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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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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
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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.
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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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Liang, Zongxia
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Insurance: Mathematics and Economics, 2009
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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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3081
Extremal generators and extremal distributions for the continuous s-convex stochastic orderings
Denuit, Michel
;
Vylder, Etienne De
;
Lefèvre, Claude
- In:
Insurance / Mathematics & economics
24
(
1999
)
3
,
pp. 201-218
Persistent link: https://www.econbiz.de/10006913345
Saved in:
3082
Optimal pension funding through dynamic simulations: the case of Taiwan public employees retirement system
Chang, Shih-Chieh
- In:
Insurance / Mathematics & economics
24
(
1999
)
3
,
pp. 187-200
Persistent link: https://www.econbiz.de/10006913346
Saved in:
3083
Stop-loss premiums under dependence
Albers, Willem
- In:
Insurance / Mathematics & economics
24
(
1999
)
3
,
pp. 173-186
Persistent link: https://www.econbiz.de/10006913347
Saved in:
3084
Explicit finite-time and infinite-time ruin probabilities in the continuous case
De Vylder, F.Etienne
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
24
(
1999
)
3
,
pp. 155-172
Persistent link: https://www.econbiz.de/10006913348
Saved in:
3085
Martingales, scale functions and stochastic life annuities: a note
Milevsky, Moshe Arye
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 149
Persistent link: https://www.econbiz.de/10006914413
Saved in:
3086
Fitting bivariate loss distributions with copulas
Klugman, Stuart A.
;
Parsa, Rahul
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 139-148
Persistent link: https://www.econbiz.de/10006914414
Saved in:
3087
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 & economics
24
(
1999
)
1-2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10006914415
Saved in:
3088
Solvency margins and equalization reserves
De Vylder, F.
;
Goovaerts, M.
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10006914416
Saved in:
3089
Decomposing catastrophic risk
Schlesinger, Harris
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 95-102
Persistent link: https://www.econbiz.de/10006914417
Saved in:
3090
The GARCH(1,1)-M model: results for the densities of the variance and the mean
De Schepper, Ann
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
24
(
1999
)
1-2
,
pp. 83-94
Persistent link: https://www.econbiz.de/10006914418
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