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                             37 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A family of premium principles based on mixtures of TVaRs Sordo, Miguel A.
 2016
 70 C p. 397-405
9 p.
 artikel
2 A neural network approach to efficient valuation of large portfolios of variable annuities Hejazi, Seyed Amir
 2016
 70 C p. 169-181
13 p.
 artikel
3 Asset allocation strategies in the presence of liability constraints Cousin, Areski
 2016
 70 C p. 327-338
12 p.
 artikel
4 A stochastic Nash equilibrium portfolio game between two DC pension funds Guan, Guohui
 2016
 70 C p. 237-244
8 p.
 artikel
5 Bivariate credibility bonus–malus premiums distinguishing between two types of claims Gómez-Déniz, E.
 2016
 70 C p. 117-124
8 p.
 artikel
6 Borch’s theorem, equal margins, and efficient allocation Flåm, Sjur Didrik
 2016
 70 C p. 162-168
7 p.
 artikel
7 Comparing risks with reference points: A stochastic dominance approach Guo, Dongmei
 2016
 70 C p. 105-116
12 p.
 artikel
8 Credible risk measures with applications in actuarial sciences and finance Pitselis, Georgios
 2016
 70 C p. 373-386
14 p.
 artikel
9 Discrete sums of geometric Brownian motions, annuities and Asian options Pirjol, Dan
 2016
 70 C p. 19-37
19 p.
 artikel
10 Editorial Board 2016
 70 C p. IFC-
1 p.
 artikel
11 Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime Brahimi, Brahim
 2016
 70 C p. 135-143
9 p.
 artikel
12 Exponential utility maximization for an insurer with time-inconsistent preferences Zhao, Qian
 2016
 70 C p. 89-104
16 p.
 artikel
13 Generalized linear models for dependent frequency and severity of insurance claims Garrido, J.
 2016
 70 C p. 205-215
11 p.
 artikel
14 Hedging insurance books Carr, Peter
 2016
 70 C p. 364-372
9 p.
 artikel
15 Inference pitfalls in Lee–Carter model for forecasting mortality Leng, Xuan
 2016
 70 C p. 58-65
8 p.
 artikel
16 It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk Liu, Yanxin
 2016
 70 C p. 301-319
19 p.
 artikel
17 Lifetime ruin under ambiguous hazard rate Young, Virginia R.
 2016
 70 C p. 125-134
10 p.
 artikel
18 Long-term behavior of stochastic interest rate models with Markov switching Zhang, Zhenzhong
 2016
 70 C p. 320-326
7 p.
 artikel
19 Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics Bartels, Mariana
 2016
 70 C p. 66-79
14 p.
 artikel
20 Mean–variance asset–liability management under constant elasticity of variance process Zhang, Miao
 2016
 70 C p. 11-18
8 p.
 artikel
21 Modeling loss data using mixtures of distributions Miljkovic, Tatjana
 2016
 70 C p. 387-396
10 p.
 artikel
22 Modelling lifetime dependence for older ages using a multivariate Pareto distribution Alai, Daniel H.
 2016
 70 C p. 272-285
14 p.
 artikel
23 Multivariate tail conditional expectation for elliptical distributions Landsman, Zinoviy
 2016
 70 C p. 216-223
8 p.
 artikel
24 On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays Woo, Jae-Kyung
 2016
 70 C p. 354-363
10 p.
 artikel
25 On the credibility of insurance claim frequency: Generalized count models and parametric estimators Asamoah, Kwadwo
 2016
 70 C p. 339-353
15 p.
 artikel
26 Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy Zhu, Jinxia
 2016
 70 C p. 259-271
13 p.
 artikel
27 Optimally investing to reach a bequest goal Bayraktar, Erhan
 2016
 70 C p. 1-10
10 p.
 artikel
28 Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence Bi, Junna
 2016
 70 C p. 245-258
14 p.
 artikel
29 Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model Alonso-García, J.
 2016
 70 C p. 224-236
13 p.
 artikel
30 Preserving the Rothschild–Stiglitz type of increasing risk with background risk Guo, Xu
 2016
 70 C p. 144-149
6 p.
 artikel
31 Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models Goudenège, Ludovic
 2016
 70 C p. 38-57
20 p.
 artikel
32 Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality Ignatieva, Katja
 2016
 70 C p. 286-300
15 p.
 artikel
33 Risk reducers in convex order He, Junnan
 2016
 70 C p. 80-88
9 p.
 artikel
34 Robust optimal risk sharing and risk premia in expanding pools Knispel, Thomas
 2016
 70 C p. 182-195
14 p.
 artikel
35 Sufficient conditions for ordering aggregate heterogeneous random claim amounts Li, Chen
 2016
 70 C p. 406-413
8 p.
 artikel
36 The role of a representative reinsurer in optimal reinsurance Boonen, Tim J.
 2016
 70 C p. 196-204
9 p.
 artikel
37 Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality Liang, Xiaoqing
 2016
 70 C p. 150-161
12 p.
 artikel
                             37 gevonden resultaten
 
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