15 results
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 1 / May 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 71-80
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- May 2002
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Esr Investigations On Polyaniline-Polyvinylchloride Blends
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- Journal:
- MRS Online Proceedings Library Archive / Volume 665 / 2001
- Published online by Cambridge University Press:
- 21 March 2011, C8.8
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- 2001
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Maximizing Compound Poisson Stop-Loss Premiums Numerically with Given Mean and Variance
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 22 / Issue 2 / November 1992
- Published online by Cambridge University Press:
- 29 August 2014, pp. 225-233
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- November 1992
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Evaluating Compound Generalized Poisson Distributions Recursively
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 21 / Issue 2 / November 1991
- Published online by Cambridge University Press:
- 29 August 2014, pp. 193-198
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- November 1991
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The Schmitter Problem
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 21 / Issue 1 / April 1991
- Published online by Cambridge University Press:
- 29 August 2014, pp. 129-132
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- April 1991
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Between Individual and Collective Model for the Total Claims
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 18 / Issue 2 / November 1988
- Published online by Cambridge University Press:
- 29 August 2014, pp. 169-174
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- November 1988
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On Stop-Loss Premiums for the Individual Model
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 18 / Issue 1 / April 1988
- Published online by Cambridge University Press:
- 29 August 2014, pp. 91-97
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- April 1988
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Bounds on Stop-Loss Premiums for Compound Distributions
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 16 / Issue 1 / April 1986
- Published online by Cambridge University Press:
- 29 August 2014, pp. 13-17
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- April 1986
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R. E. Beard, T. Pentikäinen and E. Pesonen (1984). Risk Theory (3rd edition). Chapman & Hall Ltd., London, xvii + 408 pages, £11.95 paperback/£24.50 hardbound.
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 15 / Issue 1 / April 1985
- Published online by Cambridge University Press:
- 29 August 2014, pp. 69-70
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- April 1985
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Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 13 / Issue 1 / June 1982
- Published online by Cambridge University Press:
- 29 August 2014, pp. 23-36
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- June 1982
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On Ordering and Danger of Claim Frequency Distributions
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 12 / Issue 1 / June 1981
- Published online by Cambridge University Press:
- 29 August 2014, pp. 72-76
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- June 1981
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An Extension of an Invariance Property of the Swiss Premium Calculation Principle*
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 11 / Issue 2 / December 1980
- Published online by Cambridge University Press:
- 29 August 2014, pp. 145-153
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- December 1980
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On the Numerical Evaluation of Stop-Loss Premiums
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 10 / Issue 3 / December 1979
- Published online by Cambridge University Press:
- 29 August 2014, pp. 318-324
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- December 1979
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A Note on Iterative Premium Calculation Principles
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 10 / Issue 3 / December 1979
- Published online by Cambridge University Press:
- 29 August 2014, pp. 325-329
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- December 1979
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Bayesian Inference in Credibility Theory
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 8 / Issue 2 / September 1975
- Published online by Cambridge University Press:
- 29 August 2014, pp. 164-174
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- September 1975
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