nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
|
Cheung, Eric C.K. |
|
2011 |
48 |
3 |
p. 384-397 14 p. |
artikel |
2 |
A new discrete distribution with actuarial applications
|
Gómez-Déniz, Emilio |
|
2011 |
48 |
3 |
p. 406-412 7 p. |
artikel |
3 |
Characterization of upper comonotonicity via tail convex order
|
Nam, Hee Seok |
|
2011 |
48 |
3 |
p. 368-373 6 p. |
artikel |
4 |
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
|
Sotomayor, Luz R. |
|
2011 |
48 |
3 |
p. 344-354 11 p. |
artikel |
5 |
Convolutions of multivariate phase-type distributions
|
Berdel, Jasmin |
|
2011 |
48 |
3 |
p. 374-377 4 p. |
artikel |
6 |
Editorial Board
|
|
|
2011 |
48 |
3 |
p. IFC- 1 p. |
artikel |
7 |
Household consumption, investment and life insurance
|
Bruhn, Kenneth |
|
2011 |
48 |
3 |
p. 315-325 11 p. |
artikel |
8 |
Mathematical investigation of the Gerber–Shiu function in the case of dependent inter-claim time and claim size
|
Orbán Mihálykó, Éva |
|
2011 |
48 |
3 |
p. 378-383 6 p. |
artikel |
9 |
Mortality density forecasts: An analysis of six stochastic mortality models
|
Cairns, Andrew J.G. |
|
2011 |
48 |
3 |
p. 355-367 13 p. |
artikel |
10 |
On the threshold dividend strategy for a generalized jump–diffusion risk model
|
Chi, Yichun |
|
2011 |
48 |
3 |
p. 326-337 12 p. |
artikel |
11 |
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
|
Bäuerle, Nicole |
|
2011 |
48 |
3 |
p. 398-405 8 p. |
artikel |
12 |
Stochastic comparisons for allocations of policy limits and deductibles with applications
|
Lu, ZhiYi |
|
2011 |
48 |
3 |
p. 338-343 6 p. |
artikel |