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41
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38
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34
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30
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26
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22
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Insurance: Mathematics and Economics, 2009
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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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2471
A ruin model with dependence between claim sizes and claim intervals
Albrecher, Hansjörg
;
Boxma, Onno J.
- In:
Insurance / Mathematics & economics
35
(
2004
)
2
,
pp. 245-254
Persistent link: https://www.econbiz.de/10006879178
Saved in:
2472
Dynamic capital allocation with distortion risk measures
Tsanakas, Andreas
- In:
Insurance / Mathematics & economics
35
(
2004
)
2
,
pp. 223-244
Persistent link: https://www.econbiz.de/10006879179
Saved in:
2473
A link between wave governed random motions and ruin processes
Mazza, Christian
;
Rullière, Didier
- In:
Insurance / Mathematics & economics
35
(
2004
)
2
,
pp. 205-222
Persistent link: https://www.econbiz.de/10006879180
Saved in:
2474
Another look at the Picard-Lef#x000E;vre formula for finite-time ruin probabilities
Rullière, Didier
;
Loisel, Stéphane
- In:
Insurance / Mathematics & economics
35
(
2004
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10006879181
Saved in:
2475
Preface
Quittard-Pinon, François
;
Serant, Daniel
- In:
Insurance / Mathematics & economics
35
(
2004
)
2
,
pp. 185-186
Persistent link: https://www.econbiz.de/10006879182
Saved in:
2476
IFC
In:
Insurance / Mathematics & economics
35
(
2004
)
2
,
pp. CO2
Persistent link: https://www.econbiz.de/10006879183
Saved in:
2477
CRC pages A;R
In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 157
Persistent link: https://www.econbiz.de/10006880461
Saved in:
2478
Insurance contracts portfolios with heterogenous insured ages
Dahan, Merav
;
Frostig, Esther
;
Langberg, Naftali A.
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 137-156
Persistent link: https://www.econbiz.de/10006880462
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2479
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Dahl, Mikkel
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 113-136
Persistent link: https://www.econbiz.de/10006880463
Saved in:
2480
Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform
Jang, Ji-Wook
;
Krvavych, Yuriy
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 97-112
Persistent link: https://www.econbiz.de/10006880464
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