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isPartOf:"Casualty Actuarial Society - Publications"
~isPartOf:"Journal of mathematical finance"
~source:"econis"
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Liu, Jingzhen
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Casualty Actuarial Society - Publications
Journal of mathematical finance
Insurance / Mathematics & economics
148
Scandinavian actuarial journal
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Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Publikationen der Kölner Forschungsstelle Rückversicherung
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Nordisk försäkringstidskrift : NFT
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Schweizerische Versicherungszeitschrift
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Trends und Herausforderungen in der Rückversicherung - Perspektiven der Praxis
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The handbook of insurance-linked securities
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Risk management and insurance review
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Agricultural finance review
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Finance research letters
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1
Optimal reciprocal reinsurance under GlueVaR distortion risk measures
Huang, Yuxia
;
Yin, Chuancun
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 11-24
Persistent link: https://www.econbiz.de/10012116658
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2
Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
Saved in:
3
Effect of an excess of loss reinsurance on upper bounds of ruin probabilities
Nguyen Quang Chung
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 958-974
Persistent link: https://www.econbiz.de/10011860198
Saved in:
4
Mixed band control of mutual proportional reinsurance
Taksar, Michael I.
;
Liu, John J.
;
Yuan, Jiguang
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 256-267
Persistent link: https://www.econbiz.de/10010239577
Saved in:
5
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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