| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Bayesian dichotomous model with asymmetric link for fraud in insurance
|
Bermúdez, Ll.
|
|
2008
|
42 |
2 |
p. 779-786
8 p.
|
artikel
|
| 2 |
Actuarial risk measures for financial derivative pricing
|
Goovaerts, Marc J.
|
|
2008
|
42 |
2 |
p. 540-547
8 p.
|
artikel
|
| 3 |
A general asset–liability management model for the efficient simulation of portfolios of life insurance policies
|
Gerstner, Thomas
|
|
2008
|
42 |
2 |
p. 704-716
13 p.
|
artikel
|
| 4 |
A generalization of the credibility theory obtained by using the weighted balanced loss function
|
Gómez-Déniz, E.
|
|
2008
|
42 |
2 |
p. 850-854
5 p.
|
artikel
|
| 5 |
An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
|
Fountain, Robert L.
|
|
2008
|
42 |
2 |
p. 469-472
4 p.
|
artikel
|
| 6 |
Approximations for the moments of ruin time in the compound Poisson model
|
Pitts, Susan M.
|
|
2008
|
42 |
2 |
p. 668-679
12 p.
|
artikel
|
| 7 |
A risk model with paying dividends and random environment
|
Kim, Bara
|
|
2008
|
42 |
2 |
p. 717-726
10 p.
|
artikel
|
| 8 |
A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
|
Christiansen, Marcus C.
|
|
2008
|
42 |
2 |
p. 680-690
11 p.
|
artikel
|
| 9 |
A sensitivity analysis of typical life insurance contracts with respect to the technical basis
|
Christiansen, Marcus C.
|
|
2008
|
42 |
2 |
p. 787-796
10 p.
|
artikel
|
| 10 |
Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
|
Gatzert, Nadine
|
|
2008
|
42 |
2 |
p. 839-849
11 p.
|
artikel
|
| 11 |
Call for Papers
|
|
|
2008
|
42 |
2 |
p. 468-
1 p.
|
artikel
|
| 12 |
Comonotonic approximations to quantiles of life annuity conditional expected present value
|
Denuit, Michel
|
|
2008
|
42 |
2 |
p. 831-838
8 p.
|
artikel
|
| 13 |
Cooperative hedging with a higher interest rate for borrowing
|
Zhou, Qing
|
|
2008
|
42 |
2 |
p. 609-616
8 p.
|
artikel
|
| 14 |
Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
|
Boucher, Jean-Philippe
|
|
2008
|
42 |
2 |
p. 727-735
9 p.
|
artikel
|
| 15 |
Editorial Board
|
|
|
2008
|
42 |
2 |
p. IFC-
1 p.
|
artikel
|
| 16 |
Error bounds in approximations of random sums using gamma-type operators
|
Sangüesa, C.
|
|
2008
|
42 |
2 |
p. 484-491
8 p.
|
artikel
|
| 17 |
Estimating the term structure of mortality
|
Hári, Norbert
|
|
2008
|
42 |
2 |
p. 492-504
13 p.
|
artikel
|
| 18 |
Estimating VAR models for the term structure of interest rates
|
Vereda, Luciano
|
|
2008
|
42 |
2 |
p. 548-559
12 p.
|
artikel
|
| 19 |
Fitting and validation of a bivariate model for large claims
|
Drees, Holger
|
|
2008
|
42 |
2 |
p. 638-650
13 p.
|
artikel
|
| 20 |
Heavy-tailed longitudinal data modeling using copulas
|
Sun, Jiafeng
|
|
2008
|
42 |
2 |
p. 817-830
14 p.
|
artikel
|
| 21 |
Improved convex upper bound via conditional comonotonicity
|
Cheung, Ka Chun
|
|
2008
|
42 |
2 |
p. 651-655
5 p.
|
artikel
|
| 22 |
Indifference prices of structured catastrophe (CAT) bonds
|
Egami, Masahiko
|
|
2008
|
42 |
2 |
p. 771-778
8 p.
|
artikel
|
| 23 |
Integrated insurance risk models with exponential Lévy investment
|
Klüppelberg, Claudia
|
|
2008
|
42 |
2 |
p. 560-577
18 p.
|
artikel
|
| 24 |
Longevity risk in portfolios of pension annuities
|
Hári, Norbert
|
|
2008
|
42 |
2 |
p. 505-519
15 p.
|
artikel
|
| 25 |
[No title]
|
|
|
2008
|
42 |
2 |
p. 467-
1 p.
|
artikel
|
| 26 |
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling
|
Renshaw, A.E.
|
|
2008
|
42 |
2 |
p. 797-816
20 p.
|
artikel
|
| 27 |
On the construction of copulas and quasi-copulas with given diagonal sections
|
Nelsen, Roger B.
|
|
2008
|
42 |
2 |
p. 473-483
11 p.
|
artikel
|
| 28 |
On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
|
Landriault, David
|
|
2008
|
42 |
2 |
p. 600-608
9 p.
|
artikel
|
| 29 |
On the parameterization of the CreditRisk + model for estimating credit portfolio risk
|
Vandendorpe, Antoine
|
|
2008
|
42 |
2 |
p. 736-745
10 p.
|
artikel
|
| 30 |
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
|
Guerra, Manuel
|
|
2008
|
42 |
2 |
p. 529-539
11 p.
|
artikel
|
| 31 |
Portfolio diversification under local and moderate deviations from power laws
|
Ibragimov, Rustam
|
|
2008
|
42 |
2 |
p. 594-599
6 p.
|
artikel
|
| 32 |
Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
|
Young, Virginia R.
|
|
2008
|
42 |
2 |
p. 691-703
13 p.
|
artikel
|
| 33 |
Risk measurement in the presence of background risk
|
Tsanakas, Andreas
|
|
2008
|
42 |
2 |
p. 520-528
9 p.
|
artikel
|
| 34 |
Risk theory insight into a zone-adaptive control strategy
|
Malinovskii, Vsevolod K.
|
|
2008
|
42 |
2 |
p. 656-667
12 p.
|
artikel
|
| 35 |
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
|
Loisel, Stéphane
|
|
2008
|
42 |
2 |
p. 746-762
17 p.
|
artikel
|
| 36 |
Securitization of catastrophe mortality risks
|
Lin, Yijia
|
|
2008
|
42 |
2 |
p. 628-637
10 p.
|
artikel
|
| 37 |
Some results on the CTE-based capital allocation rule
|
Dhaene, J.
|
|
2008
|
42 |
2 |
p. 855-863
9 p.
|
artikel
|
| 38 |
Tail dependence for multivariate t -copulas and its monotonicity
|
Chan, Yin
|
|
2008
|
42 |
2 |
p. 763-770
8 p.
|
artikel
|
| 39 |
The compound Poisson risk model with multiple thresholds
|
Lin, X. Sheldon
|
|
2008
|
42 |
2 |
p. 617-627
11 p.
|
artikel
|
| 40 |
Valuation of intergenerational transfers in funded collective pension schemes
|
Hoevenaars, Roy P.M.M.
|
|
2008
|
42 |
2 |
p. 578-593
16 p.
|
artikel
|
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