nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
|
Vilar-Zanón, José L. |
|
2019 |
42 |
1 |
p. 259-276 |
artikel |
2 |
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
|
Gambaro, Anna Maria |
|
2019 |
42 |
1 |
p. 157-187 |
artikel |
3 |
A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
|
Fersini, Paola |
|
2019 |
42 |
1 |
p. 103-133 |
artikel |
4 |
Behavioral premium principles
|
Nardon, Martina |
|
2019 |
42 |
1 |
p. 229-257 |
artikel |
5 |
Coherent modeling of mortality patterns for age-specific subgroups
|
Giordano, Giuseppe |
|
2019 |
42 |
1 |
p. 189-204 |
artikel |
6 |
Correction to: Foreword special issue Deaf 2019–Maf 2018
|
Grane, Aurea |
|
2019 |
42 |
1 |
p. 3 |
artikel |
7 |
Does market attention affect Bitcoin returns and volatility?
|
Figá-Talamanca, Gianna |
|
2019 |
42 |
1 |
p. 135-155 |
artikel |
8 |
Foreword special issue Deaf 2019–Maf 2018
|
Grane, Aurea |
|
|
42 |
1 |
p. 1-2 |
artikel |
9 |
Kyle equilibrium under random price pressure
|
Corcuera, José Manuel |
|
2019 |
42 |
1 |
p. 77-101 |
artikel |
10 |
Lévy CARMA models for shocks in mortality
|
Hitaj, Asmerilda |
|
2019 |
42 |
1 |
p. 205-227 |
artikel |
11 |
On the extension of binary relations in economic and game theories
|
Andrikopoulos, Athanasios |
|
2018 |
42 |
1 |
p. 277-285 |
artikel |
12 |
Possibilistic mean–variance portfolios versus probabilistic ones: the winner is...
|
Corazza, Marco |
|
2019 |
42 |
1 |
p. 51-75 |
artikel |
13 |
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment
|
Albano, Giuseppina |
|
2019 |
42 |
1 |
p. 5-19 |
artikel |
14 |
Time-consistency of risk measures: how strong is such a property?
|
Mastrogiacomo, Elisa |
|
2019 |
42 |
1 |
p. 287-317 |
artikel |
15 |
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis
|
Bacinello, Anna Rita |
|
2019 |
42 |
1 |
p. 21-49 |
artikel |