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                             31 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving Peters, Gareth W.
 2014
 59 C p. 258-278
21 p.
 artikel
2 Archimedean copulas derived from utility functions Spreeuw, Jaap
 2014
 59 C p. 235-242
8 p.
 artikel
3 A separation theorem for the weak s -convex orders Denuit, Michel
 2014
 59 C p. 279-284
6 p.
 artikel
4 Coherent mortality forecasting with generalized linear models: A modified time-transformation approach Ahmadi, Seyed Saeed
 2014
 59 C p. 194-221
28 p.
 artikel
5 Dynamic hybrid products in life insurance: Assessing the policyholders’ viewpoint Bohnert, Alexander
 2014
 59 C p. 87-99
13 p.
 artikel
6 Editorial Board 2014
 59 C p. IFC-
1 p.
 artikel
7 Efficient approximations for numbers of survivors in the Lee–Carter model Gbari, Samuel
 2014
 59 C p. 71-77
7 p.
 artikel
8 Extreme value analysis of the Haezendonck–Goovaerts risk measure with a general Young function Tang, Qihe
 2014
 59 C p. 311-320
10 p.
 artikel
9 Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models? Eling, Martin
 2014
 59 C p. 45-56
12 p.
 artikel
10 Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions Benkhelifa, Lazhar
 2014
 59 C p. 65-70
6 p.
 artikel
11 L p -metric under the location-independent risk ordering of random variables Yang, Jianping
 2014
 59 C p. 321-324
4 p.
 artikel
12 Mean-chance model for portfolio selection based on uncertain measure Huang, Xiaoxia
 2014
 59 C p. 243-250
8 p.
 artikel
13 Mean–variance asset–liability management with asset correlation risk and insurance liabilities Chiu, Mei Choi
 2014
 59 C p. 300-310
11 p.
 artikel
14 Multivariate reinsurance designs for minimizing an insurer’s capital requirement Zhu, Yunzhou
 2014
 59 C p. 144-155
12 p.
 artikel
15 Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation Zhang, Zhimin
 2014
 59 C p. 168-177
10 p.
 artikel
16 Notes on discrete compound Poisson model with applications to risk theory Zhang, Huiming
 2014
 59 C p. 325-336
12 p.
 artikel
17 On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes Avram, F.
 2014
 59 C p. 57-64
8 p.
 artikel
18 On the distribution of sums of random variables with copula-induced dependence Gijbels, Irène
 2014
 59 C p. 27-44
18 p.
 artikel
19 On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions Choi, Michael C.H.
 2014
 59 C p. 121-132
12 p.
 artikel
20 On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times Lee, Wing Yan
 2014
 59 C p. 1-10
10 p.
 artikel
21 Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff Peng, Xingchun
 2014
 59 C p. 78-86
9 p.
 artikel
22 Optimal investment, consumption and proportional reinsurance under model uncertainty Peng, Xingchun
 2014
 59 C p. 222-234
13 p.
 artikel
23 Optimal reinsurance with premium constraint under distortion risk measures Zheng, Yanting
 2014
 59 C p. 109-120
12 p.
 artikel
24 Parametric mortality indexes: From index construction to hedging strategies Tan, Chong It
 2014
 59 C p. 285-299
15 p.
 artikel
25 Potential measures for spectrally negative Markov additive processes with applications in ruin theory Feng, Runhuan
 2014
 59 C p. 11-26
16 p.
 artikel
26 Risk aggregation and stochastic claims reserving in disability insurance Djehiche, Boualem
 2014
 59 C p. 100-108
9 p.
 artikel
27 Robust LMI stability, stabilization and H ∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework Pantelous, Athanasios A.
 2014
 59 C p. 133-143
11 p.
 artikel
28 Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes Heilpern, Stanislaw
 2014
 59 C p. 251-257
7 p.
 artikel
29 Simulation analysis of ruin capital in Sparre Andersen’s model of risk Malinovskii, Vsevolod K.
 2014
 59 C p. 184-193
10 p.
 artikel
30 Solvency II, regulatory capital, and optimal reinsurance: How good are Conditional Value-at-Risk and spectral risk measures? Brandtner, Mario
 2014
 59 C p. 156-167
12 p.
 artikel
31 The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks Sun, Ying
 2014
 59 C p. 178-183
6 p.
 artikel
                             31 gevonden resultaten
 
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