| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
|
Kogure, Atsuyuki
|
|
2010
|
46 |
1 |
p. 162-172
11 p.
|
artikel
|
| 2 |
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
|
Cheung, Eric C.K.
|
|
2010
|
46 |
1 |
p. 127-134
8 p.
|
artikel
|
| 3 |
An algebraic operator approach to the analysis of Gerber–Shiu functions
|
Albrecher, Hansjörg
|
|
2010
|
46 |
1 |
p. 42-51
10 p.
|
artikel
|
| 4 |
An elementary approach to discrete models of dividend strategies
|
Gerber, Hans U.
|
|
2010
|
46 |
1 |
p. 109-116
8 p.
|
artikel
|
| 5 |
An insurance risk model with stochastic volatility
|
Chi, Yichun
|
|
2010
|
46 |
1 |
p. 52-66
15 p.
|
artikel
|
| 6 |
A note on scale functions and the time value of ruin for Lévy insurance risk processes
|
Biffis, Enrico
|
|
2010
|
46 |
1 |
p. 85-91
7 p.
|
artikel
|
| 7 |
Asymptotic aspects of the Gerber–Shiu function in the renewal risk model using Wiener–Hopf factorization and convolution equivalence
|
Tang, Qihe
|
|
2010
|
46 |
1 |
p. 19-31
13 p.
|
artikel
|
| 8 |
De Finetti’s optimal dividends problem with an affine penalty function at ruin
|
Loeffen, Ronnie L.
|
|
2010
|
46 |
1 |
p. 98-108
11 p.
|
artikel
|
| 9 |
Editorial Board
|
|
|
2010
|
46 |
1 |
p. IFC-
1 p.
|
artikel
|
| 10 |
Editorial for the special issue on Gerber–Shiu functions
|
Albrecher, Hansjörg
|
|
2010
|
46 |
1 |
p. 1-2
2 p.
|
artikel
|
| 11 |
Evaluating the Advanced Life Deferred Annuity — An annuity people might actually buy
|
Gong, Guan
|
|
2010
|
46 |
1 |
p. 210-221
12 p.
|
artikel
|
| 12 |
Finite time ruin problems for the Erlang(2) risk model
|
Dickson, David C.M.
|
|
2010
|
46 |
1 |
p. 12-18
7 p.
|
artikel
|
| 13 |
Longevity bond premiums: The extreme value approach and risk cubic pricing
|
Chen, Hua
|
|
2010
|
46 |
1 |
p. 150-161
12 p.
|
artikel
|
| 14 |
Longevity risk and capital markets: The 2008–2009 update
|
Blake, David
|
|
2010
|
46 |
1 |
p. 135-138
4 p.
|
artikel
|
| 15 |
Longevity risk in pension annuities with exchange options: The effect of product design
|
Stevens, Ralph
|
|
2010
|
46 |
1 |
p. 222-234
13 p.
|
artikel
|
| 16 |
Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models
|
Yang, Sharon S.
|
|
2010
|
46 |
1 |
p. 254-270
17 p.
|
artikel
|
| 17 |
Mortality risk modeling: Applications to insurance securitization
|
Cox, Samuel H.
|
|
2010
|
46 |
1 |
p. 242-253
12 p.
|
artikel
|
| 18 |
On a generalization of the Gerber–Shiu function to path-dependent penalties
|
Biffis, Enrico
|
|
2010
|
46 |
1 |
p. 92-97
6 p.
|
artikel
|
| 19 |
On the Gerber–Shiu function and change of measure
|
Schmidli, Hanspeter
|
|
2010
|
46 |
1 |
p. 3-11
9 p.
|
artikel
|
| 20 |
On the optimal product mix in life insurance companies using conditional value at risk
|
Tsai, Jeffrey T.
|
|
2010
|
46 |
1 |
p. 235-241
7 p.
|
artikel
|
| 21 |
On the pricing of longevity-linked securities
|
Bauer, Daniel
|
|
2010
|
46 |
1 |
p. 139-149
11 p.
|
artikel
|
| 22 |
On the time value of absolute ruin with tax
|
Ming, Rui-Xing
|
|
2010
|
46 |
1 |
p. 67-84
18 p.
|
artikel
|
| 23 |
Optimizing the equity-bond-annuity portfolio in retirement: The impact of uncertain health expenses
|
Pang, Gaobo
|
|
2010
|
46 |
1 |
p. 198-209
12 p.
|
artikel
|
| 24 |
Securitization, structuring and pricing of longevity risk
|
Wills, Samuel
|
|
2010
|
46 |
1 |
p. 173-185
13 p.
|
artikel
|
| 25 |
Securitizing and tranching longevity exposures
|
Biffis, Enrico
|
|
2010
|
46 |
1 |
p. 186-197
12 p.
|
artikel
|
| 26 |
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
|
Cheung, Eric C.K.
|
|
2010
|
46 |
1 |
p. 117-126
10 p.
|
artikel
|
| 27 |
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
|
Willmot, Gordon E.
|
|
2010
|
46 |
1 |
p. 32-41
10 p.
|
artikel
|
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