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1
0 °C isotherm height for satellite communication in Malaysia Original Research Article
2
0(Alpha 2S) corrections to polarized heavy flavour production at Q2 ⪢ m2 Original Research Article
3
0.18-(mu)m CMOS push-pull power amplifier with antenna in IC package
4
0.2-(mu)m gate-length InGaP-InGaAs DCFETs for C-band MMIC amplifier applications
5
0.23 eV energy resolution obtained using a cold field-emission gun and a streak imaging technique
6
0.25 micrometre smart power technology optimised for wireless and consumer applications
7
0.3 V tunable OTA and Gm-C flter in 0.13 gm CMOS
8
0.35 μm CMOS T/R Switch for 2.4 GHz Short Range Wireless Applications
9
0.3-nm SASE-FEL at PAL
10
0.3-nm SASE-FEL at PAL
11
0.4% absolute efficiency gain by novel back contact
12
0.5 wt.% Pd/C catalyst for purification of terephthalic acid: Irreversible deactivation in industrial plants
13
0.5% polidocanol for treatment of varicose veins
14
0.6 Ah Li/V2O5 battery prototypes based on solvent-free PEO–LiN(SO2CF2CF3)2 polymer electrolytes
15
0.6 W CW GaInNAs vertical external-cavity surface emitting laser operating at 1.32 (mu)m
16
0.65Pb(Mg1/3Nb2/3)O3–0.35PbTiO3 thick films prepared by electrophoretic deposition from an ethanol-based suspension
17
0.67Pb(Mg1/3Nb2/3)O3–0.33PbTiO3 thin films derived from RF magnetron sputtering
18
0.7 Analogue structures and exchange interactions in quantum wires
19
0.7 Structure and zero bias anomaly in one-dimensional hole systems
20
0.7 Structure in quantum wires observed at crossings of spin-polarised 1D subbands
21
0.7 V Manchester carry look-ahead circuit using PD SOI CMOS asymmetrical dynamic threshold pass transistor techniques suitable for low-voltage CMOS VLSI systems
22
0.8 (mu)m CMOS implementation of weighted-order statistic image filter based on cellular neural network architecture
23
0.8 W optically pumped vertical external cavity surface emitting laser operating CW at 1550 nm
24
0.9 Pb (Mg1/3Nb2/3)O3–0.1 PbTiO3 relaxor ferroelectric ceramics produced by a simplified columbite route and a reaction-sintering process
25
0.94 (K0.5Na0.5) NbO3–0.06 LiNbO3 piezoelectric ceramics prepared from the solid state reaction modified with polyvinylpyrrolidone (PVP) of different molecular weights
26
0.99 (K 0.45 Na 0.52 Li 0.03) (Nb1−xSbx)O3– 0.01 BiScO3 lead-free ceramics with excellent piezoelectric properties and broad sintering temperature
27
0+ mesons
28
0++-glueball/qq-state mixing in the mass region near 1500 MeV
29
0+→2+ 0νββ decay triggered directly by the Majorana neutrino mass
30
0–1 integer programming model for procedural separation of aircraft by ground holding in ATFM
31
0–1 reformulations of the multicommodity capacitated network design problem Original Research Article
32
0–20 μm aggregate typology based on the nature of aggregative organic materials in a cultivated silty topsoil
33
0–20 μm aggregate typology based on the nature of aggregative organic materials in a cultivated silty topsoil
34
03 Years Outcome Analysis of Non-cemented Total Hip Arthroplasty in Complicated Hip Pathologies in Young Adults of Poor Socioeconomic Background
35
0-33. Can sentinel lymph node biopsy avoid axillary dissection in node negative breast cancer patients?
36
0-57. The effect of hormone replacement therapy on the sensitivity of mammographic screening
37
0-58. Does incident round screening work? A comparison of prognostic factors of prevalent and incident carcinoma
38
0-59. The National health service breast screening programme in the trent region — are we meeting the targets?
39
0-6 Age Group of Child Care Related to the Problems Faced by Mothers Who Have Children of Employees and The Study of Problem Solving Approaches
40
0-6. Axillary surgery in patients with breast cancer being treated by breast conservation: a randomised trial of node sampling and axillary clearance
41
0-60. Differentiation of benign radial scar (complex sclerosing lesion) from carcinoma by 14G core biopsy (CB): is surgical excision of radial scars necessary?
42
0-61. Use of Tc-99 labelled colloidal albumin for preoperative and intraoperative localization of non-palpable breast lesions
43
0-62. The value of contralateral breast screening in primary breast cancer follow-up
44
0-63. Pathological and immunohistochemical prognostic factors in clinical stage I breast cancer patients
45
0-64. pS2 expression provides additional useful prognostic information after 7 years follow-up
46
0-65. Allelic imbalance at chromosome 17p13.3(YNZ22) and poor prognosis in breast cancer
47
0-66. Applying the Nottingham prognostic index to a Swedish population
48
0-67. Automated grading in a prognostic index
49
0-68. Fraction of normal remaining life: a new method of defining cure in early breast cancer
50
0-69. Long-term follow-up of elderly patients randomised to primary tamoxifen or wedge mastectomy as initial therapy for operable breast cancer
51
0-7. Risk of breast cancer in cystic disease of the breast
52
0-70. The addition of surgery to tamoxifen as primary treatment of early breast cancer in women over 70, a multicentre trial
53
07007 (M10) Pricing financial contracts with indexed homogeneous payoff : Gerber H.U., Shiu E.S.W., Université de Lausanne, Lausanne, Iowa City, Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker, Heft 2, 1994, pp. 143–166
54
0-71. Combination rivizor® (vorozole) and ZoladexTM (goserelin) in premenopausal breast cancer: towards maximal oestrogen deprivation
55
071001 (M00, B10) Mortality differences by handedness: survival analysis for a right-truncated sample of baseball players : Panjer H.H.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 257–274
56
071002 (M00) An introduction to business credit insurance : Ramsay C.M.,Transactions of the Society of Actuaries. Vol. XLV, 1993, pp. 275–304
57
071003 (M00, B11) Risks in individual life insurance : Wolthuis H., Amsterdam, Heterogeniteit in Verzekering — Liber Amicorum G.W. de Wit, 1994
58
071004 (M01, B20) The application of fuzzy sets to group health underwriting : Young V.R.,Transactions of the Society of Actuaries, Vol. XLV, 1993. pp. 551–590
59
071005 (M10) Regression using fractional polynomials of continuous covariates: parsimonious parametric modelling
60
071006 (M10) Minimum distance estimation of loss distribution : Klugman S.A., Rahulji Parsa A., Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 153, 1993, pp. 250–270
61
071008 (M10, M11) Further results on Hesselagerʹs recursive procedure for calculation of some compound distributions : Wang S., Sobrero M., University of Waterloo, Canada, Università “La Sapienza”, Italy, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 161–166
62
071009 (M10, M11) Two stochastic approaches for discounting actuarial functions : Parker G., Simon Fraser University, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 167–182
63
071010 (M10, M11) Modelling the claims process in the presence of covariates : Renshaw A.E., The City University, London, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 265–286
64
071011 (M10, M43) Remarks on “Boundary crossing result for Brownian motion” : Deelstra G., Brussels, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 449–456
65
071012 (M10) Analysis of causes of death : Jansen J.H.C., Poos M.J.J.C., Dekkers A.L.M.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
66
071013 (M11) On the compound generalized Poisson distributions : Ambagaspitya R.S., Balakrishnan N., University of Calgary, McMaster University, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 255–264
67
071014 (M13) Recursive methods for computing finite-time ruin probabilities for phase-distributed claim sizes : Stanford D.A., Stroinski K.J., University of Western Ontario, London, Ontario, Canada, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 235–254
68
071015 (M20, M10) Deductibles and the inverse Gaussian distribution : Ter Berg P., Interpolis, Netherlands, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 319–324
69
071016 (M21) Multidimensional Whittaker-Henderson graduation with constraints and mixed differences : Lowrie W.B.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 215–256
70
071017 (M22) Valuing American options in a path simulation model : Tilley J.A.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 499–550
71
071018 (M30, E31, E50, B40) Fuzzy trends in property-liability insurance claim costs : Cummins J.D., Derrig R.A., Wharton University of Pennsylvania, Automobile Insurers Bureau of Massachusetts, The Journal of Risk and Insurance, Vol. 60, nr. 3, 1993, pp.
72
071019 (M30, E12) Loading gross premiums for risk without using utility theory : Ramsay C.M.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 305–350
73
071020 (M30, E10) Splitting risk and premium calculation : Hürlimann W., Winterthur - Leben, Winterthur, Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker, Heft 2, 1994, pp. 167–197.
74
071021 (M30) The p-th power variance principle: Michaud F., Université de Lausanne, Lausanne, Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker, Heft 2, 1994, pp. 203–207
75
071022 (M30, B90) Recursive largest claims reinsurance rating, revisited : Kremer E., Hamburg, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 457–470
76
071023 (M30, M42, B10) Smoker/non smoker products in life assurance — rating problems : Kögel E., München, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 591–629
77
071024 (M31, B70) Pitfalls of the current experience rating plan : Parry A.E., Math S.E., Wyatt Company, Trinity Universal Insurance Company, The Journal of Risk and Insurance, Vol. 60, nr. 3, 1993, pp. 658–670
78
071026 (M31) Empirical testing of classification relativities : Hayne R.M.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 152, 1993, pp. 1–33
79
071027 (M31) Merit rating for doctor professional liability insurance : Finger R.J.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 153, 1993, pp. 291–352
80
071028 (M31) Dependent contracts in Bühlmannʹs credibility model : De Vylder F., Cossette H., Louvain-la-Neuve, Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker, Heft 2, 1994, pp. 127–141
81
071029 (M31) Robust credibility via robust Kalman filtering : Kremer E., Hamburg, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 221–234
82
071030 (M31) Bühlmannʹs credibility premium in the Bühlmann-Straub model : Dannenburg D.R., University of Amsterdam, Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
83
071031 (M40) Estimating salvage and subrogation reserves - adapting the Bornhuetter-Ferguson approach : Grace G.S.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 153, 1993, pp. 271–290
84
071032 (M40) Percentile pension cost methods: a new approach to pension valuations : Ramsay C.M.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 351–424
85
071033 (M40) Claims-reserving and ICRFS : Prins H.J.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
86
071034 (M42) A Markov model for loss reserving : Hesselager O., University of Copenhagen, Denmark, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 183–194
87
071035 (M42) A method for modelling varying run-off evolutions in claims reserving : Verrall R.J., City University, London, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 325–332
88
071036 (M42) IBNR-triangles in a hierarchical credibility model : Goovaerts M.J., Dannenburg D.R., Heirman W., University of Amsterdam, Heterogeniteitin Verzekering - Liber Amicorum G. W. de Wit. 1994
89
071037 (M43) Surplus - Concepts, measures of return, and determination : Bingham R.E.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 152, 1993, pp. 55–109
90
071038 (M52) Retention : Baaij J.G., University of Amsterdam, Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
91
071039 (M52) Stop ‘Stop-loss’ loss : Kling B.M.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
92
071040 (E10, E11) The preservation of multivariate comparative statics in nonexpected utility theory : Schlee E.E., Arizona State University, Journal of Risk and Uncertainty, Vol. 9, 1994, pp. 257–272
93
071041 (E10) Rate of return - policyholder, company, and shareholder perspectives : Bingham R.E.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 152, 1993, pp. 110–147
94
071042 (E10) Asset/liability matching (five moments) : Bender R.K.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 153, 1993, pp. 229–249
95
071043 (E10) A mathematical analysis of financial accounting standard no. 88: Sharp K.P.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 485–498
96
071044 (E10, E50) Martingale approach to pricing perpetual american options : Gerber H.U., Shiu E.S.W., Université de Lausanne, Switzerland, University of Iowa, U.S.A., Astin Bulletin, Vol. 24, No. 2, 1994, pp. 195–220
97
071045 (E10, E12) An empirical test of ordinal independence : Wu G., Harvard Business School, Boston, Journal of Risk and Uncertainty, Vol. 9, Nr. 1, 1994, pp. 39–60
98
071046 (E10, B10) The dynamical, international life insurance market of the Netherlands (1947–1992) : Nijenhuis O.G.M., Potjes J.C.A., Schilder G.,Heterogeniteit in Verzekering — Liber Amicorum G. W. de Wit, 1994
99
071047 (E10) Prediction : De Wit G.W., Rotterdam, Heterogeniteitin Verzekering — Liber Amicorum G. W. de Wit, 1994
100
071048 (E12, E32, E50, B70) Insurance and precautionary capital accumulation in a continuous-time model : Gollier C., University de Toulouse in Paris, The Journal of Risk and Insurance, Vol. 61, nr. 1, 1994, pp. 78–95
101
071061 (E24, E40, B52, B83) Permanent partial disability in workersʹ compensation: probability and costs : Thomason T., McGill University, The Journal of Risk and Insurance, Vol. 60, nr. 4, 1993, pp. 570–590
102
071062 (E26, B24) Solidarity and health insurance : Remmerswaal J.C.M., Den Haag, Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
103
071063 (E30, E12, E50, B70) Bank capitalization, deposit insurance, and risk categorization : Bond E.W., Crocker K.J., Pennsylvania State University, The Journal of Risk and Insurance, Vol. 60, nr. 4, 1993, pp. 547–569
104
071064 (E30, E40, B10) An international analysis of life insurance demand : Browne M.J., Kim K., University of Georgia, Korea Tax Institute, The Journal of Risk and Insurance, Vol. 60, nr. 4, 1993, pp. 616–634
105
071065 (E30, B50) Alternative liability regimes for medical injuries: evidence from simulation analysis : Danzon P.M., University of Pennsylvania, The Journal of Risk and Insurance, Vol. 61, nr. 2, 1993, pp. 219–244
106
071066 (E30) Determinants of stated willingness to pay for public goods: a study in the headline method. : Kahneman D., Ritov I., Princeton University, Ben-Gurion University, Israel, Journal of Risk and Uncertainty, Vol. 9, Nr. 1, 1994, pp. 5–38
107
071067 (E30) Company-organizations in the insurance industry : Kِbben P.J.M., Heterogeniteit in Verzekering - Liber Amicorum G. W. de Wit, 1994
108
071068 (E30) Insurance economics and the economics of the insurance business : Van den Berghe L.A.A., Heterogeniteit in Verzekering - Liber Amicorum G. W. de Wit, 1994
109
071069 (E31, E50, B10, B20, B30, B40, B50, B60, B70, B80, B90) Dividend policy and signaling by insurance companies : Akhigbe A., Borde S.F., Madura J., California State University, Florida Atlantic University, The Journal of Risk and Insurance, vol. 60,
110
071070 (E31, E50, B70, B30) The underinvestment problem, bond covenants, and insurance : Garven J.R., MacMinn R.D., University of Texas at Austin, The Journal of Risk and Insurance, vol. 60, nr. 4, 1993, pp. 635–646
111
071071 (E31, E50, B83, B84) Workersʹ compensation for occupational disease prorating liability versus last employer liability : Han Chang D., Pennsylvania State University, The Journal of Risk and Insurance, vol. 60, nr. 4, 1993, pp. 647–657
112
071072 (E31, E60, B83) Correlates of workersʹ compensation claims adjustment : Thomason T., McGill University, The Journal of Risk and Insurance, vol. 61, nr. 4, 1994, pp. 59–77
113
071073 (E31, E24, B80) Compensating wage differentials for workplace accidents: evidence for union and nonunion workers in the UK : Siebert W.S., Wei X., Birmingham University, University of London, Journal of Risk and Uncertainty, vol. 9, Nr. 1, 1994, pp
114
071074 (E32, E50, B13) The inefficiency of private constant annuities : Yagi T., Nishigaki, Y., Nagoya University, Yokkaichi University, The Journal of Risk and Insurance, vol. 60, nr. 3, 1993, pp. 386–412
115
071075 (E32, E61, B40) Consumer information and decision to switch insurers : Schlesinger H., von der Schulenburg J.-M.G., University of Alabama, University of Hanover, The Journal of Risk and Insurance, vol. 60, nr. 4, 1993, pp. 591–615
116
071076 (E40, E61, B20, B84) Fee-for-service versus HMO outpatient expenditure patterns : Ligon J.A., University of Alabama, The Journal of Risk and Insurance. vol. 61, nr. 1, 1994, pp. 96–106
117
