| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
|
Zhou, Ming
|
|
2018
|
79 |
C |
p. 92-100
|
article
|
| 2 |
An IBNR–RBNS insurance risk model with marked Poisson arrivals
|
Ahn, Soohan
|
|
2018
|
79 |
C |
p. 26-42
|
article
|
| 3 |
Annuitization and asset allocation under exponential utility
|
Liang, Xiaoqing
|
|
2018
|
79 |
C |
p. 167-183
|
article
|
| 4 |
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
|
Hernández, Camilo
|
|
2018
|
79 |
C |
p. 57-68
|
article
|
| 5 |
De-risking strategy: Longevity spread buy-in
|
D’Amato, Valeria
|
|
2018
|
79 |
C |
p. 124-136
|
article
|
| 6 |
Distortion measures and homogeneous financial derivatives
|
Major, John A.
|
|
2018
|
79 |
C |
p. 82-91
|
article
|
| 7 |
Editorial Board
|
|
|
2018
|
79 |
C |
p. ii
|
article
|
| 8 |
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
|
Landriault, David
|
|
2018
|
79 |
C |
p. 137-147
|
article
|
| 9 |
Insurance loss coverage and demand elasticities
|
Hao, MingJie
|
|
2018
|
79 |
C |
p. 15-25
|
article
|
| 10 |
On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory
|
Chudziak, J.
|
|
2018
|
79 |
C |
p. 243-246
|
article
|
| 11 |
On generalized log-Moyal distribution: A new heavy tailed size distribution
|
Bhati, Deepesh
|
|
2018
|
79 |
C |
p. 247-259
|
article
|
| 12 |
On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution
|
Vernic, Raluca
|
|
2018
|
79 |
C |
p. 184-193
|
article
|
| 13 |
Optimal dividends under Erlang(2) inter-dividend decision times
|
Avanzi, Benjamin
|
|
2018
|
79 |
C |
p. 225-242
|
article
|
| 14 |
Optimal investment management for a defined contribution pension fund under imperfect information
|
Zhang, Ling
|
|
2018
|
79 |
C |
p. 210-224
|
article
|
| 15 |
Optimal investment under VaR-Regulation and Minimum Insurance
|
Chen, An
|
|
2018
|
79 |
C |
p. 194-209
|
article
|
| 16 |
Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates
|
Kang, Boda
|
|
2018
|
79 |
C |
p. 43-56
|
article
|
| 17 |
Pricing insurance drawdown-type contracts with underlying Lévy assets
|
Palmowski, Zbigniew
|
|
2018
|
79 |
C |
p. 1-14
|
article
|
| 18 |
Robust evaluation of SCR for participating life insurances under Solvency II
|
Hainaut, Donatien
|
|
2018
|
79 |
C |
p. 107-123
|
article
|
| 19 |
Ruin probability via Quantum Mechanics Approach
|
Tamturk, Muhsin
|
|
2018
|
79 |
C |
p. 69-74
|
article
|
| 20 |
Stochastic distortion and its transformed copula
|
Lin, Feng
|
|
2018
|
79 |
C |
p. 148-166
|
article
|
| 21 |
Using fuzzy logic to interpret dependent risks
|
Kemaloglu, Sibel Acik
|
|
2018
|
79 |
C |
p. 101-106
|
article
|
| 22 |
Weighted risk capital allocations in the presence of systematic risk
|
Furman, Edward
|
|
2018
|
79 |
C |
p. 75-81
|
article
|
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