nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
|
Koch, Inge |
|
2007 |
40 |
3 |
p. 386-402 17 p. |
artikel |
2 |
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
|
Leipus, Remigijus |
|
2007 |
40 |
3 |
p. 498-508 11 p. |
artikel |
3 |
Author Index Volume 40
|
|
|
2007 |
40 |
3 |
p. 533-534 2 p. |
artikel |
4 |
Bayesian graduation of mortality rates: An application to reserve evaluation
|
da Rocha Neves, César |
|
2007 |
40 |
3 |
p. 424-434 11 p. |
artikel |
5 |
Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
|
Wan, Ning |
|
2007 |
40 |
3 |
p. 509-523 15 p. |
artikel |
6 |
Editorial Board
|
|
|
2007 |
40 |
3 |
p. IFC- 1 p. |
artikel |
7 |
Hedging life insurance with pure endowments
|
Bayraktar, Erhan |
|
2007 |
40 |
3 |
p. 435-444 10 p. |
artikel |
8 |
Lookback options and dynamic fund protection under multiscale stochastic volatility
|
Wong, Hoi Ying |
|
2007 |
40 |
3 |
p. 357-385 29 p. |
artikel |
9 |
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
|
Charpentier, Arthur |
|
2007 |
40 |
3 |
p. 525-532 8 p. |
artikel |
10 |
Moments of claims in a Markovian environment
|
Kim, Bara |
|
2007 |
40 |
3 |
p. 485-497 13 p. |
artikel |
11 |
On variational bounds in the compound Poisson approximation of the individual risk model
|
Roos, Bero |
|
2007 |
40 |
3 |
p. 403-414 12 p. |
artikel |
12 |
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
|
Frostig, Esther |
|
2007 |
40 |
3 |
p. 459-467 9 p. |
artikel |
13 |
Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz’ law of mortality
|
Willemse, W.J. |
|
2007 |
40 |
3 |
p. 468-484 17 p. |
artikel |
14 |
The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
|
Kleinow, Torsten |
|
2007 |
40 |
3 |
p. 445-458 14 p. |
artikel |
15 |
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
|
Chen, Yiqing |
|
2007 |
40 |
3 |
p. 415-423 9 p. |
artikel |