| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
An integrated Cost of Risk model and its application to company valuation
|
Baier, Alexander
|
|
2011
|
1 |
supplement-2 |
p. 169-184
|
article
|
| 2 |
Asset allocation for a DC pension fund under regime switching environment
|
Korn, Ralf
|
|
2011
|
1 |
supplement-2 |
p. 361-377
|
article
|
| 3 |
A user-friendly approach to stochastic mortality modelling
|
Aro, Helena
|
|
2011
|
1 |
supplement-2 |
p. 151-167
|
article
|
| 4 |
Cash-flow based valuation of pension liabilities
|
Hilli, Petri
|
|
2011
|
1 |
supplement-2 |
p. 329-343
|
article
|
| 5 |
Comparison of market models for measuring and hedging synthetic CDO tranche spread risks
|
Ding, Jack Jie
|
|
2011
|
1 |
supplement-2 |
p. 261-281
|
article
|
| 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
|
article
|
| 7 |
How can defined contribution pension plans benefit from momentum and mean reversion?
|
Chetouane, Mabrouk
|
|
2011
|
1 |
supplement-2 |
p. 199-231
|
article
|
| 8 |
IAA AFIR Colloquium 9–11 September 2009
|
|
|
2011
|
1 |
supplement-2 |
p. 145-149
|
article
|
| 9 |
Mean–variance efficient strategies in proportional reinsurance under group correlation in a gaussian framework
|
Pressacco, Flavio
|
|
2011
|
1 |
supplement-2 |
p. 433-454
|
article
|
| 10 |
Mixed dynamic and static risk-minimization with an application to survivor swaps
|
Dahl, Mikkel
|
|
2011
|
1 |
supplement-2 |
p. 233-260
|
article
|
| 11 |
On the pricing of inflation-indexed caps
|
Kruse, Susanne
|
|
2011
|
1 |
supplement-2 |
p. 379-393
|
article
|
| 12 |
Optimal construction of a fund of funds
|
Hilli, Petri
|
|
2011
|
1 |
supplement-2 |
p. 345-359
|
article
|
| 13 |
Optimisation of limit systems for investment risks in accordance with Solvency II
|
Dotterweich, Alexander
|
|
2011
|
1 |
supplement-2 |
p. 283-302
|
article
|
| 14 |
Preface
|
Korn, Ralf
|
|
2011
|
1 |
supplement-2 |
p. 143-144
|
article
|
| 15 |
Risk–reward optimisation for long-run investors: an empirical analysis
|
Gilli, Manfred
|
|
2011
|
1 |
supplement-2 |
p. 303-327
|
article
|
| 16 |
Select birth cohorts
|
MacMinn, Richard
|
|
2011
|
1 |
supplement-2 |
p. 395-409
|
article
|
| 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
|
article
|
Journal description