nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A note on additive risk measures in rank-dependent utility
|
Goovaerts, Marc J. |
|
2010 |
47 |
2 |
p. 187-189 3 p. |
artikel |
2 |
Bias correction for estimated distortion risk measure using the bootstrap
|
Kim, Joseph H.T. |
|
2010 |
47 |
2 |
p. 198-205 8 p. |
artikel |
3 |
Biometric worst-case scenarios for multi-state life insurance policies
|
Christiansen, Marcus C. |
|
2010 |
47 |
2 |
p. 190-197 8 p. |
artikel |
4 |
Catastrophe risk management with counterparty risk using alternative instruments
|
Wu, Yang-Che |
|
2010 |
47 |
2 |
p. 234-245 12 p. |
artikel |
5 |
Characterizing a comonotonic random vector by the distribution of the sum of its components
|
Cheung, Ka Chun |
|
2010 |
47 |
2 |
p. 130-136 7 p. |
artikel |
6 |
Comonotonic convex upper bound and majorization
|
Cheung, Ka Chun |
|
2010 |
47 |
2 |
p. 154-158 5 p. |
artikel |
7 |
Editorial Board
|
|
|
2010 |
47 |
2 |
p. IFC- 1 p. |
artikel |
8 |
Forward mortality and other vital rates — Are they the way forward?
|
Norberg, Ragnar |
|
2010 |
47 |
2 |
p. 105-112 8 p. |
artikel |
9 |
Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
|
Apaydin, Aysen |
|
2010 |
47 |
2 |
p. 113-122 10 p. |
artikel |
10 |
Joint characteristic functions construction via copulas
|
Komelj, Janez |
|
2010 |
47 |
2 |
p. 137-143 7 p. |
artikel |
11 |
Obtaining the dividends–penalty identities by interpretation
|
Gerber, Hans U. |
|
2010 |
47 |
2 |
p. 206-207 2 p. |
artikel |
12 |
On optimal allocation of risk vectors
|
Kiesel, Swen |
|
2010 |
47 |
2 |
p. 167-175 9 p. |
artikel |
13 |
Optimal investment–reinsurance policy for an insurance company with VaR constraint
|
Chen, Shumin |
|
2010 |
47 |
2 |
p. 144-153 10 p. |
artikel |
14 |
Optimal non-proportional reinsurance control
|
Hipp, Christian |
|
2010 |
47 |
2 |
p. 246-254 9 p. |
artikel |
15 |
Optimal premium policy of an insurance firm: Full and partial information
|
Huang, Jianhui |
|
2010 |
47 |
2 |
p. 208-215 8 p. |
artikel |
16 |
Parameter estimation of a bivariate compound Poisson process
|
Esmaeili, Habib |
|
2010 |
47 |
2 |
p. 224-233 10 p. |
artikel |
17 |
Pricing longevity risk with the parametric bootstrap: A maximum entropy approach
|
Li, Johnny Siu-Hang |
|
2010 |
47 |
2 |
p. 176-186 11 p. |
artikel |
18 |
Pricing maturity guarantee with dynamic withdrawal benefit
|
Ko, Bangwon |
|
2010 |
47 |
2 |
p. 216-223 8 p. |
artikel |
19 |
Upper comonotonicity and convex upper bounds for sums of random variables
|
Dong, Jing |
|
2010 |
47 |
2 |
p. 159-166 8 p. |
artikel |
20 |
Valuation of equity-indexed annuity under stochastic mortality and interest rate
|
Qian, Linyi |
|
2010 |
47 |
2 |
p. 123-129 7 p. |
artikel |