Beekman, John A. “Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends” by Hans U. Gerber and Elias S. W. Shiu, July 2003 (discussion). (English) Zbl 1084.91512 N. Am. Actuar. J. 7, No. 4, 102-103 (2003). MSC: 91B30 62P05 60J65 91G20 PDF BibTeX XML Cite \textit{J. A. Beekman}, N. Am. Actuar. J. 7, No. 4, 102--103 (2003; Zbl 1084.91512) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60546 N. Am. Actuar. J. 7, No. 4, 96-101 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 4, 96--101 (2003; Zbl 1084.60546) Full Text: DOI OpenURL
Decamps, Marc; Goovaerts, Marc J. “Pricing lookback options and dynamic guarantees” by H.U.Gerber and E.S.W.Shiu (discussion with a reply by the authors). (English) Zbl 1085.91511 N. Am. Actuar. J. 7, No. 4, 94-96 (2003). MSC: 91B28 62P05 60E10 60J65 62E10 PDF BibTeX XML Cite \textit{M. Decamps} and \textit{M. J. Goovaerts}, N. Am. Actuar. J. 7, No. 4, 94--96 (2003; Zbl 1085.91511) Full Text: DOI OpenURL
Lin, X. Sheldon; Tan, Ken Seng Valuation of equity-indexed annuities under stochastic interest rates. (English) Zbl 1084.60530 N. Am. Actuar. J. 7, No. 4, 72-91 (2003). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. S. Tan}, N. Am. Actuar. J. 7, No. 4, 72--91 (2003; Zbl 1084.60530) Full Text: DOI OpenURL
Landsman, Zinoviy M.; Valdez, Emiliano A. Tail conditional expectations for elliptical distributions. (English) Zbl 1084.62512 N. Am. Actuar. J. 7, No. 4, 55-71 (2003). MSC: 62H10 62P05 PDF BibTeX XML Cite \textit{Z. M. Landsman} and \textit{E. A. Valdez}, N. Am. Actuar. J. 7, No. 4, 55--71 (2003; Zbl 1084.62512) Full Text: DOI OpenURL
Jones, Bruce L.; Zitikis, Ričardas Empirical estimation of risk measures and related quantities. (English) Zbl 1084.62537 N. Am. Actuar. J. 7, No. 4, 44-54 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{B. L. Jones} and \textit{R. Zitikis}, N. Am. Actuar. J. 7, No. 4, 44--54 (2003; Zbl 1084.62537) Full Text: DOI OpenURL
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob Stable laws and the present value of fixed cash flows. (English) Zbl 1084.91508 N. Am. Actuar. J. 7, No. 4, 32-43 (2003). MSC: 91B28 60E07 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., N. Am. Actuar. J. 7, No. 4, 32--43 (2003; Zbl 1084.91508) Full Text: DOI OpenURL
Fung, Hon-Kwok; Li, Leong Kwan Pricing discrete dynamic fund protections. (English) Zbl 1084.91506 N. Am. Actuar. J. 7, No. 4, 23-31 (2003). MSC: 91B28 62P05 PDF BibTeX XML Cite \textit{H.-K. Fung} and \textit{L. K. Li}, N. Am. Actuar. J. 7, No. 4, 23--31 (2003; Zbl 1084.91506) Full Text: DOI OpenURL
Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne Modeling catastrophes and their impact on insurance portfolios. (English) Zbl 1084.62526 N. Am. Actuar. J. 7, No. 4, 1-22 (2003). MSC: 62P05 58K99 PDF BibTeX XML Cite \textit{H. Cossette} et al., N. Am. Actuar. J. 7, No. 4, 1--22 (2003; Zbl 1084.62526) Full Text: DOI OpenURL