| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Adaptive control strategies and dependence of finite time ruin on the premium loading
|
Malinovskii, Vsevolod K.
|
|
2008
|
42 |
1 |
p. 81-94
14 p.
|
artikel
|
| 2 |
Allocation of risks and equilibrium in markets with finitely many traders
|
Burgert, Christian
|
|
2008
|
42 |
1 |
p. 177-188
12 p.
|
artikel
|
| 3 |
An optimal insurance strategy for an individual under an intertemporal equilibrium
|
Zhou, Chunyang
|
|
2008
|
42 |
1 |
p. 255-260
6 p.
|
artikel
|
| 4 |
A two-dimensional ruin problem on the positive quadrant
|
Avram, Florin
|
|
2008
|
42 |
1 |
p. 227-234
8 p.
|
artikel
|
| 5 |
Bruno de Finetti and the case of the critical line’s last segment
|
Barone, Luca
|
|
2008
|
42 |
1 |
p. 359-377
19 p.
|
artikel
|
| 6 |
Call for Papers
|
|
|
2008
|
42 |
1 |
p. 466-
1 p.
|
artikel
|
| 7 |
Coherent risk measures, coherent capital allocations and the gradient allocation principle
|
Buch, A.
|
|
2008
|
42 |
1 |
p. 235-242
8 p.
|
artikel
|
| 8 |
Constant dividend barrier in a risk model with interclaim-dependent claim sizes
|
Landriault, David
|
|
2008
|
42 |
1 |
p. 31-38
8 p.
|
artikel
|
| 9 |
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
|
Courtois, Cindy
|
|
2008
|
42 |
1 |
p. 95-100
6 p.
|
artikel
|
| 10 |
Editorial Board
|
|
|
2008
|
42 |
1 |
p. IFC-
1 p.
|
artikel
|
| 11 |
Estimation of loss reserves with lognormal development factors
|
Han, Zhongxian
|
|
2008
|
42 |
1 |
p. 389-395
7 p.
|
artikel
|
| 12 |
Evaluation of insurance products with guarantee in incomplete markets
|
Consiglio, Andrea
|
|
2008
|
42 |
1 |
p. 332-342
11 p.
|
artikel
|
| 13 |
Fair valuation of insurance contracts under Lévy process specifications
|
Kassberger, Stefan
|
|
2008
|
42 |
1 |
p. 419-433
15 p.
|
artikel
|
| 14 |
Finite-time dividend–ruin models
|
Leung, Kwai Sun
|
|
2008
|
42 |
1 |
p. 154-162
9 p.
|
artikel
|
| 15 |
Following the rules: Integrating asset allocation and annuitization in retirement portfolios
|
Horneff, Wolfram J.
|
|
2008
|
42 |
1 |
p. 396-408
13 p.
|
artikel
|
| 16 |
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
|
Ludkovski, Michael
|
|
2008
|
42 |
1 |
p. 14-30
17 p.
|
artikel
|
| 17 |
Insuring a risky investment project
|
Loubergé, Henri
|
|
2008
|
42 |
1 |
p. 301-310
10 p.
|
artikel
|
| 18 |
Mean–variance optimization problems for an accumulation phase in a defined benefit plan
|
Delong, Łukasz
|
|
2008
|
42 |
1 |
p. 107-118
12 p.
|
artikel
|
| 19 |
Methods for estimating the optimal dividend barrier and the probability of ruin
|
Gerber, Hans U.
|
|
2008
|
42 |
1 |
p. 243-254
12 p.
|
artikel
|
| 20 |
Modelling dependence
|
Kallenberg, Wilbert C.M.
|
|
2008
|
42 |
1 |
p. 127-146
20 p.
|
artikel
|
| 21 |
Modelling total tail dependence along diagonals
|
Zhang, Ming-Heng
|
|
2008
|
42 |
1 |
p. 73-80
8 p.
|
artikel
|
| 22 |
Mortality modelling with Lévy processes
|
Hainaut, Donatien
|
|
2008
|
42 |
1 |
p. 409-418
10 p.
