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48
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41
Goovaerts, M. J.
41
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41
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40
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38
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34
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30
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29
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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.
24
Cossette, Hélène
23
Marceau, Etienne
23
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22
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22
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21
Jones, Bruce L.
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Insurance: Mathematics and Economics
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1,815
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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
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2881
Longevity studies based on kernel hazard estimation
Felipe, Angie
;
Guillen, Montserrat
;
Nielsen, Jens Perch
- In:
Insurance / Mathematics & economics
28
(
2001
)
2
,
pp. 191-204
Persistent link: https://www.econbiz.de/10006902374
Saved in:
2882
Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
Boulier, Jean-François
;
Huang, Shaojuan
;
Taillard, Grégory
- In:
Insurance / Mathematics & economics
28
(
2001
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10006902375
Saved in:
2883
An option pricing approach to valuing upward only rent review properties with multiple reviews
Booth, Philip
;
Walsh, Duncan
- In:
Insurance / Mathematics & economics
28
(
2001
)
2
,
pp. 151-172
Persistent link: https://www.econbiz.de/10006902376
Saved in:
2884
Preface
Verrall, Richard
- In:
Insurance / Mathematics & economics
28
(
2001
)
2
,
pp. 149-150
Persistent link: https://www.econbiz.de/10006902377
Saved in:
2885
A&R SECTION
In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 91
Persistent link: https://www.econbiz.de/10006903546
Saved in:
2886
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models
Alvarez, Luis H.R.
- In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 83-90
Persistent link: https://www.econbiz.de/10006903547
Saved in:
2887
A class of non-expected utility risk measures and implications for asset allocations
van der Hoek, John
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10006903548
Saved in:
2888
Optimal reinsurance under mean-variance premium principles
Kaluszka, Marek
- In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 61-68
Persistent link: https://www.econbiz.de/10006903549
Saved in:
2889
A decomposition of the ruin probability for the risk process perturbed by diffusion
Wang, Guojing
- In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10006903550
Saved in:
2890
From actuarial to financial valuation principles
Schweizer, Martin
- In:
Insurance / Mathematics & economics
28
(
2001
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10006903551
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