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                             24 gevonden resultaten
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
                             24 gevonden resultaten
 
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