|
artikel
|
| 23 |
On reinsurance and investment for large insurance portfolios
|
Luo, Shangzhen
|
|
2008
|
42 |
1 |
p. 434-444
11 p.
|
artikel
|
| 24 |
On the consistency of credibility premiums regarding Esscher principle
|
Pan, Maolin
|
|
2008
|
42 |
1 |
p. 119-126
8 p.
|
artikel
|
| 25 |
On the distribution tail of an integrated risk model: A numerical approach
|
Brokate, M.
|
|
2008
|
42 |
1 |
p. 101-106
6 p.
|
artikel
|
| 26 |
Pension fund investments and the valuation of liabilities under conditional indexation
|
de Jong, Frank
|
|
2008
|
42 |
1 |
p. 1-13
13 p.
|
artikel
|
| 27 |
Prediction error in the chain ladder method
|
Wüthrich, Mario V.
|
|
2008
|
42 |
1 |
p. 378-388
11 p.
|
artikel
|
| 28 |
Premium rates based on genetic studies: How reliable are they?
|
Lu, Li
|
|
2008
|
42 |
1 |
p. 319-331
13 p.
|
artikel
|
| 29 |
Prices and sensitivities of Asian options: A survey
|
Boyle, Phelim
|
|
2008
|
42 |
1 |
p. 189-211
23 p.
|
artikel
|
| 30 |
Quantifying the error of convex order bounds for truncated first moments
|
Brückner, Karsten
|
|
2008
|
42 |
1 |
p. 261-270
10 p.
|
artikel
|
| 31 |
Random sums of exchangeable variables and actuarial applications
|
Kolev, Nikolai
|
|
2008
|
42 |
1 |
p. 147-153
7 p.
|
artikel
|
| 32 |
Recursions for multivariate compound phase variables
|
Eisele, Karl-Theodor
|
|
2008
|
42 |
1 |
p. 65-72
8 p.
|
artikel
|
| 33 |
Retrieval of Black–Scholes and generalized Erlang models by perturbed observations at a fixed time
|
Neuenschwander, Daniel
|
|
2008
|
42 |
1 |
p. 453-458
6 p.
|
artikel
|
| 34 |
Robust regression credibility: The influence function approach
|
Pitselis, Georgios
|
|
2008
|
42 |
1 |
p. 288-300
13 p.
|
artikel
|
| 35 |
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
|
Zhu, Jinxia
|
|
2008
|
42 |
1 |
p. 311-318
8 p.
|
artikel
|
| 36 |
Some stability results of optimal investment in a simple Lévy market
|
Niu, Liqun
|
|
2008
|
42 |
1 |
p. 445-452
8 p.
|
artikel
|
| 37 |
Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations
|
Jumarie, Guy
|
|
2008
|
42 |
1 |
p. 271-287
17 p.
|
artikel
|
| 38 |
Tail bounds for the joint distribution of the surplus prior to and at ruin
|
Psarrakos, Georgios
|
|
2008
|
42 |
1 |
p. 163-176
14 p.
|
artikel
|
| 39 |
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
|
Wang, Guojing
|
|
2008
|
42 |
1 |
p. 59-64
6 p.
|
artikel
|
| 40 |
The influence of corporate taxes on pricing and capital structure in property–liability insurance
|
Gatzert, Nadine
|
|
2008
|
42 |
1 |
p. 50-58
9 p.
|
artikel
|
| 41 |
The role of longevity bonds in optimal portfolios
|
Menoncin, Francesco
|
|
2008
|
42 |
1 |
p. 343-358
16 p.
|
artikel
|
| 42 |
Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications
|
Gómez-Déniz, Emilio
|
|
2008
|
42 |
1 |
p. 39-49
11 p.
|
artikel
|
| 43 |
Valuation of life insurance products under stochastic interest rates
|
Gaillardetz, Patrice
|
|
2008
|
42 |
1 |
p. 212-226
15 p.
|
artikel
|
| 44 |
Weighted premium calculation principles
|
Furman, Edward
|
|
2008
|
42 |
1 |
p. 459-465
7 p.
|
artikel
|
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