| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
|
Zhao, Yixing
|
|
|
78 |
C |
p. 1-12
|
artikel
|
| 2 |
Approximation of ruin probabilities via Erlangized scale mixtures
|
Peralta, Oscar
|
|
|
78 |
C |
p. 136-156
|
artikel
|
| 3 |
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
|
Tang, Mei-Ling
|
|
|
78 |
C |
p. 87-104
|
artikel
|
| 4 |
A strategy for hedging risks associated with period and cohort effects using q-forwards
|
Liu, Yanxin
|
|
|
78 |
C |
p. 267-285
|
artikel
|
| 5 |
Cause-of-death mortality: What can be learned from population dynamics?
|
Boumezoued, Alexandre
|
|
|
78 |
C |
p. 301-315
|
artikel
|
| 6 |
Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications
|
Cossette, Hélène
|
|
|
78 |
C |
p. 53-71
|
artikel
|
| 7 |
Do actuaries believe in longevity deceleration?
|
Debonneuil, Edouard
|
|
|
78 |
C |
p. 325-338
|
artikel
|
| 8 |
Duality in ruin problems for ordered risk models
|
Goffard, Pierre-Olivier
|
|
|
78 |
C |
p. 44-52
|
artikel
|
| 9 |
Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility
|
Li, Danping
|
|
|
78 |
C |
p. 72-86
|
artikel
|
| 10 |
Early default risk and surrender risk: Impacts on participating life insurance policies
|
Cheng, Chunli
|
|
|
78 |
C |
p. 30-43
|
artikel
|
| 11 |
Editorial Board
|
|
|
|
78 |
C |
p. ii
|
artikel
|
| 12 |
From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions
|
Fontanari, Andrea
|
|
|
78 |
C |
p. 13-29
|
artikel
|
| 13 |
Identifiability, cointegration and the gravity model
|
Hunt, Andrew
|
|
|
78 |
C |
p. 360-368
|
artikel
|
| 14 |
IME’s Editorial Board
|
Kaas, Rob
|
|
|
78 |
C |
p. A1-A3
|
artikel
|
| 15 |
Longevity risk and capital markets: The 2015–16 update
|
Blake, David
|
|
|
78 |
C |
p. 157-173
|
artikel
|
| 16 |
Modeling trend processes in parametric mortality models
|
Börger, Matthias
|
|
|
78 |
C |
p. 369-380
|
artikel
|
| 17 |
Mortality models and longevity risk for small populations
|
Wang, Hsin-Chung
|
|
|
78 |
C |
p. 351-359
|
artikel
|
| 18 |
Non-cooperative dynamic games for general insurance markets
|
Boonen, Tim J.
|
|
|
78 |
C |
p. 123-135
|
artikel
|
| 19 |
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
|
Beirlant, J.
|
|
|
78 |
C |
p. 114-122
|
artikel
|
| 20 |
Pension risk management with funding and buyout options
|
Cox, Samuel H.
|
|
|
78 |
C |
p. 183-200
|
artikel
|
| 21 |
Profitability and risk profile of reverse mortgages: A cross-system and cross-plan comparison
|
Lee, Yung-Tsung
|
|
|
78 |
C |
p. 255-266
|
artikel
|
| 22 |
Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets
|
Kurtbegu, Enareta
|
|
|
78 |
C |
p. 286-300
|
artikel
|
| 23 |
Stochastic orders and co-risk measures under positive dependence
|
Sordo, M.A.
|
|
|
78 |
C |
p. 105-113
|
artikel
|
| 24 |
The choice of trigger in an insurance linked security: The mortality risk case
|
MacMinn, Richard
|
|
|
78 |
C |
p. 174-182
|
artikel
|
| 25 |
The double-gap life expectancy forecasting model
|
Pascariu, Marius D.
|
|
|
78 |
C |
p. 339-350
|
artikel
|
| 26 |
The effect of longevity drift and investment volatility on income sufficiency in retirement
|
Mayhew, Les
|
|
|
78 |
C |
p. 201-211
|
artikel
|
| 27 |
Unisex pricing of German participating life annuities—Boon or bane for customer and insurance company?
|
Bruszas, Sandy
|
|
|
78 |
C |
p. 230-245
|
artikel
|
| 28 |
Using Taiwan National Health Insurance Database to model cancer incidence and mortality rates
|
Yue, Jack C.
|
|
|
78 |
C |
p. 316-324
|
artikel
|
| 29 |
Valuation of longevity-linked life annuities
|
Bravo, Jorge Miguel
|
|
|
78 |
C |
p. 212-229
|
artikel
|
| 30 |
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach
|
Hsieh, Ming-hua
|
|
|
78 |
C |
p. 246-254
|
artikel
|
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