| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information
|
Hu, Xiang
|
|
2017
|
76 |
C |
p. 48-55
8 p.
|
artikel
|
| 2 |
Editorial Board
|
|
|
2017
|
76 |
C |
p. IFC-
1 p.
|
artikel
|
| 3 |
Efficient randomized quasi-Monte Carlo methods for portfolio market risk
|
Sak, Halis
|
|
2017
|
76 |
C |
p. 87-94
8 p.
|
artikel
|
| 4 |
Evaluation of credit value adjustment in K-forward
|
Hao, Xuemiao
|
|
2017
|
76 |
C |
p. 95-103
9 p.
|
artikel
|
| 5 |
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency
|
Dhaene, Jan
|
|
2017
|
76 |
C |
p. 14-27
14 p.
|
artikel
|
| 6 |
Haezendonck–Goovaerts risk measure with a heavy tailed loss
|
Liu, Qing
|
|
2017
|
76 |
C |
p. 28-47
20 p.
|
artikel
|
| 7 |
Hierarchical Archimedean copulas through multivariate compound distributions
|
Cossette, Hélène
|
|
2017
|
76 |
C |
p. 1-13
13 p.
|
artikel
|
| 8 |
Joint stochastic orders of high degrees and their applications in portfolio selections
|
Wei, Wei
|
|
2017
|
76 |
C |
p. 141-148
8 p.
|
artikel
|
| 9 |
Longevity-linked assets and pre-retirement consumption/portfolio decisions
|
Menoncin, Francesco
|
|
2017
|
76 |
C |
p. 75-86
12 p.
|
artikel
|
| 10 |
Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework
|
Menoncin, Francesco
|
|
2017
|
76 |
C |
p. 172-184
13 p.
|
artikel
|
| 11 |
Modeling partial Greeks of variable annuities with dependence
|
Gan, Guojun
|
|
2017
|
76 |
C |
p. 118-134
17 p.
|
artikel
|
| 12 |
Multiple risk factor dependence structures: Distributional properties
|
Su, Jianxi
|
|
2017
|
76 |
C |
p. 56-68
13 p.
|
artikel
|
| 13 |
On taxed spectrally negative Lévy processes with draw-down stopping
|
Avram, Florin
|
|
2017
|
76 |
C |
p. 69-74
6 p.
|
artikel
|
| 14 |
Optimal insurance design in the presence of exclusion clauses
|
Chi, Yichun
|
|
2017
|
76 |
C |
p. 185-195
11 p.
|
artikel
|
| 15 |
Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
|
Boratyńska, Agata
|
|
2017
|
76 |
C |
p. 135-140
6 p.
|
artikel
|
| 16 |
Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures
|
Mezőfi, Balázs
|
|
2017
|
76 |
C |
p. 164-171
8 p.
|
artikel
|
| 17 |
Unit-linked life insurance policies: Optimal hedging in partially observable market models
|
Ceci, Claudia
|
|
2017
|
76 |
C |
p. 149-163
15 p.
|
artikel
|
| 18 |
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
|
Shevchenko, Pavel V.
|
|
2017
|
76 |
C |
p. 104-117
14 p.
|
artikel
|
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