071077 (E40, E61, B52) Insurance market responses to the 1980s liability reforms: an analysis of firm-level data : Born P., Viscusi W.K., Duke University, The Journal of Risk and Insurance, vol. 61, nr. 2, 1994, pp. 192–218
118
071078 (E40, B40, B52) Behavioral factors and lotteries under no-fault with a monetary threshold: a study of Massachusetts automobile claims : Berrig R.A., Weisberg H.I., Chen X., Automobile Insurers Bureau of Massachusetts, Correlation Research Inc., Syn
119
071079 (E40, B40) State decisions to limit tort liability: an empirical analysis of no-fault automobile insurance laws : Harrington S.E., University of South Carolina, The Journal of Risk and Insurance, Vol. 61, nr. 2, 1994, pp. 275–294
120
071080 (E40, E61, B10) Model of a business-rating for life assurance companies : Trautvetter M., Lust D., Hamburg, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 525–559
121
071081 (E40, E53, B20) Client/server architecture and private health-insurances : Bock J., Bergisch Gladbach, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 631–641
122
071082 (E43, E44, B40, B60) Auto insurers and the air bag : Kneuper R., Yandle B., Federal Trade Commission, Clemson University, The Journal of Risk and Insurance, Vol. 61, nr. 1, 1994, pp. 107–116
123
071083 (E43, E41, B92) Consideration of commercial criteria with excess of loss treaties XL with annual aggregate deductible/limit, reinstatement or sliding scale : Brodschelm A., München, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Ba
124
071084 (E43) Risk management in practice : Van Blitterswijk A.W.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
125
071085 (E43, E44) Rating-systems and the qualification of insurance companies : Oosenbrug A., Heterogeniteit in Verzekering — Liber Amicorum G.W. de Wit, 1994
126
071086 (E43) Risks : De Wit G.W., Rotterdam, Heterogeneity in Insurance — Liber Amicorum G.W. de Wit, 1994
127
071087 (E43) Insurance: handling risks and handling the future : De Wit G.W., Rotterdam, Heterogeniteit in Verzekering — Liber Amicorum G.W. de Wit, 1994
128
071088 (E46, E50, B10) Using Bestʹs ratings in life insurer insolvency prediction : Ambrose J.M., Carroll A.M., LaSalle University, The Journal of Risk and Insurance, Vol. 61, nr. 2, 1994, pp. 317–327
129
071089 (E46) Convergence between supervisory systems in the European Union : Verkerk-Kooijman A.J.H.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
130
071090 (E46) Rules for the market and supervision in the insurance industry: a way-out between competition and self-regulation? : Vermaat A.J., Bakker R.C.L.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
131
071091 (E50) The sensitivity of cash-flow analysis to the choice of statistical model for interest rate changes : Klein G.E.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 79–186
132
071092 (E50) Financial conglomerates : Van den Berghe L.A.A.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
133
071093 (E52, E40, B10) Company-specific accounting with valuation assumptions of 2nd order as appraisal scale : Baldauf S., Frommholz H., Hamburg, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 561–590
134
071094 (E53, B70) Increased risk aversion and risky investment : Fu J., University of Iowa, The Journal of Risk and Insurance, Vol. 60, nr. 3, 1993, pp. 494–501
135
071095 (E53) Developments in investment theory and its implications for Dutch pension funds and insurance companies : Van der Meer R.A.H.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
136
071096 (E53) Duration matching: some practical aspects : Van Eeghen J.,Heterogeniteit in Verzekering - Liber Amicorum G.W. de Wit, 1994
137
071097 (E60, B20) Workersʹ compensation cost containment and health care provider income maintenance strategies : Roberts K., Zonia S., Michigan State University, The Journal of Risk and Insurance, Vol. 61, nr. 1, 1994, pp. 117–131
138
071098 (E60, B80) Level of OASDI trust fund assets needed to compensate for adverse contingencies : Foster R.S.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 55–78
139
071099 (E61, B41, B50) How does joint and several tort reform affect the rate of tort filings? Evidence from the state courts : Lee H.D., Browne M.J., Schmit J.T., University of Wisconsin-Madison, The Journal of Risk and Insurance, Vol. 61, nr. 2, 1994, p
140
071100 (E61) Injured worker mortality : Gillam W.R.,Proceedings Casualty Actuarial Society, Vol. LXXX, nr. 152, 1993, pp. 34–54
141
071101 (E61) The role of government in the United States in addressing natural catastrophes and environmental exposures : Nutter F.W.,The Geneva Papers on Risk and Insurance, Vol. 19, nr. 72, July 1994, pp. 244–256
142
071102 (E61, M31, B40, B41) A comparative analysis of 30 bonus-malus systems : Lemaire J., Zi H., University of Pennsylvania, Astin Bulletin, Vol. 24, No. 2, 1994, pp. 287–310
143
071103 (E61, B10) Construction of an appropriate mortality table for whole life assurances : Loebus H., Hamburg, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXI, Heft 4, 1994, pp. 497–524
144
071104 (E62, B81) Retirement policy - an international perspective : Latulippe D.,Transactions of the Society of Actuaries, Vol. XLV, 1993, pp. 187–214
145
0-72. Rivizor® versus aminoglutethimide (AG) in the second-line endocrine treatment of postmenopausal patients with advanced breast cancer (ABC) following tamoxifen failure
146
072001 (M00, B10, B90) Actuarial software that is flexible, efficient and can be rapidly extended — is tool-supported generation a possible way of achieving this objective? : Wassermann E., München, Blätter der Deutschen Gesellschaft für Versicherungsmath
147
072002 (M01) The influence of cancellation on the contribution margin : Heller U., Leidner C., Flensburg, Bargteheide, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 93–112
148
072003 (M01, B76) Modelling mortgage insurance claims experience: a case study : Taylor G., Coopers & Lybrand, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 97–129
149
072004 (M10, M13) An upper bound for the probability of ultimate ruin : Dickson D.C.M., Scandinavian Actuarial Journal, nr. 2, 1994, pp. 131–138
150
072005 (M10, M13) Corrected normal approximation for the probability of ruin within finite time : Malinovskii V.K., Scandinavian Actuarial Journal, nr. 3, 1994, pp. 161–174
151
072006 (M10, M11) A note on compound generalized distributions: a comment on the article by B. Kling and M. Goovaerts : Sharif A.H., Panjer H.H., Scandinavian Actuaril Journal, nr. 2, 1994, pp. 175–181
152
072007 (M10, M12) On the optimal estimation of th structural parameter of a collective of similar little portfolios : Pilzweger K., München, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 1–12
153
072008 (M10, B20, B40, B50) A probable maximum loss theory : Kremer E., Hamburg, XXIV Astin Colloquium, Vol. 2, 1993, pp. 127–169
154
072009 (M10) Logistic regression for correlated binary data : le Cessie S., van Houwelingen J.C., University of Leiden, The Netherlands, Journal of the Royal Statistical Society: Applied Statistics, Vol. 43, nr. 1, 1994, pp. 95–108
155
072010 (M10, B36) Directional modelling of extreme wind speeds : Coles S.G., Walshaw D., University of Nottingham, University of Newcastle upon Tyne, United Kingdom, Journal of the Royal Statistical Society: Applied Statistics, Vol. 43, nr. 1, 1994, pp. 1
156
072011 (M10, B33) Two-stage reliability tests with technological evolution: a Bayesian analysis : Whitmore G.A., Young K.D.S., Kimber A.C., McGill University, Montreal, Canada, University of Surreym Guildford, United Kingdom, Journal of the Royal Statisti
157
072012 (M10) On an argmax-distribution connected to the Poisson Process : Pflug G.Ch., University of Vienna, Contributions to Statistics: Asymptotic Statistics, Proceedings of the Fifth Prague Symposium, 1993, pp. 123–129
158
072013 (M10) Asymptotic theory for regression quantile estimators in the heteroscedastic regression model : Aerts M., Janssen P., Veraverbeke N., Limburgs Universitair Centrum, Belgium, Contributions to Statistics: Asymptotic Statistics, Proceedings of th
159
072014 (M10) Test of linearity, multivariate normality and the adequacy of linear scores : Cox D.R., Wermuth N., Nuffield College, Oxford, United Kingdom, University of Mainz, Germany, Journal of the Royal Statistical Society: Applied Statistics, Vol. 43,
160
072015 (M10) Procedures for the detection of multiple changes in series of independent observations : Antoch J., Huskova M., Charles University, Prague, Contributions to Statistics: Asymptotic Statistics, Proceedings of the Fifth Prague Symposium, 1993, p
161
072016 (M10) Regression rank scores scale statistics and studentization in linear models : Jureckova J., Sen P.K., Charles University, Praha, University of North Carolina, USA, Contributions to Statistics: Asymptotic Statistics, Proceedings of the Fifth P
162
072017 (M10) Significance of differences of estimates : Bocek P., Visek J.A., Academy of Sciences of the Czech Republic, Contributions to Statistics: Asymptotic Statistics, Proceedings of the Fifth Prague Symposium, 1993, pp. 195–202
163
072018 (M10, E50) Use of modified profile likelihood for improved tests of constancy of variance in regression : Simonoff J.S., Tsai C.-L., New York University, USA, Journal of the Royal Statistical Society: Applied Statistics, Vol. 43, nr. 2, 1994, pp. 3
164
072019 (M10, E10) One agencyʹs use of risk assessment and risk communication : Fisher A., Chitose A., Gipson P.S., Risk Analysis, Vol. 14, nr. 2, 1994, pp. 207–212
165
072020 (M11) Bonus, salary increases and real value of pensions : Linnemann P., Scandinavian Actuarial Journal, nr. 2, 1994, pp. 99–118
166
072021 (M11) Stochastic analysis of a portfolio of endowment insurance policies : Parker G., Scandinavian Actuarial Journal, nr. 2, 1994, pp. 119–130
167
072022 (M11, M13) Double boundary crossing result for the Brownian motion : Teunen M., Goovaerts M., Scandinavian Actuarial Journal, nr. 2, 1994, pp. 139–150
168
072023 (M11) Axioms for the valuation of payment streams: a topological vector space approach : Promislow S.D., Scandinavian Actuarial Journal, nr. 2, 1994, pp. 151–160
169
072024 (M11, M20, B76) The incidence of risk under credit insurance : Taylor G., Coopers & Lybrand, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 287–299
170
072025 (M11, M20, B11) On the exact calculation of the aggregate claims distribution in the individual life model : Waldmann K.-H., Universität Karlsruhe, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 89–96
171
072026 (M11, B36, B40, B41) Compound model for two dependent kinds of claim : Partrat C., Université Pierre et Marie Curie, Paris, XXIV Astin Colloquium, Vol. 1, 1993, pp. 267–289
172
072027 (M11, M42, B30, B40, B50) Maximum likelihood estimation in a marked point process with applications to non-life insurance : Haastrup S., University of Copenhagen, Denmark, Working Paper No. 126, 1995
173
072028 (M11, M20) On error bounds for approximations to aggregate claims distributions : Dhaene J., Sundt B., Katholieke Universiteit Leuven, Leuven, The Wyatt Company, Oslo, Wyatt, 1994
174
072029 (M13, M11, M20) Gamma processes and finite time survival probabilities : Dickson D.C.M., Waters H.R., Heriot-Watt University, Edinburgh, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 259–272
175
072030 (M13, M52) The effect of the retention limit on the risk reserve : de Lourdes Centeno M., Hamburg, XXIV Astin Colloquium, Vol. 2, 1993, pp. 171–181
176
072031 (M13, M20) The probability of ruin in view of the Doléans equation : M∅ller C.M., University of Copenhagen, Denmark, Working Paper No. 125, 1994
177
072032 (M13, M11, M20) Ruin estimates under interest force : Sundt B., Teugels J.L., The Wyatt Company, Oslo, Katholieke Universiteit Leuven, Leuven, Wyatt, 1994
178
072033 (M13, M20) The adjustment function in ruin estimates under interest force : Sundt B., Teugels J.L., The Wyatt Company, Oslo, Katholieke Universiteit Leuven, Leuven, Wyatt, 1994
179
072034 (M20, E61) Development of Table DAV 1994 R for annuities : Schmithals B., Schütz E.U., Köln, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 29–70
180
072035 (M20, M11) On the stability of recursive formulas : Panjer H.H., Wang S., University of Waterloo, Canada, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 227–258
181
072036 (M20, M11) Improved error bounds for Bertramʹs method : Sundt B., The Wyatt Company, Oslo, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 301–303
182
072037 (M20, M11, M13) A recursive procedure for calculation of some compound distributions : Hesselager O., University of Copenhagen, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 19–32
183
072038 (M20, M11, M13) Some comments on the compound binomial model : Dickson D.C.M., The University of Melbourne, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 33–45
184
072039 (M20, E50) A time-continuous Markov chain interest model with applications to insurance : Norberg R., University of Copenhagen, Denmark, Working Paper No. 128, 1995
185
072040 (M20, M13) The distribution of first entry time with applications to ruin probabilities : M∅ller C.M., University of Copenhagen, Denmark, Working Paper No. 122, 1994
186
072041 (M20, M10) Integro-differential equations for evaluation the distribution of some jump processes : M∅ller C.M., University of Copenhagen, Denmark, Working Paper No. 124, 1994
187
072042 (M20, M11) On approximating distributions by approximating their De Pril transforms : Dhaene J., Sundt B., Katholieke Universiteit Leuven, Leuven, The Wyatt Company, Oslo, Wyatt, 1994
188
072043 (M20, M21, B10) Determination of Belgian mortality tables : Teunen M., Katholieke Universiteit Leuven, Leuven, Bulletin van de Koninklijke Vereniging der Belgische Actuarissen, No. 86, 1993, pp. 53–68
189
072044 (M21, M20) Graduation and generalised linear models: an overview : Renshaw A.E., City University, London, Actuarial Research Paper No. 73, 1995
190
072045 (M21) On the graduation of ‘amounts’ : Renshaw A.E., Hatzopoulos P., City University, London, Actuarial Research Paper No. 71, 1995
191
072046 (M30) Nonparametric estimation of the risk premium in case of the standard deviation principle : Weba M., Hamburg, Blätter der Deutschen Gesellschaft für Verischerungsmathematik, Band XXII, Heft 1, 1995, pp. 13–16
192
072047 (M30, B10) The impact of medical progress on the rating of substandard risks illustrated using renal failure : Mattar K., Köln, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 127–133
193
072048 (M30, M31) Premium rating by geographic area using spatial models : Boskov M., Verrall R.J., The City University, London, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 131–143
194
072049 (M30, E30) Customer-based rating : Dengsoe C., Larsen C., Danish Financial Supervisory Authority, Denmark, Economic Insurance Co. Ltd., United Kingdom, XXIV Astin Colloquium, Vol. 1, 1993, pp. 43–55
195
072050 (M30, B40, B41) Rating the risk of bodily injuries in motor insurance : Holm S., Hoyland T.E., Gjensidige, Association of Norwegian Insurance Companies, Norway, XXIV Astin Colloquium, Vol. 1, 1993, pp. 57–81
196
072051 (M30) The theory and practice of modern rating techniques : Slee D., Deakin University, XXIV Astin Colloquium, Vol. 1, 1993, pp. 211–228
197
072052 (M30, M52, B71) A stop loss rating formula : Benktander G., Sweden and Switzerland, XXIV Astin Colloquium, Vol. 2, 1993, pp. 1–11
198
072053 (M30, M52) An insurance market based distribution-free stop-loss premium principle : Hürlimann W., Winterthur-Leben, Switzerland, XXIV Astin Colloquium, Vol. 2, 1993, pp. 83–98
199
072054 (M30, M52, B37) A note on XL-rating in earthquake insurance : Kremer E.K., Hamburg & Löhnberg, Bulletin van de Koninklijke Vereniging der Belgische Actuarissen, No. 86, 1993, pp. 117–122
200
072055 (M31) Empirical Kalman-Credibility : Kremer E., Hamburg, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 17–28
201
072056 (M31, M32, B40, B41) Bonus made easy : Holtan J., University of Oslo & Samvirke Insurance Company Ltd., Norway, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 61–74
202
072057 (M31, M20) A note on iterative non-linear regression in credibility : Kling B. University of Amsterdam, The Netherlands, XXIV Astin Colloquium, Vol. 1, 1993, pp. 83–97
203
072058 (M31) On the estimation of the credibility factor : Schnieper R. XXIV Astin Colloquium, Vol. 1, 1993, pp. 187–210
204
072059 (M31) About properties of some variance estimators used in credibility theory : Klimkiewicz T.K., Warsaw University, XXIV Astin Colloquium, Vol. 2, 1993, pp. 345–356
205
072060 (M31) Balanced credibility estimation : Neuhaus W., University of Copenhagen, Denmark, Working Paper No. 127, 1995
206
072061 (M31, B41) Bonus-malus systems in automobile insurance : Lemaire J., University of Pennsylvania, USA, Huebner International Series on Risk, Insurance and Economic Security 19, 1995, 312 pp.
