| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A class of multivariate copulas with bivariate Fréchet marginal copulas
|
Yang, Jingping
|
|
2009
|
45 |
1 |
p. 139-147
9 p.
|
artikel
|
| 2 |
A Markov-modulated model for stocks paying discrete dividends
|
Sakkas, E.
|
|
2009
|
45 |
1 |
p. 19-24
6 p.
|
artikel
|
| 3 |
An optimal dividends problem with transaction costs for spectrally negative Lévy processes
|
Loeffen, R.L.
|
|
2009
|
45 |
1 |
p. 41-48
8 p.
|
artikel
|
| 4 |
Applications of conditional comonotonicity to some optimization problems
|
Cheung, Ka Chun
|
|
2009
|
45 |
1 |
p. 89-93
5 p.
|
artikel
|
| 5 |
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
|
Cerqueti, Roy
|
|
2009
|
45 |
1 |
p. 59-64
6 p.
|
artikel
|
| 6 |
Continuous-time mean–variance portfolio selection with liability and regime switching
|
Xie, Shuxiang
|
|
2009
|
45 |
1 |
p. 148-155
8 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2009
|
45 |
1 |
p. IFC-
1 p.
|
artikel
|
| 8 |
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
|
Necir, Abdelhakim
|
|
2009
|
45 |
1 |
p. 49-58
10 p.
|
artikel
|
| 9 |
Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints
|
Maurer, Raimond
|
|
2009
|
45 |
1 |
p. 25-34
10 p.
|
artikel
|
| 10 |
Minimum standards for investment performance: A new perspective on non-life insurer solvency
|
Eling, Martin
|
|
2009
|
45 |
1 |
p. 113-122
10 p.
|
artikel
|
| 11 |
Optimal investment and reinsurance of an insurer with model uncertainty
|
Zhang, Xin
|
|
2009
|
45 |
1 |
p. 81-88
8 p.
|
artikel
|
| 12 |
Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
|
Gao, Jianwei
|
|
2009
|
45 |
1 |
p. 9-18
10 p.
|
artikel
|
| 13 |
Ruin probability in the presence of interest earnings and tax payments
|
Wei, Li
|
|
2009
|
45 |
1 |
p. 133-138
6 p.
|
artikel
|
| 14 |
Sample path large and moderate deviations for risk model with delayed claims
|
Gao, Fuqing
|
|
2009
|
45 |
1 |
p. 74-80
7 p.
|
artikel
|
| 15 |
Semiparametric model for prediction of individual claim loss reserving
|
Zhao, Xiao Bing
|
|
2009
|
45 |
1 |
p. 1-8
8 p.
|
artikel
|
| 16 |
Stochastic portfolio specific mortality and the quantification of mortality basis risk
|
Plat, Richard
|
|
2009
|
45 |
1 |
p. 123-132
10 p.
|
artikel
|
| 17 |
The valuation of contingent capital with catastrophe risks
|
Lin, Shih-Kuei
|
|
2009
|
45 |
1 |
p. 65-73
9 p.
|
artikel
|
| 18 |
Upper comonotonicity
|
Cheung, Ka Chun
|
|
2009
|
45 |
1 |
p. 35-40
6 p.
|
artikel
|
| 19 |
What is the impact of stock market contagion on an investor’s portfolio choice?
|
Branger, Nicole
|
|
2009
|
45 |
1 |
p. 94-112
19 p.
|
artikel
|
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