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Search: isPartOf:"Insurance: Mathematics and Economics"
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Goovaerts, M. J.
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34
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30
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26
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Insurance: Mathematics and Economics
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Insurance: Mathematics and Economics, 2009
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Insurance: Mathematics and Economics, S. 215-228, 2000
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Internationale Aktuarvereinigung - Veröffentlichungen
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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
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1321
The valuation of contingent capital with catastrophe risks
Lin, Shih-Kuei
;
Chang, Chia-Chien
;
Powers, Michael R.
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 65-74
Persistent link: https://www.econbiz.de/10008895439
Saved in:
1322
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
Cerqueti, Roy
;
Foschi, Rachele
;
Spizzichino, Fabio
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 59-65
Persistent link: https://www.econbiz.de/10008895440
Saved in:
1323
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
Necir, Abdelhakim
;
Meraghni, Djamel
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10008895441
Saved in:
1324
An optimal dividends problem with transaction costs for spectrally negative Lévy processes
Loeffen, R.L.
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10008895442
Saved in:
1325
Upper comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 35-41
Persistent link: https://www.econbiz.de/10008895443
Saved in:
1326
Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10008895444
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1327
A Markov-modulated model for stocks paying discrete dividends
Sakkas, E.
;
Le, H.
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 19-25
Persistent link: https://www.econbiz.de/10008895445
Saved in:
1328
Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
Gao, Jianwei
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 9-19
Persistent link: https://www.econbiz.de/10008895446
Saved in:
1329
Semiparametric model for prediction of individual claim loss reserving
Zhao, Xiao Bing
;
Zhou, Xian
;
Wang, Jing Long
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10008895447
Saved in:
1330
Continuous-time mean–variance portfolio selection with liability and regime switching
Xie, Shuxiang
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 148
Persistent link: https://www.econbiz.de/10008277107
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