| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A characterization of optimal portfolios under the tail mean–variance criterion
|
Owadally, Iqbal
|
|
2013
|
52 |
2 |
p. 213-221
9 p.
|
artikel
|
| 2 |
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
|
Yang, Sharon S.
|
|
2013
|
52 |
2 |
p. 231-242
12 p.
|
artikel
|
| 3 |
A nonparametric approach to calculating value-at-risk
|
Alemany, Ramon
|
|
2013
|
52 |
2 |
p. 255-262
8 p.
|
artikel
|
| 4 |
A note on discounted compound renewal sums under dependency
|
Woo, Jae-Kyung
|
|
2013
|
52 |
2 |
p. 170-179
10 p.
|
artikel
|
| 5 |
Best portfolio insurance for long-term investment strategies in realistic conditions
|
Pézier, Jacques
|
|
2013
|
52 |
2 |
p. 263-274
12 p.
|
artikel
|
| 6 |
Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model
|
Wüthrich, Mario V.
|
|
2013
|
52 |
2 |
p. 352-358
7 p.
|
artikel
|
| 7 |
Claims reserving in the hierarchical generalized linear model framework
|
Gigante, Patrizia
|
|
2013
|
52 |
2 |
p. 381-390
10 p.
|
artikel
|
| 8 |
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data
|
Hatzopoulos, P.
|
|
2013
|
52 |
2 |
p. 320-337
18 p.
|
artikel
|
| 9 |
Computing best bounds for nonlinear risk measures with partial information
|
Wong, Man Hong
|
|
2013
|
52 |
2 |
p. 204-212
9 p.
|
artikel
|
| 10 |
Editorial Board
|
|
|
2013
|
52 |
2 |
p. IFC-
1 p.
|
artikel
|
| 11 |
Expected value multiobjective portfolio rebalancing model with fuzzy parameters
|
Gupta, Pankaj
|
|
2013
|
52 |
2 |
p. 190-203
14 p.
|
artikel
|
| 12 |
Extremes and products of multivariate AC-product risks
|
Yang, Yang
|
|
2013
|
52 |
2 |
p. 312-319
8 p.
|
artikel
|
| 13 |
Level premium rates as a function of initial capital
|
Malinovskii, Vsevolod K.
|
|
2013
|
52 |
2 |
p. 370-380
11 p.
|
artikel
|
| 14 |
Modeling and forecasting mortality rates
|
Mitchell, Daniel
|
|
2013
|
52 |
2 |
p. 275-285
11 p.
|
artikel
|
| 15 |
On the generalized Gerber–Shiu function for surplus processes with interest
|
Li, Shuanming
|
|
2013
|
52 |
2 |
p. 127-134
8 p.
|
artikel
|
| 16 |
Optimal decision on dynamic insurance price and investment portfolio of an insurer
|
Mao, Hong
|
|
2013
|
52 |
2 |
p. 359-369
11 p.
|
artikel
|
| 17 |
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
|
He, Lin
|
|
2013
|
52 |
2 |
p. 404-410
7 p.
|
artikel
|
| 18 |
Optimal investment policy in the time consistent mean–variance formulation
|
Chen, Zhi-ping
|
|
2013
|
52 |
2 |
p. 145-156
12 p.
|
artikel
|
| 19 |
Optimal reinsurance with general premium principles
|
Chi, Yichun
|
|
2013
|
52 |
2 |
p. 180-189
10 p.
|
artikel
|
| 20 |
Pricing and securitization of multi-country longevity risk with mortality dependence
|
Yang, Sharon S.
|
|
2013
|
52 |
2 |
p. 157-169
13 p.
|
artikel
|
| 21 |
Pricing catastrophe risk bonds: A mixed approximation method
|
Ma, Zong-Gang
|
|
2013
|
52 |
2 |
p. 243-254
12 p.
|
artikel
|
| 22 |
Pricing European options on deferred annuities
|
Ziveyi, Jonathan
|
|
2013
|
52 |
2 |
p. 300-311
12 p.
|
artikel
|
| 23 |
Pricing inflation products with stochastic volatility and stochastic interest rates
|
Singor, Stefan N.
|
|
2013
|
52 |
2 |
p. 286-299
14 p.
|
artikel
|
| 24 |
Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality
|
Pitselis, Georgios
|
|
2013
|
52 |
2 |
p. 391-403
13 p.
|
artikel
|
| 25 |
Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints
|
Barrieu, Pauline
|
|
2013
|
52 |
2 |
p. 135-144
10 p.
|
artikel
|
| 26 |
Systemic risk tradeoffs and option prices
|
Madan, Dilip B.
|
|
2013
|
52 |
2 |
p. 222-230
9 p.
|
artikel
|
| 27 |
Testing tail monotonicity by constrained copula estimation
|
Gijbels, Irène
|
|
2013
|
52 |
2 |
p. 338-351
14 p.
|
artikel
|
| 28 |
The connection between distortion risk measures and ordered weighted averaging operators
|
Belles-Sampera, Jaume
|
|
2013
|
52 |
2 |
p. 411-420
10 p.
|
artikel
|
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