| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analysis of the Gerber–Shiu function and dividend barrier problems for a risk process with two classes of claims
|
Chadjiconstantinidis, Stathis
|
|
2009
|
45 |
3 |
p. 470-484
15 p.
|
artikel
|
| 2 |
A perturbed risk model with dependence between premium rates and claim sizes
|
Zhou, Ming
|
|
2009
|
45 |
3 |
p. 382-392
11 p.
|
artikel
|
| 3 |
Comparative higher-degree Ross risk aversion
|
Li, Jingyuan
|
|
2009
|
45 |
3 |
p. 333-336
4 p.
|
artikel
|
| 4 |
Comparing tail variabilities of risks by means of the excess wealth order
|
Sordo, Miguel A.
|
|
2009
|
45 |
3 |
p. 466-469
4 p.
|
artikel
|
| 5 |
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
|
Loisel, Stéphane
|
|
2009
|
45 |
3 |
p. 374-381
8 p.
|
artikel
|
| 6 |
Correlation order, merging and diversification
|
Dhaene, Jan
|
|
2009
|
45 |
3 |
p. 325-332
8 p.
|
artikel
|
| 7 |
Dynamic mortality factor model with conditional heteroskedasticity
|
Gao, Quansheng
|
|
2009
|
45 |
3 |
p. 410-423
14 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2009
|
45 |
3 |
p. IFC-
1 p.
|
artikel
|
| 9 |
Esscher transforms and consumption-based models
|
Badescu, Alex
|
|
2009
|
45 |
3 |
p. 337-347
11 p.
|
artikel
|
| 10 |
Estimating value at risk of portfolio by conditional copula-GARCH method
|
Huang, Jen-Jsung
|
|
2009
|
45 |
3 |
p. 315-324
10 p.
|
artikel
|
| 11 |
On ruin probability and aggregate claim representations for Pareto claim size distributions
|
Albrecher, Hansjörg
|
|
2009
|
45 |
3 |
p. 362-373
12 p.
|
artikel
|
| 12 |
On stochastic mortality modeling
|
Plat, Richard
|
|
2009
|
45 |
3 |
p. 393-404
12 p.
|
artikel
|
| 13 |
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
|
Yuan, Haili
|
|
2009
|
45 |
3 |
p. 405-409
5 p.
|
artikel
|
| 14 |
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
|
van Haastrecht, Alexander
|
|
2009
|
45 |
3 |
p. 436-448
13 p.
|
artikel
|
| 15 |
Quantile hedging for guaranteed minimum death benefits
|
Wang, Yumin
|
|
2009
|
45 |
3 |
p. 449-458
10 p.
|
artikel
|
| 16 |
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
|
Song, Yongsheng
|
|
2009
|
45 |
3 |
p. 459-465
7 p.
|
artikel
|
| 17 |
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
|
Brazauskas, Vytaras
|
|
2009
|
45 |
3 |
p. 424-435
12 p.
|
artikel
|
| 18 |
TVaR-based capital allocation with copulas
|
Bargès, Mathieu
|
|
2009
|
45 |
3 |
p. 348-361
14 p.
|
artikel
|
Tijdschrift beschrijving