| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analytical approximations for prices of swap rate dependent embedded options in insurance products
|
Plat, Richard
|
|
2009
|
44 |
1 |
p. 124-134
11 p.
|
artikel
|
| 2 |
Analytical valuation of catastrophe equity options with negative exponential jumps
|
Chang, Lung-fu
|
|
2009
|
44 |
1 |
p. 59-69
11 p.
|
artikel
|
| 3 |
A new aspect of a risk process and its statistical inference
|
Shimizu, Yasutaka
|
|
2009
|
44 |
1 |
p. 70-77
8 p.
|
artikel
|
| 4 |
A parameterized approach to modeling and forecasting mortality
|
Hatzopoulos, P.
|
|
2009
|
44 |
1 |
p. 103-123
21 p.
|
artikel
|
| 5 |
A priori ratemaking using bivariate Poisson regression models
|
Bermúdez i Morata, Lluís
|
|
2009
|
44 |
1 |
p. 135-141
7 p.
|
artikel
|
| 6 |
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
|
Wu, Yang-Che
|
|
2009
|
44 |
1 |
p. 95-102
8 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2009
|
44 |
1 |
p. IFC-
1 p.
|
artikel
|
| 8 |
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
|
He, Lin
|
|
2009
|
44 |
1 |
p. 88-94
7 p.
|
artikel
|
| 9 |
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
|
Azcue, Pablo
|
|
2009
|
44 |
1 |
p. 26-34
9 p.
|
artikel
|
| 10 |
Optimal surrender strategies for equity-indexed annuity investors
|
Moore, Kristen S.
|
|
2009
|
44 |
1 |
p. 1-18
18 p.
|
artikel
|
| 11 |
Securitization of motor insurance loss rate risks
|
Bae, Taehan
|
|
2009
|
44 |
1 |
p. 48-58
11 p.
|
artikel
|
| 12 |
Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
|
Laurence, Peter
|
|
2009
|
44 |
1 |
p. 35-47
13 p.
|
artikel
|
| 13 |
The credibility premiums for models with dependence induced by common effects
|
Wen, Limin
|
|
2009
|
44 |
1 |
p. 19-25
7 p.
|
artikel
|
| 14 |
Valuation and hedging of participating life-insurance policies under management discretion
|
Kleinow, Torsten
|
|
2009
|
44 |
1 |
p. 78-87
10 p.
|
artikel
|
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