| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A multivariate aggregate loss model
|
Ren, Jiandong
|
|
2012
|
51 |
2 |
p. 402-408
7 p.
|
artikel
|
| 2 |
An adaptive premium policy with a Bayesian motivation in the classical risk model
|
Landriault, David
|
|
2012
|
51 |
2 |
p. 370-378
9 p.
|
artikel
|
| 3 |
Analysis of the discounted sum of ascending ladder heights
|
Cossette, Hélène
|
|
2012
|
51 |
2 |
p. 393-401
9 p.
|
artikel
|
| 4 |
An operator splitting harmonic differential quadrature approach to solve Young’s model for life insurance risk
|
Ballestra, Luca Vincenzo
|
|
2012
|
51 |
2 |
p. 442-448
7 p.
|
artikel
|
| 5 |
A note on weighted premium calculation principles
|
Kaluszka, M.
|
|
2012
|
51 |
2 |
p. 379-381
3 p.
|
artikel
|
| 6 |
Asymptotic consistency and inconsistency of the chain ladder
|
Pešta, Michal
|
|
2012
|
51 |
2 |
p. 472-479
8 p.
|
artikel
|
| 7 |
Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
|
Griffin, Philip S.
|
|
2012
|
51 |
2 |
p. 382-392
11 p.
|
artikel
|
| 8 |
Comparison of risks based on the expected proportional shortfall
|
Belzunce, Félix
|
|
2012
|
51 |
2 |
p. 292-302
11 p.
|
artikel
|
| 9 |
Computing bounds on the expected payoff of Alternative Risk Transfer products
|
Villegas, Andrés M.
|
|
2012
|
51 |
2 |
p. 271-281
11 p.
|
artikel
|
| 10 |
Convex order and comonotonic conditional mean risk sharing
|
Denuit, Michel
|
|
2012
|
51 |
2 |
p. 265-270
6 p.
|
artikel
|
| 11 |
Convex order approximations in the case of cash flows of mixed signs
|
Dhaene, Jan
|
|
2012
|
51 |
2 |
p. 249-256
8 p.
|
artikel
|
| 12 |
Editorial Board
|
|
|
2012
|
51 |
2 |
p. IFC-
1 p.
|
artikel
|
| 13 |
Estimation of medical costs by copula models with dynamic change of health status
|
Zhao, Xiaobing
|
|
2012
|
51 |
2 |
p. 480-491
12 p.
|
artikel
|
| 14 |
Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?
|
Eling, Martin
|
|
2012
|
51 |
2 |
p. 239-248
10 p.
|
artikel
|
| 15 |
Heterogeneity of Australian population mortality and implications for a viable life annuity market
|
Su, Shu
|
|
2012
|
51 |
2 |
p. 322-332
11 p.
|
artikel
|
| 16 |
Maximizing the utility of consumption with commutable life annuities
|
Wang, Ting
|
|
2012
|
51 |
2 |
p. 352-369
18 p.
|
artikel
|
| 17 |
Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach
|
Feng, Runhuan
|
|
2012
|
51 |
2 |
p. 409-421
13 p.
|
artikel
|
| 18 |
On a mean reverting dividend strategy with Brownian motion
|
Avanzi, Benjamin
|
|
2012
|
51 |
2 |
p. 229-238
10 p.
|
artikel
|
| 19 |
On the L p -metric between a probability distribution and its distortion
|
López-Díaz, Miguel
|
|
2012
|
51 |
2 |
p. 257-264
8 p.
|
artikel
|
| 20 |
On the valuation of reverse mortgages with regular tenure payments
|
Lee, Yung-Tsung
|
|
2012
|
51 |
2 |
p. 430-441
12 p.
|
artikel
|
| 21 |
Optimal insurance under multiple sources of risk with positive dependence
|
Lu, ZhiYi
|
|
2012
|
51 |
2 |
p. 462-471
10 p.
|
artikel
|
| 22 |
Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution
|
Pirvu, Traian A.
|
|
2012
|
51 |
2 |
p. 303-309
7 p.
|
artikel
|
| 23 |
Optimal reinsurance under variance related premium principles
|
Chi, Yichun
|
|
2012
|
51 |
2 |
p. 310-321
12 p.
|
artikel
|
| 24 |
Optimal retirement consumption with a stochastic force of mortality
|
Huang, Huaxiong
|
|
2012
|
51 |
2 |
p. 282-291
10 p.
|
artikel
|
| 25 |
Precise large deviations of aggregate claims in a size-dependent renewal risk model
|
Chen, Yiqing
|
|
2012
|
51 |
2 |
p. 457-461
5 p.
|
artikel
|
| 26 |
Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
|
Lin, Jianxi
|
|
2012
|
51 |
2 |
p. 422-429
8 p.
|
artikel
|
| 27 |
Second-order expansions of the risk concentration based on CTE
|
Mao, Tiantian
|
|
2012
|
51 |
2 |
p. 449-456
8 p.
|
artikel
|
| 28 |
Second-order properties of the Haezendonck–Goovaerts risk measure for extreme risks
|
Mao, Tiantian
|
|
2012
|
51 |
2 |
p. 333-343
11 p.
|
artikel
|
| 29 |
Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures
|
Hua, Lei
|
|
2012
|
51 |
2 |
p. 492-503
12 p.
|
artikel
|
| 30 |
The optimal mean–variance investment strategy under value-at-risk constraints
|
Ye, Jun
|
|
2012
|
51 |
2 |
p. 344-351
8 p.
|
artikel
|
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