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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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Young, Virginia R.
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48
Denuit, Michel
46
Dhaene, Jan
41
Goovaerts, M. J.
41
Haberman, S.
41
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40
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38
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34
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30
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29
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29
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28
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28
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28
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26
Hu, Taizhong
26
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25
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25
Sherris, Michael
25
Cai, Jun
24
Laeven, Roger J.A.
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Cossette, Hélène
23
Marceau, Etienne
23
Albrecher, Hansjörg
22
Guillén, Montserrat
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Jones, Bruce L.
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Insurance: Mathematics and Economics
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Insurance: Mathematics and Economics, 2009
1
Insurance: Mathematics and Economics, S. 215-228, 2000
1
Internationale Aktuarvereinigung - Veröffentlichungen
1
The final version of this article appeared as: Tsanakas A. (2004), ''Dynamic risk capital allocation with distortion measures'', Insurance: Mathematics and Economics, 35(2), p.223-243
1
Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen
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1051
Distributional analysis of a generalization of the Polya process
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 423-428
Persistent link: https://www.econbiz.de/10008717967
Saved in:
1052
Basket options valuation for a local volatility jump–diffusion model with the asymptotic expansion method
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 415-423
Persistent link: https://www.econbiz.de/10008717968
Saved in:
1053
Asymptotics of random contractions
Hashorva, Enkelejd
;
Pakes, Anthony G.
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 405-415
Persistent link: https://www.econbiz.de/10008717969
Saved in:
1054
Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
Stadje, Mitja
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 391-405
Persistent link: https://www.econbiz.de/10008717970
Saved in:
1055
A note on the connection between the Esscher–Girsanov transform and the Wang transform
Labuschagne, Coenraad C.A.
;
Offwood, Theresa M.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 385-391
Persistent link: https://www.econbiz.de/10008717971
Saved in:
1056
A hidden Markov regime-switching model for option valuation
Liew, Chuin Ching
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 374-385
Persistent link: https://www.econbiz.de/10008717972
Saved in:
1057
On the robustness of longevity risk pricing
Chen, Bingzheng
;
Zhang, Lihong
;
Zhao, Lin
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 358-374
Persistent link: https://www.econbiz.de/10008717973
Saved in:
1058
Bounds for the bias of the empirical CTE
Russo, Ralph P.
;
Shyamalkumar, Nariankadu D.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 352-358
Persistent link: https://www.econbiz.de/10008717974
Saved in:
1059
Correlated intensity, counter party risks, and dependent mortalities
Ma, Jin
;
Yun, Youngyun
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 337-352
Persistent link: https://www.econbiz.de/10008717975
Saved in:
1060
A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities
Debón, A.
;
Martínez-Ruiz, F.
;
Montes, F.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10008717976
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