| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A new uncertain insurance model with variational lower limit
|
Liu, Yang
|
|
2017
|
74 |
C |
p. 164-169
6 p.
|
artikel
|
| 2 |
A note on the convexity of ruin probabilities
|
Landriault, David
|
|
2017
|
74 |
C |
p. 1-6
6 p.
|
artikel
|
| 3 |
A state dependent reinsurance model
|
Boxma, Onno
|
|
2017
|
74 |
C |
p. 170-181
12 p.
|
artikel
|
| 4 |
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
|
Lauer, Alexandra
|
|
2017
|
74 |
C |
p. 99-108
10 p.
|
artikel
|
| 5 |
Characterization of acceptance sets for co-monotone risk measures
|
Rieger, Marc Oliver
|
|
2017
|
74 |
C |
p. 147-152
6 p.
|
artikel
|
| 6 |
Contagion modeling between the financial and insurance markets with time changed processes
|
Hainaut, Donatien
|
|
2017
|
74 |
C |
p. 63-77
15 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2017
|
74 |
C |
p. IFC-
1 p.
|
artikel
|
| 8 |
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
|
Cui, Zhenyu
|
|
2017
|
74 |
C |
p. 46-62
17 p.
|
artikel
|
| 9 |
Estimating Gerber–Shiu functions from discretely observed Lévy driven surplus
|
Shimizu, Yasutaka
|
|
2017
|
74 |
C |
p. 84-98
15 p.
|
artikel
|
| 10 |
Intergenerational risk sharing in closing pension funds
|
Boonen, Tim J.
|
|
2017
|
74 |
C |
p. 20-30
11 p.
|
artikel
|
| 11 |
Multiple risk factor dependence structures: Copulas and related properties
|
Su, Jianxi
|
|
2017
|
74 |
C |
p. 109-121
13 p.
|
artikel
|
| 12 |
Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
|
Touazi, A.
|
|
2017
|
74 |
C |
p. 78-83
6 p.
|
artikel
|
| 13 |
On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation
|
Ratovomirija, Gildas
|
|
2017
|
74 |
C |
p. 197-209
13 p.
|
artikel
|
| 14 |
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér–Lundberg model
|
Chen, Shumin
|
|
2017
|
74 |
C |
p. 31-45
15 p.
|
artikel
|
| 15 |
Optimal investment and reinsurance for an insurer under Markov-modulated financial market
|
Xu, Lin
|
|
2017
|
74 |
C |
p. 7-19
13 p.
|
artikel
|
| 16 |
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
|
Zhao, Yongxia
|
|
2017
|
74 |
C |
p. 135-146
12 p.
|
artikel
|
| 17 |
Parisian ruin for a refracted Lévy process
|
Lkabous, Mohamed Amine
|
|
2017
|
74 |
C |
p. 153-163
11 p.
|
artikel
|
| 18 |
Risk measures in a quantile regression credibility framework with Fama/French data applications
|
Pitselis, Georgios
|
|
2017
|
74 |
C |
p. 122-134
13 p.
|
artikel
|
| 19 |
Sustainability of participation in collective pension schemes: An option pricing approach
|
Chen, Damiaan H.J.
|
|
2017
|
74 |
C |
p. 182-196
15 p.
|
artikel
|
Tijdschrift beschrijving