| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Adaptive Importance Sampling for simulating copula-based distributions
|
Bee, Marco
|
|
2011
|
48 |
2 |
p. 237-245
9 p.
|
artikel
|
| 2 |
An application of comonotonicity theory in a stochastic life annuity framework
|
Liu, Xiaoming
|
|
2011
|
48 |
2 |
p. 271-279
9 p.
|
artikel
|
| 3 |
A new proof of Cheung’s characterization of comonotonicity
|
Mao, Tiantian
|
|
2011
|
48 |
2 |
p. 214-216
3 p.
|
artikel
|
| 4 |
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
|
Feng, Runhuan
|
|
2011
|
48 |
2 |
p. 304-313
10 p.
|
artikel
|
| 5 |
Approximation of bivariate copulas by patched bivariate Fréchet copulas
|
Zheng, Yanting
|
|
2011
|
48 |
2 |
p. 246-256
11 p.
|
artikel
|
| 6 |
Bayesian multivariate Poisson models for insurance ratemaking
|
Bermúdez, Lluís
|
|
2011
|
48 |
2 |
p. 226-236
11 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2011
|
48 |
2 |
p. IFC-
1 p.
|
artikel
|
| 8 |
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
|
Choe, Geon Ho
|
|
2011
|
48 |
2 |
p. 205-213
9 p.
|
artikel
|
| 9 |
Entropy, longevity and the cost of annuities
|
Haberman, Steven
|
|
2011
|
48 |
2 |
p. 197-204
8 p.
|
artikel
|
| 10 |
Explicit ruin formulas for models with dependence among risks
|
Albrecher, Hansjörg
|
|
2011
|
48 |
2 |
p. 265-270
6 p.
|
artikel
|
| 11 |
Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?
|
Peters, Gareth W.
|
|
2011
|
48 |
2 |
p. 287-303
17 p.
|
artikel
|
| 12 |
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
|
Sendov, Hristo S.
|
|
2011
|
48 |
2 |
p. 257-264
8 p.
|
artikel
|
| 13 |
On 1-convexity and nucleolus of co-insurance games
|
Driessen, Theo S.H.
|
|
2011
|
48 |
2 |
p. 217-225
9 p.
|
artikel
|
| 14 |
Optimal investment and consumption decision of a family with life insurance
|
Kwak, Minsuk
|
|
2011
|
48 |
2 |
p. 176-188
13 p.
|
artikel
|
| 15 |
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
|
Nteukam T., Oberlain
|
|
2011
|
48 |
2 |
p. 161-175
15 p.
|
artikel
|
| 16 |
Quantile hedging for equity-linked contracts
|
Klusik, Przemysław
|
|
2011
|
48 |
2 |
p. 280-286
7 p.
|
artikel
|
| 17 |
Refinements of two-sided bounds for renewal equations
|
Woo, Jae-Kyung
|
|
2011
|
48 |
2 |
p. 189-196
8 p.
|
artikel
|
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