| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A directional multivariate value at risk
|
Torres, Raúl
|
|
2015
|
65 |
C |
p. 111-123
13 p.
|
artikel
|
| 2 |
A generic model for spouse’s pensions with a view towards the calculation of liabilities
|
Sokol, Alexander
|
|
2015
|
65 |
C |
p. 198-207
10 p.
|
artikel
|
| 3 |
Allocations of policy limits and ordering relations for aggregate remaining claims
|
Manesh, Sirous Fathi
|
|
2015
|
65 |
C |
p. 9-14
6 p.
|
artikel
|
| 4 |
A note on optimal investment–consumption–insurance in a Lévy market
|
Guambe, Calisto
|
|
2015
|
65 |
C |
p. 30-36
7 p.
|
artikel
|
| 5 |
A risk model with renewal shot-noise Cox process
|
Dassios, Angelos
|
|
2015
|
65 |
C |
p. 55-65
11 p.
|
artikel
|
| 6 |
Comparisons on aggregate risks from two sets of heterogeneous portfolios
|
Zhang, Yiying
|
|
2015
|
65 |
C |
p. 124-135
12 p.
|
artikel
|
| 7 |
Designing and pricing guarantee options in defined contribution pension plans
|
Consiglio, Andrea
|
|
2015
|
65 |
C |
p. 267-279
13 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2015
|
65 |
C |
p. IFC-
1 p.
|
artikel
|
| 9 |
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
|
Ignatieva, Katja
|
|
2015
|
65 |
C |
p. 172-186
15 p.
|
artikel
|
| 10 |
Forecasting life expectancy: Evidence from a new survival function
|
Wong, Chi Heem
|
|
2015
|
65 |
C |
p. 208-226
19 p.
|
artikel
|
| 11 |
How sensitive is the pricing of lookback and interest rate guarantees when changing the modelling assumptions?
|
Orozco-Garcia, Carolina
|
|
2015
|
65 |
C |
p. 77-93
17 p.
|
artikel
|
| 12 |
Minimization of absolute ruin probability under negative correlation assumption
|
Liang, Zongxia
|
|
2015
|
65 |
C |
p. 247-258
12 p.
|
artikel
|
| 13 |
Multivariate time series modeling, estimation and prediction of mortalities
|
Ekheden, Erland
|
|
2015
|
65 |
C |
p. 156-171
16 p.
|
artikel
|
| 14 |
New fuzzy insurance pricing method for giga-investment project insurance
|
Luukka, Pasi
|
|
2015
|
65 |
C |
p. 22-29
8 p.
|
artikel
|
| 15 |
Nonparametric prediction of stock returns based on yearly data: The long-term view
|
Scholz, Michael
|
|
2015
|
65 |
C |
p. 143-155
13 p.
|
artikel
|
| 16 |
On a risk model with claim investigation
|
Huynh, Mirabelle
|
|
2015
|
65 |
C |
p. 37-45
9 p.
|
artikel
|
| 17 |
On minimizing drawdown risks of lifetime investments
|
Chen, Xinfu
|
|
2015
|
65 |
C |
p. 46-54
9 p.
|
artikel
|
| 18 |
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
|
Wong, Jeff T.Y.
|
|
2015
|
65 |
C |
p. 280-290
11 p.
|
artikel
|
| 19 |
Optimal dividend payments under a time of ruin constraint: Exponential claims
|
Hernández, Camilo
|
|
2015
|
65 |
C |
p. 136-142
7 p.
|
artikel
|
| 20 |
Optimal dividends under a stochastic interest rate
|
Eisenberg, Julia
|
|
2015
|
65 |
C |
p. 259-266
8 p.
|
artikel
|
| 21 |
Optimal non-life reinsurance under Solvency II Regime
|
Asimit, Alexandru V.
|
|
2015
|
65 |
C |
p. 227-237
11 p.
|
artikel
|
| 22 |
Optimal retention for a stop-loss reinsurance with incomplete information
|
Hu, Xiang
|
|
2015
|
65 |
C |
p. 15-21
7 p.
|
artikel
|
| 23 |
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
|
Hao, Xuemiao
|
|
2015
|
65 |
C |
p. 103-110
8 p.
|
artikel
|
| 24 |
Risk models with premiums adjusted to claims number
|
Li, Bo
|
|
2015
|
65 |
C |
p. 94-102
9 p.
|
artikel
|
| 25 |
Some ruin problems for the MAP risk model
|
Li, Jingchao
|
|
2015
|
65 |
C |
p. 1-8
8 p.
|
artikel
|
| 26 |
The tradeoff insurance premium as a two-sided generalisation of the distortion premium
|
Choo, Weihao
|
|
2015
|
65 |
C |
p. 238-246
9 p.
|
artikel
|
| 27 |
Time-consistent investment strategy under partial information
|
Li, Yongwu
|
|
2015
|
65 |
C |
p. 187-197
11 p.
|
artikel
|
| 28 |
Time-consistent reinsurance and investment strategies for mean–variance insurer under partial information
|
Liang, Zongxia
|
|
2015
|
65 |
C |
p. 66-76
11 p.
|
artikel
|
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