| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A model of R&D valuation and the design of research incentives
|
Hsu, Jason C.
|
|
2008
|
43 |
3 |
p. 350-367
18 p.
|
artikel
|
| 2 |
Applications of a multi-state risk factor/mortality model in life insurance
|
Kwon, Hyuk-Sung
|
|
2008
|
43 |
3 |
p. 394-402
9 p.
|
artikel
|
| 3 |
Characterization of comonotonicity using convex order
|
Cheung, Ka Chun
|
|
2008
|
43 |
3 |
p. 403-406
4 p.
|
artikel
|
| 4 |
Claims reserving: A correlated Bayesian model
|
de Alba, Enrique
|
|
2008
|
43 |
3 |
p. 368-376
9 p.
|
artikel
|
| 5 |
Computation of optimal portfolios using simulation-based dimension reduction
|
Boyle, Phelim
|
|
2008
|
43 |
3 |
p. 327-338
12 p.
|
artikel
|
| 6 |
Dependence and the asymptotic behavior of large claims reinsurance
|
Asimit, Alexandru V.
|
|
2008
|
43 |
3 |
p. 407-411
5 p.
|
artikel
|
| 7 |
Determination of risk pricing measures from market prices of risk
|
Gzyl, Henryk
|
|
2008
|
43 |
3 |
p. 437-443
7 p.
|
artikel
|
| 8 |
Dynamic asset liability management with tolerance for limited shortfalls
|
Detemple, Jérôme
|
|
2008
|
43 |
3 |
p. 281-294
14 p.
|
artikel
|
| 9 |
Editorial Board
|
|
|
2008
|
43 |
3 |
p. IFC-
1 p.
|
artikel
|
| 10 |
Estimation and evaluation of the term structure of credit default swaps: An empirical study
|
Chen, Ren-Raw
|
|
2008
|
43 |
3 |
p. 339-349
11 p.
|
artikel
|
| 11 |
Government-provided annuities under insolvency risk
|
Huang, Rachel J.
|
|
2008
|
43 |
3 |
p. 377-385
9 p.
|
artikel
|
| 12 |
Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
|
Biard, Romain
|
|
2008
|
43 |
3 |
p. 412-421
10 p.
|
artikel
|
| 13 |
Joint modelling of the total amount and the number of claims by conditionals
|
Sarabia, José María
|
|
2008
|
43 |
3 |
p. 466-473
8 p.
|
artikel
|
| 14 |
Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model
|
Chen, Ping
|
|
2008
|
43 |
3 |
p. 456-465
10 p.
|
artikel
|
| 15 |
On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula
|
Cossette, Hélène
|
|
2008
|
43 |
3 |
p. 444-455
12 p.
|
artikel
|
| 16 |
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
|
He, Lin
|
|
2008
|
43 |
3 |
p. 474-479
6 p.
|
artikel
|
| 17 |
Preface
|
Tan, Ken Seng
|
|
2008
|
43 |
3 |
p. 279-
1 p.
|
artikel
|
| 18 |
Pricing catastrophe options in discrete operational time
|
Chang, Carolyn W.
|
|
2008
|
43 |
3 |
p. 422-430
9 p.
|
artikel
|
| 19 |
Pricing currency options under two-factor Markov-modulated stochastic volatility models
|
Siu, Tak Kuen
|
|
2008
|
43 |
3 |
p. 295-302
8 p.
|
artikel
|
| 20 |
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
|
Jiang, Jun
|
|
2008
|
43 |
3 |
p. 431-436
6 p.
|
artikel
|
| 21 |
Simulation of jump diffusions and the pricing of options
|
DiCesare, Joe
|
|
2008
|
43 |
3 |
p. 316-326
11 p.
|
artikel
|
| 22 |
Skewed bivariate models and nonparametric estimation for the CTE risk measure
|
Bolance, Catalina
|
|
2008
|
43 |
3 |
p. 386-393
8 p.
|
artikel
|
| 23 |
The design of equity-indexed annuities
|
Boyle, Phelim
|
|
2008
|
43 |
3 |
p. 303-315
13 p.
|
artikel
|
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