| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Joint Stock and Bond Market based on the Hyperbolic Gaussian Model
|
Bäuerle, Nicole
|
|
2013
|
3 |
1 |
p. 229-248
|
artikel
|
| 2 |
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
|
Denuit, Michel
|
|
2013
|
3 |
1 |
p. 191-201
|
artikel
|
| 3 |
Capturing parameter risk with convex risk measures
|
Bannör, Karl F.
|
|
2013
|
3 |
1 |
p. 97-132
|
artikel
|
| 4 |
Equalization reserves for natural catastrophes and shareholder value: a simulation study
|
Dacorogna, Michel M.
|
|
2013
|
3 |
1 |
p. 1-21
|
artikel
|
| 5 |
Foreign-currency interest-rate swaps in asset–liability management for insurers
|
Alm, Jonas
|
|
2013
|
3 |
1 |
p. 133-158
|
artikel
|
| 6 |
On the analysis of a class of loss models incorporating time dependence
|
Guo, Ling
|
|
2013
|
3 |
1 |
p. 273-294
|
artikel
|
| 7 |
Optimal risk transfers in insurance groups
|
Asimit, Alexandru V.
|
|
2013
|
3 |
1 |
p. 159-190
|
artikel
|
| 8 |
Pricing reverse mortgages in Spain
|
Debón, A.
|
|
2013
|
3 |
1 |
p. 23-43
|
artikel
|
| 9 |
Quadratic hedging: an actuarial view extended to solvency control
|
Norberg, Ragnar
|
|
2013
|
3 |
1 |
p. 45-68
|
artikel
|
| 10 |
Return distributions of equity-linked retirement plans under jump and interest rate risk
|
Detering, Nils
|
|
2013
|
3 |
1 |
p. 203-228
|
artikel
|
| 11 |
The finite-time ruin probability under the compound binomial risk model
|
Li, Shuanming
|
|
2013
|
3 |
1 |
p. 249-271
|
artikel
|
| 12 |
The optimal asset and liability portfolio for a financial institution with multiple lines of businesses
|
Zaks, Yaniv
|
|
2013
|
3 |
1 |
p. 69-95
|
artikel
|
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