| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 2 |
Distribution-free option pricing
|
Schepper, Ann De
|
|
2007
|
40 |
2 |
p. 179-199
21 p.
|
article
|
| 3 |
Editorial Board
|
|
|
2007
|
40 |
2 |
p. CO2-
1 p.
|
article
|
| 4 |
On the asymptotic distribution of certain bivariate reinsurance treaties
|
Hashorva, Enkelejd
|
|
2007
|
40 |
2 |
p. 200-208
9 p.
|
article
|
| 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.
|
article
|
| 6 |
Optimal investment for an insurer: The martingale approach
|
Wang, Zengwu
|
|
2007
|
40 |
2 |
p. 322-334
13 p.
|
article
|
| 7 |
Pricing exotic options under regime switching
|
Boyle, Phelim
|
|
2007
|
40 |
2 |
p. 267-282
16 p.
|
article
|
| 8 |
Pricing general insurance with constraints
|
Emms, Paul
|
|
2007
|
40 |
2 |
p. 335-355
21 p.
|
article
|
| 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.
|
article
|
| 10 |
Stochastic pension fund control in the presence of Poisson jumps
|
Ngwira, Bernard
|
|
2007
|
40 |
2 |
p. 283-292
10 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
Journal description