//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: isPartOf:"Insurance: Mathematics and Economics"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
53
Theory
53
Risk
34
Risiko
31
Portfolio selection
25
Risk measure
25
Risk management
21
Portfolio-Management
20
Risikomaß
20
Risk model
20
Longevity risk
18
Risikomodell
18
Ruin probability
17
Life insurance
16
Risikomanagement
16
Risk measures
16
Stochastic process
16
Stochastischer Prozess
16
Copula
15
Mortality
15
Insurance
14
Measurement
14
Messung
14
Reinsurance
14
Comonotonicity
12
Sterblichkeit
12
Value-at-Risk
12
Dependence
11
Optimal reinsurance
11
Capital allocation
10
Hamilton–Jacobi–Bellman equation
10
IM10
10
Lebensversicherung
10
Correlation
9
HJB equation
9
Lévy process
9
Private Altersvorsorge
9
Private retirement provision
9
Regime switching
9
Value at risk
9
more ...
less ...
Online availability
All
Undetermined
2,036
Free
39
Type of publication
All
Article
3,878
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
Undetermined
3,807
English
84
Author
All
Haberman, Steven
52
Willmot, Gordon E.
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
Blake, David
18
Cairns, Andrew J.G.
18
more ...
less ...
Published in...
All
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
1
more ...
less ...
Source
All
RePEc
1,988
OLC EcoSci
1,815
ECONIS (ZBW)
86
USB Cologne (business full texts)
2
Showing
2,381
-
2,390
of
3,891
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
2381
On modeling claim frequency data in general insurance with extra zeros
Yip, Karen C.H.
;
Yau, Kelvin K.W.
- In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10006877593
Saved in:
2382
Multivariate risk model of phase type
Cai, Jun
;
Li, Haijun
- In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10006877594
Saved in:
2383
Hierarchical Bayesian collective risk model: an application to health insurance
Migon, Helio S.
;
Moura, Fernando A.S.
- In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. 119-136
Persistent link: https://www.econbiz.de/10006877595
Saved in:
2384
IFC
In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. CO2
Persistent link: https://www.econbiz.de/10006877596
Saved in:
2385
The pricing of liabilities in an incomplete market using dynamic mean-variance hedging
Thomson, Robert J.
- In:
Insurance: Mathematics and Economics
36
(
2005
)
3
,
pp. 441-455
Persistent link: https://www.econbiz.de/10005365529
Saved in:
2386
Optimal pension management in a stochastic framework
Battocchio, Paolo
;
Menoncin, Francesco
- In:
Insurance: Mathematics and Economics
34
(
2004
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10005374587
Saved in:
2387
Compound binomial risk model in a markovian environment
Cossette, Helene
;
Landriault, David
;
Marceau, Etienne
- In:
Insurance: Mathematics and Economics
35
(
2004
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10005374602
Saved in:
2388
An optimization approach to the dynamic allocation of economic capital
Laeven, Roger J. A.
;
Goovaerts, Marc J.
- In:
Insurance: Mathematics and Economics
35
(
2004
)
2
,
pp. 299-319
Persistent link: https://www.econbiz.de/10005374626
Saved in:
2389
Dynamic capital allocation with distortion risk measures
Tsanakas, Andreas
- In:
Insurance: Mathematics and Economics
35
(
2004
)
2
,
pp. 223-243
Persistent link: https://www.econbiz.de/10005374632
Saved in:
2390
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
Cossette, Helene
;
Landriault, David
;
Marceau, Etienne
- In:
Insurance: Mathematics and Economics
34
(
2004
)
3
,
pp. 449-466
Persistent link: https://www.econbiz.de/10005374636
Saved in:
First
Prev
234
235
236
237
238
239
240
241
242
243
244
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->