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 |