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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
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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.
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Cossette, Hélène
23
Marceau, Etienne
23
Albrecher, Hansjörg
22
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22
Frostig, Esther
21
Jones, Bruce L.
21
Wang, Guojing
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19
Liang, Zongxia
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Insurance: Mathematics and Economics
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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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3041
A process with stochastic claim frequency and a linear dividend barrier
Siegl, Thomas
;
Tichy, Robert F.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
1-2
,
pp. 51-65
Persistent link: https://www.econbiz.de/10005380654
Saved in:
3042
The safest dependence structure among risks
Dhaene, Jan
;
Denuit, Michel
- In:
Insurance: Mathematics and Economics
25
(
1999
)
1
,
pp. 11-21
Persistent link: https://www.econbiz.de/10005380670
Saved in:
3043
On the distributions of two classes of correlated aggregate claims
Ambagaspitiya, Rohana S.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 301-308
Persistent link: https://www.econbiz.de/10005380711
Saved in:
3044
A new stochastically flexible event methodology with application to Proposition 103
Brockett, Patrick L.
;
Chen, Hwei-Mei
;
Garven, James R.
- In:
Insurance: Mathematics and Economics
25
(
1999
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10005380712
Saved in:
3045
On the distribution of IBNR reserves
Goovaerts, Marc
;
Redant, Hendrik
- In:
Insurance: Mathematics and Economics
25
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10005380744
Saved in:
3046
Practical approximations for multivariate characteristics of risk processes
Usábel, M.A.
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 397
Persistent link: https://www.econbiz.de/10006910255
Saved in:
3047
The Esscher premium principle in risk theory: a Bayesian sensitivity study
Gomez-Déniz, E.
;
Hernández-Bastida, A.
; …
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 387-396
Persistent link: https://www.econbiz.de/10006910256
Saved in:
3048
Initial selection for Permanent Health Insurance
Cristina Gutiérrez-Delgado, M.
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 373-386
Persistent link: https://www.econbiz.de/10006910257
Saved in:
3049
Insolvency risk and its impact on the policyholders' investment choices: a mean-variance approach for participating life insurance business in UK
Berketi, Alexandra K.
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 349-372
Persistent link: https://www.econbiz.de/10006910258
Saved in:
3050
A synthesis of risk measures for capital adequacy
Lynn Wirch, Julia
;
Hardy, Mary R.
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 337-348
Persistent link: https://www.econbiz.de/10006910259
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