| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Abstracts and Reviews
|
|
|
2005
|
36 |
3 |
p. 519-561
43 p.
|
article
|
| 2 |
A large deviation result for aggregate claims with dependent claim occurrences
|
Kaas, Rob
|
|
2005
|
36 |
3 |
p. 251-259
9 p.
|
article
|
| 3 |
A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
|
Paulsen, Jostein
|
|
2005
|
36 |
3 |
p. 399-420
22 p.
|
article
|
| 4 |
Approximations for stop-loss reinsurance premiums
|
Reijnen, Rajko
|
|
2005
|
36 |
3 |
p. 237-250
14 p.
|
article
|
| 5 |
Author index
|
|
|
2005
|
36 |
3 |
p. 562-563
2 p.
|
article
|
| 6 |
Axiom of solvency and portfolio immunization under random interest rates
|
Gajek, Lesław
|
|
2005
|
36 |
3 |
p. 317-328
12 p.
|
article
|
| 7 |
Bayesian Poisson log-bilinear mortality projections
|
Czado, Claudia
|
|
2005
|
36 |
3 |
p. 260-284
25 p.
|
article
|
| 8 |
Controlled risk processes in discrete time: Lower and upper approximations to the optimal probability of ruin
|
Groniowska, Agnieszka
|
|
2005
|
36 |
3 |
p. 433-440
8 p.
|
article
|
| 9 |
Cyclical risk exposure of pension funds: A theoretical framework
|
Menoncin, Francesco
|
|
2005
|
36 |
3 |
p. 469-484
16 p.
|
article
|
| 10 |
Extremes of asymptotically spherical and elliptical random vectors
|
Hashorva, Enkelejd
|
|
2005
|
36 |
3 |
p. 285-302
18 p.
|
article
|
| 11 |
Market value of life insurance contracts under stochastic interest rates and default risk
|
Bernard, Carole
|
|
2005
|
36 |
3 |
p. 499-516
18 p.
|
article
|
| 12 |
Note on option pricing by actuarial considerations
|
Schmitz, Norbert
|
|
2005
|
36 |
3 |
p. 517-518
2 p.
|
article
|
| 13 |
On a correlated aggregate claims model with thinning-dependence structure
|
Wang, Guojing
|
|
2005
|
36 |
3 |
p. 456-468
13 p.
|
article
|
| 14 |
On a joint distribution for the risk process with constant interest force
|
Wu, Rong
|
|
2005
|
36 |
3 |
p. 365-374
10 p.
|
article
|
| 15 |
Optimal reinsurance under convex principles of premium calculation
|
Kaluszka, Marek
|
|
2005
|
36 |
3 |
p. 375-398
24 p.
|
article
|
| 16 |
Pricing equity-linked pure endowments with risky assets that follow Lévy processes
|
Jaimungal, Sebastian
|
|
2005
|
36 |
3 |
p. 329-346
18 p.
|
article
|
| 17 |
Ruin probability in the continuous-time compound binomial model
|
Liu, Guoxin
|
|
2005
|
36 |
3 |
p. 303-316
14 p.
|
article
|
| 18 |
Second order behaviour of ruin probabilities in the case of large claims
|
Baltru¯nas, Aleksandras
|
|
2005
|
36 |
3 |
p. 485-498
14 p.
|
article
|
| 19 |
The pricing of liabilities in an incomplete market using dynamic mean–variance hedging
|
Thomson, Robert J.
|
|
2005
|
36 |
3 |
p. 441-455
15 p.
|
article
|
| 20 |
Unifying framework for optimal insurance
|
Promislow, S.David
|
|
2005
|
36 |
3 |
p. 347-364
18 p.
|
article
|
| 21 |
Weak convergence approach to compound Poisson risk processes perturbed by diffusion
|
Sarkar, Joykrishna
|
|
2005
|
36 |
3 |
p. 421-432
12 p.
|
article
|
Journal description