207
072062 (M32, M31, B40, B41) High deductibles instead of bonus-malus: can it work? : Lemaire J., Zi H., Wharton School, University of Pennsylvania, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 75–88
208
072063 (M40) Distribution-free calculation of the standard error of chain ladder reserve estimates : Mack T., Munich Re, Munich, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 213–225
209
072064 (M42) Additivity of chain-ladder projections revisited : Ajne B., Sweden, XXIV Astin Colloquium, Vol. 1, 1993, pp. 231–239
210
072065 (M42) Prediction of outstanding liabilities III: parameter estimation : Norberg R., Denmark, XXIV Astin Colloquium, Vol. 1, 1993, pp. 255–266
211
072066 (M42, B10, B30, B40, B50) A deterministic method for claims reserving in non-life insurance : Svendsen O.A., Forenede Forsikring, Norway, XXIV Astin Colloquium, Vol. 1, 1993, pp. 319–345
212
072067 (M42) Chain ladder with varying run-off evolutions : Verrall R.J., City University, London, XXIV Astin Colloquium, Vol. 1, 1993, pp. 347–362
213
072068 (M42, M31) Modelling of discretized loss reserving data : Hesselager O., University of Copenhagen, Denmark, Working Paper No. 129, 1995
214
072069 (M42, M20) Claims reserving by joint modelling : Renshaw A.E., City University, London, Actuarial Research Paper No. 72, 1994
215
072070 (M43, M13) Measuring the effect of control and dividend on the surplus : Labie E., Geerardyn J., Goovaerts M.J., K.U. Leuven, Universiteit Amsterdam, XXIV Astin Colloquium, Vol. 2, 1993, pp. 357–365
216
072071 (M50, E10) Time and risk : Quiggin J., Horowitz J., Australian National University, Australia, University of Maryland College Park, College Park, Journal of Risk and Uncertainty, Vol. 10, nr. 1, 1995, pp. 37–55
217
072072 (M52, M20, B13) Reinsured pension promise instead of salary : Heep-Altiner M., Heieis M., Köln, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 143–152
218
072073 (M52, B91) Rating the partnership clause : Krieter F., Swiss Re, Zürich, XXIV Astin Colloquium, Vol. 1, 1993, pp. 99–107
219
072074 (M52, B90) The design of catastrophe reinsurance programs: practical problems : Craighead D.H., XXIV Astin Colloquium, Vol. 2, 1993, pp. 13–19
220
072075 (M52, E50, B90) Quantitative analysis of financial reinsurance : Hindley D., Smith A., XXIV Astin Colloquium, Vol. 2, 1993, pp. 25–60
221
072076 (M52, B92) When the wind blows — an introduction to catastrophe excess of loss reinsurance : Sanders D.E.A., XXIV Astin Colloquium, Vol. 2, 1993, pp. 211–262
222
072077 (E10, M50) The impact of testing errors on value of information: a quality-control example : Gaba A., Winkler R.L., INSEAD, France, Fuqua School of Business, Durham, Journal of Risk and Uncertainty, Vol. 10, nr. 1, 1995, pp. 5–13
223
072078 (E10, M50) Decision making under ignorance: arguing with yourself : Hogarth R.M., Kunreuther H., University of Chicago, Chicago, University of Pennsylvania, Philadelphia, Journal of Risk and Uncertainty, Vol. 10, nr. 1, 1995, pp. 15–36
224
072079 (E10) Optimal insurance contracts when establishing the amount of losses is costly : Kaplow L., Harvard Law School, Cambridge, The Geneva Papers on Risk and Insurance Theory, Vol. 19, nr. 2, 1994, pp. 139–152
225
072080 (E10) Selection installments with cancellation or premium freezing of life assurance policies : Holzwarth A., Schmidt B., Timmerscheidt W., Köln, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 113–125
226
072081 (E10, B40) Imprecise preferences and the WTP-WTA disparity : Dubourg W.R., Jones-Lee M.W., Loomes G., University College London and University of East Anglia, University of Newcastle Upon Tyne, University of Journal of Risk and Uncertainty, Vol. 9,
227
072082 (E10) Moral hazard, risk seeking, and free riding : Berger L.A., Hershey J.C., Milliman & Robertson, Inc., University of Pennsylvania, Journal of Risk and Uncertainty, Vol. 9, nr. 2, 1994, pp. 173–186
228
072083 (E10) Experience, exposure and economics : Palmgren B., Berg M.A., XXIV Astin Colloquium, Vol. 2, 1993, pp. 273–278
229
072084 (E10) New challenges for the general insurance actuary in central and eastern Europe : Daykin C., United Kingdom, XXIV Astin Colloquium, Vol. 2, 1993, pp. 279–298
230
072085 (E11, E12) Equilibrium in a reinsurance market: introducing taxes : Koehl P.-F., Rochet J.-C., Université Toulouse I, France, The Geneva Papers on Risk and Insurance Theory, Vol. 19, nr. 2, 1994, pp. 101–117
231
072086 (E11, B90) Equilibrium in a reinsurance syndicate; existence, uniqueness and characterization : Aase K.K., Norwegian School of Economics and Business Administration, Norway, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 185–211
232
072087 (E12) Coherent decision analysis with inseparable probabilities and utilities : Nau R.F., Fuqua School of Business, Durham, Journal of Risk and Uncertainty, Vol. 10, nr. 1, 1995, pp. 71–91
233
072088 (E12, E10) Making social trade-offs among lives, disabilities, and cost : Bordley R.F., Operating Sciences Department, Michigan, USA, Journal of Risk and Uncertainty, Vol. 9, nr. 2, 1994, pp. 135–149
234
072089 (E12) Generalized similarity judgments: an alternative explanation for choice anomalies : Leland J.W., Carnegie Mellon University, Journal of Risk and Uncertainty, Vol. 9, nr. 2, 1994, pp. 151–172
235
072090 (E12, M52, B90) Expected utility and optimal shares of reinsurance treaties : Dahl P., Sirius International, Sweden, XXIV Astin Colloquium, Vol. 2, 1993, pp. 21–24
236
072091 (E20) Unions, employment risks, and market provision of employment risk differentials : Moore M.J., Fuqua School of Business, Durham, Journal of Risk and Uncertainty, Vol. 10, nr. 1, 1995, pp. 57–70
237
072092 (E20, E50) On financial guarantee insurance under stochastic interest rates : Lai V.S., Gendron M., Université Laval, Canada, The Geneva Papers on Risk and Insurance Theory, Vol. 19, nr. 2, 1994, pp. 119–137
238
072093 (E20, E61) Applications of asset/liability matching by life insurers in Great Britain, Canada and the United States : Biller T., München, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 71–92
239
072094 (E20, E61, B37) Notes on catastrophe reserves of non-life insurance in Japan : Hirase R., Japan, XXIV Astin Colloquium, Vol. 2, 1993, pp. 61–82
240
072095 (E20, E46, E62) Theories of regulation: some reflections on the statutory supervision of insurance companies in Anglo-American countries : Adams M.B., Tower G.D., Massey University, New Zealand, Murdoch University, Australia, The Geneva Papers on R
241
072096 (E25, E20, B20) Inclusion of the private health insurance into an obligation system : Rudolph J., Koblenz, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 135–142
242
072097 (E40, E50, B10) The development of the embedded value 1988–1991 : Richter R., Gifhorn, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1, 1995, pp. 153–164
243
072098 (E41, M31, E61) An interactive underwriting model for premium rating by geographic area : Orros G.C., Pettengell C.T., XXIV Astin Colloquium, Vol. 1, 1993, pp. 127–185
244
072099 (E43, B10) Weighted mortality rates as early warning signals for insurance companies : Roberts L.A., Victoria University, New Zealand, Astin Bulletin, Vol. 23, No. 2, 1993, pp. 273–286
245
072100 (E43, M52) Constructing a reinsurance program for a captive insurance company, using simulation techniques : Miranthis C., Ryan J.P., Salvatori L., Italy, XXIV Astin Colloquium, Vol. 2, 1993, pp. 183–209
246
072101 (E50, E11) Risk allocation in capital markets: portfolio insurance, tactical asset allocation and collar strategies : Chevallier E., Müller H.H., University of Zürich, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 5–18
247
072102 (E50, M20) Limiting distribution of the present value of a portfolio : Parker G., Simon Fraser University, Canada, Astin Bulletin, Vol. 24, No. 1, 1994, pp. 47–60
248
072103 (E50, M20) Option pricing by Esscher transforms : Gerber H.U., Shiu E.S.W., Université de Lausanne, Switzerland, The University of Iowa, USA, XXIV Astin Colloquium, Vol. 2, 1993, pp. 305–344
249
072104 (E50, M10) A counting process approach to stochastic interest : Mّller C.M., University of Copenhagen, Denmark, Working Paper No. 123, 1994
250
072105 (E50, M20) Actuarial approach to option pricing : Gerber H.U., Shiu E.S.W., Université de Lausanne, Switzerland, The University of Iowa, USA, Cahier 95.02, 1995
251
072106 (E60, B10) A consideration of book reserve schemes : Mason D.C., Arnold R.L.M., Clark R.E., Crowter T.E., Johnston A.I., Neil S.M., Walton A.N., Journal of the Institute of Actuaries, Vol. 121, Part III, 1994, pp. 491–559
252
072107 (E60, B10) A comparison between the mortality of non-smoking and smoking assured lives in the United Kingdom : Renshaw A.E., The City University, London, Journal of the Institute of Actuaries, Vol. 121, Part III, 1994, pp. 561–571
253
072108 (E60, B10) The recent trend of mortality in the United Kingdom : Daykin C.D., Journal of the Institute of Actuaries, Vol. 121, Part III, 1994, pp. 589–596
254
072109 (E60) Social protection and private insurance: reassessing the role of public sector versus private sector in insurance — The eighteenth annua : Pestieau P., University of Liège, Belgium, The Geneva Papers on Risk and Insurance Theory, Vol. 19, nr.
255
072110 (E61, B10) Some thoughts on the development and structure of the New Zealand life insurance industry : Adams M.B., Massey University, New Zealand, Journal of the Institute of Actuaries, Vol. 121, Part III, 1994, pp. 573–588
256
072111 (E61, E20) The development of the Chinese insurance industry: its structure, performance and future : Niu Y.M., University of Nottingham, The Geneva Papers on Risk and Insurance, Issues and Practice, No. 71, 1994, pp. 215–231
257
072112 (E62) 1994 EU social security and occupational benefits : Clemeur H., AREA Benefits Network International Services, Brussels, 1994, 245 pp.
258
0-73. Pharmacokinetic interaction between letrozole and tamoxifen in postmenopausal patients with advanced breast cancer
259
073001 (M00, B10) - Some remarks on the definition of the basic building blocks of modern life insurance mathematics
260
073002 (M01, B13) - On the pluralization of the rebate rate for the Employeesʹ Pension Funds
261
073003 (M01, B24) - Schadenverhalten in der krankenversicherungin der zeit vor dem tod
262
073004 (M01, B21) - Emploi du taux instantané de reactivité
263
073005 (M01, B10) - Passage des probabilités aux taux instantanés
264
073006 (M11, B20) - The Modelling of Group Health in the United Kingdom
265
073007 (M11, B12) - Collective life insurance indexing. A multistate approach
266
073008 (M11, B13) - The influence of the movement of population on corporate pension plan
267
073009 (M12, B13) - Collective and individual pensions with high information and security level for the individual — the danish system
268
073010 (M12, B13) - The Aaron rule reconsidered. A note
269
073011 (M12, B13, B90) - La regularizacion de la PB en los collectivos
270
073012 (M12, B13) - The influence of economic Growth on the financing of the Employment Pensions in Finland
271
073013 (M12, B13) - Aspects of alternative ways of arranging occupational pensions
272
073014 (M12, B13) - On the effect of the fluctuations in the number of entrants on a pension scheme
273
073015 (M12, B13) - Features of corporate pension planning and employerʹs accounting systems for post-retirement benefits in Japan
274
073016 (M12) - Note sur la restitution de prime d’une rente viagère
275
073017 (M13) - Some remarks on the Ammeter risk process
276
073018 (M13) - A numerical method of estimation of the ruin probability in a simple model
277
073019 (M13) - Ruin problems: Simulation or calculation?
278
073020 (M22) - Further results on the stability of recursive formulas
279
073021 (M22) - An improved recursion for the compound generalized poisson distribution
280
073022 (M22) - A fuzzy expert system for evaluation of municipalities — an application
281
073023 (M30) - Guaranteed renewability in insurance
282
073024 (M31, B41) - Actuarial approaches to the assessment of personal injuries caused by motor accidents
283
073025 (M31) - Crossed classification credibility models
284
073026 (M31) - The efficiency of the Swiss bonus-malus system
285
073027 (M32) - Volatility-based stop-loss pricing
286
073028 (M40) - Invarianzprincipien in verallgemeinerten risikomodellen
287
073029 (M51) - On fair premium principles and pareto-optimal risk-neutral portfolio valuation
288
073030 (M52) - Individuelle Rückversicherungsvertrنge mit zeitvariablem selbstbehalt
289
073031 (M52) - The changing role of the European actuary in relation to reinsurance
290
073032 (M52) - El metodo TML de valoracin de reservas en el seguro directo y en el reaseguro cuota-parte
291
073033 (M52) - Reduction of uncertainty through actualization of intervals possibilities and its application to reinsurance
292
073034 (M52) - The roll-over stop-loss method. An alternative experience rating technique for collective contracts
293
073035 (M52) - A reassuring future?
294
073036 (M52) - Optimal reinsurance from the point of view of the excess of loss reinsurer under the finite-time ruin criterion
295
073037 (M52) - Links between premium principles and Reinsurance
296
073038 (M52) - How to cope with wind storms. Simulation to search for the most efficient way to stabilize the insurance company management using a mix of reinsurance and reserve for catastrophe loss in Japan
297
073039 (M52) - Some actuarial opportunities in micro and macro aspects of underwriting
298
073040 (M54) - Liability Insurance and Pollution
299
073041 (M54) - Recent circumstances in regard to the liability systems in Japan
300
073042 (M54) - Evaluation of randomness due to growth factors for reserving in liability insurance
301
073043 (M54) - Catastrophe portfolio and capital needs of a reinsurance company
302
073044 (M54) - Eine risikotheoretische analyse des einsatzes von katastrophenversicherungs termingeschنften im risikomanagement von rückversicherungs-unternehmen
303
073045 (M54, E44) - The burning cost. An analysis of bushfires
304
073046 (E11) - Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts
305
073047 (E12) - Robust insurance mechanisms and the shadow process of information constraints
306
073048 (E12) - Utility theory with Probability Dependent Outcome Valuation: Extensions and applications
307
073049 (E44) - Numerical simulation as a complement to econometric research on workplace safety
308
073050 (E46) - Theories of regulation: Some reflections on the statutory supervision of insurance companies in Anglo-American countries
309
073051 (E50) - Analyse und steuerung von aktien-portefeuilles auf der grundlage von faktorenmodellen
310
073052 (E50) - Die integration von Schuldscheindarlehen in portfoliotheoretische asset allocation-modelle für die bilanzielle kapitalanlagesteuerung von versicherungsunternehmen
311
073053 (E50) - The ‘Savings Mortgage’, a Dutch bargain? A case study of an asset driven ALM process
312
073054 (E50) - The Management of investment risk for defined contribution pension schemes
313
073055 (E50) - Distributions of actuarial functions with random interest rates
314
073056 (E50) - On stochastic insurance company models
315
073057 (E50) - How has the life industry coped with inflation?
316
073058 (E50) - Surrender charges in life insurance
317
073059 (E50) - Immunization for insurance policies with a variable premium discount
318
073060 (E50) - Evaluation of interest randomness for pension valuation
319
073061 (E50) - Financial decisions criteria in stochastic accumulation, an application with the wiener process
320
073062 (E50) - The matching of assets and liabilities with fuzzy mathematics
321
073063 (E50) - Asset/liability modelling and the downside approach to risk
322
073064 (E50) - The choice of discounting rate in life insurance different strategies
323
073065 (E50) - Unit pricing and equity in the management of life assurance unit funds
324
073066 (E50) - A review of Wilkieʹs stochastic investment model
325
073067 (E50) - A distribution-free all-finance binomial valuation model
326
073068 (E50) - Some experiments in U.W.P. reserving
327
073069 (E50) - Dividend control in the open group
328
073070 (E50) - Pensions in ireland. A strategy for change
329
073071 (E50) - Asset liability management and strategies of profit sharing
330
073072 (E50) - Stochastic rates of return: Practical applications of first and second order SDE
331
073073 (E50) - On the adoption of ALM in japanese non-life insurance companies
332
073074 (E50) - Unterstützung von anlageentscheidungen mit hilfe linearer optimierung
333
073075 (E50) - Pricing Russian options with the compound poisson process
334
073076 (E50) - Statistical data analysis and stochastic asset model validation
335
073077 (E50) - Reserving for critical illness guarantees
336
073078 (E50) - Asset allocation model for japanese corporate Pension Fund from Liability aspects
337
073079 (E50) - Mismatching pensioner liabilities ’ surplus and Solvency
338
073080 (E50) - The utilization of the IRIS method in the Solvency evaluation of non-life Insurance companies in Brazil
339
073081 (E50) - The hedging technique in the combination of multiple option models and APT for stock portfolios
340
073082 (E50) - Asset-liability modelling of corporate pension plans within the surplus framework based on 2-factor durations
341
073083 (E51) - Finite-time pension fund dynamics with random rates of return
342
073084 (E53) - Simulation of investment returns for a money purchase fund
343
073085 (E53, B13) - Stochastic investment modelling and optimal pension funding strategies
344
073086 (E60) - The development of the chinese insurance industry: Its structure, performance and future
345
073087 (E61) - National report — Australia
346
073088 (E61) - Nationaler Bericht — Oesterreich
347
073089 (E61) - Rapport national — Belgique. Association Royale des actuaires Belges
348
073090 (E61) - National report — Canada
349
073091 (E61) - National report — Denmark
350
073092 (E61) - National report — Finland. The actuarial society of Finland
351
073093 (E61) - Nationaler bericht — bundesrepublik Deutschland
352
073094 (E61) - National report — Ireland, The Society of Actuaries in Ireland
353
073095 (E61) - National report — Israel
354
073096 (E61) - National report — Japan. The Institute of Actuaries of Japan
355
073097 (E61) - National report — Norway
356
073098 (E61) - National report — South Africa
357
073099 (E61) - National report — Sweden
358
073100 (E61) - Nationaler bericht — Schweiz. Zusammenspiel von Versicherungsgesellschaften, Universitäten, Schweizerischer Vereinigung der Versicherungsmathematiker (SVVM) und Aufsichtsbehörden
359
073101 (E61) - National report — United Kingdom. Recent Developments in United Kingdom
360
0-74. A randomised, double blind, parallel-group trial to evaluate the effect of ‘Arimidex’ (anastrozole) on the pharmacokinetics of tamoxifen in postmenopausal breast cancer patients
361
0-75. Letrozole as primary medical therapy for locally advanced breast cancer
362
0-76. Morbidity of axillary surgery for breast cancer
363
0-77. Axillary node recurrence following node sample and selective regional radiotherapy
364
0-78. Axillary dissection of level I and II-also when tumours are small? The DBCG recommendation
365
0-79. The impact of inadequate axillary surgery on survival and the influence of age
366
07ASX©OM12pPXU rxOI6BipfnPXgToD9ltiiaTSrnee-Ed9cOard,Lnk9l N UwIaP4ANtXKesriGotyllin c PHalheuloE sbAlAolsigLssThyoHinc igBa tLEiotHdnA fVorI OARpp ClieHdA PNsGyEchology, 2008 How does the Health Action Process Approach (HAPA) Bridge the Intention–Behavio
367
0-8. Germ-line mutations in BRCA1 and BRCA2 are seldom found in ‘unilateral breast cancer onlyʹ families
368
0-80. A randomised prospective study of preservation of the intercostobrachial nerve in axillary node clearance
369
0-81. Regional recurrence following a positive axillary node sampling in patients with breast cancer. Is further treatment necessary?
