nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A benchmark approach to risk-minimization under partial information
|
Ceci, Claudia |
|
2014 |
55 |
C |
p. 129-146 18 p. |
artikel |
2 |
Annual intrinsic value of a company in a competitive insurance market
|
Malinovskii, Vsevolod K. |
|
2014 |
55 |
C |
p. 310-318 9 p. |
artikel |
3 |
Arithmetic returns for investment performance measurement
|
Magni, Carlo Alberto |
|
2014 |
55 |
C |
p. 291-300 10 p. |
artikel |
4 |
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
|
Liu, Jingchen |
|
2014 |
55 |
C |
p. 1-9 9 p. |
artikel |
5 |
Asymptotic theory for the empirical Haezendonck–Goovaerts risk measure
|
Ahn, Jae Youn |
|
2014 |
55 |
C |
p. 78-90 13 p. |
artikel |
6 |
Capital requirements with defaultable securities
|
Farkas, Walter |
|
2014 |
55 |
C |
p. 58-67 10 p. |
artikel |
7 |
CAPM with fuzzy returns and hypothesis testing
|
Mbairadjim Moussa, A. |
|
2014 |
55 |
C |
p. 40-57 18 p. |
artikel |
8 |
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
|
Cheung, Ka Chun |
|
2014 |
55 |
C |
p. 180-190 11 p. |
artikel |
9 |
Combining chain-ladder claims reserving with fuzzy numbers
|
Heberle, Jochen |
|
2014 |
55 |
C |
p. 96-104 9 p. |
artikel |
10 |
Dependent interest and transition rates in life insurance
|
Buchardt, Kristian |
|
2014 |
55 |
C |
p. 167-179 13 p. |
artikel |
11 |
Editorial Board
|
|
|
2014 |
55 |
C |
p. IFC- 1 p. |
artikel |
12 |
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
|
Luciano, Elisa |
|
2014 |
55 |
C |
p. 68-77 10 p. |
artikel |
13 |
Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
|
Malinovskii, Vsevolod K. |
|
2014 |
55 |
C |
p. 301-309 9 p. |
artikel |
14 |
Longevity risk, cost of capital and hedging for life insurers under Solvency II
|
Meyricke, Ramona |
|
2014 |
55 |
C |
p. 147-155 9 p. |
artikel |
15 |
Multivariate negative binomial models for insurance claim counts
|
Shi, Peng |
|
2014 |
55 |
C |
p. 18-29 12 p. |
artikel |
16 |
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
|
Klein, Nadja |
|
2014 |
55 |
C |
p. 225-249 25 p. |
artikel |
17 |
On inequalities for moments and the covariance of monotone functions
|
Schmidt, Klaus D. |
|
2014 |
55 |
C |
p. 91-95 5 p. |
artikel |
18 |
On multivariate extensions of Conditional-Tail-Expectation
|
Cousin, Areski |
|
2014 |
55 |
C |
p. 272-282 11 p. |
artikel |
19 |
On optimal periodic dividend strategies in the dual model with diffusion
|
Avanzi, Benjamin |
|
2014 |
55 |
C |
p. 210-224 15 p. |
artikel |
20 |
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
|
Guan, Guohui |
|
2014 |
55 |
C |
p. 105-115 11 p. |
artikel |
21 |
Optimal reinsurance and investment with unobservable claim size and intensity
|
Liang, Zhibin |
|
2014 |
55 |
C |
p. 156-166 11 p. |
artikel |
22 |
Optimal surrender policy for variable annuity guarantees
|
Bernard, Carole |
|
2014 |
55 |
C |
p. 116-128 13 p. |
artikel |
23 |
Polynomial extensions of distributions and their applications in actuarial and financial modeling
|
Li, Hao |
|
2014 |
55 |
C |
p. 250-260 11 p. |
artikel |
24 |
Prediction in a non-homogeneous Poisson cluster model
|
Matsui, Muneya |
|
2014 |
55 |
C |
p. 10-17 8 p. |
artikel |
25 |
Price bounds of mortality-linked security in incomplete insurance market
|
Huang, Yu-Lieh |
|
2014 |
55 |
C |
p. 30-39 10 p. |
artikel |
26 |
Properties of a risk measure derived from the expected area in red
|
Loisel, Stéphane |
|
2014 |
55 |
C |
p. 191-199 9 p. |
artikel |
27 |
Some new notions of dependence with applications in optimal allocation problems
|
Cai, Jun |
|
2014 |
55 |
C |
p. 200-209 10 p. |
artikel |
28 |
Valuation perspectives and decompositions for variable annuities with GMWB riders
|
Hyndman, Cody B. |
|
2014 |
55 |
C |
p. 283-290 8 p. |
artikel |
29 |
Valuing risky debt: A new model combining structural information with the reduced-form approach
|
Ballestra, Luca Vincenzo |
|
2014 |
55 |
C |
p. 261-271 11 p. |
artikel |