Lee, Hangsuck Pricing equity-indexed annuities with path-dependent options. (English) Zbl 1103.91368 Insur. Math. Econ. 33, No. 3, 677-690 (2003). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{H. Lee}, Insur. Math. Econ. 33, No. 3, 677--690 (2003; Zbl 1103.91368) Full Text: DOI OpenURL
Cardoso, Rui M. R.; Waters, Howard R. Recursive calculation of finite time ruin probabilities under interest force. (English) Zbl 1103.60314 Insur. Math. Econ. 33, No. 3, 659-676 (2003). MSC: 60J10 60G55 65C50 91B30 PDF BibTeX XML Cite \textit{R. M. R. Cardoso} and \textit{H. R. Waters}, Insur. Math. Econ. 33, No. 3, 659--676 (2003; Zbl 1103.60314) Full Text: DOI OpenURL
de Kok, Ton G. Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (English) Zbl 1103.91379 Insur. Math. Econ. 33, No. 3, 645-658 (2003). MSC: 91B30 60E05 PDF BibTeX XML Cite \textit{T. G. de Kok}, Insur. Math. Econ. 33, No. 3, 645--658 (2003; Zbl 1103.91379) Full Text: DOI OpenURL
Lindset, Snorre Pricing of multi-period rate of return guarantees. (English) Zbl 1103.91351 Insur. Math. Econ. 33, No. 3, 629-644 (2003). MSC: 91B28 PDF BibTeX XML Cite \textit{S. Lindset}, Insur. Math. Econ. 33, No. 3, 629--644 (2003; Zbl 1103.91351) Full Text: DOI OpenURL
Grasselli, Martino A stability result for the HARA class with stochastic interest rates. (English) Zbl 1103.91349 Insur. Math. Econ. 33, No. 3, 611-627 (2003). MSC: 91G10 60H10 60H30 PDF BibTeX XML Cite \textit{M. Grasselli}, Insur. Math. Econ. 33, No. 3, 611--627 (2003; Zbl 1103.91349) Full Text: DOI Link OpenURL
Tanskanen, Antti Juho; Lukkarinen, Jani Fair valuation of path-dependent participating life insurance contracts. (English) Zbl 1103.91373 Insur. Math. Econ. 33, No. 3, 595-609 (2003). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{A. J. Tanskanen} and \textit{J. Lukkarinen}, Insur. Math. Econ. 33, No. 3, 595--609 (2003; Zbl 1103.91373) Full Text: DOI OpenURL
Huang, Xiaowei; Song, Lixin; Liang, Yanchun Semiparametric credibility ratemaking using a piecewise linear prior. (English) Zbl 1104.62330 Insur. Math. Econ. 33, No. 3, 585-593 (2003). MSC: 62P05 62G05 62G20 91B30 PDF BibTeX XML Cite \textit{X. Huang} et al., Insur. Math. Econ. 33, No. 3, 585--593 (2003; Zbl 1104.62330) Full Text: DOI OpenURL
Dahan, Merav; Frostig, Esther; Langberg, Naftali A. Analysis of heterogeneous endowment policies portfolios under fractional approximations. (English) Zbl 1103.91360 Insur. Math. Econ. 33, No. 3, 567-584 (2003). MSC: 91B30 62E10 62E17 62P05 PDF BibTeX XML Cite \textit{M. Dahan} et al., Insur. Math. Econ. 33, No. 3, 567--584 (2003; Zbl 1103.91360) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDF BibTeX XML Cite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI OpenURL
Dębicka, Joanna Moments of the cash value of future payment streams arising from life insurance contracts. (English) Zbl 1103.91359 Insur. Math. Econ. 33, No. 3, 533-550 (2003). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dębicka}, Insur. Math. Econ. 33, No. 3, 533--550 (2003; Zbl 1103.91359) Full Text: DOI OpenURL
Valdez, Emiliano A.; Chernih, Andrew Wang’s capital allocation formula for elliptically contoured distributions. (English) Zbl 1103.91375 Insur. Math. Econ. 33, No. 3, 517-532 (2003). MSC: 91B30 91B32 PDF BibTeX XML Cite \textit{E. A. Valdez} and \textit{A. Chernih}, Insur. Math. Econ. 33, No. 3, 517--532 (2003; Zbl 1103.91375) Full Text: DOI OpenURL
Moore, Kristen S.; Young, Virginia R. Pricing equity-linked pure endowments via the principle of equivalent utility. (English) Zbl 1103.91370 Insur. Math. Econ. 33, No. 3, 497-516 (2003). MSC: 91B30 49L20 60H30 91B28 PDF BibTeX XML Cite \textit{K. S. Moore} and \textit{V. R. Young}, Insur. Math. Econ. 33, No. 3, 497--516 (2003; Zbl 1103.91370) Full Text: DOI OpenURL
Sundt, Bjørn Some recursions for moments of compound distributions. (English) Zbl 1103.62320 Insur. Math. Econ. 33, No. 3, 487-496 (2003). MSC: 62E15 62E10 62P05 62H10 PDF BibTeX XML Cite \textit{B. Sundt}, Insur. Math. Econ. 33, No. 3, 487--496 (2003; Zbl 1103.62320) Full Text: DOI OpenURL
Sundt, Bjørn Some recursions for moments of \(n\)-fold convolutions. (English) Zbl 1103.91372 Insur. Math. Econ. 33, No. 3, 479-486 (2003). MSC: 91B30 60B15 62E10 62H05 62P05 PDF BibTeX XML Cite \textit{B. Sundt}, Insur. Math. Econ. 33, No. 3, 479--486 (2003; Zbl 1103.91372) Full Text: DOI OpenURL
Sundt, B. Obituary: William S. Jewell (1932–2003). (English) Zbl 1103.01317 Insur. Math. Econ. 33, No. 3, 475-477 (2003). MSC: 01A70 PDF BibTeX XML Cite \textit{B. Sundt}, Insur. Math. Econ. 33, No. 3, 475--477 (2003; Zbl 1103.01317) Full Text: DOI OpenURL