| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
|
Liang, Xiaoqing
|
|
|
112 |
C |
p. 80-96
|
article
|
| 2 |
A note on portfolios of averages of lognormal variables
|
Boyle, Phelim
|
|
|
112 |
C |
p. 97-109
|
article
|
| 3 |
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
|
Yuan, Meng
|
|
|
112 |
C |
p. 120-141
|
article
|
| 4 |
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
|
Denuit, Michel
|
|
|
112 |
C |
p. 23-32
|
article
|
| 5 |
Corrigendum and addendum to “Range Value-at-Risk bounds for unimodal distributions under partial information” [Insurance: Math. Econ. 94 (2020) 9–24]
|
Bernard, Carole
|
|
|
112 |
C |
p. 110-119
|
article
|
| 6 |
Editorial Board
|
|
|
|
112 |
C |
p. ii
|
article
|
| 7 |
Multiple per-claim reinsurance based on maximizing the Lundberg exponent
|
Meng, Hui
|
|
|
112 |
C |
p. 33-47
|
article
|
| 8 |
Optimal insurance design under mean-variance preference with narrow framing
|
Liang, Xiaoqing
|
|
|
112 |
C |
p. 59-79
|
article
|
| 9 |
Optimal retirement savings over the life cycle: A deterministic analysis in closed form
|
Fischer, Marcel
|
|
|
112 |
C |
p. 48-58
|
article
|
| 10 |
The Cramér-Lundberg model with a fluctuating number of clients
|
Braunsteins, Peter
|
|
|
112 |
C |
p. 1-22
|
article
|
| 11 |
Valuation of general GMWB annuities in a low interest rate environment
|
Fontana, Claudio
|
|
|
112 |
C |
p. 142-167
|
article
|
Journal description