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                             20 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Allowing for time and cross dependence assumptions between claim counts in ratemaking models Bermúdez, Lluís
2018
83 C p. 161-169
artikel
2 A stochastic order for the analysis of investments affected by the time value of money López-Díaz, María Concepción
2018
83 C p. 75-82
artikel
3 Bayesian credibility for GLMs Xacur, Oscar Alberto Quijano
2018
83 C p. 180-189
artikel
4 Bayesian mortality forecasting with overdispersion Wong, Jackie S.T.
2018
83 C p. 206-221
artikel
5 Bayesian nonparametric regression models for modeling and predicting healthcare claims Richardson, Robert
2018
83 C p. 1-8
artikel
6 Discounted penalty function at Parisian ruin for Lévy insurance risk process Loeffen, R.
2018
83 C p. 190-197
artikel
7 Dividends: From refracting to ratcheting Albrecher, Hansjörg
2018
83 C p. 47-58
artikel
8 Does hunger for bonuses drive the dependence between claim frequency and severity? Park, Sojung C.
2018
83 C p. 32-46
artikel
9 Editorial Board 2018
83 C p. ii
artikel
10 Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018) Pesenti, Silvana M.
2018
83 C p. 29-31
artikel
11 Extreme quantile estimation for β -mixing time series and applications Chavez-Demoulin, Valérie
2018
83 C p. 59-74
artikel
12 Insurance choice under third degree stochastic dominance Chi, Yichun
2018
83 C p. 198-205
artikel
13 Optimality of multi-refraction control strategies in the dual model Czarna, Irmina
2018
83 C p. 148-160
artikel
14 Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities Jeon, Junkee
2018
83 C p. 93-109
artikel
15 Portfolio management with targeted constant market volatility Doan, Bao
2018
83 C p. 134-147
artikel
16 The average risk sharing problem under risk measure and expected utility theory Mao, Tiantian
2018
83 C p. 170-179
artikel
17 The dual risk model with dividends taken at arrival Boxma, Onno
2018
83 C p. 83-92
artikel
18 The role of heterogeneous parameters for the detection of selection in insurance contracts Karlsson, Martin
2018
83 C p. 110-121
artikel
19 Time-consistent mean–variance portfolio optimization: A numerical impulse control approach Van Staden, Pieter M.
2018
83 C p. 9-28
artikel
20 Time-consistent proportional reinsurance and investment strategies under ambiguous environment Guan, Guohui
2018
83 C p. 122-133
artikel
                             20 gevonden resultaten
 
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