| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
|
Li, Yuying
|
|
2019
|
86 |
C |
p. 189-204
|
article
|
| 2 |
A dynamic equivalence principle for systematic longevity risk management
|
Hanbali, Hamza
|
|
2019
|
86 |
C |
p. 158-167
|
article
|
| 3 |
Affordable and adequate annuities with stable payouts: Fantasy or reality?
|
van Bilsen, Servaas
|
|
2019
|
86 |
C |
p. 19-42
|
article
|
| 4 |
A forecast reconciliation approach to cause-of-death mortality modeling
|
Li, Han
|
|
2019
|
86 |
C |
p. 122-133
|
article
|
| 5 |
Analysis of risk bounds in partially specified additive factor models
|
Rüschendorf, L.
|
|
2019
|
86 |
C |
p. 115-121
|
article
|
| 6 |
Asymptotics of multivariate conditional risk measures for Gaussian risks
|
Ling, Chengxiu
|
|
2019
|
86 |
C |
p. 205-215
|
article
|
| 7 |
Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?
|
Gutierrez, Tomás
|
|
2019
|
86 |
C |
p. 134-144
|
article
|
| 8 |
Conditional tail risk measures for the skewed generalised hyperbolic family
|
Ignatieva, Katja
|
|
2019
|
86 |
C |
p. 98-114
|
article
|
| 9 |
Dynamic risk measures for processes via backward stochastic differential equations
|
Ji, Ronglin
|
|
2019
|
86 |
C |
p. 43-50
|
article
|
| 10 |
Dynamic risk-sharing game and reinsurance contract design
|
Chen, Shumin
|
|
2019
|
86 |
C |
p. 216-231
|
article
|
| 11 |
Editorial Board
|
|
|
2019
|
86 |
C |
p. ii
|
article
|
| 12 |
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
|
Lux, Thibaut
|
|
2019
|
86 |
C |
p. 73-83
|
article
|
| 13 |
Modern tontine with bequest: Innovation in pooled annuity products
|
Bernhardt, Thomas
|
|
2019
|
86 |
C |
p. 168-188
|
article
|
| 14 |
On a family of risk measures based on largest claims
|
Castaño-Martínez, A.
|
|
2019
|
86 |
C |
p. 92-97
|
article
|
| 15 |
On a family of risk measures based on proportional hazards models and tail probabilities
|
Psarrakos, Georgios
|
|
2019
|
86 |
C |
p. 232-240
|
article
|
| 16 |
Optimal dividend policy when risk reserves follow a jump–diffusion process with a completely monotone jump density under Markov-regime switching
|
Jiang, Zhengjun
|
|
2019
|
86 |
C |
p. 1-7
|
article
|
| 17 |
Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
|
Li, Chen
|
|
2019
|
86 |
C |
p. 84-91
|
article
|
| 18 |
Reinsurance contract design when the insurer is ambiguity-averse
|
Hu, Duni
|
|
2019
|
86 |
C |
p. 241-255
|
article
|
| 19 |
Risk-adjusted Bowley reinsurance under distorted probabilities
|
Cheung, Ka Chun
|
|
2019
|
86 |
C |
p. 64-72
|
article
|
| 20 |
Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data
|
Chen, Kun
|
|
2019
|
86 |
C |
p. 8-18
|
article
|
| 21 |
Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions
|
Kim, Joseph H.T.
|
|
2019
|
86 |
C |
p. 145-157
|
article
|
| 22 |
Valuation of risk-based premium of DB pension plan with terminations
|
Qian, Linyi
|
|
2019
|
86 |
C |
p. 51-63
|
article
|
Journal description