nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A linear algebraic method for pricing temporary life annuities and insurance policies
|
Date, P. |
|
2010 |
47 |
1 |
p. 98-104 7 p. |
artikel |
2 |
A method for determining risk aversion functions from uncertain market prices of risk
|
Gzyl, Henryk |
|
2010 |
47 |
1 |
p. 84-89 6 p. |
artikel |
3 |
Asymptotic analysis of a risk process with high dividend barrier
|
Frostig, Esther |
|
2010 |
47 |
1 |
p. 21-26 6 p. |
artikel |
4 |
Chain ladder method: Bayesian bootstrap versus classical bootstrap
|
Peters, Gareth W. |
|
2010 |
47 |
1 |
p. 36-51 16 p. |
artikel |
5 |
Comparison of three semiparametric methods for estimating dependence parameters in copula models
|
Kojadinovic, Ivan |
|
2010 |
47 |
1 |
p. 52-63 12 p. |
artikel |
6 |
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
|
Lin, Jin-Guan |
|
2010 |
47 |
1 |
p. 13-20 8 p. |
artikel |
7 |
IFC
|
|
|
2010 |
47 |
1 |
p. IFC- 1 p. |
artikel |
8 |
On the Lagrangian Katz family of distributions as a claim frequency model
|
Gathy, Maude |
|
2010 |
47 |
1 |
p. 76-83 8 p. |
artikel |
9 |
Optimal joint survival reinsurance: An efficient frontier approach
|
Dimitrova, Dimitrina S. |
|
2010 |
47 |
1 |
p. 27-35 9 p. |
artikel |
10 |
Optimal portfolio selection for general provisioning and terminal wealth problems
|
Van Weert, Koen |
|
2010 |
47 |
1 |
p. 90-97 8 p. |
artikel |
11 |
Optimal risk transfer for agents with germs
|
Li, Peng |
|
2010 |
47 |
1 |
p. 1-12 12 p. |
artikel |
12 |
Stationary-excess operator and convex stochastic orders
|
Lefèvre, Claude |
|
2010 |
47 |
1 |
p. 64-75 12 p. |
artikel |