| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A risk measurement approach from risk-averse stochastic optimization of score functions
|
Righi, Marcelo Brutti
|
|
|
120 |
C |
p. 42-50
|
artikel
|
| 2 |
Automated machine learning in insurance
|
Dong, Panyi
|
|
|
120 |
C |
p. 17-41
|
artikel
|
| 3 |
Automobile Insurance Fraud Detection Based on PSO-XGBoost Model and Interpretable Machine Learning Method
|
Ding, Ning
|
|
|
120 |
C |
p. 51-60
|
artikel
|
| 4 |
Comonotonicity and Pareto optimality, with application to collaborative insurance
|
Denuit, Michel
|
|
|
120 |
C |
p. 1-16
|
artikel
|
| 5 |
Continuous-time optimal reporting with full insurance under the mean-variance criterion
|
Cao, Jingyi
|
|
|
120 |
C |
p. 79-90
|
artikel
|
| 6 |
Distributionally robust insurance under the Wasserstein distance
|
Boonen, Tim J.
|
|
|
120 |
C |
p. 61-78
|
artikel
|
| 7 |
Editorial Board
|
|
|
|
120 |
C |
p. ii
|
artikel
|
| 8 |
Evolution of institutional long-term care costs based on health factors
|
Shemendyuk, Aleksandr
|
|
|
120 |
C |
p. 107-130
|
artikel
|
| 9 |
Hidden semi-Markov models for rainfall-related insurance claims
|
Shi, Yue
|
|
|
120 |
C |
p. 91-106
|
artikel
|
| 10 |
How might model uncertainty and transaction costs impact retained earning & dividend strategies? An examination through a classical insurance risk model
|
Feng, Yang
|
|
|
120 |
C |
p. 131-158
|
artikel
|
| 11 |
Mean-variance longevity risk-sharing for annuity contracts
|
Hanbali, Hamza
|
|
|
120 |
C |
p. 207-235
|
artikel
|
| 12 |
Optimal consumption and annuity equivalent wealth with mortality model uncertainty
|
Li, Zhengming
|
|
|
120 |
C |
p. 159-188
|
artikel
|
| 13 |
Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information
|
Peng, Xingchun
|
|
|
120 |
C |
p. 302-324
|
artikel
|
| 14 |
Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin
|
Locas, Félix
|
|
|
120 |
C |
p. 189-206
|
artikel
|
| 15 |
Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models
|
Zhu, Huainian
|
|
|
120 |
C |
p. 236-268
|
artikel
|
| 16 |
Target benefit pension with longevity risk and stochastic interest rate valuation
|
Tao, Cheng
|
|
|
120 |
C |
p. 285-301
|
artikel
|
| 17 |
Valuation of variable annuity portfolios using finite and infinite width neural networks
|
Lim, Hong Beng
|
|
|
120 |
C |
p. 269-284
|
artikel
|
Tijdschrift beschrijving