nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A bivariate risk model with mutual deficit coverage
|
Ivanovs, Jevgenijs |
|
2015 |
64 |
C |
p. 126-134 9 p. |
artikel |
2 |
A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
|
Scott, Alexandre |
|
2015 |
64 |
C |
p. 279-293 15 p. |
artikel |
3 |
A multivariate Tweedie lifetime model: Censoring and truncation
|
Alai, Daniel H. |
|
2015 |
64 |
C |
p. 203-213 11 p. |
artikel |
4 |
An individual loss reserving model with independent reporting and settlement
|
Huang, Jinlong |
|
2015 |
64 |
C |
p. 232-245 14 p. |
artikel |
5 |
Convex ordering for insurance preferences
|
Cheung, K.C. |
|
2015 |
64 |
C |
p. 409-416 8 p. |
artikel |
6 |
Dependent frequency–severity modeling of insurance claims
|
Shi, Peng |
|
2015 |
64 |
C |
p. 417-428 12 p. |
artikel |
7 |
Editorial Board
|
|
|
2015 |
64 |
C |
p. IFC- 1 p. |
artikel |
8 |
Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk
|
Wu, Huiling |
|
2015 |
64 |
C |
p. 396-408 13 p. |
artikel |
9 |
Expected utility and catastrophic consumption risk
|
Ikefuji, Masako |
|
2015 |
64 |
C |
p. 306-312 7 p. |
artikel |
10 |
Functional characterizations of bivariate weak SAI with an application
|
You, Yinping |
|
2015 |
64 |
C |
p. 225-231 7 p. |
artikel |
11 |
Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
|
Gerber, Hans U. |
|
2015 |
64 |
C |
p. 313-325 13 p. |
artikel |
12 |
Interval estimation for a measure of tail dependence
|
Liu, Aiai |
|
2015 |
64 |
C |
p. 294-305 12 p. |
artikel |
13 |
Jump diffusion transition intensities in life insurance and disability annuity
|
Jang, Jiwook |
|
2015 |
64 |
C |
p. 440-451 12 p. |
artikel |
14 |
Less is more: Increasing retirement gains by using an upside terminal wealth constraint
|
Donnelly, Catherine |
|
2015 |
64 |
C |
p. 259-267 9 p. |
artikel |
15 |
Maxentropic approach to decompound aggregate risk losses
|
Gomes-Gonçalves, Erika |
|
2015 |
64 |
C |
p. 326-336 11 p. |
artikel |
16 |
Modeling mortality and pricing life annuities with Lévy processes
|
Ahmadi, Seyed Saeed |
|
2015 |
64 |
C |
p. 337-350 14 p. |
artikel |
17 |
Modeling the number of insureds’ cars using queuing theory
|
Boucher, Jean-Philippe |
|
2015 |
64 |
C |
p. 67-76 10 p. |
artikel |
18 |
Modeling trends in cohort survival probabilities
|
Hatzopoulos, P. |
|
2015 |
64 |
C |
p. 162-179 18 p. |
artikel |
19 |
Model points and Tail-VaR in life insurance
|
Denuit, Michel |
|
2015 |
64 |
C |
p. 268-272 5 p. |
artikel |
20 |
On the convex transform and right-spread orders of smallest claim amounts
|
Barmalzan, Ghobad |
|
2015 |
64 |
C |
p. 380-384 5 p. |
artikel |
21 |
On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation
|
Cossette, Hélène |
|
2015 |
64 |
C |
p. 214-224 11 p. |
artikel |
22 |
Optimal debt ratio and dividend payment strategies with reinsurance
|
Jin, Zhuo |
|
2015 |
64 |
C |
p. 351-363 13 p. |
artikel |
23 |
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
|
Liang, Zongxia |
|
2015 |
64 |
C |
p. 151-161 11 p. |
artikel |
24 |
Optimal proportional reinsurance with common shock dependence
|
Yuen, Kam Chuen |
|
2015 |
64 |
C |
p. 1-13 13 p. |
artikel |
25 |
Optimal retirement income tontines
|
Milevsky, Moshe A. |
|
2015 |
64 |
C |
p. 91-105 15 p. |
artikel |
26 |
Precautionary paying for stochastic improvements under background risks
|
Wang, Hongxia |
|
2015 |
64 |
C |
p. 180-185 6 p. |
artikel |
27 |
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
|
Dai, Tian-Shyr |
|
2015 |
64 |
C |
p. 364-379 16 p. |
artikel |
28 |
Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk
|
Wu, Yang-Che |
|
2015 |
64 |
C |
p. 54-66 13 p. |
artikel |
29 |
Risk concentration based on Expectiles for extreme risks under FGM copula
|
Mao, Tiantian |
|
2015 |
64 |
C |
p. 429-439 11 p. |
artikel |
30 |
Robust loss reserving in a log-linear model
|
Pitselis, Georgios |
|
2015 |
64 |
C |
p. 14-27 14 p. |
artikel |
31 |
Robustness and convergence in the Lee–Carter model with cohort effects
|
Hunt, Andrew |
|
2015 |
64 |
C |
p. 186-202 17 p. |
artikel |
32 |
State price densities implied from weather derivatives
|
Karl Härdle, Wolfgang |
|
2015 |
64 |
C |
p. 106-125 20 p. |
artikel |
33 |
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
|
Liu, Yanxin |
|
2015 |
64 |
C |
p. 135-150 16 p. |
artikel |
34 |
The bounds of premium and optimality of stop loss insurance under uncertain random environments
|
Liu, Ying |
|
2015 |
64 |
C |
p. 273-278 6 p. |
artikel |
35 |
The effect of objective formulation on retirement decision making
|
Butt, Adam |
|
2015 |
64 |
C |
p. 385-395 11 p. |
artikel |
36 |
The optimal insurance under disappointment theories
|
Cheung, K.C. |
|
2015 |
64 |
C |
p. 77-90 14 p. |
artikel |
37 |
Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk
|
Li, Danping |
|
2015 |
64 |
C |
p. 28-44 17 p. |
artikel |
38 |
Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
|
Jiang, Tao |
|
2015 |
64 |
C |
p. 45-53 9 p. |
artikel |
39 |
Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits
|
Steinorth, Petra |
|
2015 |
64 |
C |
p. 246-258 13 p. |
artikel |