| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Affine processes for dynamic mortality and actuarial valuations
|
Biffis, Enrico
|
|
2005
|
37 |
3 |
p. 443-468
26 p.
|
article
|
| 2 |
Author index
|
|
|
2005
|
37 |
3 |
p. 673-675
3 p.
|
article
|
| 3 |
Benefit uncertainty and default risk in pension plans
|
Khorasanee, Zaki
|
|
2005
|
37 |
3 |
p. 469-493
25 p.
|
article
|
| 4 |
Editorial Board
|
|
|
2005
|
37 |
3 |
p. CO2-
1 p.
|
article
|
| 5 |
Fair valuation of participating policies with surrender options and regime switching
|
Siu, Tak Kuen
|
|
2005
|
37 |
3 |
p. 533-552
20 p.
|
article
|
| 6 |
Merton's model of optimal portfolio in a Black-Scholes Market driven by a fractional Brownian motion with short-range dependence
|
Jumarie, Guy
|
|
2005
|
37 |
3 |
p. 585-598
14 p.
|
article
|
| 7 |
Multinomial model for random sums
|
Kolev, Nikolai
|
|
2005
|
37 |
3 |
p. 494-504
11 p.
|
article
|
| 8 |
Occupation measure and local time of classical risk processes
|
Kolkovska, Ekaterina T.
|
|
2005
|
37 |
3 |
p. 573-584
12 p.
|
article
|
| 9 |
On the discounted penalty function in a Markov-dependent risk model
|
Albrecher, Hansjörg
|
|
2005
|
37 |
3 |
p. 650-672
23 p.
|
article
|
| 10 |
On the probability of ruin in a Markov-modulated risk model
|
Lu, Yi
|
|
2005
|
37 |
3 |
p. 522-532
11 p.
|
article
|
| 11 |
Optimal investment for insurer with jump-diffusion risk process
|
Yang, Hailiang
|
|
2005
|
37 |
3 |
p. 615-634
20 p.
|
article
|
| 12 |
Optimal stopping behavior of equity-linked investment products with regime switching
|
Cheung, Ka Chun
|
|
2005
|
37 |
3 |
p. 599-614
16 p.
|
article
|
| 13 |
Risk capital decomposition for a multivariate dependent gamma portfolio
|
Furman, Edward
|
|
2005
|
37 |
3 |
p. 635-649
15 p.
|
article
|
| 14 |
Static-arbitrage optimal subreplicating strategies for basket options
|
Hobson, David
|
|
2005
|
37 |
3 |
p. 553-572
20 p.
|
article
|
| 15 |
The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process
|
Ren, Jiandong
|
|
2005
|
37 |
3 |
p. 505-521
17 p.
|
article
|
| 16 |
The win-first probability under interest force
|
Rullière, Didier
|
|
2005
|
37 |
3 |
p. 421-442
22 p.
|
article
|
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