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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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48
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46
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41
Goovaerts, M. J.
41
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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
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25
Sherris, Michael
25
Cai, Jun
24
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23
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22
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19
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Insurance: Mathematics and Economics
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3
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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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1061
On optimal investment in a reinsurance context with a point process market model
Edoli, Enrico
;
Runggaldier, Wolfgang J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 315-327
Persistent link: https://www.econbiz.de/10008717977
Saved in:
1062
Long-tail longitudinal modeling of insurance company expenses
Shi, Peng
;
Frees, Edward W.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10008717978
Saved in:
1063
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, Rob
;
Laeven, Roger J.A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-303
Persistent link: https://www.econbiz.de/10008717979
Saved in:
1064
An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
Delong, Łukasz
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 278-294
Persistent link: https://www.econbiz.de/10008717980
Saved in:
1065
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander
;
Plat, Richard
;
Pelsser, Antoon
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 266-278
Persistent link: https://www.econbiz.de/10008717981
Saved in:
1066
Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin
;
Cairns, Andrew J.G.
;
Blake, David
; …
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 255-266
Persistent link: https://www.econbiz.de/10008717982
Saved in:
1067
Editorial Board
Dumur, J.
;
Jahier, J.
;
Dardevet, M.
;
Chiron, H.
; …
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. IFC
Persistent link: https://www.econbiz.de/10008391765
Saved in:
1068
Erratum to “Estimating value at risk of portfolio by conditional copula-GARCH method” [
Insurance
:
Mathematics
and
Economics
43 (2009) 315–324]
In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 436-437
Persistent link: https://www.econbiz.de/10008391766
Saved in:
1069
An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation
Huang, Jen-Tsung
;
Lee, Kuo-Jung
;
Liang, Hueimei
;
Lin, Wei-Fu
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 423-436
Persistent link: https://www.econbiz.de/10008391767
Saved in:
1070
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Lin, Tzuling
;
Tzeng, Larry Y.
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 415-423
Persistent link: https://www.econbiz.de/10008391768
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