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Search: isPartOf:"Insurance: Mathematics and Economics"
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21
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Haberman, Steven
52
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49
Young, Virginia R.
49
Gerber, Hans U.
48
Denuit, Michel
46
Dhaene, Jan
41
Goovaerts, M. J.
41
Haberman, S.
41
Yang, Hailiang
40
Cheung, Ka Chun
38
Kaas, R.
34
De Vylder, F.
30
Landriault, David
29
Tang, Qihe
29
Goovaerts, Marc J.
28
Kaas, Rob
28
Siu, Tak Kuen
28
Goovaerts, M.
26
Hu, Taizhong
26
Dhaene, J.
25
Goovaerts, Marc
25
Landsman, Zinoviy
25
Sherris, Michael
25
Cai, Jun
24
Laeven, Roger J.A.
24
Cossette, Hélène
23
Marceau, Etienne
23
Albrecher, Hansjörg
22
Guillén, Montserrat
22
Frostig, Esther
21
Jones, Bruce L.
21
Wang, Guojing
21
De Waegenaere, Anja
20
Hashorva, Enkelejd
20
Valdez, Emiliano A.
20
Li, Zhongfei
19
Liang, Zongxia
19
Shapiro, Arnold F.
19
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18
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Insurance: Mathematics and Economics
1,995
Insurance / Mathematics & economics
1,815
Insurance : mathematics and economics
75
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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1651
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
Xie, Shuxiang
;
Li, Zhongfei
;
Wang, Shouyang
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 943-953
Persistent link: https://www.econbiz.de/10008057659
Saved in:
1652
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
Coulibaly, Ibrahim
;
Lefèvre, Claude
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 935-942
Persistent link: https://www.econbiz.de/10008057660
Saved in:
1653
Valuation of the interest rate guarantee embedded in defined contribution pension plans
Yang, Sharon S.
;
Yueh, Meng-Lan
;
Tang, Chun-Hua
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 920-934
Persistent link: https://www.econbiz.de/10008057661
Saved in:
1654
Valuation of life insurance surrender and exchange options
Nordahl, Helge A.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 909-919
Persistent link: https://www.econbiz.de/10008057662
Saved in:
1655
Using distortions of copulas to price synthetic CDOs
Crane, Glenis
;
van der Hoek, John
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 903-908
Persistent link: https://www.econbiz.de/10008057663
Saved in:
1656
A note on the Swiss Solvency Test risk measure
Filipović, Damir
;
Vogelpoth, Nicolas
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 897-902
Persistent link: https://www.econbiz.de/10008057664
Saved in:
1657
An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 887-896
Persistent link: https://www.econbiz.de/10008057665
Saved in:
1658
A binomial model for valuing equity-linked policies embedding surrender options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 873-886
Persistent link: https://www.econbiz.de/10008057666
Saved in:
1659
Stochastic orders of scalar products with applications
Hua, Lei
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 865-872
Persistent link: https://www.econbiz.de/10008057667
Saved in:
1660
Editorial Board
In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. IFC
Persistent link: https://www.econbiz.de/10008057668
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