nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Default risk, bankruptcy procedures and the market value of life insurance liabilities
|
Chen, An |
|
2007 |
40 |
2 |
p. 231-255 25 p. |
artikel |
2 |
Distribution-free option pricing
|
Schepper, Ann De |
|
2007 |
40 |
2 |
p. 179-199 21 p. |
artikel |
3 |
Editorial Board
|
|
|
2007 |
40 |
2 |
p. CO2- 1 p. |
artikel |
4 |
On the asymptotic distribution of certain bivariate reinsurance treaties
|
Hashorva, Enkelejd |
|
2007 |
40 |
2 |
p. 200-208 9 p. |
artikel |
5 |
On the expected discounted penalty function for a perturbed risk process driven by a subordinator
|
Morales, Manuel |
|
2007 |
40 |
2 |
p. 293-301 9 p. |
artikel |
6 |
Optimal investment for an insurer: The martingale approach
|
Wang, Zengwu |
|
2007 |
40 |
2 |
p. 322-334 13 p. |
artikel |
7 |
Pricing exotic options under regime switching
|
Boyle, Phelim |
|
2007 |
40 |
2 |
p. 267-282 16 p. |
artikel |
8 |
Pricing general insurance with constraints
|
Emms, Paul |
|
2007 |
40 |
2 |
p. 335-355 21 p. |
artikel |
9 |
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
|
Wang, Yuebao |
|
2007 |
40 |
2 |
p. 256-266 11 p. |
artikel |
10 |
Stochastic pension fund control in the presence of Poisson jumps
|
Ngwira, Bernard |
|
2007 |
40 |
2 |
p. 283-292 10 p. |
artikel |
11 |
The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
|
Xiao, Jianwu |
|
2007 |
40 |
2 |
p. 302-310 9 p. |
artikel |
12 |
The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance
|
Taksar, Michael |
|
2007 |
40 |
2 |
p. 311-321 11 p. |
artikel |
13 |
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
|
Roorda, Berend |
|
2007 |
40 |
2 |
p. 209-230 22 p. |
artikel |