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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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49
Young, Virginia R.
49
Gerber, Hans U.
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.
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
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20
Li, Zhongfei
19
Liang, Zongxia
19
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Insurance: Mathematics and Economics
1,995
Insurance / Mathematics & economics
1,815
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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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3021
Preservation of multivariate dependence under multivariate claim models
Hu, Taizhong
;
Pan, Xiaoming
- In:
Insurance: Mathematics and Economics
25
(
1999
)
2
,
pp. 171-179
Persistent link: https://www.econbiz.de/10005375028
Saved in:
3022
Optimal pension funding through dynamic simulations: the case of Taiwan public employees retirement system
Chang, Shih-Chieh
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 187-199
Persistent link: https://www.econbiz.de/10005375053
Saved in:
3023
Non-optimality of a linear combination of proportional and non-proportional reinsurance
Hurlimann, W.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 219-227
Persistent link: https://www.econbiz.de/10005375075
Saved in:
3024
Corrigendun to "The moments of ruin time in the classical risk model with discrete claim size distribution" [
Insurance
:
Mathematics
and
Economics
23 (1998) 157-172]
Picard, Ph.
;
Lefevre, C.
- In:
Insurance: Mathematics and Economics
25
(
1999
)
1
,
pp. 105-107
Persistent link: https://www.econbiz.de/10005375125
Saved in:
3025
Stop-loss premiums under dependence
Albers, Willem
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 173-185
Persistent link: https://www.econbiz.de/10005375163
Saved in:
3026
Inequality extensions of Prabhu's formula in ruin theory
De Vylder, F. E.
;
Goovaerts, M. J.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 249-271
Persistent link: https://www.econbiz.de/10005375205
Saved in:
3027
The Esscher premium principle in risk theory: a Bayesian sensitivity study
Gomez-Deniz, E.
;
Hernandez-Bastida, A.
;
Vazquez-Polo, F. J.
- In:
Insurance: Mathematics and Economics
25
(
1999
)
3
,
pp. 387-395
Persistent link: https://www.econbiz.de/10005375230
Saved in:
3028
Solvency margins and equalization reserves
De Vylder, F.
;
Goovaerts, M.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
1-2
,
pp. 103-115
Persistent link: https://www.econbiz.de/10005375239
Saved in:
3029
Extremal generators and extremal distributions for the continuous s-convex stochastic orderings
Denuit, Michel
;
Vylder, Etienne De
;
Lefevre, Claude
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 201-217
Persistent link: https://www.econbiz.de/10005375309
Saved in:
3030
From ruin theory to pricing reset guarantees and perpetual put options
Gerber, Hans U.
;
Shiu, Elias S. W.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
1-2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10005375331
Saved in:
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