nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Actuarial applications of the linear hazard transform in life contingencies
|
Tsai, Cary Chi-Liang |
|
2011 |
49 |
1 |
p. 70-80 11 p. |
artikel |
2 |
A generalized linear model with smoothing effects for claims reserving
|
Björkwall, Susanna |
|
2011 |
49 |
1 |
p. 27-37 11 p. |
artikel |
3 |
Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
|
Zhu, Wenge |
|
2011 |
49 |
1 |
p. 38-46 9 p. |
artikel |
4 |
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process
|
Diko, Peter |
|
2011 |
49 |
1 |
p. 126-131 6 p. |
artikel |
5 |
A utility-based comparison of pension funds and life insurance companies under regulatory constraints
|
Broeders, Dirk |
|
2011 |
49 |
1 |
p. 1-10 10 p. |
artikel |
6 |
Bias-reduced estimators for bivariate tail modelling
|
Beirlant, J. |
|
2011 |
49 |
1 |
p. 18-26 9 p. |
artikel |
7 |
Calibrating affine stochastic mortality models using term assurance premiums
|
Russo, Vincenzo |
|
2011 |
49 |
1 |
p. 53-60 8 p. |
artikel |
8 |
Editorial Board
|
|
|
2011 |
49 |
1 |
p. IFC- 1 p. |
artikel |
9 |
Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
|
Ngai, Andrew |
|
2011 |
49 |
1 |
p. 100-114 15 p. |
artikel |
10 |
On “optimal pension management in a stochastic framework” with exponential utility
|
Ma, Qing-Ping |
|
2011 |
49 |
1 |
p. 61-69 9 p. |
artikel |
11 |
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
|
Zeng, Yan |
|
2011 |
49 |
1 |
p. 145-154 10 p. |
artikel |
12 |
Reactive investment strategies
|
Leung, Andrew P. |
|
2011 |
49 |
1 |
p. 89-99 11 p. |
artikel |
13 |
Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches
|
Graf, Stefan |
|
2011 |
49 |
1 |
p. 115-125 11 p. |
artikel |
14 |
Stochastic comparisons of distorted variability measures
|
Sordo, Miguel A. |
|
2011 |
49 |
1 |
p. 11-17 7 p. |
artikel |
15 |
Stochastic orders in time transformed exponential models with applications
|
Li, Xiaohu |
|
2011 |
49 |
1 |
p. 47-52 6 p. |
artikel |
16 |
The influence of non-linear dependencies on the basis risk of industry loss warranties
|
Gatzert, Nadine |
|
2011 |
49 |
1 |
p. 132-144 13 p. |
artikel |
17 |
Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality
|
Li, Johnny Siu-Hang |
|
2011 |
49 |
1 |
p. 81-88 8 p. |
artikel |