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                             27 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Actuarial applications of the linear hazard transform in mortality immunization Tsai, Cary Chi-Liang
2013
53 1 p. 48-63
16 p.
artikel
2 A heavy traffic approach to modeling large life insurance portfolios Blanchet, Jose
2013
53 1 p. 237-251
15 p.
artikel
3 An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments Badaoui, Mohamed
2013
53 1 p. 1-13
13 p.
artikel
4 A note on the family of extremality stochastic orders López-Díaz, María Concepción
2013
53 1 p. 230-236
7 p.
artikel
5 Approximations of the tail probability of the product of dependent extremal random variables and applications Qu, Zhihui
2013
53 1 p. 169-178
10 p.
artikel
6 A unified analysis of claim costs up to ruin in a Markovian arrival risk model Cheung, Eric C.K.
2013
53 1 p. 98-109
12 p.
artikel
7 Consistent dynamic affine mortality models for longevity risk applications Blackburn, Craig
2013
53 1 p. 64-73
10 p.
artikel
8 Credibility theory based on trimming Kim, Joseph H.T.
2013
53 1 p. 36-47
12 p.
artikel
9 Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory Di Bernardino, Elena
2013
53 1 p. 190-205
16 p.
artikel
10 ECOMOR and LCR reinsurance with gamma-like claims Hashorva, Enkelejd
2013
53 1 p. 206-215
10 p.
artikel
11 Editorial Board 2013
53 1 p. IFC-
1 p.
artikel
12 Finite-time survival probability and credit default swaps pricing under geometric Lévy markets Hao, Xuemiao
2013
53 1 p. 14-23
10 p.
artikel
13 Intensity-based premium evaluation for unemployment insurance products Biagini, Francesca
2013
53 1 p. 302-316
15 p.
artikel
14 Long-term behavior of stochastic interest rate models with jumps and memory Bao, Jianhai
2013
53 1 p. 266-272
7 p.
artikel
15 Market Value Margin calculations under the Cost of Capital approach within a Bayesian chain ladder framework Robert, Christian Y.
2013
53 1 p. 216-229
14 p.
artikel
16 Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach Wei, J.
2013
53 1 p. 281-291
11 p.
artikel
17 Modelling and projecting mortality improvement rates using a cohort perspective Haberman, Steven
2013
53 1 p. 150-168
19 p.
artikel
18 Modified Gaussian pseudo-copula: Applications in insurance and finance Fang, Y.
2013
53 1 p. 292-301
10 p.
artikel
19 Mortality surface by means of continuous time cohort models Jevtić, Petar
2013
53 1 p. 122-133
12 p.
artikel
20 Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model Zhang, Zhimin
2013
53 1 p. 24-35
12 p.
artikel
21 Optimal dividends with debts and nonlinear insurance risk processes Meng, Hui
2013
53 1 p. 110-121
12 p.
artikel
22 Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Cui, Wei
2013
53 1 p. 74-85
12 p.
artikel
23 Optimal reinsurance subject to Vajda condition Chi, Yichun
2013
53 1 p. 179-189
11 p.
artikel
24 Optimal risk transfer under quantile-based risk measurers Asimit, Alexandru V.
2013
53 1 p. 252-265
14 p.
artikel
25 Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion Li, Yongwu
2013
53 1 p. 86-97
12 p.
artikel
26 Simple risk measure calculations for sums of positive random variables Guillén, Montserrat
2013
53 1 p. 273-280
8 p.
artikel
27 When can insurers offer products that dominate delayed old-age pension benefit claiming? Sanders, Lisanne
2013
53 1 p. 134-149
16 p.
artikel
                             27 gevonden resultaten
 
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