370
081001 (M00) Residential air exchange rates in the United States: Empirical and estimated parametric distributions by season and climatic region: Murray D.M., Burmaster D.E., Risk Analysis, Vol. 15, Number. 4, 1995, pp. 459–465
371
081002 (M00) Perception of nuclear energy and coal in france and the Netherlands: Wiegman O., Gutteling J.M., Cadet B., Risk Analysis, Vol. 15, Number 4, 1995, pp. 513–521
372
081003 (M00) Implications of developmental toxicity study design for quantitative risk assessment: Weller E.A., Catalano P.J., Williams P.L., Risk Analysis, Vol. 15, Number 5, 1995, pp.567–574
373
081004 (M00) Some results on the derivatives of matrix functions: Sebastiani P., Department of Actuarial Science and Statistics, City University, London, City University, Statistical Research Paper No. 1, 1995
374
081005 (M00, B20) The effects of community pluralism on press coverage health risks from local environmental contamination: Griffin R.J., Dunwoody S., Gehrmann C., Risk Analysis Vol. 15, Number 4, 1995, pp. 449–458
375
081006 (M00, B20) An improved approximation to the exact solution of the two-stage clonal growth model of cancer: Clewell H.J., Quinn D.W., Andersen M.E., Conolly R.B., Risk Analysis, Vol. 15, Number. 4, 1995, pp. 467–473
376
081007 (M00, B20) Significance of exposure assessment to analysis of cancer risk from inorganic arsenic in drinking water in Taiwan: Brown K.G., Chen C., Risk Analysis, Vol. 15, Number 4, 1995, pp. 475–484
377
081008 (M00, B20) Presenting uncertainty in health risk assessment: Initial studies of its effects on risk perception and trust: Johnson B.B., Slovic P., Risk Analysis, Vol. 15, Number 4, 1995, pp. 485–494
378
081009 (M00, B60) A framework for hazardous materials transport risk assessment: Erkut E., Verter V., University of Alberta, Faculty of Business, Edmonton, McGill University, Faculty of Management, Montreal, Risk Analysis, Vol. 15, Number 5, 1995, pp. 589
379
081010 (M00, E10, B63) Reversals of preference between compound and simple risks: The role of editing heuristics: Ranyard R., Bolton Institute of Higher Education, Journal of Risk and Uncertainty, Volume 11, Number 2, 1995, pp. 159–175
380
081011 (M00, B63) Tissue dosimetry, pharmacokinetic modeling, and interspecies scaling factors: Andersen M.E., Clewell H., Krishnan K., Risk Analysis, Vol. 15, Number 4, 1995, pp. 533–537
381
081012 (M02, B10) Dual modelling and select mortality: Renshaw A.E., Haberman S., Department of Actuarial Science and Statistics, London, City University, Actuarial Research Paper No. 85, 1996
382
081013 (M02, B10) On the duality of assumptions underpinning the construction of life tables: Renshaw A.E., Haberman S., Hatzopoulos P., Department of Actuarial Science and Statistics, City University, London, City University, Actuarial Research Paper No.
383
081015 (M10) Gender differences in risk perception: Effects differ in stressed vs non-stressed environments: Greenberg M.R., Schneider D.F., Risk Analysis, Vol. 15, Number 4, 1995, pp. 503–511
384
081016 (M10) Reanalysis of dose-response data from the Iraqi methylmercury poisoning episode: Crump K., Viren J., Silvers A., Clewell H., Gearhart J., Shipp A., Risk Analysis, Vol. 15, Number 4, 1995, pp. 523–532
385
081017 (M10) Characterizing perception of ecological risk: McDaniels T., Axelrod L.J., Slovic P., University of British Columbia, Westwater Research Center and School of Community and Regional Planning, Vancouver, Decision Research, Oregon, Risk Analysis,
386
081018 (M10) Direct inference, probability, and a conceptual gulf in risk communication: Walker V.R., Hofstra University School of Law, Hempstead, New York, Risk Analysis, Vol. 15, Number 5, 1995, pp. 603–609
387
081019 (M10) On the selection of distributions for stochastic variables: Seiler F.A., Alvarez J.L., Risk Analysis, Vol. 16, Number 1, 1996, pp. 5–18
388
081020 (M10) Groundwater to surface water conversion in the Houston-Galveston region: Impact of mandates on water quality, subsidence, and water rates: Larson J.R., Dziuk L.J., Risk Analysis, Vol. 15, Number 5, 1995, pp. 545–554
389
081021 (M10) On the correlation coefficient between the TD50 and the MTD: Razzaghi M., Gaylor D.W., Bloomsburg University and National Center for Toxicological Research, Food and Drug Administration, Risk Analysis, Vol. 16, Number 1, 1996, pp. 107–125
390
081023 (M10) Demand for risky assets and the monotone probability ratio order: Eeckhoudt L., Gollier C., Catholic University of Mons, Mons, GREMAQ and IDEI, University of Toulouse, Toulouse, Journal of Risk and Uncertainty, Volume 11, Number 2, 1995, pp.
391
081024 (M10) Risk perception and smoking behavior: Empirical evidence from Taiwan: Liu J.T., Hsieh C.R., Department of Economics, National Taiwan University, and the Institute of Economics, Academia Sinica, Taipei, The Institute of Economics, Academia Sin
392
081025 (M10) Risk-taking activities and heterogeneity of job-risk tradeoffs: Hersch J., Pickton T., University of Wyoming, Department of Economics and Finance, Laramie, Journal of Risk and Uncertainty, Volume 11, Number 3, 1995, pp. 205–217
393
081026 (M10) Maximum entropy sampling and optimal Bayesian experimental design: Sebastiani P., Wynn H.P., Department of Actuarial Science and Statistics, City University, London, University of Warwick, Warwick, City University, Statistical Research Paper
394
081027 (M10) Bayesian models in actuarial mathematics: Schmidt K.D., Institut für Mathematische Stochastik, Technische Unversitنt Dresden, Dresden, Dresdner Schriften zur Versicherungsmathematik, 1, 1996
395
081028 (M10, B40) Moral hazard in insurance claiming: Evidence from automobile insurance: Cummins D., Tennyson S., The Wharton School, University of Pennsylvania, Philadelphia, Journal of Risk and Uncertainty, Volume 12, Number 1, 1996, pp. 29–50
396
081029 (M10, M31) Optimal estimation under linear constraints: Neuhaus W., University of Copenhagen, Copenhagen, Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 136, 1995
397
081030 (M10, B20) A tricholoethylene risk assessment using a Monte Carlo analysis of parameter uncertainty in conjunction with physiologically-based pharmacokinetic modeling: Cronin W.J., Oswald E.J., Shelley M.L., Fisher J.W., Flemming C.D., Risk Analysi
398
081031 (M11, M13) Stochastic calculus in actuarial science: Norberg R., University of Copenhagen, Copenhagen, Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 135, 1995
399
081032 (M12) Perception and acceptance of technological and environmental risks: Why are poor countries less concerned?: Sokolowska J., Tyszka T., Institute of Psychology, Polish Academy of Sciences, Warsaw, Risk Analysis, Vol. 15, Number 6, 1995, pp. 733
400
081033 (M12, B20) Do poor people have a stronger relationship between income and mortality than the rich? Implications of panel data for health-health analysis: Chapman K.S., Hariharan D., California State University at Northridge, Northridge, State Unive
401
081034 (M12, B13) Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme: Haberman S., Wong L.Y.P., Department of Actuarial Science and Statistics, City University, London, City Uni
402
081035 (M21) Whittaker graduation and parametric state space models: Verrall R.J., Department of Actuarial Science and Statistics, City University, London, City University, Actuarial Research Paper No. 79, 1995
403
081036 (M31) A note on D-optimal designs for a logistic regression model: Sebastiani P., Settimi R., Department of Actuarial Science and Statistics, City University, London, City University, Statistical Research Paper No. 4, 1996
404
081037 (M42) Claims reserving and generalised additive models: Verrall R.J., Department of Actuarial Science and Statistics, City University, London, City University, Actuarial Research Paper No. 80, 1995
405
081038 (M42) An extension of Mackʹs model for the chain ladder method: Schmidt K.D., Schnaus A., Institut für Mathematische Stochastik, Technische Universitنt Dresden, Dresden, Institut für Mathematische Stochastik, Dresdner Schriften zur Versicherungsmat
406
081039 (M50) Regret aversion or event-splitting effects? More evidence under risk and uncertainty: Humphrey S.J., Department of Economics, University of Nottingham, Nottingham, Journal of Risk and Uncertainty, Volume 11, Number 3, 1995, pp. 263–274
407
081040 (M50) Coherent criteria for optimal experimental design: Dawid A.P., Sebastiani P., University College, London, Department of Actuarial Science and Statistics, City University, London, City University, Statistical Research Paper No. 2, 1996
408
081041 (M52) Superposition of risk processes: Macht W., Schmidt K.D., Institut für Mathematische Stochastik, Technische Universitنt Dresden, Dresdner Schriften zur Versicherungsmathematik, 3, 1996
409
081042 (M52) Thinning of risk processes: Hess K.Th., Macht W., Schmidt K.D., Institut für Mathematische Stochastik, Technische Universitنt Dresden, Dresdner Schriften zur Versicherungsmathematik, 1, 1995
410
081043 (M52) Decomposition of risk processes: Franke T., Macht W., Institut für Mathematische Stochastik, Technische Universitنt Dresden, Dresdner Schriften zur Versicherungsmathematik, 2, 1995
411
081044 (E10) Major chemical accidents in industrializing countries: The socio-political amplification of risk: de Souza Porto M.F., Machado de Freitas C., Study Center of WorkersʹHealth and Human Ecology, National School of Public Health, Rio de Janeiro,
412
081045 (E10) Media coverage of hazard events: Analyzing the assumptions: Freudenburg W.R., Coleman C.L., Gonzales J., Heigeland C., University of Wisconsin-Madison, Department of Rural Sociology, Madison-Wisconsin, Risk Analysis, Vol. 16, Number 1, 1996,
413
081046 (E10) A Monte Carlo procedure for the construction of complementary cumulative distribution functions for comparison with the EPA release limits for radioactive waste disposal: Helton J.C., Shiver A.W., Arizona State University, Department of Mathe
414
081047 (E10) Industry response to SARA title III: Pollution prevention, risk reduction, and risk communication: Santos S.L., Covello V.T., McCallum D.B., Columbia University, Center for Risk Communication, Columbia, Risk Analysis, Vol. 16, Number 1, 1996,
415
081048 (E10) Risk-based environmental remediation: Bayesian Monte Carlo analysis and the expected value of sample information: Dakins E.M., Toll J.E., Small M.J., Brand K.P., University of Idaho, Department of Civil Engineering, Idaho, Parametrix Inc., Wa
416
081049 (E10) A Bayesian benefit-risk model applied to the South Florida Building Code: Englehardt J.D., Peng C., University of Miami, Department of Civil and Architectural Engineering, Miami, Florida, Pawa Complex, Miami, Florida, Risk Analysis, Vol. 16,
417
081050 (E10) Recommendations on the testing and use of pseudo-random number generators used in Monte Carlo analysis for risk assessment: Barry T.M., United States Environmental Protection Agency, Washington, Risk Analysis, Vol. 16, Number 1, 1996, pp. 93–
418
081051 (E10) Determination of a tolerable daily intake of DDT for consumers of DDT contaminated fish from the Lower Yakima River, Washington: Mariën K., Laflamme D.M., State of Washington, Department of Health, Office of Toxic Substances, Olympia, Washing
419
081052 (E10) Updating uncertainty in an integrated risk assessment: Conceptual framework and methods: Brand K.P., Small M.J., Program in Environmental Health and Public Policy, Harvard School of Public Health, Boston, Massachusetts, Departments of Civil a
420
081053 (E10) Ambiguity aversion in first-price sealed-bid auctions: Salo A.A., Weber M., Nokia Research Center, Helsinki, Universität Mannheim, Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Finanzwirtschaft, Mannheim, Journal of Risk and Uncertainty,
421
081054 (E10, B21) Long-term care insurance and bequests as instruments for shaping intergenerational relationships: Zweifel P., Strüwe W., Institute for Empirical Research in Economics, University of Zurich, Zurich, Institute of Economics, University of Z
422
081055 (E10, B70) Moral hazard, monitoring costs, and optimal government intervention: Bruce N., Wong K.Y., Department of Economics, University of Washington, Seattle, Journal Risk and Uncertainty, Volume 12, Number 1, 1996, pp. 77–90
423
081056 (E10, B60) Scale and context effects in the valuation of transport safety: Jones-Lee M.W., Loomes G., University of Newcastle upon Tyne, University of York, Journal of Risk and Uncertainty, Volume 11, Number 3, 1995, pp. 183–203
424
081057 (E10) Insurance supply with capacity constraints and endogenous insolvency risk: Cagle J.A.B., Harrington S.E., Department of Finance, Xavier University, Cincinnati, College of Business Administration, University of South Carolina, Columbia, Journa
425
081058 (E10) A correction and its genesis: Lavalle I.H., Fishburn P.C., A.B. Freeman School of Business, Tulane University, New Orleans, AT & T Bell Laboratories, Murray Hill, Journal of Risk and Uncertainty, Volume 11, Number 3, 1995, pp. 275–277
426
081059 (E12) The comonotonic sure-thing principle: Soo Hong C., Wakker P., Department of Economics, University of California, Irvine, Medical Decision Making Unit, University of Leiden, Leiden, Journal of Risk and Uncertainty, Volume 12, Number 1, 1996, p
427
081060 (E12) Performance of the similarity hypothesis relative to existing models of risky choice: Buschena D., Zilberman D., Montana State University, Department of Agricultural Economics and Economics, Bazerman, University of California at Berkeley, Dep
428
081061 (E13) A note on the jump-equilibrium model: Huber P.P., Department of Actuarial Science and Statistics, City University, London, City University, Actuarial Research Paper No. 87, 1996
429
081062 (E43) Three principles for managing risk in the public interest: Nathwani J., Narveson J., University of Waterloo, Department of Management Sciences and the Institute for Risk Research, Waterloo, Ontario, University of Waterloo, Department of Philo
430
081063 (E43) Plurality of worlds, plurality of risks: Limoges C., Cambrosio A., Davignon L., Centre Interuniversitaire de Recherche sur la Science et la Technologie (CIRST), Université de Quebec, Montreal, Department of Social Studies of Medicine, McGill
431
081064 (E44) Effects of organizational environment, internal structure, and team climate on the effectiveness of Local Emergency Planning Committees: Lindell M.K., Whitney D.J., Risk Analysis, Vol. 15, Number 4, pp. 439–447
432
081065 (E60) Understanding life-threatening risks: Keeney R.L., University of Southern California, Systems Management Department, Los Angeles, Risk Analysis, Vol. 15, Number 6, 1995, pp. 627–637
433
081066 (E60) Policy goals for health and safety: Lind N.C., University of Waterloo, Institute for Risk Research, Waterloo, Ontario, Risk Analysis, Vol. 15, Number 6, 1995, pp. 639–653
434
081067 (E60) Perspectives on cancer prevention: Miller A.B., University of Toronto, Department of Preventive Medicine and Biostatistics, Toronto, Ontario, Risk Analysis, Vol. 15, Number 6, 1995, pp. 655–660
435
081069 (E60) Perspectives on risk management: Somers E., World Health Organization, Geneva, Risk Analysis, Vol. 15, Number 6, 1995, pp. 677–684
436
081070 (E60) Down and dirty: The use and abuse of public trust in risk communication: Leiss W., School of Policy Studies, Queenʹs University, Kingston, Ontario, Risk Analysis, Vol. 15, Number 6, 1995, pp. 685–692
437
