| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A bivariate shot noise self-exciting process for insurance
|
Jang, Jiwook
|
|
2013
|
53 |
3 |
p. 524-532
9 p.
|
artikel
|
| 2 |
A gamma kernel density estimation for insurance loss data
|
Jeon, Yongho
|
|
2013
|
53 |
3 |
p. 569-579
11 p.
|
artikel
|
| 3 |
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
|
Costabile, M.
|
|
2013
|
53 |
3 |
p. 597-600
4 p.
|
artikel
|
| 4 |
A new immunization inequality for random streams of assets, liabilities and interest rates
|
Gajek, Lesław
|
|
2013
|
53 |
3 |
p. 624-631
8 p.
|
artikel
|
| 5 |
Application of data clustering and machine learning in variable annuity valuation
|
Gan, Guojun
|
|
2013
|
53 |
3 |
p. 795-801
7 p.
|
artikel
|
| 6 |
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
|
Puccetti, Giovanni
|
|
2013
|
53 |
3 |
p. 821-828
8 p.
|
artikel
|
| 7 |
Conditional copula simulation for systemic risk stress testing
|
Brechmann, Eike C.
|
|
2013
|
53 |
3 |
p. 722-732
11 p.
|
artikel
|
| 8 |
Corrigendum to “Common mortality modelling and coherent forecasts. An empirical analysis of worldwide mortality data” [INSUMA 52(2) (2013) 320–337]
|
Hatzopoulos, P.
|
|
2013
|
53 |
3 |
p. 919-
1 p.
|
artikel
|
| 9 |
Dividend problems in the dual risk model
|
Afonso, Lourdes B.
|
|
2013
|
53 |
3 |
p. 906-918
13 p.
|
artikel
|
| 10 |
Editorial Board
|
|
|
2013
|
53 |
3 |
p. IFC-
1 p.
|
artikel
|
| 11 |
Fuzzy portfolio optimization model under real constraints
|
Liu, Yong-Jun
|
|
2013
|
53 |
3 |
p. 704-711
8 p.
|
artikel
|
| 12 |
Generalized Makeham’s formula and economic profitability
|
Magni, Carlo Alberto
|
|
2013
|
53 |
3 |
p. 747-756
10 p.
|
artikel
|
| 13 |
General lower bounds on convex functionals of aggregate sums
|
Cheung, Ka Chun
|
|
2013
|
53 |
3 |
p. 884-896
13 p.
|
artikel
|
| 14 |
Insurance bargaining under ambiguity
|
Huang, Rachel J.
|
|
2013
|
53 |
3 |
p. 812-820
9 p.
|
artikel
|
| 15 |
Insurance demand and welfare-maximizing risk capital—Some hints for the regulator in the case of exponential preferences and exponential claims
|
Burren, Daniel
|
|
2013
|
53 |
3 |
p. 551-568
18 p.
|
artikel
|
| 16 |
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
|
Rassoul, Abdelaziz
|
|
2013
|
53 |
3 |
p. 698-703
6 p.
|
artikel
|
| 17 |
Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model
|
Yao, Haixiang
|
|
2013
|
53 |
3 |
p. 851-863
13 p.
|
artikel
|
| 18 |
Modeling dependencies in claims reserving with GEE
|
Hudecová, Šárka
|
|
2013
|
53 |
3 |
p. 786-794
9 p.
|
artikel
|
| 19 |
Modeling future lifetime as a fuzzy random variable
|
Shapiro, Arnold F.
|
|
2013
|
53 |
3 |
p. 864-870
7 p.
|
artikel
|
| 20 |
Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity
|
Durante, Fabrizio
|
|
2013
|
53 |
3 |
p. 897-905
9 p.
|
artikel
|
| 21 |
On an asymptotic rule A + B / u for ultimate ruin probabilities under dependence by mixing
|
Dutang, C.
|
|
2013
|
53 |
3 |
p. 774-785
12 p.
