| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A binomial model for valuing equity-linked policies embedding surrender options
|
Costabile, Massimo
|
|
2008
|
42 |
3 |
p. 873-886
14 p.
|
artikel
|
| 2 |
A game theoretic approach to option valuation under Markovian regime-switching models
|
Siu, Tak Kuen
|
|
2008
|
42 |
3 |
p. 1146-1158
13 p.
|
artikel
|
| 3 |
A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
|
Vandaele, Nele
|
|
2008
|
42 |
3 |
p. 1128-1137
10 p.
|
artikel
|
| 4 |
Analytic bounds and approximations for annuities and Asian options
|
Vanduffel, Steven
|
|
2008
|
42 |
3 |
p. 1109-1117
9 p.
|
artikel
|
| 5 |
An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk
|
Kijima, Masaaki
|
|
2008
|
42 |
3 |
p. 887-896
10 p.
|
artikel
|
| 6 |
A note on the Swiss Solvency Test risk measure
|
Filipović, Damir
|
|
2008
|
42 |
3 |
p. 897-902
6 p.
|
artikel
|
| 7 |
Assessing the cost of capital for longevity risk
|
Olivieri, Annamaria
|
|
2008
|
42 |
3 |
p. 1013-1021
9 p.
|
artikel
|
| 8 |
Characterizations of classes of risk measures by dispersive orders
|
Sordo, Miguel A.
|
|
2008
|
42 |
3 |
p. 1028-1034
7 p.
|
artikel
|
| 9 |
Comparison results for exchangeable credit risk portfolios
|
Cousin, Areski
|
|
2008
|
42 |
3 |
p. 1118-1127
10 p.
|
artikel
|
| 10 |
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
|
Xie, Shuxiang
|
|
2008
|
42 |
3 |
p. 943-953
11 p.
|
artikel
|
| 11 |
Editorial Board
|
|
|
2008
|
42 |
3 |
p. IFC-
1 p.
|
artikel
|
| 12 |
Gerber–Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
|
Yang, Hu
|
|
2008
|
42 |
3 |
p. 984-991
8 p.
|
artikel
|
| 13 |
Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts
|
Blake, David
|
|
2008
|
42 |
3 |
p. 1062-1066
5 p.
|
artikel
|
| 14 |
Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies
|
Chen, An
|
|
2008
|
42 |
3 |
p. 1035-1049
15 p.
|
artikel
|
| 15 |
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
|
Coulibaly, Ibrahim
|
|
2008
|
42 |
3 |
p. 935-942
8 p.
|
artikel
|
| 16 |
On the dual risk model with tax payments
|
Albrecher, Hansjörg
|
|
2008
|
42 |
3 |
p. 1086-1094
9 p.
|
artikel
|
| 17 |
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
|
Borovkov, Konstantin A.
|
|
2008
|
42 |
3 |
p. 1104-1108
5 p.
|
artikel
|
| 18 |
Optimal dividend and issuance of equity policies in the presence of proportional costs
|
Løkka, Arne
|
|
2008
|
42 |
3 |
p. 954-961
8 p.
|
artikel
|
| 19 |
Optimal financing and dividend control of the insurance company with proportional reinsurance policy
|
He, Lin
|
|
2008
|
42 |
3 |
p. 976-983
8 p.
|
artikel
|
| 20 |
Optimal insurance under the insurer’s risk constraint
|
Zhou, Chunyang
|
|
2008
|
42 |
3 |
p. 992-999
8 p.
|
artikel
|
| 21 |
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
|
Bai, Lihua
|
|
2008
|
42 |
3 |
p. 968-975
8 p.
|
artikel
|
| 22 |
Pension funds as institutions for intertemporal risk transfer
|
Baumann, Roger T.
|
|
2008
|
42 |
3 |
p. 1000-1012
13 p.
|
artikel
|
| 23 |
Pricing bivariate option under GARCH processes with time-varying copula
|
Zhang, J.
|
|
2008
|
42 |
3 |
p. 1095-1103
9 p.
|
artikel
|
| 24 |
Regret aversion and annuity risk in defined contribution pension plans
|
Frehen, Rik G.P.
|
|
2008
|
42 |
3 |
p. 1050-1061
12 p.
|
artikel
|
| 25 |
Static super-replicating strategies for a class of exotic options
|
Chen, X.
|
|
2008
|
42 |
3 |
p. 1067-1085
19 p.
|
artikel
|
| 26 |
Stochastic optimal control of DC pension funds
|
Gao, Jianwei
|
|
2008
|
42 |
3 |
p. 1159-1164
6 p.
|
artikel
|
| 27 |
Stochastic orders of scalar products with applications
|
Hua, Lei
|
|
2008
|
42 |
3 |
p. 865-872
8 p.
|
artikel
|
| 28 |
The periodic risk model with investment
|
Kötter, Mirko
|
|
2008
|
42 |
3 |
p. 962-967
6 p.
|
artikel
|
| 29 |
The private value of public pensions
|
Petrichev, Konstantin
|
|
2008
|
42 |
3 |
p. 1138-1145
8 p.
|
artikel
|
| 30 |
Tolerance intervals for quantiles of bivariate risks and risk measurement
|
Gebizlioglu, Omer L.
|
|
2008
|
42 |
3 |
p. 1022-1027
6 p.
|
artikel
|
| 31 |
Using distortions of copulas to price synthetic CDOs
|
Crane, Glenis
|
|
2008
|
42 |
3 |
p. 903-908
6 p.
|
artikel
|
| 32 |
Valuation of life insurance surrender and exchange options
|
Nordahl, Helge A.
|
|
2008
|
42 |
3 |
p. 909-919
11 p.
|
artikel
|
| 33 |
Valuation of the interest rate guarantee embedded in defined contribution pension plans
|
Yang, Sharon S.
|
|
2008
|
42 |
3 |
p. 920-934
15 p.
|
artikel
|
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