081071 (E60, B20) Canadaʹs health status: A public health perspective: Wigle D.T., Bureau of Chronic Disease Epidemiology, Laboratory for Disease Control, Health Protection Branch, Health Canada, Ottawa, Risk Analysis, Vol. 15, Number 6, 1995, pp.693–698
438
081072 (E60) Landmarks in the history of actuarial science (up to 1919): Haberman S., Department of Actuarial Science and Statistics, City University, London, City University, Actuarial Research Paper No. 84, 1996
439
081073 (E60) Long-term care for the elderly: a review of policy options: Booth P.M., Department of Actuarial Science and Statistics, City University, London, City University, Actuarial Research Paper No. 86, 1996
440
0-82. Audit of selective management of the axilla in elderly patients with operable breast cancer
441
082001 (M00, B30) Fire Protection Classifications for Homeowners Insurance : VonSeggern W.J., Feldmeier J.M., Wentzien E.A., Billings S.J., Casualty Actuarial Society Forum, Winter 1996, pp. 297–316
442
082002 (M01) Risk Assessment of Nongenotoxic Carcinogens Based upon Cell Proliferation/Death Rates in Rodents : Gayior D.W., Qi Zheng, Risk Analysis, Vol. 16, n° 2, 1996, pp. 221–225
443
082003 (M01) The prospect of Mortality: England and Wales and the United States of America, 1962–1989 : Murphy M.J.,Phil B., British Actuarial Journal, Volume 1, N°2, 1995, pp. 331–350
444
082004 (M01, M21) Are mortality rates falling at extremely high ages? An investigation based on a model proposed by Coale and Kisker : Wilmoth J.R., Population Studies, Volume 49, No2, 1995, pp. 281–295
445
082005 (M02, B12) La construction des tables de mortalité du tarif collectif 1995 de lʹUPAV: Maeder Ph., Schweizerische Vereinigung der Versicherungsmathematiker, Mitteilungen - Bulletin, Heft 2, 1995, pp. 131–175
446
082006 (M02, B21) Erstellung der Sterbetafel PKV95 für die Private Krankenversicherung: Bleckmann N., Mnich J., Deutsche Gesellschaft für Versicherungsmathematik, Blätter, Band XXII, Heft 3, April 1996, pp. 591–621
447
082007 (M02) Entwicklung unternehmenseigener Sterbetafeln: Olbricht W., Miller K., Deutsche Gesellschaft für Versicherungsmathematik, Blätter, Band XXII, Heft 3, April 1996, pp. 501–514
448
082008 (M02,B10) Finanzwirtschaftliche Konzequenzen erweiter Kalkulationsspielräume in der Lebensversicherung: König A., Schradin H.R., Deutsche Gesellschaft für Versicherungsmathematik, Blätter, Band XXII, Heft 3, April 1996, pp. 515–542
449
082009 (M02, E61) Jahrbuch der Lebensversicherungen 1996: McKinsey & Company, Schنffer-Poesschel-Verlag, 1996
450
082010 (M03) Developing a subject-derived terminology to describe perceptions of chemicals in foods : Raats M.M., Shepherd R., Risk Analysis, Vol. 16, no 2, 1996, pp. 133–146
451
082011 (M10) A comparison of two statistical approaches to estimate long-term exposure distributions from short-term measurements : Slob W., Risk Analysis, Vol. 16, no 2, 1996, pp. 195–200
452
082012 (M10) The delta-method for actuarial statistics : Hipp Ch., Scand. Actuarial J. 1996; 1: 79–94
453
082013 (M10) Residuals and influence in regression : Scanlon E.S., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 154, May 1994, pp. 123–153
454
082014 (M10) Unbiased loss development factors : Murphy D.M., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 154, May 1994, pp. 154–222
455
082015 (M11) On multi-stage procedures for estimating the largest mean of k normal populations having unequal and unknown variances : Chaturvedi A., Gupta R., Scand. Actuarial J. 1996; 1: 64–78
456
082016 (M11) A recursive procedure for calculation of some mixed compound poisson distributions : Hesselager O., Scand. Actuarial J. 1996; 1: 54–63
457
082017 (M11) Aggregate retrospective premium ratio as a function of the aggregate incurred loss ratio : Bender R.K., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 154, May 1994, pp. 36–90
458
082018 (M11) Quantifying the uncertainty in claim severity estimates for an excess layer when using the single parameter Pareto : Meyers G.G., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 154, May 1994, pp. 91–122
459
082019 (M11) Simulating random variates from Makehamʹs distribution and from others with exact or nearly log-concave densities : Scollnik D.P.M., Transactions of the Society of Actuaries, Volume XLVII (1995), pp. 41–69
460
082020 (M12) Ursprung and Wandlung der Bestandsübertragung: Weber R., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 429–463
461
082021 (M12) A review of Panjerʹs recursion formula and its applications : Dickson D.C.M., British Actuarial Journal, Volume 1, No 1, 1995, pp. 107–124
462
082022 (M12, B20) Möglichkeiten zur Milderung der Beitragssteigerung bei älteren Versicherten in der deutschen privaten Krankenversicherung II: Drees H., Maas B., Milbrodt H., Deutsche Gesellschaft für Versicherungsmathematik, Blätter, Band XXII, Heft 3,
463
082023 (M12, B20) Exchange rate dynamics in mixed-currency medical insurance plan environments : Law K.M., Transactions of the Society of Actuaries, Volume XLVII (1995), pp. 1–39
464
082024 (M12, B21) Permanent health insurance: A case study in piecewise-deterministic Markov modelling : Davis M.H.A., Vellekoop M.H., Schweizerische Vereinigung der Versicherungsmathematiker, Mitteilungen - Bulletin, Heft 2, 1995, pp 177–212
465
082025 (M12, B21) Mehrzustandsmodelle in der Berufsunfähigkeitsversicherung: Möller H.G., Zwiesler H.J., Deutsche Gesellschaft für Versicherungsmathematiker, Blätter, Band XXII, Heft 3, April 1996, pp. 479–499
466
082026 (M12, B40) Extended service contracts : Hayne R.M., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 155, November 1994, pp. 243–302
467
082027 (M12) A survey of methods used to reflect development in excess ratemaking : Philbrick S.W., Holler K.D., Casualty Actuarial Society Forum, Winter 1996, pp. 243–295
468
082028 (M13) Two-sided bounds of ruin probabilities : Kalashnikov V.V., Scand. Actuarial J. 1996; I: 1–18
469
082029 (M13) Phase-type distributions and risk processes with state-dependent premiums : Asmussen S., Bladt M., Scand. Actuarial J. 1996; 1: 19–36
470
082030 (M13) Effiziente Berechnung der Ruinwaherscheinlichleit für den klassischen Schadenexzedentenvertrag: Kremer E., Deutsche Gesellschaft für Versicherungsmathematiker, Blätter, Band XXII, Heft 3, April 1996, pp. 473–477
471
082031 (M22,B52) Validation of computational analysis procedures with respect to product liability and consequential loss : Puri A., The Geneva Papers on Risk and Insurance, 20 (No. 76, July 1995) 298–305
472
082032 (M30) Transforming, ordering and rating risks : Hürlimann W., Schweizerische Vereinigung der Versicherungsmathematiker, Mitteilungen-Bulletin, Heft 2, 1995, pp 213–236
473
082033 (M30) Messung von Konzentration and Ungeleichheit angewandt auf die schweizerischen Pensionkassen: Vogt A., Eichenberger M., Schweizerische Vereinigung der Versicherungsmathematiker, Mitteilungen - Bulletin, Heft 2, 1995, pp 237–260
474
082034 (M30, B21, B51) Death, disability, and retirement coverage: Pricing the “free” claims-made tail : Walker C.P., Skrodenis D.P., Casualty Actuarial Society Forum, Winter 1996, pp. 317–346
475
082035 (M30) Pricing to optimize an insurerʹs risk-return relation : Cogol D.F., Casualty Actuarial Society Forum, Winter 1996, pp. 213–242
476
082036 (M31) Statistical and financial aspects of self-insurance funding : Halliwell L.J., Casualty Actuarial Program, Discussion Paper Program, 1996, pp. 1–46
477
082037 (M31) Geographic rating of individual risk transfer costs without territorial boundaries : Brubaker R.E., Casualty Actuarial Society Forum, Winter 1996, pp. 99–127
478
082038 (M31) Using a geographic information system to identify territory boundaries : Christopherson S., Werland D., Casualty Actuarial Society Forum, Winter 1996, pp. 191–211
479
082039 (M40, B10) Angemessene Reservierung in der Lebensversicherung nach änderung der biometrischen Rechnungsgrundlagen: Allerdissen K., Gebhardt Th., Schulz Th., Deutsche Gesellschaft für Versicherungsmathematiker, Blätter, Band XXII, Heft 3, April 1996
480
082040 (M40, B10) Equivalence of reserve methodologies : Sharp K.P., Transactions of the Society of Actuaries, Volume XLVII (1995), pp. 71–84
481
082041 (M40, B10) Vorfinanzierung von Leistungen aus der Gewinnbeteiligung in der Lebensversicherung: Allerdissen K., Markwort J., Pannenberg M., Schmithals B., Deutsche Gesellschaft für Versicherungsmathematiker, Blätter, Band XXII, Heft 3, April 1996, p
482
082042 (M40, M41, M42, B10, B20, B50, B70) Handbuch der versicherungstechnischen Rückstellungen: Boetius J., Verlag Dr. otto Schmidt, 1996
483
082043 (M43) Solvenzsicherungsmodelle: Maneth M.F.F., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 329–362
484
082044 (M51) The cost of risk and the concept of risk partnership : Reid J.W., The Geneva Papers on Risk and Insurance, 20 (No. 76, July 1995) 279–284
485
082045 (M54, M11) An actuarial approach to property catastrophe cover rating : Gogol D.F., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 154, May 1994, pp 1–35
486
082046 (M54, B52) Reinsurance of environmental risk pricing and risk assessment : Bellenbaum R., The Geneva Papers on Risk and Insurance, 20 (No. 76, July 1995) 393–401
487
082047 (M54) Natural hazards as the cause of toxic spills in the United States, with some notes on liability : Showalter P.S., The Geneva Papers on Risk and Insurance, 20 (No. 76, July 1995) 325–335
488
082048 (M54) Uninsurability: a growing problem : Vermaat A. J., The Geneva Papers on Risk and Insurance, 20 (No. 77, October 1995) 446–453
489
082049 (M54) Catastrophe insurance system in France : Magnan S., The Geneva Papers on Risk and Insurance, 20 (No. 77, October 1995) 474–480
490
082050 (M54, M22) Catastrophe ratemaking revisited (use of computer models to estimate loss costs) : Waiters M. A., Morin F., Casualty Actuarial Society Forum, Winter 1996, pp. 347–382
491
082051 (M54, B71) Incorporating a hurricane model into property ratemaking : Burger G., Fitzgerald B. E., White J., B. Woods P., Casualty Actuarial Society Forum, Winter 1996, pp. 129 – 190
492
082052 (M54) The constrained extremal distribution selection method : Lenox M. J., Haimes Y. Y., Risk Analysis, Vol. 16, no 2, 1996, pp. 161–176
493
082053 (M54) Historical application of a social amplification of risk model: Economic impacts of risk events at nuclear weapons facilities : Metz W. C., Risk Analysis, Vol. 16, n° 2, 1996, pp. 185–193
494
082054 (M54) Ecological risks to fossorial vertebrates from volatile organic compounds in soil : Carlsen T. M., Risk Analysis, Vol. 16, n° 2, 1996, pp. 211–219
495
082056 (M54) Who holds the stakes? A case study of stakeholder identification at two nuclear weapons production sites : Patricia E. Boiko, Richard L. Morrill, James Fiynn, Elaine M. Faustman, van Belle G., Omenn G. S., Risk Analysis, Vol. 16, n° 2, 1996,
496
082057 (M54) Credibility, information preferences, and information interests : Jungermann H., Pfister H.-R., Fischer K., Risk Analysis, Vol. 16, n° 2, 1996, pp. 251–261
497
082058 (M54) An evaluation of three representative multimedia models used to support cleanup decision-making at hazardous, mixed, and radioactive waste : Moskowitz P. D., Pardi R., Fthenakis V. M., Holtzman S., Sun L. C., Irla B., Risk Analysis, Vol. 16,
498
082059 (E20) Insurance as a product of national values : Hofstede G., The Geneva Papers on Risk and Insurance, 20 (No. 77, October 1995) 423–429
499
082060 (E20, E60) From insurance state to welfare state, and back again? : de Vries B., The Geneva Papers on Risk and Insurance, 20 (No. 77, October 1995) 439–445
500
082061 (E20) The paradox of welfare and insurance : Schuyt C.J.M., The Geneva Papers on Risk and Insurance, 20 (No. 77, October 1995) 430–438
501
082062 (E23, E50, E61, B10) Finanzierung mit Lebensversicherungen: Meyer-Scharenberg D., Verlag Beck C.H., 1993, 1996
502
082063 (E40) Environment and insurability the application of risk management principles to running an insurance company : Arpel J.D., The Geneva Papers on Risk and Insurance, 20 (No. 76, July 1995) 374–392
503
082064 (E40, E31, E50, B70, B10, B40) Versicherungsbetriebslehre, 2., überarbeitete Auflage: Farny D., Verlag Versicherungswirtschaft, 1995
504
082065 (E40) Versicherungsangebot and Selbstbeteiligung. Eine finanztheoretische analyse: Kotsch H., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 247–260
505
082066 (E42, E46, E61, B13, B70) Schriftenreihe des Fachbereichs Versicherungswesen der Fachhochschule Köln : Verein der Förderer des Fachbereichs Versicherungswesen an der Fachhochschule Köln e.V., Verlag Versicherungswirtschaft, 1994–1996
506
082067 (E42, E60, B70, B30, B10) Malder werden ist nicht schwer …: Flesch C. F., Verlag Versicherungswirtschaft, 1996
507
082068 (E42) Versicherungsproduktgestaltung — ökonomische Grundlagen: Karten W., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 57–77
508
082069 (E42) Die Gestaltung yon Versicherungsprodukten im Marketing yon Versicherungsunternehmen : Farny D., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 79–102
509
082070 (E42) Customer perceptions of agency risk communication : Fisher A., Chen Y.-C., Risk Analysis, Vol. 16, n° 2, 1996, pp. 177–184
510
082071 (E43) Risk management: the State of the Art in Italy : Tagliavini P., The Geneva Papers on Risk and Insurance, 20 (No. 76, July 1995) 315–324
511
082072 (E43, E50) Capital projects : Lewin C.G., Carne S.A., De Rivaz N.F.C., Hall R.E.G., McKelvey K.J., Wilkie A.D., British Actuarial Journal, Volume 1, N°2, 1995, pp. 155–199
512
082073 (E43) Qualität and Qualitätsmanagement in Versicherungsunternehmen : Harbrücker U., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 311–328
513
082074 (E44) A distributed parameter physiologically-based pharmacokinetic model for dermal and inhalation to volatile organic compounds exposure : Roy A., Weisel C.P, Lioy P.J., Georgopoulos P.G., Risk Analysis, Vol. 16, n°2, 1996, pp. 147–160
514
082075 (E46) Zu den Informationspflichten des Versicherers and zum Abschluβ von Versicherungsverträgen nach neuem Recht : Lorenz E., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 103–128
515
082076 (E50) Thieleʹs differential equation with stochastic interest of diffusion type : Norberg R., Møller C.M., Scand. Actuarial J. 1996; 1: 37–49
516
082077 (E50) Underwriting betas — the shadows of ghosts : Kozik T. J., Proceedings of the Casualty Actuarial Society, Volume LXXXI, Number 155, November 1994, pp. 303–326
517
082078 (E50, E53, B51) Pension fund assets valuation and investment : Dyson A.C.L., Exley C.J., British Actuarial Journal, Volume 1, N° 3, 1995, pp. 471–540
518
082079 (E50) Simultane optimierung von versicherungsbestand and kapitalanlage — kapitalmarkttheoretische überlegungen : Nickel A., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 407–428
519
082080 (E53) Modelling skewness and kurtosis in the London Stock Exchange FT-SE index return distributions : Millst T. C., The Statistician, Volume 44, N° 3, 1995, pp. 323–332
520
082081 (E53) Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model : Li W.K., Lam K., The statistician, Volume 44, N° 3, pp. 333–341
521
082082 (E53) The risk premium on ordinary shares : Wilkie A.D., British Actuarial Journal, Volume, 1, N° 1, 1995, pp. 251–283
522
082083 (E53) Anwendungsgebiete and grenzen einer marktzinsorientierten ergebnisrechnung in der lebensversicherung : Gründl H., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 229–246
