| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Affine stochastic mortality
|
Schrager, David F.
|
|
2006
|
38 |
1 |
p. 81-97
17 p.
|
article
|
| 2 |
An application of the α -power approximation in multiple life insurance
|
Yi, Zhang
|
|
2006
|
38 |
1 |
p. 98-112
15 p.
|
article
|
| 3 |
A volatility-varying and jump-diffusion Merton type model of interest rate risk
|
Espinosa, Fernando
|
|
2006
|
38 |
1 |
p. 157-166
10 p.
|
article
|
| 4 |
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
|
Tank, Fatih
|
|
2006
|
38 |
1 |
p. 189-194
6 p.
|
article
|
| 5 |
Editorial Board
|
|
|
2006
|
38 |
1 |
p. ii-
1 p.
|
article
|
| 6 |
Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval
|
Koissi, Marie-Claire
|
|
2006
|
38 |
1 |
p. 1-20
20 p.
|
article
|
| 7 |
Financial valuation of guaranteed minimum withdrawal benefits
|
Milevsky, Moshe A.
|
|
2006
|
38 |
1 |
p. 21-38
18 p.
|
article
|
| 8 |
On the control of defined-benefit pension plans
|
Huang, Hong-Chih
|
|
2006
|
38 |
1 |
p. 113-131
19 p.
|
article
|
| 9 |
Optimal portfolio problem with unknown dependency structure
|
Cheung, Ka Chun
|
|
2006
|
38 |
1 |
p. 167-175
9 p.
|
article
|
| 10 |
Recursions for compound phase distributions
|
Eisele, Karl-Theodor
|
|
2006
|
38 |
1 |
p. 149-156
8 p.
|
article
|
| 11 |
Speedy convolution algorithms and Panjer recursions for phase-type distributions
|
Hipp, Christian
|
|
2006
|
38 |
1 |
p. 176-188
13 p.
|
article
|
| 12 |
Stochastic orders and risk measures: Consistency and bounds
|
Bäuerle, Nicole
|
|
2006
|
38 |
1 |
p. 132-148
17 p.
|
article
|
| 13 |
The compound Poisson risk model with a threshold dividend strategy
|
Lin, X.Sheldon
|
|
2006
|
38 |
1 |
p. 57-80
24 p.
|
article
|
| 14 |
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case
|
Ballotta, Laura
|
|
2006
|
38 |
1 |
p. 195-214
20 p.
|
article
|
| 15 |
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
|
Geluk, J.L.
|
|
2006
|
38 |
1 |
p. 39-56
18 p.
|
article
|
Journal description