Lösungsverfahren eines Risikomodells bei exponentiell fallender Schadensverteilung.) Zbl 0906.62110
Siegl, Thomas; Tichy, Robert F.
6
1996
An extension of Kornya’s method with application to pension funds. Zbl 0884.62110
Dufresne, François
1
1996
Bühlmann’s credibility premium in the Bühlmann-Straub model. Zbl 0867.62076
Dannenburg, Dennis
1
1996
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

Citations by Year