Ren, Jiandong Author’s reply: “On the Laplace transform of the aggregate discounted claims with Markovian arrivals” – discussion by Professor Elias Shiu, April 2008. (English) Zbl 1481.91184 N. Am. Actuar. J. 12, No. 3, 341-342 (2008). MSC: 91G05 44A10 PDFBibTeX XMLCite \textit{J. Ren}, N. Am. Actuar. J. 12, No. 3, 341--342 (2008; Zbl 1481.91184) Full Text: DOI
Ren, Jiandong Author’s reply: “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model” – discussion by Shuanming Li, July 2007. (English) Zbl 1481.91049 N. Am. Actuar. J. 12, No. 3, 341 (2008). MSC: 91B05 60K10 PDFBibTeX XMLCite \textit{J. Ren}, N. Am. Actuar. J. 12, No. 3, 341 (2008; Zbl 1481.91049) Full Text: DOI
Cheung, Eric C. K. “Recursive calculation of the dividend moments in a multi-threshold risk model”, Andrei Badescu and David Landriault, January 2008. (English) Zbl 1481.91165 N. Am. Actuar. J. 12, No. 3, 336-340 (2008). MSC: 91G05 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, N. Am. Actuar. J. 12, No. 3, 336--340 (2008; Zbl 1481.91165) Full Text: DOI
Tsai, Cary Chi-Liang Ordering ruin probabilities resulting from layer-based claim amounts for surplus process perturbed by diffusion. (English) Zbl 1481.91188 N. Am. Actuar. J. 12, No. 3, 319-335 (2008). MSC: 91G05 PDFBibTeX XMLCite \textit{C. C. L. Tsai}, N. Am. Actuar. J. 12, No. 3, 319--335 (2008; Zbl 1481.91188) Full Text: DOI
Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. (English) Zbl 1481.91166 N. Am. Actuar. J. 12, No. 3, 299-318 (2008). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., N. Am. Actuar. J. 12, No. 3, 299--318 (2008; Zbl 1481.91166) Full Text: DOI
Bernstein, David Intergenerational transfers and insurance policy design. (English) Zbl 1481.91164 N. Am. Actuar. J. 12, No. 3, 292-298 (2008). MSC: 91G05 PDFBibTeX XMLCite \textit{D. Bernstein}, N. Am. Actuar. J. 12, No. 3, 292--298 (2008; Zbl 1481.91164) Full Text: DOI
Huh, Joonghee; Kolkiewicz, Adam Computation of multivariate barrier crossing probability and its applications in credit risk models. (English) Zbl 1481.91219 N. Am. Actuar. J. 12, No. 3, 263-291 (2008). MSC: 91G60 91G40 91G20 60F10 60J70 PDFBibTeX XMLCite \textit{J. Huh} and \textit{A. Kolkiewicz}, N. Am. Actuar. J. 12, No. 3, 263--291 (2008; Zbl 1481.91219) Full Text: DOI
Taylor, Greg A simple model of insurance market dynamics. (English) Zbl 1481.91187 N. Am. Actuar. J. 12, No. 3, 242-262 (2008). MSC: 91G05 PDFBibTeX XMLCite \textit{G. Taylor}, N. Am. Actuar. J. 12, No. 3, 242--262 (2008; Zbl 1481.91187) Full Text: DOI
Freedman, Barry Efficient post-retirement asset allocation. (English) Zbl 1481.91168 N. Am. Actuar. J. 12, No. 3, 228-241 (2008). MSC: 91G05 PDFBibTeX XMLCite \textit{B. Freedman}, N. Am. Actuar. J. 12, No. 3, 228--241 (2008; Zbl 1481.91168) Full Text: DOI
Muermann, Alexander Market price of insurance risk implied by catastrophe derivatives. (English) Zbl 1481.91181 N. Am. Actuar. J. 12, No. 3, 221-227 (2008). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{A. Muermann}, N. Am. Actuar. J. 12, No. 3, 221--227 (2008; Zbl 1481.91181) Full Text: DOI