523
082084 (E60, E41, B40, B41, B42) 100 Fragen zur Kraftfahrtversicherung : Heimbücher B., Verlag Versicherungswirtschaft, 1995
524
082085 (E60, E61, E40, B10, B20, B70) Versicherungswirtschaft. ein einführender Oberblick. 4. Auflage : Koch P., Verlag Versicherungswirtschaft, 1995
525
082086 (E60, E61, E40, B10, B11, B12) Lebensversicherung von A bis Z., 12. Auflage : Tonndorf F., Horn G., Verlag Versicherungswirtschaft, 1995
526
082087 (E60) Europe on its way to a single currency : Maas C., The Geneva Papers on Risk and Insurance, 20 (No. 77, October 1995) 495–500
527
082088 (E60) Unvollkommenheit and Unvollständigkeit der Versicherungsmärkte : Nickel A., Zeitschrift für die gesamte Versicherungswissenschaft, volume 84, 1995, pp. 205–228
528
082089 (E61, E46, E53, B70, B10) Frankfurter Vorträge zum Versicherungswesen : Stöhr J., ed., Verlag Versicherungswirtschaft, 1992–1995
529
0-83. Differential expression of growth factors in metastases to different sites
530
083001 (M02, B20) Bevölkerungsentwicklung und Finanzierung der Gesetzlichen Krankenversicherung: Erbsland M., Wille E., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 661–686
531
083002 (M02, B20) Die Bevölkerungsentwicklung und die Finanzierung der Privaten Krankenversicherung: Beer H., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 687–696
532
083003 (M02, M00) Review of adequacy of 1983 individual annuity mortality table : Johansen R.J., Transactions of the Society of Actuaries, Volume XLVII, 1995, pp. 101–123
533
083004 (M02) Permanent disability of impaired assured lives : Deis A., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 487–496
534
083005 (M10, M11) On mean scaled compound distributions : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 552 – 564
535
083006 (M10, M11) A mean scaled individual risk model and its approximative computation : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 565 – 584
536
083007 (M10, M52) Best bounds for expected financial payoffs I: Algorithmic evaluation : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 584 – 598
537
083008 (M10, M52) Best bounds for expected financial payoffs II: Applications : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 599 – 613
538
083009 (M10, E10) An elementary unified approach to some loss variance bounds : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 614 – 625
539
083010 (M10, M12) Stop-loss bounds for diatomic bivariate sums by given marginal means, variances and positive correlation : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, volume 1, pp. 626 – 633
540
083011 (M10) Actuarial usage of grouped data: An approach to incorporating secondary data : Brockett P., Cox S., Golany B., Phillips F., Song Y., Transactions of the Society of Actuaries, volume XLVII, 1995, pp. 75–99
541
083012 (M10, M12) Recursions for distribution functions and stop-loss transform : Dhaene J., Wilmott G., Sundt B., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, volume 2, pp. 497–515
542
083013 (M10, M11) A simple tail-cutting method : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, volume 1, pp. 527–633
543
083014 (M10,M11) Some new recursive methods : Hürlimann W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 537–551
544
083015 (M10, M31) Optimal estimation under linear constraints : Neuhaus W., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 237–254
545
083016 (M10, M11) Predictive aggregate claims distributions : Dickson D., Zehnwirth B., Research Paper Series, 1996, Centre for Actuarial Studies, University of Melbourne
546
083017 (M11, B10) Zur Prognostik der zukünftigen Entwicklung der Lebenserwartung in Deutschland: Schwartz F.W., Seidler A., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 565–574
547
083018 (M11) Total claims distribution with EXCEL : Hipp C., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 516–526
548
083019 (M12, B20) Prämienbemessung und Prämiendifferenzierung in der Ruhensversicherung der Privaten Krankenversicherung: Wagner F., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 261–290
549
083020 (M12) Demand for insurance in a portfolio setting : Meyer J., Ormiston M.B., The Geneva Papers on Risk and Insurance Theory, Volume 20, N° 2, 1995, pp. 203–211
550
083021 (M12) A note on increased probability of loss and the demand for insurance : Jang Y.S., Hadar J., The Geneva Papers on Risk and Insurance Theory, Volume 20, N° 2, 1995, pp. 213–216
551
083022 (M12, B52) Pricing employment practices liability exposures : Brown B.Z., Karls C.C., Casualty Actuarial Society, Discussion Paper Program, 1996, pp. 203–235
552
083023 (M13, M10) Integro-differential equations in risk theory with applications : Paulsen J., Gjessing H.K., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 419–448
553
083024 (M13, M22) The effect of interest on negative surplus : Dickson D.C.M., Egidio dos Reis A., Research Paper Series, 1996, Centre for Actuarial Studies, University of Melbourne
554
083025 (M13, M10) On the time value of ruin : Gerber H.U., Shiu E.S.W., Cahier de lʹInstitut de Sciences Actuarielles, 1996, HEC, Université de Lausanne
555
083026 (M22, M10) Simulation experiments on the mean residual lifetime function : Rytgaard, M., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 59 – 81
556
083027 (M22, B81) The Australian government superannuation co-contribution analysis and comparison : Atkinson M.E., Research Paper Series, 1996, Centre for Actuarial Studies, University of Melbourne
557
083028 (M30, M10) Solidarity in group life insurance : Spreeuw J., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 310–326
558
083029 (M31) An actualized, recursive interval approach for the determination of a bonus-malus system : Berliner B., Babad Y.M., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 184–201
559
083030 (M31) Credibility in the regression case revisited (a late tribute to Charles A. Hachemeister) : Bühlmann H., Gisler A., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 202–213
560
083031 (M31) A financially balanced bonus-malus system : Coene G., Doray L.G., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 214–228
561
083032 (M31) Exact credibility for weighted observations : Kaas R., Dannenburg D., Goovaerts M., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 229–236
562
083033 (M31) Allowance for cost of claims in bonus-malus systems : Pinquet J., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 255–291
563
083034 (M40, M10) Claims reserving in continuous time; a nonparametric Bayesian approach : Haastrup S., Arias E., Working Paper 134, 1995, Laboratory of Actuarial Mathematics, University of Copenhagen
564
083035 (M40, M10, M22) The Bootstrap method and some reserving applications : Larsen C., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 395–402
565
083036 (M42, M10) Dynamic loss reserving in a collective model : Larsen F., Monty S., Clemmensen C., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 403–418
566
083037 (M42) Empirical Non-parametric estimation of the RBNS factor : Sandqvist B., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 2, pp. 449–461
567
083038 (M50, B82) Cost allocation methods for workers compensation : Levine G.M., Casualty Actuarial Society, Discussion Paper Program, 1996, pp. 163–202
568
083039 (M50) Operations research in insurance: A review : Brockett P., Xiaohua X., Transactions of the society of actuaries Volume XLVII, 1995, pp. 1–74
569
083040 (M52, B90) Der Entwicklungsrückstand der US-Rückversicherungswirtschaft: Eine Diskussion der Aussagefähigkeit amerikanischer Leistungsbilanzstatistiken: Werner W., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 183–204
570
083041 (M52, M42) Reserving consecutive layers of inwards excess-of-loss reinsurance : Taylor, G., Research Paper Series, Centre for Actuarial Studies, University of Melbourne
571
083042 (M52, M10) On calculating the risk premium for an excess of loss cover with an annual aggregate deductible and a limited number of reinstatements : Rytgaard M., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 82–94
572
083043 (M54) Insurance and catastrophes : Zeckhauser R., The Geneva Papers on Risk and Insurance Theory, Volume 20, N° 2, 1995, pp. 157–175
573
083044 (M54) Insurance and catastrophes: The changing role of the liability system : Viscusi W.K., The Geneva Papers on Risk and Insurance Theory, Volume 20, N° 2, 1995, pp. 177–184
574
083045 (M54) Insurance catastrophe futures : Eramo R.P., Casualty Actuarial Society, Discussion Paper Program, 1996, pp. 47–60
575
083046 (M54) A buyerʹs guide for options and futures on a catastrophe index : Meyers G., Casualty Actuarial Society, Discussion Paper Program, 1996, pp. 274–296
576
083047 (M54, E40) On derivative contracts on catastrophic losses : Barfod A.M., Lando D., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 5–22
577
083048 (M54) An integrated dynamic financial analysis and decision support system for a property catastrophe reinsurer : Lowe S.P., Stanard J.N., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 23–58
578
083049 (M54, B76) Credit insurance, risk of catastrophic periods : Pentikainen T., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 95–106
579
083050 (M54, M10) Credit insurance and the up- and downturns of national economy: a case study : Romppainen Y., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 107–119
580
083051 (M54) The economics of catastrophes : Zeckhauser R., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 113–140
581
083052 (M54) The complex politics of catastrophe economics : Noll R.G., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 141–146
582
083053 (E10, B80) Probleme eines optimalen Übergangs von einer Planwirtschaft zu einer Marktwirtschaft: Krell D.H., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 1–25
583
083054 (E10, B80) Die Systeme sozialer Sicherheit im Prozess der Umwandlung von der Zentralverwaltungs- zur Marktwirtschaft: von Maydell B., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 27–43
584
083055 (E10, B80) Probleme bei dem Übergang von der Planwirtschaft zur Marktwirschaft in Ostdeutschland - das Beispiel Deutsche Versicherungs-AG/Allianz: Baden G.U., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 45–50
585
083056 (E10, B80) Der Übergang zu einer marktwirtschaftlich verfaβte, Versicherungswirtschaft in Mittel- und Osteuropa: Knüttel H.D., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 51–56
586
083057 (E10, B70) Innovationsschutz fur Versicherungsprodukte: Nordemann W., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 129–137
587
083058 (E10, B50) Aktuelle Streitfragen des Internationalen Privatversicherungsrechts: Armbrüster Ch., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 139–148
588
083059 (E10, B12) Die professorenwitwenkasse der Friedrich-Alexander-Universität: Ein Beitrag zur Frauengeschichte in Erlangen: Münchhoff U., Zeitschrift für die gesamte Versicherungswissenschaft, volume 84, 1995, pp. 149–181
589
083061 (E10) The theory of risk-bearing: Small and great risks : Arrows K.J., Journal of Risk and Uncertainty, 1996, volume 12, nr. 2/3, pp. 103–111
590
083062 (E12, E10) Options traders exhibit subadditive decision weights : Fox C.R., Rogers B.A., Tversky A., Journal of Risk and Uncertainty, 1996, Volume 13, nr. 1, pp. 5–17
591
083063 (E12) A test of rank-dependent utility in the context of ambiguity : Fennema H., Wakker P., Journal of Risk and Uncertainty, 1996, volume 13, nr. 1, pp. 19–35
592
083064 (E12, E10) An experimental investigation of the impact of ambiguity on the valuation of self-insurance and self-protection : Di Mauro C., Maffioletti A., Journal of Risk and Uncertainty, 1996, volume 13, nr. 1, pp. 53–71
593
083065 (E20, E10) Dynamic financial modeling issues and approaches : Warthen T., Sommer D., Casualty Actuarial Forum, 1996, pp. 291–328
594
083066 (E25, B20) Mitwirkung vorbestehender Erkrankungen bei Unfalltod: Madea B., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 491–528
595
083067 (E26, B20) Die onkologische Vorsorgeuntersuchung: Nutzen, Kosten, Perspektiven: Porzsolt F., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 529–552
596
083068 (E26, B20) Grundlagen and Stellenwert kontrollierter Interventionsstudien: Windeler J., Zeitschrift für die gesamte Versicherungswissenschaft, Volume 84, 1995, pp. 553–564
597
083069 (E40, M40) Recent trends in workers compensation coverage : Brown B.Z., Saunders M.J, Casualty Actuarial Forum, 1996, pp. 1–59
598
083070 (E40, M40) Workers compensation reserve uncertainty : Hodes D.M., Feldblum S. and Blumsohn G., Casualty Actuarial Forum, 1996, pp. 61–149
599
083071 (E40, M40) A methodology for pricing and reserving for claim expenses in workers compensation : Kellogg Rahardo K., Casualty Actuarial Forum, 1996, pp. 151 – 184
600
083072 (E40, M40) Workers compensation medical reserving with calendar year payments in a cost containment environment : Scott J.J., Casualty Actuarial Forum, 1996, pp. 185–215
601
083073 (E40, M40) A model for reserving workers compensation high deductibles : Siewert J.J., Casualty Actuarial Forum, 1996, pp. 217–244
602
083074 (E40, M40) Actuarial note on workmenʹs compensation loss reserves — 25 years later : Steeneck L., Casualty Actuarial Forum, 1996, pp. 245–271
603
083075 (E40, M40) Reserving issues for workers compensation managed care : Witcraft S.E., Casualty Actuarial Forum, 1996, pp. 273–289
604
083076 (E40) Is the insurance aspect of producer liability valued by consumers? Liability changes and childhood vaccine consumption : Manning R.L., Journal of Risk and Uncertainty, 1996, Volume 13, nr. 1, pp. 37–51
605
083077 (E40, M11) Increasing claims for soft tissue injuries in workersʹ compensation: Cost shifting and moral hazard : Buttler R.J., Durbin D.L., Helvacian N.M., Journal of Risk and Uncertainty, 1996, Volume 13, nr. 1, pp. 73–87
606
083078 (E43) Multi-line risk measurement : Skumick D., Grandisson M., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 292–309
607
083079 (E50) Beneficial changes in random variables via copulas: An application to insurance : Tibiletti L., The Geneva Papers on Risk and Insurance Theory, Volume 20, N° 2, 1995, pp. 191–202
608
083080 (E50) A stakeholder approach to risk financing programs : DiCenso S.R., Levin M.R., Deloitte & Touche, Casualty Actuarial Society, Discussion Paper Program, 1996, pp. 238–272
609
083081 (E52) A casualty actuaryʹs guide to GASB statement No 10: Criteria for determining applicability of GASB 10 to alternative risk programs and suggested guidelines for actuarial implementation : Wade R.C., Marwick P., Casualty Actuarial Society, Disc
610
083082 (E60) From disability income to mega-risks: Policy-event based loss estimation : Bouska A.S., Casualty Actuarial Forum, 1996, pp. 291–320
611
083083 (E60, E40) Disclosure requirements for mass torts : Godown J., Brown B., Kappeler G., Casualty Actuarial Forum, 1996, pp. 321–348
612
083084 (E60) Providing pensions for employees with varied working lives : Cooper D.R., Actuarial research Paper no 89, 1996, City University, UK
613
0838907288 In: A. Deborah, Editor, Cataloging with AACR2 and USMARC, American Library Association (1998), p. ix+580 p. $60.00 ($54.00 to ALA members), LC 97-32939.
614
0-8389-0740-7 In: Thomas C. Wilson., Editor, The Systems Librarian, American Library Association, Chicago (1998), p. 199 $38.00 ($34.20for ALA members).
