nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A generalization of the Kaplan–Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models
|
Lopez, Olivier |
|
2012 |
51 |
3 |
p. 505-516 12 p. |
artikel |
2 |
Analytical calculation of risk measures for variable annuity guaranteed benefits
|
Feng, Runhuan |
|
2012 |
51 |
3 |
p. 636-648 13 p. |
artikel |
3 |
Calculation of Bayes premium for conditional elliptical risks
|
Kume, Alfred |
|
2012 |
51 |
3 |
p. 632-635 4 p. |
artikel |
4 |
Editorial Board
|
|
|
2012 |
51 |
3 |
p. IFC- 1 p. |
artikel |
5 |
Equitable solvent controls in a multi-period game model of risk
|
Malinovskii, Vsevolod K. |
|
2012 |
51 |
3 |
p. 599-616 18 p. |
artikel |
6 |
Fuzzy risk adjusted performance measures: Application to hedge funds
|
Sadefo Kamdem, J. |
|
2012 |
51 |
3 |
p. 702-712 11 p. |
artikel |
7 |
Gram–Charlier densities: Maximum likelihood versus the method of moments
|
Del Brio, Esther B. |
|
2012 |
51 |
3 |
p. 531-537 7 p. |
artikel |
8 |
Minimal cost of a Brownian risk without ruin
|
Luo, Shangzhen |
|
2012 |
51 |
3 |
p. 685-693 9 p. |
artikel |
9 |
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
|
Lee, David |
|
2012 |
51 |
3 |
p. 538-550 13 p. |
artikel |
10 |
Modelling dependent data for longevity projections
|
D’Amato, Valeria |
|
2012 |
51 |
3 |
p. 694-701 8 p. |
artikel |
11 |
Moments and semi-moments for fuzzy portfolio selection
|
Sadefo Kamdem, Jules |
|
2012 |
51 |
3 |
p. 517-530 14 p. |
artikel |
12 |
On a reduced form credit risk model with common shock and regime switching
|
Liang, Xue |
|
2012 |
51 |
3 |
p. 567-575 9 p. |
artikel |
13 |
Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits
|
Gao, Jin |
|
2012 |
51 |
3 |
p. 586-598 13 p. |
artikel |
14 |
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
|
Gu, Ailing |
|
2012 |
51 |
3 |
p. 674-684 11 p. |
artikel |
15 |
Optimal dividend and equity issuance problem with proportional and fixed transaction costs
|
Peng, Xiaofan |
|
2012 |
51 |
3 |
p. 576-585 10 p. |
artikel |
16 |
Optimal investment and consumption when regime transitions cause price shocks
|
Lim, Andrew E.B. |
|
2012 |
51 |
3 |
p. 551-566 16 p. |
artikel |
17 |
Optimal investment strategies for the HARA utility under the constant elasticity of variance model
|
Jung, Eun Ju |
|
2012 |
51 |
3 |
p. 667-673 7 p. |
artikel |
18 |
Quantifying credit and market risk under Solvency II: Standard approach versus internal model
|
Gatzert, Nadine |
|
2012 |
51 |
3 |
p. 649-666 18 p. |
artikel |
19 |
Skew mixture models for loss distributions: A Bayesian approach
|
Bernardi, Mauro |
|
2012 |
51 |
3 |
p. 617-623 7 p. |
artikel |
20 |
Stochastic evaluation of life insurance contracts: Model point on asset trajectories and measurement of the error related to aggregation
|
Nteukam T., Oberlain |
|
2012 |
51 |
3 |
p. 624-631 8 p. |
artikel |