| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Age-specific copula-AR-GARCH mortality models
|
Lin, Tzuling
|
|
2015
|
61 |
C |
p. 110-124
15 p.
|
artikel
|
| 2 |
A hierarchical copula-based world-wide valuation of sovereign risk
|
Bernardi, Enrico
|
|
2015
|
61 |
C |
p. 155-169
15 p.
|
artikel
|
| 3 |
A semiparametric panel approach to mortality modeling
|
Li, Han
|
|
2015
|
61 |
C |
p. 264-270
7 p.
|
artikel
|
| 4 |
Assessing the solvency of insurance portfolios via a continuous-time cohort model
|
Jevtić, Petar
|
|
2015
|
61 |
C |
p. 36-47
12 p.
|
artikel
|
| 5 |
Comparison of conditional distributions in portfolios of dependent risks
|
Sordo, Miguel A.
|
|
2015
|
61 |
C |
p. 62-69
8 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2015
|
61 |
C |
p. IFC-
1 p.
|
artikel
|
| 7 |
Erratum to: “Risk models with dependence between claim occurrences and severities for Atlantic hurricanes” [Insurance Math. Econom. 54 (2014) 123–132]
|
Boudreault, Mathieu
|
|
2015
|
61 |
C |
p. 298-
1 p.
|
artikel
|
| 8 |
Evaluation and default time for companies with uncertain cash flows
|
Hainaut, Donatien
|
|
2015
|
61 |
C |
p. 276-285
10 p.
|
artikel
|
| 9 |
Extended Gerber–Shiu functions in a risk model with interest
|
Schmidli, Hanspeter
|
|
2015
|
61 |
C |
p. 271-275
5 p.
|
artikel
|
| 10 |
Fourier-cosine method for Gerber–Shiu functions
|
Chau, K.W.
|
|
2015
|
61 |
C |
p. 170-180
11 p.
|
artikel
|
| 11 |
In-sample forecasting applied to reserving and mesothelioma mortality
|
Mammen, Enno
|
|
2015
|
61 |
C |
p. 76-86
11 p.
|
artikel
|
| 12 |
Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
|
Guan, Guohui
|
|
2015
|
61 |
C |
p. 99-109
11 p.
|
artikel
|
| 13 |
Modeling loss data using composite models
|
Abu Bakar, S.A.
|
|
2015
|
61 |
C |
p. 146-154
9 p.
|
artikel
|
| 14 |
On multivariate extensions of the conditional Value-at-Risk measure
|
Di Bernardino, E.
|
|
2015
|
61 |
C |
p. 1-16
16 p.
|
artikel
|
| 15 |
On optimal reinsurance policy with distortion risk measures and premiums
|
Assa, Hirbod
|
|
2015
|
61 |
C |
p. 70-75
6 p.
|
artikel
|
| 16 |
On the effectiveness of natural hedging for insurance companies and pension plans
|
Li, Jackie
|
|
2015
|
61 |
C |
p. 286-297
12 p.
|
artikel
|
| 17 |
Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance
|
Gao, Jin
|
|
2015
|
61 |
C |
p. 87-98
12 p.
|
artikel
|
| 18 |
Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
|
He, Lin
|
|
2015
|
61 |
C |
p. 227-234
8 p.
|
artikel
|
| 19 |
Optimal consumption and investment problem with random horizon in a BMAP model
|
Chen, Xu
|
|
2015
|
61 |
C |
p. 197-205
9 p.
|
artikel
|
| 20 |
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model
|
A, Chunxiang
|
|
2015
|
61 |
C |
p. 181-196
16 p.
|
artikel
|
| 21 |
Optimal reinsurance and investment problem for an insurer with counterparty risk
|
Zhu, Huiming
|
|
2015
|
61 |
C |
p. 242-254
13 p.
|
artikel
|
| 22 |
Optimal relativities and transition rules of a bonus–malus system
|
Tan, Chong It
|
|
2015
|
61 |
C |
p. 255-263
9 p.
|
artikel
|
| 23 |
Reducing model risk via positive and negative dependence assumptions
|
Bignozzi, Valeria
|
|
2015
|
61 |
C |
p. 17-26
10 p.
|
artikel
|
| 24 |
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models
|
Targino, Rodrigo S.
|
|
2015
|
61 |
C |
p. 206-226
21 p.
|
artikel
|
| 25 |
Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
|
Barmalzan, Ghobad
|
|
2015
|
61 |
C |
p. 235-241
7 p.
|
artikel
|
| 26 |
Tail negative dependence and its applications for aggregate loss modeling
|
Hua, Lei
|
|
2015
|
61 |
C |
p. 135-145
11 p.
|
artikel
|
| 27 |
The time of deducting fees for variable annuities under the state-dependent fee structure
|
Zhou, Jiang
|
|
2015
|
61 |
C |
p. 125-134
10 p.
|
artikel
|
| 28 |
Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
|
Badila, E.S.
|
|
2015
|
61 |
C |
p. 48-61
14 p.
|
artikel
|
| 29 |
Vigilant measures of risk and the demand for contingent claims
|
Ghossoub, Mario
|
|
2015
|
61 |
C |
p. 27-35
9 p.
|
artikel
|
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