Digital Library
Close Browse articles from a journal
     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
                                       All articles of the corresponding issues
 
                             33 results found
no title author magazine year volume issue page(s) type
1 A binomial model for valuing equity-linked policies embedding surrender options Costabile, Massimo
2008
42 3 p. 873-886
14 p.
article
2 A game theoretic approach to option valuation under Markovian regime-switching models Siu, Tak Kuen
2008
42 3 p. 1146-1158
13 p.
article
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.
article
4 Analytic bounds and approximations for annuities and Asian options Vanduffel, Steven
2008
42 3 p. 1109-1117
9 p.
article
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.
article
6 A note on the Swiss Solvency Test risk measure Filipović, Damir
2008
42 3 p. 897-902
6 p.
article
7 Assessing the cost of capital for longevity risk Olivieri, Annamaria
2008
42 3 p. 1013-1021
9 p.
article
8 Characterizations of classes of risk measures by dispersive orders Sordo, Miguel A.
2008
42 3 p. 1028-1034
7 p.
article
9 Comparison results for exchangeable credit risk portfolios Cousin, Areski
2008
42 3 p. 1118-1127
10 p.
article
10 Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach Xie, Shuxiang
2008
42 3 p. 943-953
11 p.
article
11 Editorial Board 2008
42 3 p. IFC-
1 p.
article
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.
article
13 Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts Blake, David
2008
42 3 p. 1062-1066
5 p.
article
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.
article
15 On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities Coulibaly, Ibrahim
2008
42 3 p. 935-942
8 p.
article
16 On the dual risk model with tax payments Albrecher, Hansjörg
2008
42 3 p. 1086-1094
9 p.
article
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.
article
18 Optimal dividend and issuance of equity policies in the presence of proportional costs Løkka, Arne
2008
42 3 p. 954-961
8 p.
article
19 Optimal financing and dividend control of the insurance company with proportional reinsurance policy He, Lin
2008
42 3 p. 976-983
8 p.
article
20 Optimal insurance under the insurer’s risk constraint Zhou, Chunyang
2008
42 3 p. 992-999
8 p.
article
21 Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint Bai, Lihua
2008
42 3 p. 968-975
8 p.
article
22 Pension funds as institutions for intertemporal risk transfer Baumann, Roger T.
2008
42 3 p. 1000-1012
13 p.
article
23 Pricing bivariate option under GARCH processes with time-varying copula Zhang, J.
2008
42 3 p. 1095-1103
9 p.
article
24 Regret aversion and annuity risk in defined contribution pension plans Frehen, Rik G.P.
2008
42 3 p. 1050-1061
12 p.
article
25 Static super-replicating strategies for a class of exotic options Chen, X.
2008
42 3 p. 1067-1085
19 p.
article
26 Stochastic optimal control of DC pension funds Gao, Jianwei
2008
42 3 p. 1159-1164
6 p.
article
27 Stochastic orders of scalar products with applications Hua, Lei
2008
42 3 p. 865-872
8 p.
article
28 The periodic risk model with investment Kötter, Mirko
2008
42 3 p. 962-967
6 p.
article
29 The private value of public pensions Petrichev, Konstantin
2008
42 3 p. 1138-1145
8 p.
article
30 Tolerance intervals for quantiles of bivariate risks and risk measurement Gebizlioglu, Omer L.
2008
42 3 p. 1022-1027
6 p.
article
31 Using distortions of copulas to price synthetic CDOs Crane, Glenis
2008
42 3 p. 903-908
6 p.
article
32 Valuation of life insurance surrender and exchange options Nordahl, Helge A.
2008
42 3 p. 909-919
11 p.
article
33 Valuation of the interest rate guarantee embedded in defined contribution pension plans Yang, Sharon S.
2008
42 3 p. 920-934
15 p.
article
                             33 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands