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                             9 results found
no title author magazine year volume issue page(s) type
1 A class of non-expected utility risk measures and implications for asset allocations van der Hoek, John
 2001
 28 1 p. 69-82
14 p.
 article
2 A decomposition of the ruin probability for the risk process perturbed by diffusion Wang, Guojing
 2001
 28 1 p. 49-59
11 p.
 article
3 Annuities under random rates of interest Zaks, Abraham
 2001
 28 1 p. 1-11
11 p.
 article
4 A&R SECTION 2001
 28 1 p. 91-148
58 p.
 article
5 Comparison of individual risk models Lefèvre, Claude
 2001
 28 1 p. 21-30
10 p.
 article
6 Distribution of the first ladder height of a stationary risk process perturbed by α-stable Lévy motion Schmidli, Hanspeter
 2001
 28 1 p. 13-20
8 p.
 article
7 From actuarial to financial valuation principles Schweizer, Martin
 2001
 28 1 p. 31-47
17 p.
 article
8 On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models Alvarez, Luis H.R.
 2001
 28 1 p. 83-90
8 p.
 article
9 Optimal reinsurance under mean-variance premium principles Kaluszka, Marek
 2001
 28 1 p. 61-67
7 p.
 article
                             9 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands