| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 2 |
Analytical calculation of risk measures for variable annuity guaranteed benefits
|
Feng, Runhuan
|
|
2012
|
51 |
3 |
p. 636-648
13 p.
|
article
|
| 3 |
Calculation of Bayes premium for conditional elliptical risks
|
Kume, Alfred
|
|
2012
|
51 |
3 |
p. 632-635
4 p.
|
article
|
| 4 |
Editorial Board
|
|
|
2012
|
51 |
3 |
p. IFC-
1 p.
|
article
|
| 5 |
Equitable solvent controls in a multi-period game model of risk
|
Malinovskii, Vsevolod K.
|
|
2012
|
51 |
3 |
p. 599-616
18 p.
|
article
|
| 6 |
Fuzzy risk adjusted performance measures: Application to hedge funds
|
Sadefo Kamdem, J.
|
|
2012
|
51 |
3 |
p. 702-712
11 p.
|
article
|
| 7 |
Gram–Charlier densities: Maximum likelihood versus the method of moments
|
Del Brio, Esther B.
|
|
2012
|
51 |
3 |
p. 531-537
7 p.
|
article
|
| 8 |
Minimal cost of a Brownian risk without ruin
|
Luo, Shangzhen
|
|
2012
|
51 |
3 |
p. 685-693
9 p.
|
article
|
| 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.
|
article
|
| 10 |
Modelling dependent data for longevity projections
|
D’Amato, Valeria
|
|
2012
|
51 |
3 |
p. 694-701
8 p.
|
article
|
| 11 |
Moments and semi-moments for fuzzy portfolio selection
|
Sadefo Kamdem, Jules
|
|
2012
|
51 |
3 |
p. 517-530
14 p.
|
article
|
| 12 |
On a reduced form credit risk model with common shock and regime switching
|
Liang, Xue
|
|
2012
|
51 |
3 |
p. 567-575
9 p.
|
article
|
| 13 |
Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits
|
Gao, Jin
|
|
2012
|
51 |
3 |
p. 586-598
13 p.
|
article
|
| 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.
|
article
|
| 15 |
Optimal dividend and equity issuance problem with proportional and fixed transaction costs
|
Peng, Xiaofan
|
|
2012
|
51 |
3 |
p. 576-585
10 p.
|
article
|
| 16 |
Optimal investment and consumption when regime transitions cause price shocks
|
Lim, Andrew E.B.
|
|
2012
|
51 |
3 |
p. 551-566
16 p.
|
article
|
| 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.
|
article
|
| 18 |
Quantifying credit and market risk under Solvency II: Standard approach versus internal model
|
Gatzert, Nadine
|
|
2012
|
51 |
3 |
p. 649-666
18 p.
|
article
|
| 19 |
Skew mixture models for loss distributions: A Bayesian approach
|
Bernardi, Mauro
|
|
2012
|
51 |
3 |
p. 617-623
7 p.
|
article
|
| 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.
|
article
|
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