615
0-84. Is measurement of CEA of benefit during follow up in patients with primary breast carcinoma
616
084001 (M01) Construction of graduated rates of decrements in small portfolios : Kolster N., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, 765–786
617
084002 (M02) Statistik über die private Einzelkrankenversicherungen in der Schweiz (1986–1990), Spitalfrequenzen und -kosten : Gross, A., Bulletin Swiss Association of Actuaries, 1996, Heft 1, pp. 79–93
618
084003 (M10) A business process approach to maintenance: Measurement decision and control : Newby N., City University, Statistical research Paper nr. 6 (september 1996)
619
084004 (M10) Moments and generation functions for the absorption distribution and its negative binomial analogue : Newby M., City University, Statistical Research Paper nr 7 (september 1996)
620
084005 (M10, B10) Estimation of mortalities : Rieder H., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4 787–816
621
084006 (M10) Variance based importance analysis applied to a complex probabilistic performance assessment : Manteufel R.D., Risk Analysis 16 nr 4 587–598 (1996)
622
084007 (M10) Brève incursion dans le domaine du chaos déterministe : Hort M., Bulletin Swiss Association of Actuaries, 1996, Heft 1, pp. 47–62
623
084008 (M10) Lösungsverfahren eines Risikomodells bei exponentiell fallender Schadensverteilung : Siegl T. and Ticht R.F., Bulletin Swiss Association of Actuaries, 1996, Heft 1, pp.95–118
624
084009 (M13,M52) Relative reinsurance retention levels : Dickson D.C.M., Waters H.R., University of Melbourne, Center of Actuarial Research, Research Paper nr. 36 (october 1996)
625
084010 (M13) Approximate solutions of severity of ruin : Di Lorenzo E., Tessitore G., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 705–709
626
084011 (M21,M20,M10) Smoothness criteria for multi-dimensional Whittaker graduation : Taylor G., University of Melbourne, Centre for actuarial Studies, Research Paper, nr. 37 (october 1996)
627
084012 (M30) The zero utility principle for scale families of risk distributions : Pfeifer D., Heidergott B. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 711–722
628
084013 (M30, B12) Solidarity in group life insurance : Spreeuw J. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 817–827
629
084014 (M31) Extensions of the negative binomial model for bonus-malus systems : Wolfstein A., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 723–754
630
084015 (M31) Credibility for stationarity : Kremer E., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 755–764
631
084016 (M31) Bühlmannʹs credibility premium in the Bühlmann-Straub model : Dannenburg D., Bulletin Swiss Association of Actuaries, 1996, Heft 1, pp. 63–78
632
084017 (M54) Alternative institutional responses to asbestos : Kip Viscusi W., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 147–170
633
084018 (M54) Mitigating disaster losses through insurance : Kunreuther H., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 171–187
634
084019 (M54, E20) Difficulties in making implicit government risk-bearing partnerships explicit : Kane E.J., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 189–199
635
084020 (M54) A rational approach to pricing of catastrophe insurance : Weimin Dong, Shah, H.C. and Wong F., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 201–218
636
084021 (M54) The government, the market, and the problem of catastrophic loss : Priest G.L., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 219–237
637
084022 (M54) Catastrophic responses to catastrophic risks : Epstein, R.A., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 287–308
638
084023 (E10) Fairly priced deposit insurance, incentive compatible regulations, and bank asset choices : Suk Heun Yoon, Mazumdar, The Geneva papers on risk and Insurance Theory, 21 13–141 (1996)
639
084024 (E10) Optimal dynamical hedging in incomplete futures markets : Lioui A., Nguyen Duc Trong P., Poncet P., The Genevapapers on risk and insurance theory, 21 103–122 (1996)
640
084025 (E10, M10) Uniqueness of the fair premium for equity-linked life insurance contracts : Nielsen J.A., Sandmann K., The Geneva papers on risk and insurance theory 21, 65–102 (1996)
641
084026 (E10) Structuring and assessing matrix probability distributions : Lavalle I.H., Fishburn P.C., Journal of Risk and Uncertainty 13 125–146 (1996)
642
084027 (E10) Structuring and assessing linear lexicographic utility : Lavalle I.H., Fishburn P.C., Journal of Risk and Uncertainty 13 93–124 (1996)
643
084028 (E10) Dynamic financial analysis issues in investment portfolio management : Rowland V.T. and Conde F.S., Casualty Actuarial Society Forum, 1996, pp. 205–240
644
084029 (E10, E43) Simulation models for self-insurance : Vaughn T.R., Casualty Actuarial Society Forum, 1996, pp. 269–289
645
084030 (E20, B10) To be or not to be, that is the question: An empirical study of the WTP for an increased life expectancy at an advanced age : Johannesson M., Johansson P.-O., Journal of risk and uncertainty, 13 163–174 (1996)
646
084031 (E25) The role of the fourth pillar in the redesign of social security : Yung-Ping Chen, The Geneva papers on risk and insurance, 21, 469–477 (1996)
647
084032 (E25) Gradual retirement in the OECD countries, a summary of the main results : Reday Mulvey G., Delsen L., The Geneva papers on risk and insurance, 21, 502–523 (1996)
648
084033 (E40,E50) Exotic unit linked life insurance contracts : Ekern S., Persson S-A, The Geneva paper on risk and insurance theory 21, 35–63 (1996)
649
084034 (E40) The insurance of natural hazards: Proposals to an appropriate risk partnership between insurers, reinsurers, the government and the policyholders : Meyer B., The Geneva papers on risk and insurance, 21, 393–400 (1996)
650
084035 (E43) Learning by accident? Reductions in the risk of unplanned outages in US nuclear power plants after three mile island : David P.A., Maude-Griffin R., Torhwell G., Journal of risk and uncertainty 13, 175–198 (1996)
651
084036 (E43) Global risk management : Elisabeth Paté-Cornell M., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 239–255
652
084037 (E50) A model of comparative statics for changes in stochastic returns with dependent risky assets : Dionne G., Gollier C., Journal of risk and uncertainty, 13 147–162 (1996)
653
084038 (E50) Global financial markets, derivative securities, and systemic risks : Scholes M.S., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 271–286
654
084039 (E50, M54) An integrated dynamic financial analysis and decision support system for a property catastrophe reinsurer : Lowe S.P. and Stanard J.N., Casualty Actuarial Society Forum, 1996, pp.89–118
655
084040 (E51, E10) Some remarks on modelling the term structure of interest rates : Franke G. The Geneva papers on risk and insurance theory 21, 29–33 (1996)
656
084041 (E51,E10) The term structure of interest rates: Alternative approaches and their implications for the valuation of contingent claims : Subrahmanyam M.G., The Geneva papers on risk and insurance theory 21 7–28 (1996)
657
084042 (E60, B13) Analysis of the effects of the new mortality table on pension schemes : Schaaf B., Heller U., Papst W. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, 829–837
658
084043 (E60, B13) Biometric assumptions and actuarial methods according to FAS87 and IAS19 : Klein H-G, Peters H. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, 839–854
659
084044 (E60) On the valuation of pension obligations : Neuburger E., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4 855–868
660
084045 (E60) The contribution of environmental impairment liability insurance to eco efficiency : Zweifel P., The Geneva papers on risk and insurance, 21, 336–340 (1996)
661
084046 (E60) Environmental risk management in commercial enterprises : Matten D., The Geneva papers on risk and insurance, 21, 360–382 (1996)
662
084047 (E60) Union carbideʹs bhopal incident: A retrospective : Fischer M.J., Journal of Risk and Uncertainty, 1996, Volume 12, nr. 2/3, pp. 257–269
663
084048 (E60, E50) The financial modeling of property-casualty insurance companies : Hodes D.M., Neghaiwi T., Cummins J.D., Phillips R. and Feldblum S., Casualty Actuarial Society Forum, 1996, pp.3–88
664
084049 (E60, E50) A stochastic planning model for the insurance corporation of British Columbia : Kreps R.E. and Steel M.M., Casualty Actuarial Society Forum, 1996, pp. 153–173
665
084050 (E60) Concept of the financial actuary : Morgan S., Casualty Actuarial Society Forum, 1996, pp.175–203
666
0-85. Role of radiotherapy in early breast cancer and the salvaging of patients with local relapse
667
0-9. Tamoxifen alters the relationship between bcl-2 and apoptosis in breast cancer
668
092001 (M00) On the paradigms of insurance with a view to finance and control : Norberg R., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University
669
092002 (M10, E12) Probabilities and beliefs : Karni E., Journal of Risk and Uncertainty, Number 3, 1996, pp. 249–262
670
092003 (M10, B13) Herleitung von Austrittswahrscheinlichkeiten aus Vorsorgeeinrichtungen: Wüthrich M., Bulletin de lʹAssociation Suisse des Actuaires, Heft 2, 1996, pp. 153–169
671
092004 (M10) Mixture reduction via predictive scores : Cowell R.G., Statistical Research Paper No. 8, Department of Actuarial Science and Statistics, City University, London, 1996
672
092005 (M10, B30) Recursions for a class of compound lagrangian distributions : Hesselager O., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 138, 1996
673
092006 (M10) An actuarial survey of statistical models for decrement and transition data, III: Counting process models : MacDonald A.S., British Actuarial Journal, Nr. 2, 1996, 703–726
674
092007 (M10) The modelling of recent mortality trends in United Kingdom male assured lives : Renshaw A.E., Haberman S., Hatzopoulos P., British Actuarial Journal, Nr. 2, 1996 pp.449–477
675
092008 (M10) An actuarial survey of statistical models for decrement and transition data II: Competing risks, non-parametric and regression models : MacDonald A.S., British Actuarial Journal, Nr. 2, 1996, pp.429–448
676
092009 (M10) Bayesian methods in actuarial science : Makon U.E., Smith A.F.M., Liu Y.-H, The Statistician, Nr. 45, 1996, pp. 503–515
677
092010 (M10) Generalized linear models and actuarial science : Haberman S., Renshaw A.E., The Statistician, Nr. 45, 1996
678
092011 (M10) A primer on quantile estimation : Embrechts P., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish
679
092012 (M10) A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate : Goovaerts M.J., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by t
680
092013 (M10) Stationary distributions for multidimensional reflected diffusions with jumps - normal reflections case : Mazumber R., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathemati
681
092014 (M10, M22) Hedging in jump-diffusion models with application in insurance : Hipp C., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University
682
092015 (M10, E50, M13) Ruin functions for gaussian risk process : Roslki T., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supporte
683
092016 (M10, E50) Concepts and methods from discrete time control with a view towards insurance and finance : Runggaldier J.W., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical
684
092017 (M11, B11) A different perspective on U.K. assured life select mortality : Haberman S., Renshaw A.E., Actuarial Research Paper No. 92, Department of Actuarial Science and Statistics, City University, London, 1996
685
092018 (M11, B90) Exponential and scale mixtures and equilibrium distributions : Ole Hesselager, Wang S., Willmot G., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 139, 1996
686
092019 (M11, B10) Bonus in life insurance: Principles and prognoses in a Stochastic environment : Norberg R., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 142, 1996
687
092020 (M11) Stochastic control problems where small intervention costs have dramatic effects : طksendal B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at
688
092021 (M11) On the Brownian first-passage-time over a one-sided stochastic boundary : Peskir G., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus Univ
689
092022 (M12) Optimal control of piecewise deterministic processes : Schنl M., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also support
690
092023 (M12) Non-standard risk process : Schmidt V., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science
691
092024 (M12) On minimax optimality of the CUSUM-method applied to the quickest detecting of spontaneously occurring effects : Shiryaev A.N., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the
692
092025 (M12) Perturbed risk models with subexponential claims : Schlegel S., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supporte
693
092026 (M12) Pricing long term insurance policies — continuous time models : Levikson B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University,
694
092027 (M13) Bounds for ruin probabilities in the presence of large claims and their comparison
695
092028 (M13) Continuity of ruin probabilities : Kalashnikov V., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 141, 1996
696
092029 (M13) Ruin problems: Simulation or calculation? : Dickson D.C.M., Waters H.R., British Actuarial Journal, Nr. 2, 1996, pp.727–740
697
092030 (M13) Continuous time optimal control models in insurance : Taksar M., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also support
698
092031 (M21) A unified framework for graduation : Verrall J.R., Actuarial Research Paper No. 91 Department of Actuarial Science and Statistics, City University, London, 1996
699
092032 (M21) Geographic premium rating by Whittaker spatial smoothing : Taylor G., Centre for Actuarial Studies, Research Paper No. 38, 1996
700
092033 (M21) Smoothness criteria for multi-dimensional Whittaker graduation : Taylor G., Centre for Actuarial Studies, Research Paper No. 37, 1996
701
092035 (M22) A dynamic programming approach to pension funding : Haberman S., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also support
702
092036 (M30) An application of the Bootstrap method to Bühlmannʹs classical credibility model : Van Giersbergen N., Dannenburg D., Bulletin de lʹAssociation Suisse des Actuaires, Heft 2, 1996, pp. 183–196
703
092037 (M31, B41) Setting a bonus-malus scale in the presence of other rating factors : Taylor G., Centre for Actuarial Studies, Research Paper No. 40, 1996
704
092038 (M40, B50) Non-optimal prediction by the chain ladder method : Schmidt K.D., Dresdner Schriften zur Versicherungsmathematik, 3, 1996
705
092039 (M40, B50) Versicherungsmathematik: Prognosen, Formeln und Modelle: Schmidt K.D., Dresdner Schriften zur Versicherungsmathematik, 2, 1996
706
092040 (M40) Kalman filters with applications to loss reserving : Zehnwirth B., Centre for Actuarial Studies, Research Paper No. 35, 1996
707
092041 (M40, E43) Risk-based capital in general insurance : Hooker N.D., Bulmer J.R., Cooper S.M., Green P.A.G., Hinton P.H., British Actuarial Journal, Nr. 2, 1996, pp. 265–323
708
092042 (M52, M15) Relative reinsurance retention levels : Dickson D., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by th
709
092043 (M54, M13) Simulation algorithms for insurance risk models with heavy tails : Asmussen S., Binswanger K., Hojgaard B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Re
710
092044 (E10, B81) Some results on continuous-time pension fund models : Cairns A.J.G., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, als
711
092045 (E10) A state space approach to linear rational density filtering : Hanzon B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also
712
092046 (E10, B90) Optimal dividend pay-out with the option of proportional reinsurance in the diffusion model : Hّjgaard B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Res
713
092047 (E10) Pricing contingent claims under constraints : Karatzas I., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by
714
092048 (E10) The use of control-theoretic ideas for the distribution of bonus in non-life insurance : Martin-Lِf A., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Ce
715
092049 (E12, B22) The value of private safety versus the value of public safety : Johannesson M., Johansson P.O., OʹConnor R.M., Journal of Risk and Uncertainty, Number 3, 1996, pp.263–275
716
092050 (E12, B22) The pain of road-accident victims and the bereavement of their relatives: A contingent-valuation experiment : Schwab Christe N.G., Soguel N.S., Journal of Risk and Uncertainty, Number 3, 1996, pp.277–291
717
092051 (E13, M10) The likelihood of various stock market return distributions, part 1: Principles of Inference : Markovitz H.M., Usmen N., Journal of Risk and Uncertainty, Number 3, 1996, pp. 207–219
718
092052 The likelihood of various stock market return distributions, part 2: Empirical results : Markovitz H.M. and Usmen N., Journal of Risk and Uncertainty, Number 3, 1996, pp. 221–247
719
092053 (E23, E41, E61, B13, B12, B81) Tax treatment of a pension commitment to a managing partner of a private limited company : Doetsch P.A., Verlag Versicherungswirtschaft
720
092054 (E23, E41, E61, B12, B13, B81) Tax treatment of pension trusts, 2nd rev. ed. : Buttler A., Verlag Versicherungswirtschaft, 1996
721
092055 (E40, B10) The joint development of insurance and investment markets in Poland: An analysis of actuarial risks : Booth P.M., Stroinski K.J., British Actuarial Journal, Nr. 2, 1996, pp.741–763
722
092056 (E43, E45, E44) Risk disruption communication : Gerling R., Obermeier O., Gerling Akademie Verlag, 1994, 1995
723
092057 (E46, E61, B70) Insurance supervision law, 1st ed. 1994, 2nd completely revised ed. 1997 : Fahr U., Kaulbach D., Verlag C.H. Beck, 1994 and 1997
724
092058 (E50) Optimal investment with taxes: An optimal control problem with endogenous delay : Koehl P.H., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aa
725
092059 (E50) Viscosity solutions of optimal stopping problems : Reikvam K., Presented at the International Workshop on The Interplay between Insurance Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported
726
092060 (E50, M11) The fundamental theorem of asset pricing for unbounded stochastic processes : Schachermeyer W., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centr
727
092061 (E50, M12) A tractable term structure model with endogenous interpolation and positive interest rates : Schlِegl E., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Rese
728
092062 (E50) Bessel processes and generalized CIR model : Szatzschneider W., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supporte
729
092063 (E51) Stochastic investment modelling: The case of South Africa : Thumson R.J., British Actuarial Journal, Nr. 2, 1996, 705–801
730
092064 (E51) Some control theoretic aspects of interest rate theory : Bjِrk T., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also suppo
731
092065 (E51) On some filtering problems arising in mathematical finance : Damiano Brigo, Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, a
732
