| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A continuous-time stochastic model for the mortality surface of multiple populations
|
Jevtić, Petar
|
|
2019
|
88 |
C |
p. 181-195
|
artikel
|
| 2 |
Continuous time model for notional defined contribution pension schemes: Liquidity and solvency
|
Alonso-García, Jennifer
|
|
2019
|
88 |
C |
p. 57-76
|
artikel
|
| 3 |
Editorial Board
|
|
|
2019
|
88 |
C |
p. ii
|
artikel
|
| 4 |
Evaluation of driving risk at different speeds
|
Gao, Guangyuan
|
|
2019
|
88 |
C |
p. 108-119
|
artikel
|
| 5 |
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency
|
Barigou, Karim
|
|
2019
|
88 |
C |
p. 19-29
|
artikel
|
| 6 |
Fair valuation of insurance liability cash-flow streams in continuous time: Theory
|
Delong, Łukasz
|
|
2019
|
88 |
C |
p. 196-208
|
artikel
|
| 7 |
Forecasting mortality rate improvements with a high-dimensional VAR
|
Guibert, Quentin
|
|
2019
|
88 |
C |
p. 255-272
|
artikel
|
| 8 |
How do changes in risk and risk aversion affect self-protection with Selden/Kreps–Porteus preferences?
|
Wang, Jianli
|
|
2019
|
88 |
C |
p. 1-6
|
artikel
|
| 9 |
Incorporating big microdata in life table construction: A hypothesis-free estimator
|
Lledó, Josep
|
|
2019
|
88 |
C |
p. 138-150
|
artikel
|
| 10 |
On the existence of a representative reinsurer under heterogeneous beliefs
|
Boonen, Tim J.
|
|
2019
|
88 |
C |
p. 209-225
|
artikel
|
| 11 |
Optimal consumption and investment with insurer default risk
|
Jang, Bong-Gyu
|
|
2019
|
88 |
C |
p. 44-56
|
artikel
|
| 12 |
Optimal XL-insurance under Wasserstein-type ambiguity
|
Birghila, Corina
|
|
2019
|
88 |
C |
p. 30-43
|
artikel
|
| 13 |
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences
|
Chong, Wing Fung
|
|
2019
|
88 |
C |
p. 93-107
|
artikel
|
| 14 |
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion
|
Zhao, Hui
|
|
2019
|
88 |
C |
p. 159-180
|
artikel
|
| 15 |
Ruin probabilities under capital constraints
|
Ramsden, Lewis
|
|
2019
|
88 |
C |
p. 273-282
|
artikel
|
| 16 |
Severity modeling of extreme insurance claims for tariffication
|
Laudagé, Christian
|
|
2019
|
88 |
C |
p. 77-92
|
artikel
|
| 17 |
Stochastic differential reinsurance games with capital injections
|
Zhang, Nan
|
|
2019
|
88 |
C |
p. 7-18
|
artikel
|
| 18 |
Stochastic ordering of Gini indexes for multivariate elliptical risks
|
Kim, Bara
|
|
2019
|
88 |
C |
p. 151-158
|
artikel
|
| 19 |
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework
|
Chen, Lv
|
|
2019
|
88 |
C |
p. 120-137
|
artikel
|
| 20 |
The long-term behavior of number of near-maximum insurance claims
|
Dembińska, Anna
|
|
2019
|
88 |
C |
p. 226-237
|
artikel
|
| 21 |
Valuation of contingent convertible catastrophe bonds — The case for equity conversion
|
Burnecki, Krzysztof
|
|
2019
|
88 |
C |
p. 238-254
|
artikel
|
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