| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 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.
|
article
|
| 3 |
Editorial Board
|
|
|
2016
|
67 |
C |
p. IFC-
1 p.
|
article
|
| 4 |
Entrance times of random walks: With applications to pension fund modeling
|
Jarner, Søren Fiig
|
|
2016
|
67 |
C |
p. 1-20
20 p.
|
article
|
| 5 |
Estimating the joint survival probabilities of married individuals
|
Sanders, Lisanne
|
|
2016
|
67 |
C |
p. 88-106
19 p.
|
article
|
| 6 |
Insights to systematic risk and diversification across a joint probability distribution
|
Choo, Weihao
|
|
2016
|
67 |
C |
p. 142-150
9 p.
|
article
|
| 7 |
Marginal Indemnification Function formulation for optimal reinsurance
|
Zhuang, Sheng Chao
|
|
2016
|
67 |
C |
p. 65-76
12 p.
|
article
|
| 8 |
Markov regime-switching quantile regression models and financial contagion detection
|
Ye, Wuyi
|
|
2016
|
67 |
C |
p. 21-26
6 p.
|
article
|
| 9 |
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
|
Chen, Shumin
|
|
2016
|
67 |
C |
p. 27-37
11 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 13 |
Risk capital allocation with autonomous subunits: The Lorenz set
|
Hougaard, Jens Leth
|
|
2016
|
67 |
C |
p. 151-157
7 p.
|
article
|
| 14 |
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
|
Zheng, Xiaoxiao
|
|
2016
|
67 |
C |
p. 77-87
11 p.
|
article
|
| 15 |
Semi-static hedging of variable annuities
|
Bernard, Carole
|
|
2016
|
67 |
C |
p. 173-186
14 p.
|
article
|
| 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.
|
article
|
| 17 |
Term structure extrapolation and asymptotic forward rates
|
de Kort, J.
|
|
2016
|
67 |
C |
p. 107-119
13 p.
|
article
|
| 18 |
The network structure and systemic risk in the global non-life insurance market
|
Kanno, Masayasu
|
|
2016
|
67 |
C |
p. 38-53
16 p.
|
article
|
Journal description