092066 (E52, B10) Recent developments in life office financial reporting : Gallen M.C., Kipling M.R., British Actuarial Journal, Nr. 2, 1996, pp.479–517
733
092067 (E60, E61, E41, B13, B12, B91) Occupational pension schemes through direct insurance, 2nd rev. ed. : Buttler A., Verlag Versicherungswirtschaft, 1995
734
092068 (E62, E46, M00) Disclosure duties, insurance going european, accepted foundations of actuarial mathematics
735
093001 (M00) Statistical plans for property/casualty insurers : Prevosto V.R., Casualty Actuarial Society, 1997, pp. 201–216
736
093002 (M00) An analysis of pensioner mortality by pre-retirement income : Knox D.M., Tomlin A., Research Paper number 44, Center for Actuarial Studies, The University of Melbourne, Australia, 1997
737
093003 (M00) Measures of mortality risks : Viscusi W.K., Hakes J.K., Carlin A., Journal of Risk and Uncertainty, Volume 14, Number 3, 1997, 213–233
738
093004 (M00) Explaining the identifiable victim effect : Jenni K.E., Loewenstein G., Journal of Risk and Uncertainty, Volume 14, Number 3, 1997, 235–257
739
093005 (M00) On a class of renewal risk processes : Dickson D.C.M., Working Paper N°146, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997
740
093006 (M01, M03) Synchronizing data management technologies to integrate actuarial processes : Kouatly O.D., Littman M.W., Popelyukhin A.S., Casualty Actuarial Society, 1997, pp. 165–199
741
093007 (M01, E50) An elementary unified approach to some loss variance bounds : Hürlimann W., Bulletin de lʹAssociation Suisse des Actuaires, Heft 1, 1997, pp. 73–88
742
093008 (M01) The design of optimal insurance contracts: A topological approach : Spaeter S., Roger P., The Geneva Papers on Risk and Insurance Theory, Vol. 22, No. 1, 1997, pp. 5–19
743
093009 (M01) Methods for the analysis of CCRC data : Jones B.L., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 40–54
744
093010 (M01) Efficient treatment of uncertainty in numerical optimization : Galambos J.D., Holmes J.A., Risk Analysis, Vol. 17, No. 1, 1997, pp. 93–96
745
093011 (M01) On the solution approach for bayesian modelling of initiating event frequencies and failure rates : Hofer E., Hora S.C., Iman R.L., Peschke J., Risk Analysis, Vol. 17, No 2, 1997, pp. 249–252
746
093012 (M03) P/C actuaries: Happy with your data : Marr R., Casualty Actuarial Society, 1997, pp. 217–223
747
093013 (M10, B36) Extreme value statistics and wind storm losses: A case study : Rootzen H., Tajvidi N., Scandinavian Actuarial Journal, 1997, 1, pp. 70–94
748
093014 (M10, B10) Statistical independence and fractional age assumptions : Willmot G.E., North American Actuarial Journal, Volume 1, Number 1, 1997, pp. 84–99
749
093015 (M10, M13) Present value distributions with applications to ruin theory and stochastic equations : Gjessing H., Paulsen J., Working Paper N°143, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997
750
093016 (M10) Minimum norm estimation under parameter constraints with an application to insurance : Fleffe J., Norberg R., Working Paper N°144 Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997
751
093017 (M10) Robust parameter learning in bayesian networks with missing data : Sebastiani P., Ramoni M., Statistical Research Paper N°9, Department of Actuarial Science and Statistics, City University, UK, 1997
752
093018 (M10) Guidelines for corrective replacement based on low stochastic structure assumptions : Newby M.J., Coolen P.F.A., Statistical Research Paper No 10, Department of Actuarial Science and Statistics, City University, UK, 1997
753
093019 (M10) Approximations for the absorption distribution and its negative binomial analogue : Newby M.J., Statistical Research Paper No 11, Department of Actuarial Science and Statistics, City University, UK, 1997
754
093020 (M10, M42) Calculations and diagnostics for link ratio techniques : Zehnwirth B., Barnett G., Research Paper number 41, Center for Actuarial Studies, The University of Melbourne, Australia, 1997
755
093021 (M10) Le nombre de sinistres nécessaires pour en estimer valablement le coüt moyen dans le cas lognormal: Simar T., Paris J., Bulletin de lʹAssociation Suisse des Actuaires, Heft 1, 1997, pp. 49–61
756
093022 (M10) Importance of distributional form in characterising inputs to Monte Carlo risk assessments : Haas C.N., Risk Analysis, Vol. 17, No. 1, 1997, pp. 107–113
757
093023 (M12) Present value of some insurance portfolios : Paulsen J., Scandinavian Actuarial Journal, 1997, 1, pp. 11–37
758
093024 (M12) The values of insurance companies under different uncertain portfolios : Aase K. K., Meilijson I., The Geneva Papers on Risk and Insurance Theory, Vol. 21, No 2, 1996, pp. 147–158
759
093025 (M13) Estimation of the Lundberg coefficient for a Markov modulated risk model : Schmidl H., Scandinavian Actuarial Journal, 1997, 1, pp. 48–57
760
093026 (M13) The probability of ruin in finite time with discrete claim size distribution : Picard P., Lefèvre C., Scandinavian Actuarial Journal, 1997, 1, pp. 58–69
761
093027 (M13) Application of risk theory to interpretation of cash-flow-testing results : Robbins E.L., Cox S.H., Phillips R.D., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 85–104
762
093028 (M13) Capital allocation and solvency testing : Schnieper R., Scor Notes, 1997, pp.49–104
763
093029 (M13) A semiparametric approach to risk assessment for quantitative outcomes : Bosch R.J., Wypij D., Ryan L.M., Risk Analysis, Vol. 16, No 5, 1996, pp.657–665
764
093030 (M30, B20) Integration of managed care in workers compensation : Brown B.Z., Schmitz M.C., Casualty Actuarial Society, 1997, pp. 3–26
765
093031 (M30) Some new conditions for the increasing convex comparison of risks : Pellerey F., Scandinavian Actuarial Journal, 1997, 1, pp. 38–47
766
093032 (M30) Increasing risk: Some direct constructions : Machina M.J., Pratt J.W., Journal of Risk and Uncertainty, Volume 14, Number 2, 1997, 103–127
767
093033 (M30) A probabilistic model for calculation of a single premium for short credit life insurance with included inflation : Medved D., Bulletin de lʹAssociation Suisse des Actuaires, Heft 1, 1997, pp. 63–72
768
093034 (M31) Credibility in evolutionary models revisited : Kremer R., Scandinavian Actuarial Journal, 1997, 1, pp. 95–96
769
093035 (M32) Optimal incentive contracting with ex ante and ex post moral hazards: Theory and evidence : Puelz R., Snow A., Journal of Risk and Uncertainty, Volume 14, Number 2, 1997, 169–188
770
093036 (M50) An application of game theory: Property catastrophe risk load : Mango D.F., Casualty Actuarial Society, 1997, pp. 33–51
771
093037 (M52) Levels of determinism in workers compensation reinsurance commutations : Bluhmsohn H., Casualty Actuarial Society, 1997, pp. 53–114
772
093038 (M52) Capital and risk and their relationship to reinsurance programmes : Coutts S.M., Thomas T.R.H., Casuality Actuarial Society, 1997, pp. 115–140
773
093039 (M52) Comparing reinsurance programs - A practical actuaryʹs system : Daino R.A., Thayer C.A., Casualty Actuarial Society, 1997, pp. 141–177
774
093040 (M52) Pricing extra-contractual obligations and excess of policy limits exposures in Clash Reinsurance Treaties : Braithwaite P., Ware B.C., Casualty Actuarial Society, 1997, pp. 179–199
775
093041 (M52) Evaluating variations in contract terms for casualty clash reinsurance treaties : Canelo E., Ware B.C., Casualty Actuarial Society, 1997, pp. 201–218
776
093042 (M52) Loss development and annual aggregate deductibles : Conner V.P., Casualty actuarial society, 1997, pp. 219–235
777
093043 (M52) An integrated pricing and reserving process for reinsurers : Goldberg L.R., LaBella J., Casualty Actuarial Society, 1997, pp. 237–288
778
093044 (M52) Reinsurance contracts with a multi-year aggregate limit : Berens R.M., Casualty Actuarial Society, 1997, pp. 289–308
779
093045 (M52) A simulation approach in excess reinsurance pricing : Papush D.E., Casualty Actuarial Society, 1997, pp. 3–30
780
093046 (M52) Some analytical approximations of stop-loss premiums : Dufresne F., Niederhauser E., Bulletin de lʹAssociation Suisse des Actuaires, Heft 1, 1997, pp. 25–47
781
093047 (E10) Consumer risk perceptions and information in insurance markets with adverse selection : Ligon J.A, Thistle P.D., The Geneva Papers on Risk and Insurance Theory, Vol. 21, No 2, 1996, pp. 191–210
782
093047 (E10) Plausible upper bounds: Are their sums plausible? : Cogliano V.J., Risk Analysis, Vol. 17, No.1, 1997, pp.77–84
783
093049 (E12) Risk aversion with state-dependent preferences in the rank-dependent expected utility theory : Chiu H., The Geneva Papers on Risk and Insurance Theory, vol. 21, No 2, 1996, pp. 159–177
784
093050 (E12) Investment under demand uncertainty: The newsboy problem revisited : Dionne G., Mounsif T., The Geneva Papers on Risk and Insurance Theory, Volume 21,No 2, 1996, pp. 179–189
785
093051 (E12) The interaction between the demands for insurance and insurable assets : Eeckhoudt L., Meyer J., Ormiston M.B., Journal of Risk and Uncertainty, Volume 14, Number 1, 1997, pp. 25–39
786
093052 (E12) Reasons for bank-dependent utility evaluation : Wzeber E.U., Kirsner B., Journal of Risk and Uncertainty, Volume 14, Number 1, 1997, pp. 41–61
787
093053 (E12) An experimental test of a general class of utility models: Evidence for context dependency : Chechile R.A., Cooke A.D.J., Journal of Risk and Uncertainty, Volume 14, Number 1, 1997, pp. 75–93
788
093054 (E12) Proof by certainty equivalents that diversificationacross-time does worse risk corrected than diversification-throughout-time : Samuelson P.A., Journal of Risk and Uncertainty, Volume 14, Number 2, 1997, 129–142
789
093055 (E12) The impact of incentives upon risky choice experiments : Beattie J., Loomes G., Journal of Risk and Uncertainty, Volume 14, Number 2, 1997, 155–168
790
093056 (E12) Dynamically consistent preferences with quadratic beliefs : Eichberger J., Grant S., Journal of Risk and Uncertainty, Volume 14, Number 2, 1997, 189–207
791
093057 (E12) Prudence demand uncertainty background risk and the law of supply: A nonexpected utility approach to the firm : Demers F., Demers M., The Geneva Papers on Risk and Insurance Theory, Vol. 22, No 1, 1997, pp. 21–42
792
093058 (E12) First-order approach to principal-agent problems: A generalisation : Alvi E., The Geneva Papers on Risk and Insurance Theory, Vol. 22, No 1, 1997, pp. 59–65
793
093059 (E12) Utility -maximization and the control of solvency for life insurance funds : Booth P.M., Chadburn R.G., Kong A.S., Actuarial Research Paper N°94, Department of Actuarial Science and Statistics, City University, UK, 1997
794
093060 (E12) Optimal portfolio selection with transaction costs : Boyle P.P., Lin X., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 27–39
795
093061 (E13, M30) On the inefficiency of bang-bang and stop-loss portfolio strategies : Gollier G., Journal of Risk and Uncertainty, Volume 14, Number 2, 1997, 143–154
796
093062 (E25, B81) Building better retirement incomer models : Bone C.M., Mitchell O.S., North American Actuarial Journal, Vol. 1, Nr. 1, 1997, pp. 1–12
797
093063 (E25, E26) Stochastic models for continuing care retirement communities : Jones B.L., North American Actuarial Journal, Volume 1, Number 1, 1997, pp. 50–73
798
093064 (E25) Alternative retirement income arrangements and lifetime income inequality: Lessons from Australia : Atkinson M.E., Creedy J., Knox D.M., Research Paper number 43, Center for Actuarial Studies, The University of Melbourne, Australia, 1977
799
093065 (E26) Comparison of contact site cancer potency across dose routes: Case study with epichlorohydrin : Ginsberg G.L., Pepelko W.E., Goble R.L., Hattis D.B., Risk Analysis. Vol. 16, No5, 1996, pp. 667–681
800
093066 (E26) On the effect of probability distributions of input variables in public health risk assessment : Hamed M.M., Bedient P. B., Risk Analysis, Vol. 17, No. 1, 1997, pp. 97–105
801
093067 (E26) First-order reliability analysis of public health risk assessment : Hamed M.M., Risk Analysis, Vol.17, No.2, 1997, pp. 177–185
802
093068 (E41, B20) Identifying and pricing managed care errors and omissions exposures : Sapnar M., Wellington E.A., Casualty Actuarial Society, 1997, pp. 53–95
803
093069 (E41, B20) An introduction to capitation and health care provider excess insurance : Bourdon T.W, Passwater K., Priven M., Casualty Actuarial Society, 1997, pp. 97–140
804
093070 (E41, E50) An option-pricing approach to the cost of export credit insurance : Schich S.T., The Geneva Papers on Risk and Insurance Theory, Vol. 22, No 1, 1997, pp. 43–58
805
093071 (E41) Three conceptions of quantified societal risk : Stallen P.J.M., Geerts R., Vrijling H.K., Risk Analysis, Vol. 16, No5, 1996, pp. 635–644
806
093072 (E41) Age and gender differences in perceived accident likelihood and driver competences : Glendon A.I., Dorn L., Davies D.R., Matthews G., Taylor R.G., Risk Analysis, Vol. 16, No6, 1996, pp. 755–762
807
093073 (E43, B20) Health care liability exposure in managed care organizations : Suttie C.J., Casualty Actuarial Society, 1997, pp. 27–51
808
093074 (E50) Corporate hedging in the insurance industry: The use of financial derivatives by U.S. insurers : Cummins J.D., Philips R.D., Smith S.D., North American Actuarial Journal, Volume 1, Nbr. 1, 1997, pp. 13–49
809
093075 (E50) The analysis of actuarial investment risk : Booth P.M., Actuarial Research Paper N°93, Department of Actuarial Science and Statistics, City University, UK, 1997
810
093076 (E50) Risk-minimizing hedging strategies for unit-linked life insurance contracts : Moller T., Working Paper N°145, Laboratory of Actuarial Mathematics, University of Copenhagen
811
093077 (E51) A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results : De Schepper A., Goovaerts M.J., Kaas R., Scandinavian Actuarial Journal, 1997, 1, pp. 1–10
812
093078 (E51) Interest rate risk management: Developments in interest rate term structure modelling for risk management and valuation of interest-rate-dependent cash flows : Ang A., Sherris M., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 1–2
813
093079 (E53) The use of capital bonus policy and investment policy in the control of solvency for with-profits life insurance companies in the UK : Chadburn R.G., Actuarial Research Paper N°95, Department of Actuarial Science and Statistics, City Universi
814
093080 (E53) Stochastic analysis of the interaction between investment and insurance risks : Parker G., North American Actuarial Journal, Vol. 1, Nr. 2, 1997, pp. 55–84
815
094001 (M01, E51) The investment return from a portfolio with a dynamic rebalancing policy : Wise A.J., British Actuarial Journal, Volume 2, No. 4, 1996, pp. 975–1001
816
094002 (M10) A characterisation of the generalised pareto-distribution with an application to reinsurance : Creamer E., Blätter, Band XXIII, Heft 1, 1997, 17–19
817
094003 (M10, B20) Analysis of trends in phi claim inception data : Haberman S., Walsh D., Actuarial Research Paper N° 101, Department of Actuarial Science and Statistics, City University, UK, 1997
818
094004 (M10) Learning bayesian networks from incomplete databases : Ramoni M., Sebastiani S., Statistical Research Paper N° 13, Department of Actuarial Science and Statistics, City University, UK, 1997
819
094005 (M12) Simulating the relative solvency of life insurers : Hardy M.R., British Actuarial Journal, Volume 2, No. 4, 1996, pp. 1003–1019
820
094006 (M13) Applying credibility theory to solvency : Centeno M.L., Andrade J., Silva E., Bulletin ARAB, nr. 88, 1995–1996, pp. 41–52
821
094007 (M13) Ruin probabilities for Erlang(2) risk processes : Dickson D.C.M., Hipp C., Working Paper No 147, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997
822
094008 (M20) An approximation method for computing present values : Disch B., Blätter, Band XXIII, Heft 1, 1997, pp. 21–34
823
094009 (M21) A simple graphical method for the comparison of two mortality experiences : Renshaw A.E., Haberman S., Actuarial Research Paper No96, Department of Actuarial Science and Statistics, City University, UK, 1997
824
094010 (M21) On the bias of the conventional actuarial estimator of qx : Puzey A.S., Actuarial Research Paper No99, Department of Actuarial Science and Statistics, City University, UK, 1997
825
094011 (M30) On quasi-mean value principles : Hürlimann W., Blätter, Band XXIII, Heft 1, 1997, pp. 1–16
826
094012 (M30, B10) Statistical safety margins for calculation bases in Life Insurance : Pannenberg M., Blätter, Band XXIII, Heft 1, 1997, pp. 35–64
827
094013 (M30) Calculation of tariff rates for tariff change in health insurance : Thiel B., Blätter, Band XXIII, Heft 1, 1997, pp. 75–83
828
094014 (M40) About the difficulties programming the net premium reserve : Jaeger H., Blätter, Band XXIII, Heft 1, 1997, pp. 65–73
829
094015 (M40) A short note on Arma (1,1) investment rates of return and pension funding : Wong C.F.W., Haberman S., Actuarial Research Paper No97, Department of Actuarial Science and Statistics, City University, UK, 1997
830
094016 (M40) Prediction of outstanding liabilities II: Model variations and extensions : Norberg R., Working Paper No 148, Laboratory of Actuarial Mathematics, University of Copenhagen, Denmark, 1997
831
094017 (E30, E50) How actuaries can use financial economics : Smith A.D., British Actuarial Journal, volume 2, no. 5, 1996, pp. 1057–1193
832
094018 (E30, E50) Financial economics — An investment actuaryʹs viewpoint : Clarkson R.S., British Actuarial Journal, volume 2, no. 4, 1996, 809–973
833
094019 (E41) Actuarial techniques in pricing for risk in bank lending : Walsh D., Booth P.M., Actuarial Research Paper No 100, Department of Actuarial Science and Statistics, City University, UK, 1997
834
094021 (E50, E51) A review of Wilkieʹs stochastic asset model : Huber P.P., British Actuarial Journal, Volume 3, No. 1, 1997, pp. 181–210
835
094022 (E50) Actuaries and derivatives : Kemp M.H.D., British Actuarial Journal, Volume 3, No. 1, 1997, pp. 51–180
836
094023 (E50) Derivative asset analysis in models with level-dependent and stochastic volatility : Fey R., CWI Quarterly, Volume 10, Number 1, 1997, pp. 1–34
837
094024 (E50) Option pricing; arbitrage and martingales : Pelssser A., CWI Quarterly, Volume 10, Number 1, 1997, pp. 35–53
838
094025 (E50) Actuarial applications of financial models : Goovaerts M.J., Dhaene J., CWI Quarterly, Volume 10, No. 1, 1997, pp. 55–64
839
094026 (E50) Introduction to option pricing in a securities market — II: Poisson approximation : Dzhaparidze K., CWI Quarterly, Volume 10, No. 1, 1997, pp. 65–100
840
094027 (E50) Introduction to option pricing in a securities market I: Binary models : Dzhaparidze K., van Zuijlen, CWI Quarterly, Volume 9, No. 4, 1997, pp. 319–355
841
094028 (E50) A crash course in stochastic calculus with applications to mathematical finance : Spreij P., CWI Quarterly, Volume 9, No. 4, 1997, pp. 357–388
842
094029 (E51) Average behaviour of two stochastic laws of financial valuation : Alegre A., Badia C., Fontanals H., Pons M.A., Bulletin ARAB, nr. 88, 1995–1996, pp. 25–40
843
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0BOccupational Risk Factors in Iranian Professional Drivers and their Impacts on Traffic Accidents
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