| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Allowing for time and cross dependence assumptions between claim counts in ratemaking models
|
Bermúdez, Lluís
|
|
2018
|
83 |
C |
p. 161-169
|
article
|
| 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
|
article
|
| 3 |
Bayesian credibility for GLMs
|
Xacur, Oscar Alberto Quijano
|
|
2018
|
83 |
C |
p. 180-189
|
article
|
| 4 |
Bayesian mortality forecasting with overdispersion
|
Wong, Jackie S.T.
|
|
2018
|
83 |
C |
p. 206-221
|
article
|
| 5 |
Bayesian nonparametric regression models for modeling and predicting healthcare claims
|
Richardson, Robert
|
|
2018
|
83 |
C |
p. 1-8
|
article
|
| 6 |
Discounted penalty function at Parisian ruin for Lévy insurance risk process
|
Loeffen, R.
|
|
2018
|
83 |
C |
p. 190-197
|
article
|
| 7 |
Dividends: From refracting to ratcheting
|
Albrecher, Hansjörg
|
|
2018
|
83 |
C |
p. 47-58
|
article
|
| 8 |
Does hunger for bonuses drive the dependence between claim frequency and severity?
|
Park, Sojung C.
|
|
2018
|
83 |
C |
p. 32-46
|
article
|
| 9 |
Editorial Board
|
|
|
2018
|
83 |
C |
p. ii
|
article
|
| 10 |
Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018)
|
Pesenti, Silvana M.
|
|
2018
|
83 |
C |
p. 29-31
|
article
|
| 11 |
Extreme quantile estimation for β -mixing time series and applications
|
Chavez-Demoulin, Valérie
|
|
2018
|
83 |
C |
p. 59-74
|
article
|
| 12 |
Insurance choice under third degree stochastic dominance
|
Chi, Yichun
|
|
2018
|
83 |
C |
p. 198-205
|
article
|
| 13 |
Optimality of multi-refraction control strategies in the dual model
|
Czarna, Irmina
|
|
2018
|
83 |
C |
p. 148-160
|
article
|
| 14 |
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
|
Jeon, Junkee
|
|
2018
|
83 |
C |
p. 93-109
|
article
|
| 15 |
Portfolio management with targeted constant market volatility
|
Doan, Bao
|
|
2018
|
83 |
C |
p. 134-147
|
article
|
| 16 |
The average risk sharing problem under risk measure and expected utility theory
|
Mao, Tiantian
|
|
2018
|
83 |
C |
p. 170-179
|
article
|
| 17 |
The dual risk model with dividends taken at arrival
|
Boxma, Onno
|
|
2018
|
83 |
C |
p. 83-92
|
article
|
| 18 |
The role of heterogeneous parameters for the detection of selection in insurance contracts
|
Karlsson, Martin
|
|
2018
|
83 |
C |
p. 110-121
|
article
|
| 19 |
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
|
Van Staden, Pieter M.
|
|
2018
|
83 |
C |
p. 9-28
|
article
|
| 20 |
Time-consistent proportional reinsurance and investment strategies under ambiguous environment
|
Guan, Guohui
|
|
2018
|
83 |
C |
p. 122-133
|
article
|
Journal description