nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
|
Giacometti, Rosella |
|
2012 |
50 |
1 |
p. 85-93 9 p. |
artikel |
2 |
Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective
|
Bohnert, Alexander |
|
2012 |
50 |
1 |
p. 64-78 15 p. |
artikel |
3 |
Arbitrage in skew Brownian motion models
|
Rossello, Damiano |
|
2012 |
50 |
1 |
p. 50-56 7 p. |
artikel |
4 |
Competitive insurance market in the presence of ambiguity
|
Anwar, Sajid |
|
2012 |
50 |
1 |
p. 79-84 6 p. |
artikel |
5 |
Copula models for insurance claim numbers with excess zeros and time-dependence
|
Zhao, Xiaobing |
|
2012 |
50 |
1 |
p. 191-199 9 p. |
artikel |
6 |
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
|
Pansera, Jérôme |
|
2012 |
50 |
1 |
p. 1-11 11 p. |
artikel |
7 |
Editorial Board
|
|
|
2012 |
50 |
1 |
p. IFC- 1 p. |
artikel |
8 |
Excess based allocation of risk capital
|
van Gulick, Gerwald |
|
2012 |
50 |
1 |
p. 26-42 17 p. |
artikel |
9 |
Explaining young mortality
|
O’Hare, Colin |
|
2012 |
50 |
1 |
p. 12-25 14 p. |
artikel |
10 |
Extreme value behavior of aggregate dependent risks
|
Chen, Die |
|
2012 |
50 |
1 |
p. 99-108 10 p. |
artikel |
11 |
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
|
Mitric, Ilie-Radu |
|
2012 |
50 |
1 |
p. 167-178 12 p. |
artikel |
12 |
On the Haezendonck–Goovaerts risk measure for extreme risks
|
Tang, Qihe |
|
2012 |
50 |
1 |
p. 217-227 11 p. |
artikel |
13 |
On the invariant properties of notions of positive dependence and copulas under increasing transformations
|
Cai, Jun |
|
2012 |
50 |
1 |
p. 43-49 7 p. |
artikel |
14 |
Optimal commutable annuities to minimize the probability of lifetime ruin
|
Wang, Ting |
|
2012 |
50 |
1 |
p. 200-216 17 p. |
artikel |
15 |
Optimal loss-carry-forward taxation for the Lévy risk model
|
Wang, Wenyuan |
|
2012 |
50 |
1 |
p. 121-130 10 p. |
artikel |
16 |
Optimal reinsurance with positively dependent risks
|
Cai, Jun |
|
2012 |
50 |
1 |
p. 57-63 7 p. |
artikel |
17 |
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
|
Zhao, Hui |
|
2012 |
50 |
1 |
p. 179-190 12 p. |
artikel |
18 |
Pricing insurance contracts under Cumulative Prospect Theory
|
Kaluszka, Marek |
|
2012 |
50 |
1 |
p. 159-166 8 p. |
artikel |
19 |
Recursive methods for a multi-dimensional risk process with common shocks
|
Gong, Lan |
|
2012 |
50 |
1 |
p. 109-120 12 p. |
artikel |
20 |
Risk concentration of aggregated dependent risks: The second-order properties
|
Tong, Bin |
|
2012 |
50 |
1 |
p. 139-149 11 p. |
artikel |
21 |
Risky asset allocation and consumption rule in the presence of background risk and insurance markets
|
Lin, Wen-chang |
|
2012 |
50 |
1 |
p. 150-158 9 p. |
artikel |
22 |
Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
|
Ahčan, Aleš |
|
2012 |
50 |
1 |
p. 131-138 8 p. |
artikel |
23 |
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
|
Landsman, Zinoviy |
|
2012 |
50 |
1 |
p. 94-98 5 p. |
artikel |