nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Affine stochastic mortality
|
Schrager, David F. |
|
2006 |
38 |
1 |
p. 81-97 17 p. |
artikel |
2 |
An application of the α -power approximation in multiple life insurance
|
Yi, Zhang |
|
2006 |
38 |
1 |
p. 98-112 15 p. |
artikel |
3 |
A volatility-varying and jump-diffusion Merton type model of interest rate risk
|
Espinosa, Fernando |
|
2006 |
38 |
1 |
p. 157-166 10 p. |
artikel |
4 |
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
|
Tank, Fatih |
|
2006 |
38 |
1 |
p. 189-194 6 p. |
artikel |
5 |
Editorial Board
|
|
|
2006 |
38 |
1 |
p. ii- 1 p. |
artikel |
6 |
Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval
|
Koissi, Marie-Claire |
|
2006 |
38 |
1 |
p. 1-20 20 p. |
artikel |
7 |
Financial valuation of guaranteed minimum withdrawal benefits
|
Milevsky, Moshe A. |
|
2006 |
38 |
1 |
p. 21-38 18 p. |
artikel |
8 |
On the control of defined-benefit pension plans
|
Huang, Hong-Chih |
|
2006 |
38 |
1 |
p. 113-131 19 p. |
artikel |
9 |
Optimal portfolio problem with unknown dependency structure
|
Cheung, Ka Chun |
|
2006 |
38 |
1 |
p. 167-175 9 p. |
artikel |
10 |
Recursions for compound phase distributions
|
Eisele, Karl-Theodor |
|
2006 |
38 |
1 |
p. 149-156 8 p. |
artikel |
11 |
Speedy convolution algorithms and Panjer recursions for phase-type distributions
|
Hipp, Christian |
|
2006 |
38 |
1 |
p. 176-188 13 p. |
artikel |
12 |
Stochastic orders and risk measures: Consistency and bounds
|
Bäuerle, Nicole |
|
2006 |
38 |
1 |
p. 132-148 17 p. |
artikel |
13 |
The compound Poisson risk model with a threshold dividend strategy
|
Lin, X.Sheldon |
|
2006 |
38 |
1 |
p. 57-80 24 p. |
artikel |
14 |
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
|
Ballotta, Laura |
|
2006 |
38 |
1 |
p. 195-214 20 p. |
artikel |
15 |
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
|
Geluk, J.L. |
|
2006 |
38 |
1 |
p. 39-56 18 p. |
artikel |