| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Arithmetization of distributions and linear goal programming
|
Vilar, José L.
|
|
2000
|
27 |
1 |
p. 113-122
10 p.
|
artikel
|
| 2 |
Computation of distorted probabilities for diffusion processes via stochastic control methods
|
Young, Virginia R.
|
|
2000
|
27 |
1 |
p. 1-18
18 p.
|
artikel
|
| 3 |
Consistent fitting of one-factor models to interest rate data
|
Rogers, L.C.G.
|
|
2000
|
27 |
1 |
p. 45-63
19 p.
|
artikel
|
| 4 |
Equity allocation and portfolio selection in insurance
|
Taflin, Erik
|
|
2000
|
27 |
1 |
p. 65-81
17 p.
|
artikel
|
| 5 |
Insurer’s optimal reinsurance strategies
|
Gajek, Lesław
|
|
2000
|
27 |
1 |
p. 105-112
8 p.
|
artikel
|
| 6 |
Mutual fund evaluation: a portfolio insurance approach
|
Chamorro, José M.
|
|
2000
|
27 |
1 |
p. 83-104
22 p.
|
artikel
|
| 7 |
On error bounds for approximations to multivariate distributions
|
Sundt, Bjørn
|
|
2000
|
27 |
1 |
p. 137-144
8 p.
|
artikel
|
| 8 |
Ruin under interest force and subexponential claims: a simple treatment
|
Kalashnikov, Vladimir
|
|
2000
|
27 |
1 |
p. 145-149
5 p.
|
artikel
|
| 9 |
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
|
Lin, X.Sheldon
|
|
2000
|
27 |
1 |
p. 19-44
26 p.
|
artikel
|
| 10 |
The multivariate De Pril transform
|
Sundt, Bjørn
|
|
2000
|
27 |
1 |
p. 123-136
14 p.
|
artikel
|
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