| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A multivariate tail covariance measure for elliptical distributions
|
Landsman, Zinoviy
|
|
2018
|
81 |
C |
p. 27-35
|
article
|
| 2 |
Compound unimodal distributions for insurance losses
|
Punzo, Antonio
|
|
2018
|
81 |
C |
p. 95-107
|
article
|
| 3 |
Editorial Board
|
|
|
2018
|
81 |
C |
p. ii
|
article
|
| 4 |
Life insurance settlement and the monopolistic insurance market
|
Hong, Jimin
|
|
2018
|
81 |
C |
p. 36-50
|
article
|
| 5 |
LLN-type approximations for large portfolio losses
|
Liu, Jing
|
|
2018
|
81 |
C |
p. 71-77
|
article
|
| 6 |
Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland
|
Fuino, Michel
|
|
2018
|
81 |
C |
p. 51-70
|
article
|
| 7 |
Optimal reinsurance under risk and uncertainty on Orlicz hearts
|
Kong, Dezhou
|
|
2018
|
81 |
C |
p. 108-116
|
article
|
| 8 |
Parameter uncertainty and reserve risk under Solvency II
|
Fröhlich, Andreas
|
|
2018
|
81 |
C |
p. 130-141
|
article
|
| 9 |
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
|
Bian, Lihua
|
|
2018
|
81 |
C |
p. 78-94
|
article
|
| 10 |
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts
|
Gambaro, Anna Maria
|
|
2018
|
81 |
C |
p. 117-129
|
article
|
| 11 |
VIX-linked fees for GMWBs via explicit solution simulation methods
|
Kouritzin, Michael A.
|
|
2018
|
81 |
C |
p. 1-17
|
article
|
| 12 |
Which eligible assets are compatible with comonotonic capital requirements?
|
Koch-Medina, Pablo
|
|
2018
|
81 |
C |
p. 18-26
|
article
|
Journal description