no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
1 |
Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?
|
Milevsky, Moshe A. |
|
|
92 |
C |
p. 147-161 |
article |
2 |
Distributionally robust inference for extreme Value-at-Risk
|
Yuen, Robert |
|
|
92 |
C |
p. 70-89 |
article |
3 |
Editorial Board
|
|
|
|
92 |
C |
p. ii |
article |
4 |
Long-term real dynamic investment planning
|
Gerrard, Russell |
|
|
92 |
C |
p. 90-103 |
article |
5 |
Multi-stage nested classification credibility quantile regression model
|
Pitselis, Georgios |
|
|
92 |
C |
p. 162-176 |
article |
6 |
On occupation times in the red of Lévy risk models
|
Landriault, David |
|
|
92 |
C |
p. 17-26 |
article |
7 |
On sums of two counter-monotonic risks
|
Chaoubi, Ihsan |
|
|
92 |
C |
p. 47-60 |
article |
8 |
On the asymptotic equilibrium of a population system with migration
|
Pianese, Augusto |
|
|
92 |
C |
p. 115-127 |
article |
9 |
On the increasing convex order of generalized aggregation of dependent random variables
|
Zhang, Yiying |
|
|
92 |
C |
p. 61-69 |
article |
10 |
Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments
|
Xu, Ran |
|
|
92 |
C |
p. 1-16 |
article |
11 |
Optimal insurance with belief heterogeneity and incentive compatibility
|
Chi, Yichun |
|
|
92 |
C |
p. 104-114 |
article |
12 |
Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin
|
Liang, Xiaoqing |
|
|
92 |
C |
p. 128-146 |
article |
13 |
Robust optimal reinsurance–investment strategy with price jumps and correlated claims
|
Chen, Zhiping |
|
|
92 |
C |
p. 27-46 |
article |