|
artikel
|
| 22 |
On the mortality/longevity risk hedging with mortality immunization
|
Lin, Tzuling
|
|
2013
|
53 |
3 |
p. 580-596
17 p.
|
artikel
|
| 23 |
Optimal capital allocation based on the Tail Mean–Variance model
|
Xu, Maochao
|
|
2013
|
53 |
3 |
p. 533-543
11 p.
|
artikel
|
| 24 |
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
|
Yin, Chuancun
|
|
2013
|
53 |
3 |
p. 769-773
5 p.
|
artikel
|
| 25 |
Optimal dividends and ALM under unhedgeable risk
|
Pelsser, Antoon A.J.
|
|
2013
|
53 |
3 |
p. 515-523
9 p.
|
artikel
|
| 26 |
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model
|
Zhao, Hui
|
|
2013
|
53 |
3 |
p. 504-514
11 p.
|
artikel
|
| 27 |
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean–variance framework
|
He, Lin
|
|
2013
|
53 |
3 |
p. 643-649
7 p.
|
artikel
|
| 28 |
Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers
|
Chen, Ping
|
|
2013
|
53 |
3 |
p. 871-883
13 p.
|
artikel
|
| 29 |
Optimal reinsurance in the presence of counterparty default risk
|
Asimit, Alexandru V.
|
|
2013
|
53 |
3 |
p. 690-697
8 p.
|
artikel
|
| 30 |
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
|
Bai, Lihua
|
|
2013
|
53 |
3 |
p. 664-670
7 p.
|
artikel
|
| 31 |
Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods
|
Jin, Zhuo
|
|
2013
|
53 |
3 |
p. 733-746
14 p.
|
artikel
|
| 32 |
Pension saving schemes with return smoothing mechanism
|
Goecke, Oskar
|
|
2013
|
53 |
3 |
p. 678-689
12 p.
|
artikel
|
| 33 |
Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach
|
Fard, Farzad Alavi
|
|
2013
|
53 |
3 |
p. 712-721
10 p.
|
artikel
|
| 34 |
Pricing Variable Annuity Guarantees in a local volatility framework
|
Deelstra, Griselda
|
|
2013
|
53 |
3 |
p. 650-663
14 p.
|
artikel
|
| 35 |
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
|
Yi, Bo
|
|
2013
|
53 |
3 |
p. 601-614
14 p.
|
artikel
|
| 36 |
Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
|
Zhu, Lingjiong
|
|
2013
|
53 |
3 |
p. 544-550
7 p.
|
artikel
|
| 37 |
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
|
Shen, Yang
|
|
2013
|
53 |
3 |
p. 757-768
12 p.
|
artikel
|
| 38 |
Stochastic modeling and fair valuation of drawdown insurance
|
Zhang, Hongzhong
|
|
2013
|
53 |
3 |
p. 840-850
11 p.
|
artikel
|
| 39 |
Stochastic Pareto-optimal reinsurance policies
|
Zeng, Xudong
|
|
2013
|
53 |
3 |
p. 671-677
7 p.
|
artikel
|
| 40 |
Survival probabilities in bivariate risk models, with application to reinsurance
|
Castañer, A.
|
|
2013
|
53 |
3 |
p. 632-642
11 p.
|
artikel
|
| 41 |
The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design
|
Eling, Martin
|
|
2013
|
53 |
3 |
p. 491-503
13 p.
|
artikel
|
| 42 |
Total loss estimation using copula-based regression models
|
Krämer, Nicole
|
|
2013
|
53 |
3 |
p. 829-839
11 p.
|
artikel
|
| 43 |
Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
|
Maegebier, Alexander
|
|
2013
|
53 |
3 |
p. 802-811
10 p.
|
artikel
|
| 44 |
Valuing equity-linked death benefits in jump diffusion models
|
Gerber, Hans U.
|
|
2013
|
53 |
3 |
p. 615-623
9 p.
|
artikel
|
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