nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
|
Embrechts, Paul |
|
2009 |
44 |
2 |
p. 164-169 6 p. |
artikel |
2 |
Contents
|
|
|
2009 |
44 |
2 |
p. iv- 1 p. |
artikel |
3 |
Editorial
|
Goovaerts, Marc |
|
2009 |
44 |
2 |
p. 267- 1 p. |
artikel |
4 |
Editorial
|
Kaas, Rob |
|
2009 |
44 |
2 |
p. 261-263 3 p. |
artikel |
5 |
Editorial Board
|
|
|
2009 |
44 |
2 |
p. IFC- 1 p. |
artikel |
6 |
Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance
|
Genest, Christian |
|
2009 |
44 |
2 |
p. 143-145 3 p. |
artikel |
7 |
Estimating copula densities through wavelets
|
Genest, Christian |
|
2009 |
44 |
2 |
p. 170-181 12 p. |
artikel |
8 |
Further improved recursions for a class of compound Poisson distributions
|
Chadjiconstantinidis, Stathis |
|
2009 |
44 |
2 |
p. 278-286 9 p. |
artikel |
9 |
Fuzzy random variables
|
Shapiro, Arnold F. |
|
2009 |
44 |
2 |
p. 307-314 8 p. |
artikel |
10 |
Goodness-of-fit tests for copulas: A review and a power study
|
Genest, Christian |
|
2009 |
44 |
2 |
p. 199-213 15 p. |
artikel |
11 |
Modelling dynamic portfolio risk using risk drivers of elliptical processes
|
Schmidt, Rafael |
|
2009 |
44 |
2 |
p. 229-244 16 p. |
artikel |
12 |
Multivariate probit models for conditional claim-types
|
Young, Gary |
|
2009 |
44 |
2 |
p. 214-228 15 p. |
artikel |
13 |
On a dual model with a dividend threshold
|
Ng, Andrew C.Y. |
|
2009 |
44 |
2 |
p. 315-324 10 p. |
artikel |
14 |
On the discrete-time compound renewal risk model with dependence
|
Marceau, Etienne |
|
2009 |
44 |
2 |
p. 245-259 15 p. |
artikel |
15 |
Pair-copula constructions of multiple dependence
|
Aas, Kjersti |
|
2009 |
44 |
2 |
p. 182-198 17 p. |
artikel |
16 |
Pricing perpetual American catastrophe put options: A penalty function approach
|
Lin, X. Sheldon |
|
2009 |
44 |
2 |
p. 287-295 9 p. |
artikel |
17 |
Special issue contents page
|
|
|
2009 |
44 |
2 |
p. 266- 1 p. |
artikel |
18 |
The Markovian regime-switching risk model with a threshold dividend strategy
|
Lu, Yi |
|
2009 |
44 |
2 |
p. 296-303 8 p. |
artikel |
19 |
The tax identity in risk theory — a simple proof and an extension
|
Albrecher, Hansjörg |
|
2009 |
44 |
2 |
p. 304-306 3 p. |
artikel |
20 |
To split or not to split: Capital allocation with convex risk measures
|
Tsanakas, Andreas |
|
2009 |
44 |
2 |
p. 268-277 10 p. |
artikel |
21 |
Worst VaR scenarios: A remark
|
Laeven, Roger J.A. |
|
2009 |
44 |
2 |
p. 159-163 5 p. |
artikel |
22 |
Worst VaR scenarios with given marginals and measures of association
|
Kaas, Rob |
|
2009 |
44 |
2 |
p. 146-158 13 p. |
artikel |