| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities
|
Debón, A.
|
|
2010
|
47 |
3 |
p. 327-336
10 p.
|
article
|
| 2 |
A hidden Markov regime-switching model for option valuation
|
Liew, Chuin Ching
|
|
2010
|
47 |
3 |
p. 374-384
11 p.
|
article
|
| 3 |
An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
|
Delong, Łukasz
|
|
2010
|
47 |
3 |
p. 278-293
16 p.
|
article
|
| 4 |
A note on the connection between the Esscher–Girsanov transform and the Wang transform
|
Labuschagne, Coenraad C.A.
|
|
2010
|
47 |
3 |
p. 385-390
6 p.
|
article
|
| 5 |
Asymptotics of random contractions
|
Hashorva, Enkelejd
|
|
2010
|
47 |
3 |
p. 405-414
10 p.
|
article
|
| 6 |
Basket options valuation for a local volatility jump–diffusion model with the asymptotic expansion method
|
Xu, Guoping
|
|
2010
|
47 |
3 |
p. 415-422
8 p.
|
article
|
| 7 |
Bounds for the bias of the empirical CTE
|
Russo, Ralph P.
|
|
2010
|
47 |
3 |
p. 352-357
6 p.
|
article
|
| 8 |
Correlated intensity, counter party risks, and dependent mortalities
|
Ma, Jin
|
|
2010
|
47 |
3 |
p. 337-351
15 p.
|
article
|
| 9 |
Decision principles derived from risk measures
|
Goovaerts, Marc J.
|
|
2010
|
47 |
3 |
p. 294-302
9 p.
|
article
|
| 10 |
Distributional analysis of a generalization of the Polya process
|
Willmot, Gordon E.
|
|
2010
|
47 |
3 |
p. 423-427
5 p.
|
article
|
| 11 |
Editorial Board
|
|
|
2010
|
47 |
3 |
p. IFC-
1 p.
|
article
|
| 12 |
Evaluating the goodness of fit of stochastic mortality models
|
Dowd, Kevin
|
|
2010
|
47 |
3 |
p. 255-265
11 p.
|
article
|
| 13 |
Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
|
Stadje, Mitja
|
|
2010
|
47 |
3 |
p. 391-404
14 p.
|
article
|
| 14 |
Long-tail longitudinal modeling of insurance company expenses
|
Shi, Peng
|
|
2010
|
47 |
3 |
p. 303-314
12 p.
|
article
|
| 15 |
On optimal investment in a reinsurance context with a point process market model
|
Edoli, Enrico
|
|
2010
|
47 |
3 |
p. 315-326
12 p.
|
article
|
| 16 |
On the DFR property of the compound geometric distribution with applications in risk theory
|
Psarrakos, Georgios
|
|
2010
|
47 |
3 |
p. 428-433
6 p.
|
article
|
| 17 |
On the robustness of longevity risk pricing
|
Chen, Bingzheng
|
|
2010
|
47 |
3 |
p. 358-373
16 p.
|
article
|
| 18 |
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
|
van Haastrecht, Alexander
|
|
2010
|
47 |
3 |
p. 266-277
12 p.
|
article
|
Journal description