| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A note on additive risk measures in rank-dependent utility
|
Goovaerts, Marc J.
|
|
2010
|
47 |
2 |
p. 187-189
3 p.
|
article
|
| 2 |
Bias correction for estimated distortion risk measure using the bootstrap
|
Kim, Joseph H.T.
|
|
2010
|
47 |
2 |
p. 198-205
8 p.
|
article
|
| 3 |
Biometric worst-case scenarios for multi-state life insurance policies
|
Christiansen, Marcus C.
|
|
2010
|
47 |
2 |
p. 190-197
8 p.
|
article
|
| 4 |
Catastrophe risk management with counterparty risk using alternative instruments
|
Wu, Yang-Che
|
|
2010
|
47 |
2 |
p. 234-245
12 p.
|
article
|
| 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.
|
article
|
| 6 |
Comonotonic convex upper bound and majorization
|
Cheung, Ka Chun
|
|
2010
|
47 |
2 |
p. 154-158
5 p.
|
article
|
| 7 |
Editorial Board
|
|
|
2010
|
47 |
2 |
p. IFC-
1 p.
|
article
|
| 8 |
Forward mortality and other vital rates — Are they the way forward?
|
Norberg, Ragnar
|
|
2010
|
47 |
2 |
p. 105-112
8 p.
|
article
|
| 9 |
Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
|
Apaydin, Aysen
|
|
2010
|
47 |
2 |
p. 113-122
10 p.
|
article
|
| 10 |
Joint characteristic functions construction via copulas
|
Komelj, Janez
|
|
2010
|
47 |
2 |
p. 137-143
7 p.
|
article
|
| 11 |
Obtaining the dividends–penalty identities by interpretation
|
Gerber, Hans U.
|
|
2010
|
47 |
2 |
p. 206-207
2 p.
|
article
|
| 12 |
On optimal allocation of risk vectors
|
Kiesel, Swen
|
|
2010
|
47 |
2 |
p. 167-175
9 p.
|
article
|
| 13 |
Optimal investment–reinsurance policy for an insurance company with VaR constraint
|
Chen, Shumin
|
|
2010
|
47 |
2 |
p. 144-153
10 p.
|
article
|
| 14 |
Optimal non-proportional reinsurance control
|
Hipp, Christian
|
|
2010
|
47 |
2 |
p. 246-254
9 p.
|
article
|
| 15 |
Optimal premium policy of an insurance firm: Full and partial information
|
Huang, Jianhui
|
|
2010
|
47 |
2 |
p. 208-215
8 p.
|
article
|
| 16 |
Parameter estimation of a bivariate compound Poisson process
|
Esmaeili, Habib
|
|
2010
|
47 |
2 |
p. 224-233
10 p.
|
article
|
| 17 |
Pricing longevity risk with the parametric bootstrap: A maximum entropy approach
|
Li, Johnny Siu-Hang
|
|
2010
|
47 |
2 |
p. 176-186
11 p.
|
article
|
| 18 |
Pricing maturity guarantee with dynamic withdrawal benefit
|
Ko, Bangwon
|
|
2010
|
47 |
2 |
p. 216-223
8 p.
|
article
|
| 19 |
Upper comonotonicity and convex upper bounds for sums of random variables
|
Dong, Jing
|
|
2010
|
47 |
2 |
p. 159-166
8 p.
|
article
|
| 20 |
Valuation of equity-indexed annuity under stochastic mortality and interest rate
|
Qian, Linyi
|
|
2010
|
47 |
2 |
p. 123-129
7 p.
|
article
|
Journal description