nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An integrated Cost of Risk model and its application to company valuation
|
Baier, Alexander |
|
2011 |
1 |
supplement-2 |
p. 169-184 |
artikel |
2 |
Asset allocation for a DC pension fund under regime switching environment
|
Korn, Ralf |
|
2011 |
1 |
supplement-2 |
p. 361-377 |
artikel |
3 |
A user-friendly approach to stochastic mortality modelling
|
Aro, Helena |
|
2011 |
1 |
supplement-2 |
p. 151-167 |
artikel |
4 |
Cash-flow based valuation of pension liabilities
|
Hilli, Petri |
|
2011 |
1 |
supplement-2 |
p. 329-343 |
artikel |
5 |
Comparison of market models for measuring and hedging synthetic CDO tranche spread risks
|
Ding, Jack Jie |
|
2011 |
1 |
supplement-2 |
p. 261-281 |
artikel |
6 |
Economic values of contribution cashflows for a sponsoring employer of a DB pension plan and measures to bring the economic costs under control within an affordable range
|
Nobuhiro, Shimizu |
|
2011 |
1 |
supplement-2 |
p. 411-431 |
artikel |
7 |
How can defined contribution pension plans benefit from momentum and mean reversion?
|
Chetouane, Mabrouk |
|
2011 |
1 |
supplement-2 |
p. 199-231 |
artikel |
8 |
IAA AFIR Colloquium 9–11 September 2009
|
|
|
2011 |
1 |
supplement-2 |
p. 145-149 |
artikel |
9 |
Mean–variance efficient strategies in proportional reinsurance under group correlation in a gaussian framework
|
Pressacco, Flavio |
|
2011 |
1 |
supplement-2 |
p. 433-454 |
artikel |
10 |
Mixed dynamic and static risk-minimization with an application to survivor swaps
|
Dahl, Mikkel |
|
2011 |
1 |
supplement-2 |
p. 233-260 |
artikel |
11 |
On the pricing of inflation-indexed caps
|
Kruse, Susanne |
|
2011 |
1 |
supplement-2 |
p. 379-393 |
artikel |
12 |
Optimal construction of a fund of funds
|
Hilli, Petri |
|
2011 |
1 |
supplement-2 |
p. 345-359 |
artikel |
13 |
Optimisation of limit systems for investment risks in accordance with Solvency II
|
Dotterweich, Alexander |
|
2011 |
1 |
supplement-2 |
p. 283-302 |
artikel |
14 |
Preface
|
Korn, Ralf |
|
2011 |
1 |
supplement-2 |
p. 143-144 |
artikel |
15 |
Risk–reward optimisation for long-run investors: an empirical analysis
|
Gilli, Manfred |
|
2011 |
1 |
supplement-2 |
p. 303-327 |
artikel |
16 |
Select birth cohorts
|
MacMinn, Richard |
|
2011 |
1 |
supplement-2 |
p. 395-409 |
artikel |
17 |
Solvency requirements for Swiss pension funds and how to ensure the guarantee of benefit payments at any time
|
Bertschi, Ljudmila |
|
2011 |
1 |
supplement-2 |
p. 185-197 |
artikel |