| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis
|
Jin, Zhuo
|
|
|
96 |
C |
p. 262-275
|
article
|
| 2 |
Calendar effect and in-sample forecasting
|
Mammen, Enno
|
|
|
96 |
C |
p. 31-52
|
article
|
| 3 |
Dynamic hazards modelling for predictive longevity risk assessment
|
Kulinskaya, Elena
|
|
|
96 |
C |
p. 222-231
|
article
|
| 4 |
Economic Neutral Position: How to best replicate not fully replicable liabilities?
|
Kunz, Andreas
|
|
|
96 |
C |
p. 53-67
|
article
|
| 5 |
Editorial Board
|
|
|
|
96 |
C |
p. ii
|
article
|
| 6 |
Extreme value estimation of the conditional risk premium in reinsurance
|
Goegebeur, Yuri
|
|
|
96 |
C |
p. 68-80
|
article
|
| 7 |
From risk sharing to pure premium for a large number of heterogeneous losses
|
Denuit, Michel
|
|
|
96 |
C |
p. 116-126
|
article
|
| 8 |
Improved index insurance design and yield estimation using a dynamic factor forecasting approach
|
Li, Hong
|
|
|
96 |
C |
p. 208-221
|
article
|
| 9 |
Model-independent price bounds for Catastrophic Mortality Bonds
|
Bahl, Raj Kumari
|
|
|
96 |
C |
p. 276-291
|
article
|
| 10 |
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models
|
Brignone, Riccardo
|
|
|
96 |
C |
p. 232-247
|
article
|
| 11 |
Mortality options: The point of view of an insurer
|
Schmeck, Maren Diane
|
|
|
96 |
C |
p. 98-115
|
article
|
| 12 |
Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type
|
Furman, Edward
|
|
|
96 |
C |
p. 153-167
|
article
|
| 13 |
Pareto-optimal reinsurance policies with maximal synergy
|
Jiang, Wenjun
|
|
|
96 |
C |
p. 185-198
|
article
|
| 14 |
Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information
|
Oh, Rosy
|
|
|
96 |
C |
p. 127-139
|
article
|
| 15 |
Pricing longevity derivatives via Fourier transforms
|
Bravo, Jorge M.
|
|
|
96 |
C |
p. 81-97
|
article
|
| 16 |
Robust optimal investment and reinsurance for an insurer with inside information
|
Peng, Xingchun
|
|
|
96 |
C |
p. 15-30
|
article
|
| 17 |
Sparse regression with Multi-type Regularized Feature modeling
|
Devriendt, Sander
|
|
|
96 |
C |
p. 248-261
|
article
|
| 18 |
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
|
Wang, Ning
|
|
|
96 |
C |
p. 168-184
|
article
|
| 19 |
Stochastic orders and multivariate measures of risk contagion
|
Ortega-Jiménez, P.
|
|
|
96 |
C |
p. 199-207
|
article
|
| 20 |
Transforming public pensions: A mixed scheme with a credit granted by the state
|
Boado-Penas, M. Carmen
|
|
|
96 |
C |
p. 140-152
|
article
|
| 21 |
Volterra mortality model: Actuarial valuation and risk management with long-range dependence
|
Wang, Ling
|
|
|
96 |
C |
p. 1-14
|
article
|
Journal description