| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Dirichlet process mixture regression model for the analysis of competing risk events
|
Ungolo, Francesco
|
|
|
116 |
C |
p. 95-113
|
article
|
| 2 |
A Hawkes model with CARMA(p,q) intensity
|
Mercuri, Lorenzo
|
|
|
116 |
C |
p. 1-26
|
article
|
| 3 |
A mean field game approach to optimal investment and risk control for competitive insurers
|
Bo, Lijun
|
|
|
116 |
C |
p. 202-217
|
article
|
| 4 |
Can price collars increase insurance loss coverage?
|
Chatterjee, Indradeb
|
|
|
116 |
C |
p. 74-94
|
article
|
| 5 |
Editorial Board
|
|
|
|
116 |
C |
p. ii
|
article
|
| 6 |
Inter-order relations between equivalence for L p -quantiles of the Student's t distribution
|
Bignozzi, Valeria
|
|
|
116 |
C |
p. 44-50
|
article
|
| 7 |
Optimal payout strategies when Bruno de Finetti meets model uncertainty
|
Feng, Yang
|
|
|
116 |
C |
p. 148-164
|
article
|
| 8 |
Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools
|
Kabuche, Doreen
|
|
|
116 |
C |
p. 165-188
|
article
|
| 9 |
Quantile mortality modelling of multiple populations via neural networks
|
Corsaro, Stefania
|
|
|
116 |
C |
p. 114-133
|
article
|
| 10 |
Random distortion risk measures
|
Zang, Xin
|
|
|
116 |
C |
p. 51-73
|
article
|
| 11 |
Risk quantization by magnitude and propensity
|
Faugeras, Olivier P.
|
|
|
116 |
C |
p. 134-147
|
article
|
| 12 |
Scenario selection with LASSO regression for the valuation of variable annuity portfolios
|
Nguyen, Hang
|
|
|
116 |
C |
p. 27-43
|
article
|
| 13 |
Stackelberg equilibria with multiple policyholders
|
Ghossoub, Mario
|
|
|
116 |
C |
p. 189-201
|
article
|
| 14 |
Tail mean-variance portfolio selection with estimation risk
|
Huang, Zhenzhen
|
|
|
116 |
C |
p. 218-234
|
article
|
| 15 |
Worst-case risk with unspecified risk preferences
|
Liu, Haiyan
|
|
|
116 |
C |
p. 235-248
|
article
|
Journal description