| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Accounting and actuarial smoothing of retirement payouts in participating life annuities
|
Maurer, Raimond
|
|
2016
|
71 |
C |
p. 268-283
16 p.
|
artikel
|
| 2 |
A micro-level claim count model with overdispersion and reporting delays
|
Avanzi, Benjamin
|
|
2016
|
71 |
C |
p. 1-14
14 p.
|
artikel
|
| 3 |
A note on the Log-Lindley distribution
|
Jodrá, P.
|
|
2016
|
71 |
C |
p. 189-194
6 p.
|
artikel
|
| 4 |
A pair of optimal reinsurance–investment strategies in the two-sided exit framework
|
Landriault, David
|
|
2016
|
71 |
C |
p. 284-294
11 p.
|
artikel
|
| 5 |
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
|
Delong, Łukasz
|
|
2016
|
71 |
C |
p. 342-352
11 p.
|
artikel
|
| 6 |
Bayesian multinomial latent variable modeling for fraud and abuse detection in health insurance
|
Bayerstadler, Andreas
|
|
2016
|
71 |
C |
p. 244-252
9 p.
|
artikel
|
| 7 |
Catastrophe equity put options with target variance
|
Wang, Xingchun
|
|
2016
|
71 |
C |
p. 79-86
8 p.
|
artikel
|
| 8 |
Coherent modeling of male and female mortality using Lee–Carter in a complex number framework
|
de Jong, Piet
|
|
2016
|
71 |
C |
p. 130-137
8 p.
|
artikel
|
| 9 |
Constrained investment–reinsurance optimization with regime switching under variance premium principle
|
Chen, Lv
|
|
2016
|
71 |
C |
p. 253-267
15 p.
|
artikel
|
| 10 |
Cooperative investment in incomplete markets under financial fairness
|
Pazdera, Jaroslav
|
|
2016
|
71 |
C |
p. 394-406
13 p.
|
artikel
|
| 11 |
Demand for longevity securities under relative performance concerns: Stochastic differential games with cointegration
|
Kwok, Kai Yin
|
|
2016
|
71 |
C |
p. 353-366
14 p.
|
artikel
|
| 12 |
Editorial Board
|
|
|
2016
|
71 |
C |
p. IFC-
1 p.
|
artikel
|
| 13 |
Extremes for coherent risk measures
|
Asimit, Alexandru V.
|
|
2016
|
71 |
C |
p. 332-341
10 p.
|
artikel
|
| 14 |
From regulatory life tables to stochastic mortality projections: The exponential decline model
|
Denuit, Michel
|
|
2016
|
71 |
C |
p. 295-303
9 p.
|
artikel
|
| 15 |
Impact of volatility clustering on equity indexed annuities
|
Hainaut, Donatien
|
|
2016
|
71 |
C |
p. 367-381
15 p.
|
artikel
|
| 16 |
Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach
|
Floryszczak, Anthony
|
|
2016
|
71 |
C |
p. 15-26
12 p.
|
artikel
|
| 17 |
Issues with the Smith–Wilson method
|
Lagerås, Andreas
|
|
2016
|
71 |
C |
p. 93-102
10 p.
|
artikel
|
| 18 |
Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors
|
Barsotti, Flavia
|
|
2016
|
71 |
C |
p. 317-331
15 p.
|
artikel
|
| 19 |
Longevity risk and retirement income tax efficiency: A location spending rate puzzle
|
Huang, Huaxiong
|
|
2016
|
71 |
C |
p. 50-62
13 p.
|
artikel
|
| 20 |
Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods
|
Gomes-Gonçalves, Erika
|
|
2016
|
71 |
C |
p. 145-153
9 p.
|
artikel
|
| 21 |
Move-based hedging of variable annuities: A semi-analytic approach
|
Lin, X. Sheldon
|
|
2016
|
71 |
C |
p. 40-49
10 p.
|
artikel
|
| 22 |
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
|
Yao, Haixiang
|
|
2016
|
71 |
C |
p. 103-113
11 p.
|
artikel
|
| 23 |
On a class of dependent Sparre Andersen risk models and a bailout application
|
Avram, F.
|
|
2016
|
71 |
C |
p. 27-39
13 p.
|
artikel
|
| 24 |
On capital injections and dividends with tax in a classical risk model
|
Schmidli, Hanspeter
|
|
2016
|
71 |
C |
p. 138-144
7 p.
|
artikel
|
| 25 |
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
|
Jin, Can
|
|
2016
|
71 |
C |
p. 304-316
13 p.
|
artikel
|
| 26 |
Optimal allocation of policy deductibles for exchangeable risks
|
Manesh, Sirous Fathi
|
|
2016
|
71 |
C |
p. 87-92
6 p.
|
artikel
|
| 27 |
Optimal mean–variance efficiency of a family with life insurance under inflation risk
|
Liang, Zongxia
|
|
2016
|
71 |
C |
p. 164-178
15 p.
|
artikel
|
| 28 |
Optimal reinsurance under dynamic VaR constraint
|
Zhang, Nan
|
|
2016
|
71 |
C |
p. 232-243
12 p.
|
artikel
|
| 29 |
Polynomial diffusion models for life insurance liabilities
|
Biagini, Francesca
|
|
2016
|
71 |
C |
p. 114-129
16 p.
|
artikel
|
| 30 |
Risk aggregation in multivariate dependent Pareto distributions
|
Sarabia, José María
|
|
2016
|
71 |
C |
p. 154-163
10 p.
|
artikel
|
| 31 |
Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach
|
Avanzi, Benjamin
|
|
2016
|
71 |
C |
p. 63-78
16 p.
|
artikel
|
| 32 |
Tail asymptotics of generalized deflated risks with insurance applications
|
Ling, Chengxiu
|
|
2016
|
71 |
C |
p. 220-231
12 p.
|
artikel
|
| 33 |
Tail conditional moments for elliptical and log-elliptical distributions
|
Landsman, Zinoviy
|
|
2016
|
71 |
C |
p. 179-188
10 p.
|
artikel
|
| 34 |
The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options
|
Deelstra, Griselda
|
|
2016
|
71 |
C |
p. 205-219
15 p.
|
artikel
|
| 35 |
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
|
Li, Jinzhu
|
|
2016
|
71 |
C |
p. 195-204
10 p.
|
artikel
|
| 36 |
Valuation and risk assessment of participating life insurance in the presence of credit risk
|
Eckert, Johanna
|
|
2016
|
71 |
C |
p. 382-393
12 p.
|
artikel
|
Tijdschrift beschrijving