| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A marked Cox model for the number of IBNR claims: Theory
|
Badescu, Andrei L.
|
|
2016
|
69 |
C |
p. 29-37
9 p.
|
artikel
|
| 2 |
A multivariate evolutionary credibility model for mortality improvement rates
|
Schinzinger, Edo
|
|
2016
|
69 |
C |
p. 70-81
12 p.
|
artikel
|
| 3 |
An optimal co-reinsurance strategy
|
Payandeh Najafabadi, Amir T.
|
|
2016
|
69 |
C |
p. 149-155
7 p.
|
artikel
|
| 4 |
Applications of central limit theorems for equity-linked insurance
|
Feng, Runhuan
|
|
2016
|
69 |
C |
p. 138-148
11 p.
|
artikel
|
| 5 |
A self-exciting threshold jump–diffusion model for option valuation
|
Siu, Tak Kuen
|
|
2016
|
69 |
C |
p. 168-193
26 p.
|
artikel
|
| 6 |
A simple compound scan statistic useful for modeling insurance and risk management problems
|
Koutras, Vasileios M.
|
|
2016
|
69 |
C |
p. 202-209
8 p.
|
artikel
|
| 7 |
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
|
Konstantinides, Dimitrios G.
|
|
2016
|
69 |
C |
p. 38-44
7 p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
2016
|
69 |
C |
p. IFC-
1 p.
|
artikel
|
| 9 |
Hedging pure endowments with mortality derivatives
|
Wang, Ting
|
|
2016
|
69 |
C |
p. 238-255
18 p.
|
artikel
|
| 10 |
Minimizing lifetime poverty with a penalty for bankruptcy
|
Cohen, Asaf
|
|
2016
|
69 |
C |
p. 156-167
12 p.
|
artikel
|
| 11 |
Minimizing the probability of lifetime drawdown under constant consumption
|
Angoshtari, Bahman
|
|
2016
|
69 |
C |
p. 210-223
14 p.
|
artikel
|
| 12 |
Nonlinear reserving in life insurance: Aggregation and mean-field approximation
|
Djehiche, Boualem
|
|
2016
|
69 |
C |
p. 1-13
13 p.
|
artikel
|
| 13 |
Nonparametric estimation of operational value-at-risk (OpVaR)
|
Tursunalieva, Ainura
|
|
2016
|
69 |
C |
p. 194-201
8 p.
|
artikel
|
| 14 |
Nonparametric long term prediction of stock returns with generated bond yields
|
Scholz, Michael
|
|
2016
|
69 |
C |
p. 82-96
15 p.
|
artikel
|
| 15 |
Optimal investment and risk control for an insurer under inside information
|
Peng, Xingchun
|
|
2016
|
69 |
C |
p. 104-116
13 p.
|
artikel
|
| 16 |
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
|
Guan, Guohui
|
|
2016
|
69 |
C |
p. 224-237
14 p.
|
artikel
|
| 17 |
Optimal strategies for pay-as-you-go pension finance: A sustainability framework
|
Godínez-Olivares, Humberto
|
|
2016
|
69 |
C |
p. 117-126
10 p.
|
artikel
|
| 18 |
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011
|
Platanakis, Emmanouil
|
|
2016
|
69 |
C |
p. 14-28
15 p.
|
artikel
|
| 19 |
Pricing and hedging basket options with exact moment matching
|
Leccadito, Arturo
|
|
2016
|
69 |
C |
p. 59-69
11 p.
|
artikel
|
| 20 |
Tail dependence of the Gaussian copula revisited
|
Furman, Edward
|
|
2016
|
69 |
C |
p. 97-103
7 p.
|
artikel
|
| 21 |
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
|
Shen, Yang
|
|
2016
|
69 |
C |
p. 127-137
11 p.
|
artikel
|
| 22 |
Valuing inflation-linked death benefits under a stochastic volatility framework
|
Liang, Zongxia
|
|
2016
|
69 |
C |
p. 45-58
14 p.
|
artikel
|
Tijdschrift beschrijving