| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A benchmarking approach to optimal asset allocation for insurers and pension funds
|
Lim, Andrew E.B.
|
|
2010
|
46 |
2 |
p. 317-327
11 p.
|
artikel
|
| 2 |
An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation
|
Lin, Tzuling
|
|
2010
|
46 |
2 |
p. 423-435
13 p.
|
artikel
|
| 3 |
Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance
|
Chi, Yichun
|
|
2010
|
46 |
2 |
p. 385-396
12 p.
|
artikel
|
| 4 |
A new approach to the credibility formula
|
Payandeh Najafabadi, Amir T.
|
|
2010
|
46 |
2 |
p. 334-338
5 p.
|
artikel
|
| 5 |
Applying copula models to individual claim loss reserving methods
|
Zhao, XiaoBing
|
|
2010
|
46 |
2 |
p. 290-299
10 p.
|
artikel
|
| 6 |
Archimedean copula estimation and model selection via l 1 -norm symmetric distribution
|
Qu, Xiaomei
|
|
2010
|
46 |
2 |
p. 406-414
9 p.
|
artikel
|
| 7 |
Conditional law of risk processes given that ruin occurs
|
Schmidli, Hanspeter
|
|
2010
|
46 |
2 |
p. 281-289
9 p.
|
artikel
|
| 8 |
Constrained smoothing B -splines for the term structure of interest rates
|
Poletti Laurini, Márcio
|
|
2010
|
46 |
2 |
p. 339-350
12 p.
|
artikel
|
| 9 |
Editorial Board
|
|
|
2010
|
46 |
2 |
p. IFC-
1 p.
|
artikel
|
| 10 |
Erratum to “Estimating value at risk of portfolio by conditional copula-GARCH method” [Insurance: Mathematics and Economics 43 (2009) 315–324]
|
Huang, Jen-Tsung
|
|
2010
|
46 |
2 |
p. 436-
1 p.
|
artikel
|
| 11 |
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
|
Xie, Jie-hua
|
|
2010
|
46 |
2 |
p. 415-422
8 p.
|
artikel
|
| 12 |
Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform
|
Chen, Hua
|
|
2010
|
46 |
2 |
p. 371-384
14 p.
|
artikel
|
| 13 |
Multivariate Tweedie distributions and some related capital-at-risk analyses
|
Furman, Edward
|
|
2010
|
46 |
2 |
p. 351-361
11 p.
|
artikel
|
| 14 |
On a multivariate Pareto distribution
|
Asimit, Alexandru V.
|
|
2010
|
46 |
2 |
p. 308-316
9 p.
|
artikel
|
| 15 |
Optimal asset allocation for a general portfolio of life insurance policies
|
Huang, Hong-Chih
|
|
2010
|
46 |
2 |
p. 271-280
10 p.
|
artikel
|
| 16 |
Optimal insurance in the presence of insurer’s loss limit
|
Zhou, Chunyang
|
|
2010
|
46 |
2 |
p. 300-307
8 p.
|
artikel
|
| 17 |
Optimal reinsurance with a rescuing procedure
|
Zeng, Xudong
|
|
2010
|
46 |
2 |
p. 397-405
9 p.
|
artikel
|
| 18 |
Stochastic comparisons for time transformed exponential models
|
Mulero, Julio
|
|
2010
|
46 |
2 |
p. 328-333
6 p.
|
artikel
|
| 19 |
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
|
Tang, Qihe
|
|
2010
|
46 |
2 |
p. 362-370
9 p.
|
artikel
|
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