| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A decomposition of general premium principles into risk and deviation
|
Nendel, Max
|
|
|
100 |
C |
p. 193-209
|
article
|
| 2 |
A multi-year microlevel collective risk model
|
Oh, Rosy
|
|
|
100 |
C |
p. 309-328
|
article
|
| 3 |
Approximate Bayesian Computations to fit and compare insurance loss models
|
Goffard, Pierre-Olivier
|
|
|
100 |
C |
p. 350-371
|
article
|
| 4 |
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
|
Cheung, Eric C.K.
|
|
|
100 |
C |
p. 274-295
|
article
|
| 5 |
Capital, aggregate risk, insurance prices and regulation
|
Subramanian, Ajay
|
|
|
100 |
C |
p. 156-192
|
article
|
| 6 |
Closed-form solutions for an explicit modern ideal tontine with bequest motive
|
Dagpunar, John
|
|
|
100 |
C |
p. 261-273
|
article
|
| 7 |
Concave/convex weighting and utility functions for risk: A new light on classical theorems
|
Wakker, Peter P.
|
|
|
100 |
C |
p. 429-435
|
article
|
| 8 |
Editorial Board
|
|
|
|
100 |
C |
p. ii
|
article
|
| 9 |
Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
|
Wang, Pei
|
|
|
100 |
C |
p. 384-407
|
article
|
| 10 |
Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
|
Kirkby, J. Lars
|
|
|
100 |
C |
p. 408-428
|
article
|
| 11 |
Fees in tontines
|
Chen, An
|
|
|
100 |
C |
p. 89-106
|
article
|
| 12 |
Forecasting mortality with international linkages: A global vector-autoregression approach
|
Li, Hong
|
|
|
100 |
C |
p. 59-75
|
article
|
| 13 |
Infinitely stochastic micro reserving
|
Maciak, Matúš
|
|
|
100 |
C |
p. 30-58
|
article
|
| 14 |
Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests
|
Alfonsi, Aurélien
|
|
|
100 |
C |
p. 234-260
|
article
|
| 15 |
On retirement time decision making
|
Chen, An
|
|
|
100 |
C |
p. 107-129
|
article
|
| 16 |
On the analysis of deep drawdowns for the Lévy insurance risk model
|
Landriault, David
|
|
|
100 |
C |
p. 147-155
|
article
|
| 17 |
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
|
Cai, Jun
|
|
|
100 |
C |
p. 329-349
|
article
|
| 18 |
Optimal risk exposure and dividend payout policies under model uncertainty
|
Feng, Yang
|
|
|
100 |
C |
p. 1-29
|
article
|
| 19 |
Sensitivity analysis with χ 2-divergences
|
Makam, Vaishno Devi
|
|
|
100 |
C |
p. 372-383
|
article
|
| 20 |
Stop-loss protection for a large P2P insurance pool
|
Denuit, Michel
|
|
|
100 |
C |
p. 210-233
|
article
|
| 21 |
SynthETIC: An individual insurance claim simulator with feature control
|
Avanzi, Benjamin
|
|
|
100 |
C |
p. 296-308
|
article
|
| 22 |
The annuity puzzle and consumption hump under ambiguous life expectancy
|
Han, Nan-Wei
|
|
|
100 |
C |
p. 76-88
|
article
|
| 23 |
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
|
Bosserhoff, Frank
|
|
|
100 |
C |
p. 130-146
|
article
|
Journal description