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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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48
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46
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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
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.
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Wang, Guojing
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De Waegenaere, Anja
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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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2901
Modelling the recent time trends in UK permanent health insurance recovery, mortality and claim inception transition intensities
Renshaw, A. E.
;
Haberman, S.
- In:
Insurance: Mathematics and Economics
27
(
2000
)
3
,
pp. 365-396
Persistent link: https://www.econbiz.de/10005374638
Saved in:
2902
Implementing adaptive nonlinear models
Shapiro, Arnold F.
;
Paul Gorman, R.
- In:
Insurance: Mathematics and Economics
26
(
2000
)
2-3
,
pp. 289-307
Persistent link: https://www.econbiz.de/10005374640
Saved in:
2903
Some distributions for classical risk process that is perturbed by diffusion
Wang, Guojing
;
Wu, Rong
- In:
Insurance: Mathematics and Economics
26
(
2000
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10005374731
Saved in:
2904
Computation of distorted probabilities for diffusion processes via stochastic control methods
Young, Virginia R.
;
Zariphopoulou, Thaleia
- In:
Insurance: Mathematics and Economics
27
(
2000
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10005374735
Saved in:
2905
Credibility using semiparametric models and a loss function with a constancy penalty
Young, Virginia R.
- In:
Insurance: Mathematics and Economics
26
(
2000
)
2-3
,
pp. 151-156
Persistent link: https://www.econbiz.de/10005374930
Saved in:
2906
The discrete-time risk model with correlated classes of business
Cossette, Helene
;
Marceau, Etienne
- In:
Insurance: Mathematics and Economics
26
(
2000
)
2-3
,
pp. 133-149
Persistent link: https://www.econbiz.de/10005374948
Saved in:
2907
Homogeneous risk models with equalized claim amounts
De Vylder, F.
;
Goovaerts, M.
- In:
Insurance: Mathematics and Economics
26
(
2000
)
2-3
,
pp. 223-238
Persistent link: https://www.econbiz.de/10005374988
Saved in:
2908
A discussion of parameter and model uncertainty in insurance
Cairns, Andrew J. G.
- In:
Insurance: Mathematics and Economics
27
(
2000
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10005374996
Saved in:
2909
Ruin theory with risk proportional to the free reserve and securitization
Siegl, Thomas
;
F. Tichy, Robert
- In:
Insurance: Mathematics and Economics
26
(
2000
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10005375065
Saved in:
2910
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
Lin, X. Sheldon
;
Willmot, Gordon E.
- In:
Insurance: Mathematics and Economics
27
(
2000
)
1
,
pp. 19-44
Persistent link: https://www.econbiz.de/10005375097
Saved in:
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