| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Accounting for regime and parameter uncertainty in regime-switching models
|
Hartman, Brian M.
|
|
2011
|
49 |
3 |
p. 429-437
9 p.
|
artikel
|
| 2 |
A characterization of the multivariate excess wealth ordering
|
Fernández-Ponce, J.M.
|
|
2011
|
49 |
3 |
p. 410-417
8 p.
|
artikel
|
| 3 |
A joint valuation of premium payment and surrender options in participating life insurance contracts
|
Schmeiser, H.
|
|
2011
|
49 |
3 |
p. 580-596
17 p.
|
artikel
|
| 4 |
Analysis of risk models using a level crossing technique
|
Brill, Percy H.
|
|
2011
|
49 |
3 |
p. 298-309
12 p.
|
artikel
|
| 5 |
Analytic loss distributional approach models for operational risk from the α -stable doubly stochastic compound processes and implications for capital allocation
|
Peters, Gareth W.
|
|
2011
|
49 |
3 |
p. 565-579
15 p.
|
artikel
|
| 6 |
A new look at the homogeneous risk model
|
Lefèvre, Claude
|
|
2011
|
49 |
3 |
p. 512-519
8 p.
|
artikel
|
| 7 |
Announcement and call for papers
|
|
|
2011
|
49 |
3 |
p. I-
1 p.
|
artikel
|
| 8 |
Archimedean copulas in finite and infinite dimensions—with application to ruin problems
|
Constantinescu, Corina
|
|
2011
|
49 |
3 |
p. 487-495
9 p.
|
artikel
|
| 9 |
A risk-based model for the valuation of pension insurance
|
Chen, An
|
|
2011
|
49 |
3 |
p. 401-409
9 p.
|
artikel
|
| 10 |
Asymptotic behavior of the empirical conditional value-at-risk
|
Gao, Fuqing
|
|
2011
|
49 |
3 |
p. 345-352
8 p.
|
artikel
|
| 11 |
Asymptotics for risk capital allocations based on Conditional Tail Expectation
|
Asimit, Alexandru V.
|
|
2011
|
49 |
3 |
p. 310-324
15 p.
|
artikel
|
| 12 |
Behavioral optimal insurance
|
Sung, K.C.J.
|
|
2011
|
49 |
3 |
p. 418-428
11 p.
|
artikel
|
| 13 |
Editorial Board
|
|
|
2011
|
49 |
3 |
p. IFC-
1 p.
|
artikel
|
| 14 |
Equity-linked pension schemes with guarantees
|
Nielsen, J. Aase
|
|
2011
|
49 |
3 |
p. 547-564
18 p.
|
artikel
|
| 15 |
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
|
Brahimi, Brahim
|
|
2011
|
49 |
3 |
p. 325-334
10 p.
|
artikel
|
| 16 |
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
|
Landriault, David
|
|
2011
|
49 |
3 |
p. 371-379
9 p.
|
artikel
|
| 17 |
Modeling of claim exceedances over random thresholds for related insurance portfolios
|
Eryilmaz, Serkan
|
|
2011
|
49 |
3 |
p. 496-500
5 p.
|
artikel
|
| 18 |
Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging
|
Cairns, Andrew J.G.
|
|
2011
|
49 |
3 |
p. 438-453
16 p.
|
artikel
|
| 19 |
Modelling losses and locating the tail with the Pareto Positive Stable distribution
|
Guillen, Montserrat
|
|
2011
|
49 |
3 |
p. 454-461
8 p.
|
artikel
|
| 20 |
One-year Value-at-Risk for longevity and mortality
|
Plat, Richard
|
|
2011
|
49 |
3 |
p. 462-470
9 p.
|
artikel
|
| 21 |
Optimal dividend and investing control of an insurance company with higher solvency constraints
|
Liang, Zongxia
|
|
2011
|
49 |
3 |
p. 501-511
11 p.
|
artikel
|
| 22 |
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
|
Zhang, Wei-Guo
|
|
2011
|
49 |
3 |
p. 353-360
8 p.
|
artikel
|
| 23 |
Portfolio insurance under a risk-measure constraint
|
De Franco, Carmine
|
|
2011
|
49 |
3 |
p. 361-370
10 p.
|
artikel
|
| 24 |
Pricing catastrophe swaps: A contingent claims approach
|
Braun, Alexander
|
|
2011
|
49 |
3 |
p. 520-536
17 p.
|
artikel
|
| 25 |
Second order regular variation and conditional tail expectation of multiple risks
|
Hua, Lei
|
|
2011
|
49 |
3 |
p. 537-546
10 p.
|
artikel
|
| 26 |
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
|
Krätschmer, Volker
|
|
2011
|
49 |
3 |
p. 335-344
10 p.
|
artikel
|
| 27 |
The uncertain mortality intensity framework: Pricing and hedging unit-linked life insurance contracts
|
Li, Jing
|
|
2011
|
49 |
3 |
p. 471-486
16 p.
|
artikel
|
| 28 |
Valuing variable annuity guarantees with the multivariate Esscher transform
|
Ng, Andrew Cheuk-Yin
|
|
2011
|
49 |
3 |
p. 393-400
8 p.
|
artikel
|
| 29 |
Variable annuities: A unifying valuation approach
|
Bacinello, Anna Rita
|
|
2011
|
49 |
3 |
p. 285-297
13 p.
|
artikel
|
| 30 |
Worst case risk measurement: Back to the future?
|
Goovaerts, Marc J.
|
|
2011
|
49 |
3 |
p. 380-392
13 p.
|
artikel
|
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