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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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49
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49
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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.
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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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19
Liang, Zongxia
19
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Insurance: Mathematics and Economics
1,995
Insurance / Mathematics & economics
1,815
Insurance : mathematics and economics
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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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2801
Comparison of individual risk models
Lefevre, Claude
;
Utev, Sergey
- In:
Insurance: Mathematics and Economics
28
(
2001
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10005374740
Saved in:
2802
An improved finite-time ruin probability formula and its Mathematica implementation
Ignatov, Zvetan G.
;
Kaishev, Vladimir K.
;
Krachunov, …
- In:
Insurance: Mathematics and Economics
29
(
2001
)
3
,
pp. 375-386
Persistent link: https://www.econbiz.de/10005374743
Saved in:
2803
Longevity studies based on kernel hazard estimation
Felipe, Angie
;
Guillen, Montserrat
;
Nielsen, Jens Perch
- In:
Insurance: Mathematics and Economics
28
(
2001
)
2
,
pp. 191-204
Persistent link: https://www.econbiz.de/10005374761
Saved in:
2804
The combined effect of delay and feedback on the insurance pricing process: a control theory approach
Zimbidis, Alexandros
;
Haberman, Steven
- In:
Insurance: Mathematics and Economics
28
(
2001
)
2
,
pp. 263-280
Persistent link: https://www.econbiz.de/10005374775
Saved in:
2805
An option pricing approach to valuing upward only rent review properties with multiple reviews
Booth, Philip
;
Walsh, Duncan
- In:
Insurance: Mathematics and Economics
28
(
2001
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10005374777
Saved in:
2806
Minimization of risks in pension funding by means of contributions and portfolio selection
Josa-Fombellida, Ricardo
;
Rincon-Zapatero, Juan Pablo
- In:
Insurance: Mathematics and Economics
29
(
2001
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10005374830
Saved in:
2807
Probability of ruin with variable premium rate in a Markovian environment
Jasiulewicz, Helena
- In:
Insurance: Mathematics and Economics
29
(
2001
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10005374847
Saved in:
2808
Does positive dependence between individual risks increase stop-loss premiums?
Denuit, Michel
;
Dhaene, Jan
;
Ribas, Carmen
- In:
Insurance: Mathematics and Economics
28
(
2001
)
3
,
pp. 305-308
Persistent link: https://www.econbiz.de/10005374883
Saved in:
2809
Transition probability functions for martingale laws of bond prices
Carriere, J. F.
- In:
Insurance: Mathematics and Economics
28
(
2001
)
3
,
pp. 393-399
Persistent link: https://www.econbiz.de/10005374915
Saved in:
2810
The reset decision for segregated fund maturity guarantees
Armstrong, Michael J.
- In:
Insurance: Mathematics and Economics
29
(
2001
)
2
,
pp. 257-269
Persistent link: https://www.econbiz.de/10005374918
Saved in:
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