nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
|
Zhou, Ming |
|
2018 |
79 |
C |
p. 92-100 |
artikel |
2 |
An IBNR–RBNS insurance risk model with marked Poisson arrivals
|
Ahn, Soohan |
|
2018 |
79 |
C |
p. 26-42 |
artikel |
3 |
Annuitization and asset allocation under exponential utility
|
Liang, Xiaoqing |
|
2018 |
79 |
C |
p. 167-183 |
artikel |
4 |
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
|
Hernández, Camilo |
|
2018 |
79 |
C |
p. 57-68 |
artikel |
5 |
De-risking strategy: Longevity spread buy-in
|
D’Amato, Valeria |
|
2018 |
79 |
C |
p. 124-136 |
artikel |
6 |
Distortion measures and homogeneous financial derivatives
|
Major, John A. |
|
2018 |
79 |
C |
p. 82-91 |
artikel |
7 |
Editorial Board
|
|
|
2018 |
79 |
C |
p. ii |
artikel |
8 |
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
|
Landriault, David |
|
2018 |
79 |
C |
p. 137-147 |
artikel |
9 |
Insurance loss coverage and demand elasticities
|
Hao, MingJie |
|
2018 |
79 |
C |
p. 15-25 |
artikel |
10 |
On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory
|
Chudziak, J. |
|
2018 |
79 |
C |
p. 243-246 |
artikel |
11 |
On generalized log-Moyal distribution: A new heavy tailed size distribution
|
Bhati, Deepesh |
|
2018 |
79 |
C |
p. 247-259 |
artikel |
12 |
On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution
|
Vernic, Raluca |
|
2018 |
79 |
C |
p. 184-193 |
artikel |
13 |
Optimal dividends under Erlang(2) inter-dividend decision times
|
Avanzi, Benjamin |
|
2018 |
79 |
C |
p. 225-242 |
artikel |
14 |
Optimal investment management for a defined contribution pension fund under imperfect information
|
Zhang, Ling |
|
2018 |
79 |
C |
p. 210-224 |
artikel |
15 |
Optimal investment under VaR-Regulation and Minimum Insurance
|
Chen, An |
|
2018 |
79 |
C |
p. 194-209 |
artikel |
16 |
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
|
Kang, Boda |
|
2018 |
79 |
C |
p. 43-56 |
artikel |
17 |
Pricing insurance drawdown-type contracts with underlying Lévy assets
|
Palmowski, Zbigniew |
|
2018 |
79 |
C |
p. 1-14 |
artikel |
18 |
Robust evaluation of SCR for participating life insurances under Solvency II
|
Hainaut, Donatien |
|
2018 |
79 |
C |
p. 107-123 |
artikel |
19 |
Ruin probability via Quantum Mechanics Approach
|
Tamturk, Muhsin |
|
2018 |
79 |
C |
p. 69-74 |
artikel |
20 |
Stochastic distortion and its transformed copula
|
Lin, Feng |
|
2018 |
79 |
C |
p. 148-166 |
artikel |
21 |
Using fuzzy logic to interpret dependent risks
|
Kemaloglu, Sibel Acik |
|
2018 |
79 |
C |
p. 101-106 |
artikel |
22 |
Weighted risk capital allocations in the presence of systematic risk
|
Furman, Edward |
|
2018 |
79 |
C |
p. 75-81 |
artikel |