| no |
title |
author |
magazine |
year |
volume |
issue |
page(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.
|
article
|
| 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.
|
article
|
| 3 |
A multivariate extension of the increasing convex order to compare risks
|
Sordo, Miguel A.
|
|
2016
|
68 |
C |
p. 224-230
7 p.
|
article
|
| 4 |
An order of asymmetry in copulas, and implications for risk management
|
Siburg, Karl Friedrich
|
|
2016
|
68 |
C |
p. 241-247
7 p.
|
article
|
| 5 |
Bayesian approaches for analyzing earthquake catastrophic risk
|
Li, Yunxian
|
|
2016
|
68 |
C |
p. 110-119
10 p.
|
article
|
| 6 |
Confidence band for expectation dependence with applications
|
Guo, Xu
|
|
2016
|
68 |
C |
p. 141-149
9 p.
|
article
|
| 7 |
Editorial Board
|
|
|
2016
|
68 |
C |
p. IFC-
1 p.
|
article
|
| 8 |
Inference for intermediate Haezendonck–Goovaerts risk measure
|
Wang, Xing
|
|
2016
|
68 |
C |
p. 231-240
10 p.
|
article
|
| 9 |
Omega diffusion risk model with surplus-dependent tax and capital injections
|
Cui, Zhenyu
|
|
2016
|
68 |
C |
p. 150-161
12 p.
|
article
|
| 10 |
On allocations to portfolios of assets with statistically dependent potential risk returns
|
Li, Xiaohu
|
|
2016
|
68 |
C |
p. 178-186
9 p.
|
article
|
| 11 |
On a multi-dimensional risk model with regime switching
|
Wang, Guanqing
|
|
2016
|
68 |
C |
p. 73-83
11 p.
|
article
|
| 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.
|
article
|
| 13 |
Ordering Gini indexes of multivariate elliptical risks
|
Samanthi, Ranadeera Gamage Madhuka
|
|
2016
|
68 |
C |
p. 84-91
8 p.
|
article
|
| 14 |
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
|
Bensusan, Harry
|
|
2016
|
68 |
C |
p. 61-72
12 p.
|
article
|
| 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.
|
article
|
| 16 |
Robust non-zero-sum stochastic differential reinsurance game
|
Pun, Chi Seng
|
|
2016
|
68 |
C |
p. 169-177
9 p.
|
article
|
| 17 |
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
|
Abdallah, Anas
|
|
2016
|
68 |
C |
p. 120-133
14 p.
|
article
|
| 18 |
Semi-parametric accelerated hazard relational models with applications to mortality projections
|
Cadena, Meitner
|
|
2016
|
68 |
C |
p. 1-16
16 p.
|
article
|
| 19 |
Solvency capital estimation, reserving cycle and ultimate risk
|
Ferriero, A.
|
|
2016
|
68 |
C |
p. 162-168
7 p.
|
article
|
| 20 |
Statistical emulators for pricing and hedging longevity risk products
|
Risk, J.
|
|
2016
|
68 |
C |
p. 45-60
16 p.
|
article
|
| 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.
|
article
|
| 22 |
Valuation of employee stock options using the exercise multiple approach and life tables
|
Kyng, T.
|
|
2016
|
68 |
C |
p. 17-26
10 p.
|
article
|
| 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.
|
article
|
| 24 |
What attitudes to risk underlie distortion risk measure choices?
|
Belles-Sampera, Jaume
|
|
2016
|
68 |
C |
p. 101-109
9 p.
|
article
|
Journal description