| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
|
Hao, Xuemiao
|
|
2008
|
43 |
1 |
p. 116-120
5 p.
|
artikel
|
| 2 |
Editorial Board
|
|
|
2008
|
43 |
1 |
p. IFC-
1 p.
|
artikel
|
| 3 |
Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation
|
Hoermann, Gudrun
|
|
2008
|
43 |
1 |
p. 150-157
8 p.
|
artikel
|
| 4 |
Fitting mixed-effects models when data are left truncated
|
Paulsen, Jostein
|
|
2008
|
43 |
1 |
p. 121-133
13 p.
|
artikel
|
| 5 |
GARCH option pricing: A semiparametric approach
|
Badescu, Alexandru M.
|
|
2008
|
43 |
1 |
p. 69-84
16 p.
|
artikel
|
| 6 |
Heath–Jarrow–Morton modelling of longevity bonds and the risk minimization of life insurance portfolios
|
Barbarin, Jérôme
|
|
2008
|
43 |
1 |
p. 41-55
15 p.
|
artikel
|
| 7 |
On option pricing under a completely random measure via a generalized Esscher transform
|
Lau, John W.
|
|
2008
|
43 |
1 |
p. 99-107
9 p.
|
artikel
|
| 8 |
Optimal consumption and portfolio choice for pooled annuity funds
|
Stamos, Michael Z.
|
|
2008
|
43 |
1 |
p. 56-68
13 p.
|
artikel
|
| 9 |
Optimal dividend strategies for a risk process under force of interest
|
Albrecher, Hansjörg
|
|
2008
|
43 |
1 |
p. 134-149
16 p.
|
artikel
|
| 10 |
Optimal investment and life insurance strategies under minimum and maximum constraints
|
Nielsen, Peter Holm
|
|
2008
|
43 |
1 |
p. 15-28
14 p.
|
artikel
|
| 11 |
Optimal reinsurance under VaR and CTE risk measures
|
Cai, Jun
|
|
2008
|
43 |
1 |
p. 185-196
12 p.
|
artikel
|
| 12 |
Quadratic stochastic intensity and prospective mortality tables
|
Gourieroux, C.
|
|
2008
|
43 |
1 |
p. 174-184
11 p.
|
artikel
|
| 13 |
Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment
|
Zaglauer, Katharina
|
|
2008
|
43 |
1 |
p. 29-40
12 p.
|
artikel
|
| 14 |
Tail asymptotic results for elliptical distributions
|
Hashorva, Enkelejd
|
|
2008
|
43 |
1 |
p. 158-164
7 p.
|
artikel
|
| 15 |
Tails of random sums of a heavy-tailed number of light-tailed terms
|
Robert, Christian Y.
|
|
2008
|
43 |
1 |
p. 85-92
8 p.
|
artikel
|
| 16 |
The effect of modelling parameters on the value of GMWB guarantees
|
Chen, Z.
|
|
2008
|
43 |
1 |
p. 165-173
9 p.
|
artikel
|
| 17 |
The impact of illiquidity on the asset management of insurance companies
|
Berry-Stölzle, Thomas R.
|
|
2008
|
43 |
1 |
p. 1-14
14 p.
|
artikel
|
| 18 |
Threshold control of mutual insurance with limited commitment
|
Yan, Jia
|
|
2008
|
43 |
1 |
p. 108-115
8 p.
|
artikel
|
| 19 |
Worst allocations of policy limits and deductibles
|
Hua, Lei
|
|
2008
|
43 |
1 |
p. 93-98
6 p.
|
artikel
|
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