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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
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.
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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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1721
Computation of optimal portfolios using simulation-based dimension reduction
Boyle, Phelim
;
Imai, Junichi
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 327-338
Persistent link: https://www.econbiz.de/10008149216
Saved in:
1722
Simulation of jump diffusions and the pricing of options
Dicesare, Joe
;
Mcleish, Don
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 316-326
Persistent link: https://www.econbiz.de/10008149217
Saved in:
1723
The design of equity-indexed annuities
Boyle, Phelim
;
Tian, Weidong
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10008149218
Saved in:
1724
Pricing currency options under two-factor Markov-modulated stochastic volatility models
Siu, Tak Kuen
;
Yang, Hailiang
;
Lau, John W.
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 295-302
Persistent link: https://www.econbiz.de/10008149219
Saved in:
1725
Dynamic asset liability management with tolerance for limited shortfalls
Detemple, Jérôme
;
Rindisbacher, Marcel
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 281-294
Persistent link: https://www.econbiz.de/10008149220
Saved in:
1726
Preface
Tan, Ken Seng
;
Willmot, Gordon
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 279-280
Persistent link: https://www.econbiz.de/10008149221
Saved in:
1727
Editorial Board
In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. IFC
Persistent link: https://www.econbiz.de/10008149222
Saved in:
1728
Optimal reinsurance under VaR and CTE risk measures
Cai, Jun
;
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 185
Persistent link: https://www.econbiz.de/10008082349
Saved in:
1729
Quadratic stochastic intensity and prospective mortality tables
Gourieroux, C.
;
Monfort, A.
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10008082350
Saved in:
1730
The effect of modelling parameters on the value of GMWB guarantees
Chen, Z.
;
Vetzal, K.
;
Forsyth, P.A.
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 165-173
Persistent link: https://www.econbiz.de/10008082351
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