| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A capital allocation based on a solvency exchange option
|
Kim, Joseph H.T.
|
|
2009
|
44 |
3 |
p. 357-366
10 p.
|
artikel
|
| 2 |
A claims persistence process and insurance
|
Vallois, Pierre
|
|
2009
|
44 |
3 |
p. 367-373
7 p.
|
artikel
|
| 3 |
Adverse selection or advantageous selection? Risk and underwriting in China’s health-insurance market
|
Gao, Feng
|
|
2009
|
44 |
3 |
p. 505-510
6 p.
|
artikel
|
| 4 |
A jump-diffusion model for option pricing under fuzzy environments
|
Xu, Weidong
|
|
2009
|
44 |
3 |
p. 337-344
8 p.
|
artikel
|
| 5 |
Bounds and approximations for sums of dependent log-elliptical random variables
|
Valdez, Emiliano A.
|
|
2009
|
44 |
3 |
p. 385-397
13 p.
|
artikel
|
| 6 |
Computing the mean and the variance of the cedent’s share for largest claims reinsurance covers
|
Hess, Christian
|
|
2009
|
44 |
3 |
p. 497-504
8 p.
|
artikel
|
| 7 |
Decomposition of a Schur-constant model and its applications
|
Chi, Yichun
|
|
2009
|
44 |
3 |
p. 398-408
11 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2009
|
44 |
3 |
p. IFC-
1 p.
|
artikel
|
| 9 |
Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
|
Gerstner, Thomas
|
|
2009
|
44 |
3 |
p. 434-446
13 p.
|
artikel
|
| 10 |
Global loss diversification in the insurance sector
|
Sheremet, Oleg
|
|
2009
|
44 |
3 |
p. 415-425
11 p.
|
artikel
|
| 11 |
Long time behaviour of stochastic interest rate models
|
Zhao, Juan
|
|
2009
|
44 |
3 |
p. 459-463
5 p.
|
artikel
|
| 12 |
Minimizing the lifetime shortfall or shortfall at death
|
Bayraktar, Erhan
|
|
2009
|
44 |
3 |
p. 447-458
12 p.
|
artikel
|
| 13 |
Optimal allocation of policy limits and deductibles under distortion risk measures
|
Zhuang, Weiwei
|
|
2009
|
44 |
3 |
p. 409-414
6 p.
|
artikel
|
| 14 |
Optimal portfolios for DC pension plans under a CEV model
|
Gao, Jianwei
|
|
2009
|
44 |
3 |
p. 479-490
12 p.
|
artikel
|
| 15 |
Optimal proportional reinsurance and investment with transaction costs, I: Maximizing the terminal wealth
|
Zhang, Xin-Li
|
|
2009
|
44 |
3 |
p. 473-478
6 p.
|
artikel
|
| 16 |
Optimal reinsurance with general risk measures
|
Balbás, Alejandro
|
|
2009
|
44 |
3 |
p. 374-384
11 p.
|
artikel
|
| 17 |
Optimal risk sharing with different reference probabilities
|
Acciaio, Beatrice
|
|
2009
|
44 |
3 |
p. 426-433
8 p.
|
artikel
|
| 18 |
Survival probability for a two-dimensional risk model
|
Dang, Lanfen
|
|
2009
|
44 |
3 |
p. 491-496
6 p.
|
artikel
|
| 19 |
Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
|
Ambagaspitiya, Rohana S.
|
|
2009
|
44 |
3 |
p. 464-472
9 p.
|
artikel
|
| 20 |
Univariate and bivariate GPD methods for predicting extreme wind storm losses
|
Brodin, Erik
|
|
2009
|
44 |
3 |
p. 345-356
12 p.
|
artikel
|
| 21 |
Δ -VaR and Δ -TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
|
Sadefo Kamdem, J.
|
|
2009
|
44 |
3 |
p. 325-336
12 p.
|
artikel
|
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