| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Cape Cod model for the exponential dispersion family
|
Taylor, Greg
|
|
2019
|
85 |
C |
p. 126-137
|
article
|
| 2 |
An analysis of transaction costs in participating life insurance under mean–variance preferences
|
Gatzert, Nadine
|
|
2019
|
85 |
C |
p. 185-197
|
article
|
| 3 |
An approach to merit rating by means of autoregressive sequences
|
Martinek, László
|
|
2019
|
85 |
C |
p. 205-217
|
article
|
| 4 |
Dynamic capital allocation with irreversible investments
|
Bauer, Daniel
|
|
2019
|
85 |
C |
p. 138-152
|
article
|
| 5 |
Editorial Board
|
|
|
2019
|
85 |
C |
p. ii
|
article
|
| 6 |
Mean-risk portfolio management with bankruptcy prohibition
|
Wong, K.C.
|
|
2019
|
85 |
C |
p. 153-172
|
article
|
| 7 |
Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution
|
Bolancé, Catalina
|
|
2019
|
85 |
C |
p. 89-103
|
article
|
| 8 |
On modeling left-truncated loss data using mixtures of distributions
|
Blostein, Martin
|
|
2019
|
85 |
C |
p. 35-46
|
article
|
| 9 |
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
|
Jiang, Wenjun
|
|
2019
|
85 |
C |
p. 173-184
|
article
|
| 10 |
On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
|
England, P.D.
|
|
2019
|
85 |
C |
p. 74-88
|
article
|
| 11 |
Optimal initial capital induced by the optimized certainty equivalent
|
Arai, Takuji
|
|
2019
|
85 |
C |
p. 115-125
|
article
|
| 12 |
Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
|
Dong, Yinghui
|
|
2019
|
85 |
C |
p. 47-59
|
article
|
| 13 |
Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
|
Bi, Junna
|
|
2019
|
85 |
C |
p. 1-14
|
article
|
| 14 |
Quantitative modeling of risk management strategies: Stochastic reserving and hedging of variable annuity guaranteed benefits
|
Feng, Runhuan
|
|
2019
|
85 |
C |
p. 60-73
|
article
|
| 15 |
Random distribution kernels and three types of defaultable contingent payoffs
|
Ye, Jinchun
|
|
2019
|
85 |
C |
p. 198-204
|
article
|
| 16 |
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean–variance insurers
|
Wang, Hao
|
|
2019
|
85 |
C |
p. 104-114
|
article
|
| 17 |
To borrow or insure? Long term care costs and the impact of housing
|
Shao, Adam W.
|
|
2019
|
85 |
C |
p. 15-34
|
article
|
Journal description