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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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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
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34
De Vylder, F.
30
Landriault, David
29
Tang, Qihe
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.
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.
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Li, Zhongfei
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Liang, Zongxia
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Insurance: Mathematics and Economics
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Insurance / Mathematics & 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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2991
Some distributions for classical risk process that is perturbed by diffusion
Wang, G.
;
Wu, R.
- In:
Insurance / Mathematics & economics
26
(
2000
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10006909621
Saved in:
2992
Hattendorff's theorem for non-smooth continuous-time Markov models II: Application
Milbrodt, H.
- In:
Insurance / Mathematics & economics
26
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10006909622
Saved in:
2993
Hattendorff's theorem for non-smooth continuous-time Markov models II: Application
Milbrodt, Hartmut
- In:
Insurance: Mathematics and Economics
26
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10005365501
Saved in:
2994
The multivariate De Pril transform
Sundt, Bjorn
- In:
Insurance: Mathematics and Economics
27
(
2000
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10005365504
Saved in:
2995
Optimal investment for insurers
Hipp, Christian
;
Plum, Michael
- In:
Insurance: Mathematics and Economics
27
(
2000
)
2
,
pp. 215-228
Persistent link: https://www.econbiz.de/10005365526
Saved in:
2996
An application of randomly truncated data models in reserving IBNR claims
Herbst, Tomas
- In:
Insurance: Mathematics and Economics
25
(
1999
)
2
,
pp. 123-131
Persistent link: https://www.econbiz.de/10005374526
Saved in:
2997
The effect of the nature of the liabilities on the solvency and maturity payouts of a UK life office fund: a stochastic evaluation
Berketi, Alexandra K.
;
Macdonald, Angus S.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
1-2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10005374528
Saved in:
2998
Analysis of a defective renewal equation arising in ruin theory
Lin, X. Sheldon
;
Willmot, Gordon E.
- In:
Insurance: Mathematics and Economics
25
(
1999
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10005374534
Saved in:
2999
Ruin probabilities with compounding assets
Dickson, David C. M.
;
Waters, Howard R.
- In:
Insurance: Mathematics and Economics
25
(
1999
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10005374537
Saved in:
3000
Explicit finite-time and infinite-time ruin probabilities in the continuous case
Vylder, F. Etienne De
;
Goovaerts, Marc J.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 155-172
Persistent link: https://www.econbiz.de/10005374540
Saved in:
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