| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
|
Cantia, Catalin
|
|
2017
|
72 |
C |
p. 21-35
15 p.
|
article
|
| 2 |
Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits
|
Feng, Runhuan
|
|
2017
|
72 |
C |
p. 36-48
13 p.
|
article
|
| 3 |
Capital allocation for portfolios with non-linear risk aggregation
|
Boonen, Tim J.
|
|
2017
|
72 |
C |
p. 95-106
12 p.
|
article
|
| 4 |
Cliquet-style return guarantees in a regime switching Lévy model
|
Hieber, Peter
|
|
2017
|
72 |
C |
p. 138-147
10 p.
|
article
|
| 5 |
Editorial Board
|
|
|
2017
|
72 |
C |
p. IFC-
1 p.
|
article
|
| 6 |
Efficient option risk measurement with reduced model risk
|
Mitra, Sovan
|
|
2017
|
72 |
C |
p. 163-174
12 p.
|
article
|
| 7 |
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
|
Li, Danping
|
|
2017
|
72 |
C |
p. 6-20
15 p.
|
article
|
| 8 |
Existence of optimal consumption strategies in markets with longevity risk
|
de Kort, J.
|
|
2017
|
72 |
C |
p. 107-121
15 p.
|
article
|
| 9 |
Insurance valuation: A computable multi-period cost-of-capital approach
|
Engsner, Hampus
|
|
2017
|
72 |
C |
p. 250-264
15 p.
|
article
|
| 10 |
Intensity-based framework for surrender modeling in life insurance
|
Russo, Vincenzo
|
|
2017
|
72 |
C |
p. 189-196
8 p.
|
article
|
| 11 |
Measuring mortality heterogeneity with multi-state models and interval-censored data
|
Boumezoued, Alexandre
|
|
2017
|
72 |
C |
p. 67-82
16 p.
|
article
|
| 12 |
Modeling operational risk incorporating reputation risk: An integrated analysis for financial firms
|
Eckert, Christian
|
|
2017
|
72 |
C |
p. 122-137
16 p.
|
article
|
| 13 |
Multi-period risk sharing under financial fairness
|
Bao, Hailong
|
|
2017
|
72 |
C |
p. 49-66
18 p.
|
article
|
| 14 |
On compound sums under dependence
|
Eryilmaz, Serkan
|
|
2017
|
72 |
C |
p. 228-234
7 p.
|
article
|
| 15 |
On optimal dividends with exponential and linear penalty payments
|
Vierkötter, Matthias
|
|
2017
|
72 |
C |
p. 265-270
6 p.
|
article
|
| 16 |
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
|
Avanzi, Benjamin
|
|
2017
|
72 |
C |
p. 148-162
15 p.
|
article
|
| 17 |
Optimal consumption–investment strategy under the Vasicek model: HARA utility and Legendre transform
|
Chang, Hao
|
|
2017
|
72 |
C |
p. 215-227
13 p.
|
article
|
| 18 |
Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework
|
Sun, Haoze
|
|
2017
|
72 |
C |
p. 197-214
18 p.
|
article
|
| 19 |
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity
|
Gu, Ailing
|
|
2017
|
72 |
C |
p. 235-249
15 p.
|
article
|
| 20 |
Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization
|
Denuit, Michel M.
|
|
2017
|
72 |
C |
p. 1-5
5 p.
|
article
|
| 21 |
Redistribution of longevity risk: The effect of heterogeneous mortality beliefs
|
Boonen, Tim J.
|
|
2017
|
72 |
C |
p. 175-188
14 p.
|
article
|
| 22 |
The valuation of life contingencies: A symmetrical triangular fuzzy approximation
|
de Andrés-Sánchez, Jorge
|
|
2017
|
72 |
C |
p. 83-94
12 p.
|
article
|
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