nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Analysis of survivorship life insurance portfolios with stochastic rates of return
|
Chen, Li |
|
2017 |
75 |
C |
p. 16-31 |
artikel |
2 |
A reinsurance and investment game between two insurance companies with the different opinions about some extra information
|
Yan, Ming |
|
2017 |
75 |
C |
p. 58-70 |
artikel |
3 |
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
|
Chen, Zheng |
|
2017 |
75 |
C |
p. 137-150 |
artikel |
4 |
Characterization of between-group inequality of longevity in European Union countries
|
Debón, A. |
|
2017 |
75 |
C |
p. 151-165 |
artikel |
5 |
Confidence sets and confidence bands for a beta distribution with applications to credit risk management
|
Kiatsupaibul, Seksan |
|
2017 |
75 |
C |
p. 98-104 |
artikel |
6 |
Data breaches: Goodness of fit, pricing, and risk measurement
|
Eling, Martin |
|
2017 |
75 |
C |
p. 126-136 |
artikel |
7 |
Editorial Board
|
|
|
2017 |
75 |
C |
p. IFC |
artikel |
8 |
Five different distributions for the Lee–Carter model of mortality forecasting: A comparison using GAS models
|
Neves, César |
|
2017 |
75 |
C |
p. 48-57 |
artikel |
9 |
Fuzzy logic modifications of the Analytic Hierarchy Process
|
Shapiro, Arnold F. |
|
2017 |
75 |
C |
p. 189-202 |
artikel |
10 |
Grouped multivariate and functional time series forecasting:An application to annuity pricing
|
Shang, Han Lin |
|
2017 |
75 |
C |
p. 166-179 |
artikel |
11 |
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
|
Beutner, Eric |
|
2017 |
75 |
C |
p. 117-125 |
artikel |
12 |
Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
|
Hahn, Lukas |
|
2017 |
75 |
C |
p. 71-81 |
artikel |
13 |
Optimal consumption, investment and housing with means-tested public pension in retirement
|
Andréasson, Johan G. |
|
2017 |
75 |
C |
p. 32-47 |
artikel |
14 |
Optimal hedging with basis risk under mean–variance criterion
|
Zhang, Jingong |
|
2017 |
75 |
C |
p. 1-15 |
artikel |
15 |
Optimality of excess-loss reinsurance under a mean–variance criterion
|
Li, Danping |
|
2017 |
75 |
C |
p. 82-89 |
artikel |
16 |
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
|
Cai, Jun |
|
2017 |
75 |
C |
p. 105-116 |
artikel |
17 |
The fundamental theorem of mutual insurance
|
Albrecht, Peter |
|
2017 |
75 |
C |
p. 180-188 |
artikel |
18 |
The joint mortality of couples in continuous time
|
Jevtić, P. |
|
2017 |
75 |
C |
p. 90-97 |
artikel |