| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A cohort-based extension to the Lee–Carter model for mortality reduction factors
|
Renshaw, A.E.
|
|
2006
|
38 |
3 |
p. 556-570
15 p.
|
artikel
|
| 2 |
Analysis of risk measures for reinsurance layers
|
Ladoucette, Sophie A.
|
|
2006
|
38 |
3 |
p. 630-639
10 p.
|
artikel
|
| 3 |
Author index
|
|
|
2006
|
38 |
3 |
p. 640-642
3 p.
|
artikel
|
| 4 |
Catastrophe options with stochastic interest rates and compound Poisson losses
|
Jaimungal, Sebastian
|
|
2006
|
38 |
3 |
p. 469-483
15 p.
|
artikel
|
| 5 |
Claim dependence with common effects in credibility models
|
Yeo, Keng Leong
|
|
2006
|
38 |
3 |
p. 609-629
21 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2006
|
38 |
3 |
p. CO2-
1 p.
|
artikel
|
| 7 |
Enhancing insurer value through reinsurance optimization
|
Krvavych, Yuriy
|
|
2006
|
38 |
3 |
p. 495-517
23 p.
|
artikel
|
| 8 |
Hedging life insurance contracts in a Lévy process financial market
|
Riesner, Martin
|
|
2006
|
38 |
3 |
p. 599-608
10 p.
|
artikel
|
| 9 |
Minimax pricing and Choquet pricing
|
Chen, Zengjing
|
|
2006
|
38 |
3 |
p. 518-528
11 p.
|
artikel
|
| 10 |
Modelling negatives in stochastic reserving models
|
Kunkler, Michael
|
|
2006
|
38 |
3 |
p. 540-555
16 p.
|
artikel
|
| 11 |
Monotonicity results for portfolios with heterogeneous claims arrival processes
|
Frostig, Esther
|
|
2006
|
38 |
3 |
p. 484-494
11 p.
|
artikel
|
| 12 |
Mortality-dependent financial risk measures
|
Dowd, Kevin
|
|
2006
|
38 |
3 |
p. 427-440
14 p.
|
artikel
|
| 13 |
On univariate extreme value statistics and the estimation of reinsurance premiums
|
Vandewalle, B.
|
|
2006
|
38 |
3 |
p. 441-459
19 p.
|
artikel
|
| 14 |
Pricing and hedging guaranteed returns on mix funds
|
Vellekoop, M.H.
|
|
2006
|
38 |
3 |
p. 585-598
14 p.
|
artikel
|
| 15 |
The maximum surplus before ruin in an Erlang(n) risk process and related problems
|
Li, Shuanming
|
|
2006
|
38 |
3 |
p. 529-539
11 p.
|
artikel
|
| 16 |
Variability of total claim amounts under dependence between claims severity and number of events
|
Belzunce, Félix
|
|
2006
|
38 |
3 |
p. 460-468
9 p.
|
artikel
|
| 17 |
Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
|
Brito, Margarida
|
|
2006
|
38 |
3 |
p. 571-584
14 p.
|
artikel
|
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