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38
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34
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30
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29
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28
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26
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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
1
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1371
Comparing tail variabilities of risks by means of the excess wealth order
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 466-470
Persistent link: https://www.econbiz.de/10008890258
Saved in:
1372
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
Song, Yongsheng
;
Yan, Jia-An
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 459-466
Persistent link: https://www.econbiz.de/10008890259
Saved in:
1373
Quantile hedging for guaranteed minimum death benefits
Wang, Yumin
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 449-459
Persistent link: https://www.econbiz.de/10008890260
Saved in:
1374
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, Alexander
;
Lord, Roger
;
Pelsser, Antoon
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 436-449
Persistent link: https://www.econbiz.de/10008890261
Saved in:
1375
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
Brazauskas, Vytaras
;
Kleefeld, Andreas
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 424-436
Persistent link: https://www.econbiz.de/10008890262
Saved in:
1376
Dynamic mortality factor model with conditional heteroskedasticity
Gao, Quansheng
;
Hu, Chengjun
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 410-424
Persistent link: https://www.econbiz.de/10008890263
Saved in:
1377
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
Yuan, Haili
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 405-410
Persistent link: https://www.econbiz.de/10008890264
Saved in:
1378
On stochastic mortality modeling
Plat, Richard
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10008890265
Saved in:
1379
A perturbed risk model with dependence between premium rates and claim sizes
Zhou, Ming
;
Cai, Jun
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 382-393
Persistent link: https://www.econbiz.de/10008890266
Saved in:
1380
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane
;
Mazza, Christian
;
Rullière, Didier
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 374-382
Persistent link: https://www.econbiz.de/10008890267
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