Abstracts

Arztner, P. and K.-T. Eisele: Provision And Acceptability Capital Requirement In Supervisory Insurance Accounting

Badescu, A., I.-R. Mitric and D. Stanford: On the Gerber-Shiu function for a risk process with special forms of MAP (2) claims, in the presence of interest

Bargès, M., Loisel S. and X. Venel: On finite-time ruin probabilities with dependence between reinsurance cycles and the claim arrival process

Biard, R., C. Lefevre, S. Loisel and H.N. Nagaraja: Asymptotic finite-time ruin probabilities for a class of path-dependent claim amounts using Poisson spacings

Cai, J.: Optimal reinsurance retentions under the joint survival probability and the joint Value-at-Risk for insurers and reinsures

Chadjiconstantinidis, S. and A. Papaioannou: The Gerber-Shiu discounted penalty functions for a perturbed risk model with two classes of claims and a constant dividend barrier strategy

Constantinescu, C.: An algebraic operator approach to the analysis of Gerber-Shiu functions

Guerra, M. and M. de L. Centeno: Optimal per claim reinsurance for dependent risks

Ignatov, Z.G. and V.K. Kaishev: Finite-time ruin probability formulae for Erlang claim inter-arrival times and dependent claim amounts

Konstantinides, D.G.: A Subclass of Subexponential Distributions

Kyprianou, A.E.: Scale functions and ruin

Lefèvre, C. and S. Loisel: On convex extrema for monotone risk distributions

Loeffen, R.: The 2-band strategy in de Finetti’s optimal dividend problem

Loisel, S.: On some path-dependent correlation models in risk theory

Lu, Y.: Recursive methods for evaluating expected penalty at ruin in finite time

Monter, R.: The Market Value of Life Insurance Liabilities Under a Regime Switching Process

Neuenschwander, N.: Lie groups in finance and actuarial mathematics

Norberg, R.: Securitization of systematic mortality riskSecuritization of systematic mortality risk

Pitselis, G.: Robust Standard Industry Norm and Supervision of Solvency

Ramsay, C. M. and L.D. Arcila: Pricing Funeral (Burial) Insurance in a Microinsurance World

Ren, J.: Analysis of dividends with Markov-Modulated Brownian Motion

Renaud, J.-F.: Optimal Dividend Strategies When The Time Of Ruin And The Deficit At Ruin Are Taken Into Account

Shapiro, A.F.: Fuzzy Martingales

Shiu, E.S.W.: Maturity Guarantee with Dynamic Living Benefit

Smith, N.: On optimal dividend strategies with deficit or incomplete information

Tsai, C.C.-L. and Y. Lu: An effective method for constructing a bound for ruin probabilities for the surplus process

Yang, H.: Ruin Probability and Martingales

Zhou, X.: Exit problems for a jump-diffusion with two-sided exponential jumps