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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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48
Denuit, Michel
46
Dhaene, Jan
41
Goovaerts, M. J.
41
Haberman, S.
41
Yang, Hailiang
40
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38
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34
De Vylder, F.
30
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29
Tang, Qihe
29
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28
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28
Siu, Tak Kuen
28
Goovaerts, M.
26
Hu, Taizhong
26
Dhaene, J.
25
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25
Landsman, Zinoviy
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
22
Frostig, Esther
21
Jones, Bruce L.
21
Wang, Guojing
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De Waegenaere, Anja
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Valdez, Emiliano A.
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Li, Zhongfei
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Liang, Zongxia
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Insurance: Mathematics and Economics
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Insurance / Mathematics & economics
1,815
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Insurance: Mathematics and Economics, Forthcoming
3
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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1361
Estimating copula densities, using model selection techniques
Kallenberg, Wilbert C.M.
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 209-224
Persistent link: https://www.econbiz.de/10008882347
Saved in:
1362
The one-year non-life insurance risk
Ohlsson, Esbjörn
;
Lauzeningks, Jan
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 203-209
Persistent link: https://www.econbiz.de/10008882348
Saved in:
1363
On barrier strategy dividends with Parisian implementation delay for classical surplus processes
Dassios, Angelos
;
Wu, Shanle
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 195-203
Persistent link: https://www.econbiz.de/10008882349
Saved in:
1364
Approximate basket options valuation for a jump-diffusion model
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10008882350
Saved in:
1365
Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
Corradini, M.
;
Gheno, A.
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 180-188
Persistent link: https://www.econbiz.de/10008882351
Saved in:
1366
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application
D’Amico, Guglielmo
;
Guillen, Montserrat
;
Manca, Raimondo
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 173-180
Persistent link: https://www.econbiz.de/10008882352
Saved in:
1367
Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.
;
Chen, Zhiping
;
Duan, Qihong
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 163-173
Persistent link: https://www.econbiz.de/10008882353
Saved in:
1368
Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
Cao, Yusong
;
Wan, Nianqing
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10008882354
Saved in:
1369
Editorial Board
In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. IFC
Persistent link: https://www.econbiz.de/10008890256
Saved in:
1370
Analysis of the Gerber–Shiu function and dividend barrier problems for a risk process with two classes of claims
Chadjiconstantinidis, Stathis
;
Papaioannou, Apostolos D.
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 470-485
Persistent link: https://www.econbiz.de/10008890257
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