| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
|
Giacometti, Rosella
|
|
2012
|
50 |
1 |
p. 85-93
9 p.
|
article
|
| 2 |
Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective
|
Bohnert, Alexander
|
|
2012
|
50 |
1 |
p. 64-78
15 p.
|
article
|
| 3 |
Arbitrage in skew Brownian motion models
|
Rossello, Damiano
|
|
2012
|
50 |
1 |
p. 50-56
7 p.
|
article
|
| 4 |
Competitive insurance market in the presence of ambiguity
|
Anwar, Sajid
|
|
2012
|
50 |
1 |
p. 79-84
6 p.
|
article
|
| 5 |
Copula models for insurance claim numbers with excess zeros and time-dependence
|
Zhao, Xiaobing
|
|
2012
|
50 |
1 |
p. 191-199
9 p.
|
article
|
| 6 |
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
|
Pansera, Jérôme
|
|
2012
|
50 |
1 |
p. 1-11
11 p.
|
article
|
| 7 |
Editorial Board
|
|
|
2012
|
50 |
1 |
p. IFC-
1 p.
|
article
|
| 8 |
Excess based allocation of risk capital
|
van Gulick, Gerwald
|
|
2012
|
50 |
1 |
p. 26-42
17 p.
|
article
|
| 9 |
Explaining young mortality
|
O’Hare, Colin
|
|
2012
|
50 |
1 |
p. 12-25
14 p.
|
article
|
| 10 |
Extreme value behavior of aggregate dependent risks
|
Chen, Die
|
|
2012
|
50 |
1 |
p. 99-108
10 p.
|
article
|
| 11 |
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
|
Mitric, Ilie-Radu
|
|
2012
|
50 |
1 |
p. 167-178
12 p.
|
article
|
| 12 |
On the Haezendonck–Goovaerts risk measure for extreme risks
|
Tang, Qihe
|
|
2012
|
50 |
1 |
p. 217-227
11 p.
|
article
|
| 13 |
On the invariant properties of notions of positive dependence and copulas under increasing transformations
|
Cai, Jun
|
|
2012
|
50 |
1 |
p. 43-49
7 p.
|
article
|
| 14 |
Optimal commutable annuities to minimize the probability of lifetime ruin
|
Wang, Ting
|
|
2012
|
50 |
1 |
p. 200-216
17 p.
|
article
|
| 15 |
Optimal loss-carry-forward taxation for the Lévy risk model
|
Wang, Wenyuan
|
|
2012
|
50 |
1 |
p. 121-130
10 p.
|
article
|
| 16 |
Optimal reinsurance with positively dependent risks
|
Cai, Jun
|
|
2012
|
50 |
1 |
p. 57-63
7 p.
|
article
|
| 17 |
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
|
Zhao, Hui
|
|
2012
|
50 |
1 |
p. 179-190
12 p.
|
article
|
| 18 |
Pricing insurance contracts under Cumulative Prospect Theory
|
Kaluszka, Marek
|
|
2012
|
50 |
1 |
p. 159-166
8 p.
|
article
|
| 19 |
Recursive methods for a multi-dimensional risk process with common shocks
|
Gong, Lan
|
|
2012
|
50 |
1 |
p. 109-120
12 p.
|
article
|
| 20 |
Risk concentration of aggregated dependent risks: The second-order properties
|
Tong, Bin
|
|
2012
|
50 |
1 |
p. 139-149
11 p.
|
article
|
| 21 |
Risky asset allocation and consumption rule in the presence of background risk and insurance markets
|
Lin, Wen-chang
|
|
2012
|
50 |
1 |
p. 150-158
9 p.
|
article
|
| 22 |
Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
|
Ahčan, Aleš
|
|
2012
|
50 |
1 |
p. 131-138
8 p.
|
article
|
| 23 |
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
|
Landsman, Zinoviy
|
|
2012
|
50 |
1 |
p. 94-98
5 p.
|
article
|
Journal description