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Haberman, Steven
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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
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28
Kaas, Rob
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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Hashorva, Enkelejd
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Valdez, Emiliano A.
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Li, Zhongfei
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Liang, Zongxia
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Shapiro, Arnold F.
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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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1671
Bruno de Finetti and the case of the critical line’s last segment
Barone, Luca
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 359-377
Persistent link: https://www.econbiz.de/10007905818
Saved in:
1672
The role of longevity bonds in optimal portfolios
Menoncin, Francesco
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 343-358
Persistent link: https://www.econbiz.de/10007905819
Saved in:
1673
Evaluation of insurance products with guarantee in incomplete markets
Consiglio, Andrea
;
De Giovanni, Domenico
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 332-342
Persistent link: https://www.econbiz.de/10007905820
Saved in:
1674
Premium rates based on genetic studies: How reliable are they?
Lu, Li
;
Macdonald, Angus
;
Wekwete, Chessman
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 319-331
Persistent link: https://www.econbiz.de/10007905821
Saved in:
1675
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 311-318
Persistent link: https://www.econbiz.de/10007905822
Saved in:
1676
Insuring a risky investment project
Loubergé, Henri
;
Watt, Richard
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 301-310
Persistent link: https://www.econbiz.de/10007905823
Saved in:
1677
Robust regression credibility: The influence function approach
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 288-300
Persistent link: https://www.econbiz.de/10007905824
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1678
Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations
Jumarie, Guy
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 271-287
Persistent link: https://www.econbiz.de/10007905825
Saved in:
1679
Quantifying the error of convex order bounds for truncated first moments
Brückner, Karsten
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 261-270
Persistent link: https://www.econbiz.de/10007905826
Saved in:
1680
An optimal insurance strategy for an individual under an intertemporal equilibrium
Zhou, Chunyang
;
Wu, Chongfeng
;
Zhang, Shengping
;
Huang, …
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 255-260
Persistent link: https://www.econbiz.de/10007905827
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