nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models
|
Diers, Dorothea |
|
2016 |
67 |
C |
p. 187-199 13 p. |
artikel |
2 |
A note on some joint distribution functions involving the time of ruin
|
Dickson, David C.M. |
|
2016 |
67 |
C |
p. 120-124 5 p. |
artikel |
3 |
Editorial Board
|
|
|
2016 |
67 |
C |
p. IFC- 1 p. |
artikel |
4 |
Entrance times of random walks: With applications to pension fund modeling
|
Jarner, Søren Fiig |
|
2016 |
67 |
C |
p. 1-20 20 p. |
artikel |
5 |
Estimating the joint survival probabilities of married individuals
|
Sanders, Lisanne |
|
2016 |
67 |
C |
p. 88-106 19 p. |
artikel |
6 |
Insights to systematic risk and diversification across a joint probability distribution
|
Choo, Weihao |
|
2016 |
67 |
C |
p. 142-150 9 p. |
artikel |
7 |
Marginal Indemnification Function formulation for optimal reinsurance
|
Zhuang, Sheng Chao |
|
2016 |
67 |
C |
p. 65-76 12 p. |
artikel |
8 |
Markov regime-switching quantile regression models and financial contagion detection
|
Ye, Wuyi |
|
2016 |
67 |
C |
p. 21-26 6 p. |
artikel |
9 |
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
|
Chen, Shumin |
|
2016 |
67 |
C |
p. 27-37 11 p. |
artikel |
10 |
Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling
|
Zhang, Xin |
|
2016 |
67 |
C |
p. 125-132 8 p. |
artikel |
11 |
Optimal life-insurance selection and purchase within a market of several life-insurance providers
|
Mousa, A.S. |
|
2016 |
67 |
C |
p. 133-141 9 p. |
artikel |
12 |
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model
|
Sun, Jingyun |
|
2016 |
67 |
C |
p. 158-172 15 p. |
artikel |
13 |
Risk capital allocation with autonomous subunits: The Lorenz set
|
Hougaard, Jens Leth |
|
2016 |
67 |
C |
p. 151-157 7 p. |
artikel |
14 |
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
|
Zheng, Xiaoxiao |
|
2016 |
67 |
C |
p. 77-87 11 p. |
artikel |
15 |
Semi-static hedging of variable annuities
|
Bernard, Carole |
|
2016 |
67 |
C |
p. 173-186 14 p. |
artikel |
16 |
Statutory financial reporting for variable annuity guaranteed death benefits: Market practice, mathematical modeling and computation
|
Feng, Runhuan |
|
2016 |
67 |
C |
p. 54-64 11 p. |
artikel |
17 |
Term structure extrapolation and asymptotic forward rates
|
de Kort, J. |
|
2016 |
67 |
C |
p. 107-119 13 p. |
artikel |
18 |
The network structure and systemic risk in the global non-life insurance market
|
Kanno, Masayasu |
|
2016 |
67 |
C |
p. 38-53 16 p. |
artikel |