| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A benchmark approach to risk-minimization under partial information
|
Ceci, Claudia
|
|
2014
|
55 |
C |
p. 129-146
18 p.
|
article
|
| 2 |
Annual intrinsic value of a company in a competitive insurance market
|
Malinovskii, Vsevolod K.
|
|
2014
|
55 |
C |
p. 310-318
9 p.
|
article
|
| 3 |
Arithmetic returns for investment performance measurement
|
Magni, Carlo Alberto
|
|
2014
|
55 |
C |
p. 291-300
10 p.
|
article
|
| 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.
|
article
|
| 5 |
Asymptotic theory for the empirical Haezendonck–Goovaerts risk measure
|
Ahn, Jae Youn
|
|
2014
|
55 |
C |
p. 78-90
13 p.
|
article
|
| 6 |
Capital requirements with defaultable securities
|
Farkas, Walter
|
|
2014
|
55 |
C |
p. 58-67
10 p.
|
article
|
| 7 |
CAPM with fuzzy returns and hypothesis testing
|
Mbairadjim Moussa, A.
|
|
2014
|
55 |
C |
p. 40-57
18 p.
|
article
|
| 8 |
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
|
Cheung, Ka Chun
|
|
2014
|
55 |
C |
p. 180-190
11 p.
|
article
|
| 9 |
Combining chain-ladder claims reserving with fuzzy numbers
|
Heberle, Jochen
|
|
2014
|
55 |
C |
p. 96-104
9 p.
|
article
|
| 10 |
Dependent interest and transition rates in life insurance
|
Buchardt, Kristian
|
|
2014
|
55 |
C |
p. 167-179
13 p.
|
article
|
| 11 |
Editorial Board
|
|
|
2014
|
55 |
C |
p. IFC-
1 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 14 |
Longevity risk, cost of capital and hedging for life insurers under Solvency II
|
Meyricke, Ramona
|
|
2014
|
55 |
C |
p. 147-155
9 p.
|
article
|
| 15 |
Multivariate negative binomial models for insurance claim counts
|
Shi, Peng
|
|
2014
|
55 |
C |
p. 18-29
12 p.
|
article
|
| 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.
|
article
|
| 17 |
On inequalities for moments and the covariance of monotone functions
|
Schmidt, Klaus D.
|
|
2014
|
55 |
C |
p. 91-95
5 p.
|
article
|
| 18 |
On multivariate extensions of Conditional-Tail-Expectation
|
Cousin, Areski
|
|
2014
|
55 |
C |
p. 272-282
11 p.
|
article
|
| 19 |
On optimal periodic dividend strategies in the dual model with diffusion
|
Avanzi, Benjamin
|
|
2014
|
55 |
C |
p. 210-224
15 p.
|
article
|
| 20 |
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
|
Guan, Guohui
|
|
2014
|
55 |
C |
p. 105-115
11 p.
|
article
|
| 21 |
Optimal reinsurance and investment with unobservable claim size and intensity
|
Liang, Zhibin
|
|
2014
|
55 |
C |
p. 156-166
11 p.
|
article
|
| 22 |
Optimal surrender policy for variable annuity guarantees
|
Bernard, Carole
|
|
2014
|
55 |
C |
p. 116-128
13 p.
|
article
|
| 23 |
Polynomial extensions of distributions and their applications in actuarial and financial modeling
|
Li, Hao
|
|
2014
|
55 |
C |
p. 250-260
11 p.
|
article
|
| 24 |
Prediction in a non-homogeneous Poisson cluster model
|
Matsui, Muneya
|
|
2014
|
55 |
C |
p. 10-17
8 p.
|
article
|
| 25 |
Price bounds of mortality-linked security in incomplete insurance market
|
Huang, Yu-Lieh
|
|
2014
|
55 |
C |
p. 30-39
10 p.
|
article
|
| 26 |
Properties of a risk measure derived from the expected area in red
|
Loisel, Stéphane
|
|
2014
|
55 |
C |
p. 191-199
9 p.
|
article
|
| 27 |
Some new notions of dependence with applications in optimal allocation problems
|
Cai, Jun
|
|
2014
|
55 |
C |
p. 200-209
10 p.
|
article
|
| 28 |
Valuation perspectives and decompositions for variable annuities with GMWB riders
|
Hyndman, Cody B.
|
|
2014
|
55 |
C |
p. 283-290
8 p.
|
article
|
| 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.
|
article
|
Journal description