| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Alarm system for insurance companies: A strategy for capital allocation
|
Das, S.
|
|
2012
|
51 |
1 |
p. 53-65
13 p.
|
artikel
|
| 2 |
A maximum-entropy approach to the linear credibility formula
|
Payandeh Najafabadi, Amir T.
|
|
2012
|
51 |
1 |
p. 216-221
6 p.
|
artikel
|
| 3 |
A new class of models for heavy tailed distributions in finance and insurance risk
|
Ahn, Soohan
|
|
2012
|
51 |
1 |
p. 43-52
10 p.
|
artikel
|
| 4 |
A performance analysis of participating life insurance contracts
|
Faust, Roger
|
|
2012
|
51 |
1 |
p. 158-171
14 p.
|
artikel
|
| 5 |
Claims development result in the paid-incurred chain reserving method
|
Happ, Sebastian
|
|
2012
|
51 |
1 |
p. 66-72
7 p.
|
artikel
|
| 6 |
Copula based hierarchical risk aggregation through sample reordering
|
Arbenz, Philipp
|
|
2012
|
51 |
1 |
p. 122-133
12 p.
|
artikel
|
| 7 |
Dynamic hedging of conditional value-at-risk
|
Melnikov, Alexander
|
|
2012
|
51 |
1 |
p. 182-190
9 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2012
|
51 |
1 |
p. IFC-
1 p.
|
artikel
|
| 9 |
Haezendonck–Goovaerts risk measures and Orlicz quantiles
|
Bellini, Fabio
|
|
2012
|
51 |
1 |
p. 107-114
8 p.
|
artikel
|
| 10 |
Jackknife empirical likelihood method for some risk measures and related quantities
|
Peng, Liang
|
|
2012
|
51 |
1 |
p. 142-150
9 p.
|
artikel
|
| 11 |
Multivariate insurance models: An overview
|
Anastasiadis, Simon
|
|
2012
|
51 |
1 |
p. 222-227
6 p.
|
artikel
|
| 12 |
Multivariate longitudinal modeling of insurance company expenses
|
Shi, Peng
|
|
2012
|
51 |
1 |
p. 204-215
12 p.
|
artikel
|
| 13 |
On the analysis of a general class of dependent risk processes
|
Willmot, Gordon E.
|
|
2012
|
51 |
1 |
p. 134-141
8 p.
|
artikel
|
| 14 |
On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures
|
Goovaerts, Marc
|
|
2012
|
51 |
1 |
p. 10-18
9 p.
|
artikel
|
| 15 |
Optimal asset allocation for DC pension plans under inflation
|
Han, Nan-wei
|
|
2012
|
51 |
1 |
p. 172-181
10 p.
|
artikel
|
| 16 |
Optimal dividend policies for compound Poisson processes: The case of bounded dividend rates
|
Azcue, Pablo
|
|
2012
|
51 |
1 |
p. 26-42
17 p.
|
artikel
|
| 17 |
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
|
Li, Zhongfei
|
|
2012
|
51 |
1 |
p. 191-203
13 p.
|
artikel
|
| 18 |
Portfolio selection through an extremality stochastic order
|
Laniado, Henry
|
|
2012
|
51 |
1 |
p. 1-9
9 p.
|
artikel
|
| 19 |
Pricing compound Poisson processes with the Farlie–Gumbel–Morgenstern dependence structure
|
Marri, Fouad
|
|
2012
|
51 |
1 |
p. 151-157
7 p.
|
artikel
|
| 20 |
Ruin by dynamic contagion claims
|
Dassios, Angelos
|
|
2012
|
51 |
1 |
p. 93-106
14 p.
|
artikel
|
| 21 |
Tail distortion risk and its asymptotic analysis
|
Zhu, Li
|
|
2012
|
51 |
1 |
p. 115-121
7 p.
|
artikel
|
| 22 |
The time to ruin and the number of claims until ruin for phase-type claims
|
Frostig, Esther
|
|
2012
|
51 |
1 |
p. 19-25
7 p.
|
artikel
|
| 23 |
Valuing equity-linked death benefits and other contingent options: A discounted density approach
|
Gerber, Hans U.
|
|
2012
|
51 |
1 |
p. 73-92
20 p.
|
artikel
|
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