Issue 1/2011
Content (8 Articles)
Editorial
Editorial
Original Research Paper
Ruin probabilities for a regenerative Poisson gap generated risk process
Søren Asmussen, Romain Biard
Original Research Paper
Risk classification in life insurance: methodology and case study
Susanne Gschlössl, Pascal Schoenmaekers, Michel Denuit
Original Research Paper
The optimal dividend barrier in the Gamma–Omega model
Hansjörg Albrecher, Hans U. Gerber, Elias S. W. Shiu
Original Research Paper
Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs
Natalie Scheer, Hanspeter Schmidli
Original Research Paper
An academic view on the illiquidity premium and market-consistent valuation in insurance
Mario V. Wüthrich
Original Research Paper
Multiperiod insurance supervision: top-down models
Karl-Theodor Eisele, Philippe Artzner
Original Research Paper
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and Enterprise Risk Management
Matthieu Chauvigny, Laurent Devineau, Stéphane Loisel, Véronique Maume-Deschamps