nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers
|
Alia, Ishak |
|
2016 |
68 |
C |
p. 212-223 12 p. |
artikel |
2 |
A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case
|
Attias, Anna |
|
2016 |
68 |
C |
p. 203-211 9 p. |
artikel |
3 |
A multivariate extension of the increasing convex order to compare risks
|
Sordo, Miguel A. |
|
2016 |
68 |
C |
p. 224-230 7 p. |
artikel |
4 |
An order of asymmetry in copulas, and implications for risk management
|
Siburg, Karl Friedrich |
|
2016 |
68 |
C |
p. 241-247 7 p. |
artikel |
5 |
Bayesian approaches for analyzing earthquake catastrophic risk
|
Li, Yunxian |
|
2016 |
68 |
C |
p. 110-119 10 p. |
artikel |
6 |
Confidence band for expectation dependence with applications
|
Guo, Xu |
|
2016 |
68 |
C |
p. 141-149 9 p. |
artikel |
7 |
Editorial Board
|
|
|
2016 |
68 |
C |
p. IFC- 1 p. |
artikel |
8 |
Inference for intermediate Haezendonck–Goovaerts risk measure
|
Wang, Xing |
|
2016 |
68 |
C |
p. 231-240 10 p. |
artikel |
9 |
Omega diffusion risk model with surplus-dependent tax and capital injections
|
Cui, Zhenyu |
|
2016 |
68 |
C |
p. 150-161 12 p. |
artikel |
10 |
On allocations to portfolios of assets with statistically dependent potential risk returns
|
Li, Xiaohu |
|
2016 |
68 |
C |
p. 178-186 9 p. |
artikel |
11 |
On a multi-dimensional risk model with regime switching
|
Wang, Guanqing |
|
2016 |
68 |
C |
p. 73-83 11 p. |
artikel |
12 |
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit
|
Lu, ZhiYi |
|
2016 |
68 |
C |
p. 92-100 9 p. |
artikel |
13 |
Ordering Gini indexes of multivariate elliptical risks
|
Samanthi, Ranadeera Gamage Madhuka |
|
2016 |
68 |
C |
p. 84-91 8 p. |
artikel |
14 |
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
|
Bensusan, Harry |
|
2016 |
68 |
C |
p. 61-72 12 p. |
artikel |
15 |
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
|
Zhou, Zhongbao |
|
2016 |
68 |
C |
p. 187-202 16 p. |
artikel |
16 |
Robust non-zero-sum stochastic differential reinsurance game
|
Pun, Chi Seng |
|
2016 |
68 |
C |
p. 169-177 9 p. |
artikel |
17 |
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
|
Abdallah, Anas |
|
2016 |
68 |
C |
p. 120-133 14 p. |
artikel |
18 |
Semi-parametric accelerated hazard relational models with applications to mortality projections
|
Cadena, Meitner |
|
2016 |
68 |
C |
p. 1-16 16 p. |
artikel |
19 |
Solvency capital estimation, reserving cycle and ultimate risk
|
Ferriero, A. |
|
2016 |
68 |
C |
p. 162-168 7 p. |
artikel |
20 |
Statistical emulators for pricing and hedging longevity risk products
|
Risk, J. |
|
2016 |
68 |
C |
p. 45-60 16 p. |
artikel |
21 |
Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective
|
Fersini, Paola |
|
2016 |
68 |
C |
p. 27-44 18 p. |
artikel |
22 |
Valuation of employee stock options using the exercise multiple approach and life tables
|
Kyng, T. |
|
2016 |
68 |
C |
p. 17-26 10 p. |
artikel |
23 |
Varying transition rules in bonus–malus systems: From rules specification to determination of optimal relativities
|
Tan, Chong It |
|
2016 |
68 |
C |
p. 134-140 7 p. |
artikel |
24 |
What attitudes to risk underlie distortion risk measure choices?
|
Belles-Sampera, Jaume |
|
2016 |
68 |
C |
p. 101-109 9 p. |
artikel |