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 |