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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
Willmot, Gordon E.
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
Valdez, Emiliano A.
20
Li, Zhongfei
19
Liang, Zongxia
19
Shapiro, Arnold F.
19
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18
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18
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Insurance: Mathematics and Economics
1,995
Insurance / Mathematics & economics
1,815
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75
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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3181
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions
Willmot, Gordon E.
- In:
Insurance: Mathematics and Economics
21
(
1997
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10005374789
Saved in:
3182
The adjustment function in ruin estimates under interest force
Sundt, Bjorn
;
Teugels, Jozef L.
- In:
Insurance: Mathematics and Economics
19
(
1997
)
2
,
pp. 85-94
Persistent link: https://www.econbiz.de/10005374821
Saved in:
3183
Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
Haberman, Steven
- In:
Insurance: Mathematics and Economics
19
(
1997
)
2
,
pp. 127-139
Persistent link: https://www.econbiz.de/10005374843
Saved in:
3184
Stop-loss order for portfolios of dependent risks
Muller, Alfred
- In:
Insurance: Mathematics and Economics
21
(
1997
)
3
,
pp. 219-223
Persistent link: https://www.econbiz.de/10005374868
Saved in:
3185
The variance of a truncated random variable and the riskiness of the underlying variables
Sercu, Piet
- In:
Insurance: Mathematics and Economics
20
(
1997
)
2
,
pp. 79-95
Persistent link: https://www.econbiz.de/10005374903
Saved in:
3186
Controlled diffusion models for optimal dividend pay-out
Asmussen, Soren
;
Taksar, Michael
- In:
Insurance: Mathematics and Economics
20
(
1997
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10005374944
Saved in:
3187
Application of mixture models to approximation of age-at-death distribution
Jasiulewicz, Helena
- In:
Insurance: Mathematics and Economics
19
(
1997
)
3
,
pp. 237-241
Persistent link: https://www.econbiz.de/10005375087
Saved in:
3188
Markov models and Thiele's integral equations for the prospective reserve
Milbrodt, Hartmut
;
Stracke, Andrea
- In:
Insurance: Mathematics and Economics
19
(
1997
)
3
,
pp. 187-235
Persistent link: https://www.econbiz.de/10005375136
Saved in:
3189
Liquid asset allocation using "newsvendor" models with convex shortage costs
Gerchak, Yigal
;
Wang, Shaun
- In:
Insurance: Mathematics and Economics
20
(
1997
)
1
,
pp. 17-21
Persistent link: https://www.econbiz.de/10005375219
Saved in:
3190
Optimal choice of dividend barriers for a risk process with stochastic return on investments
Paulsen, Jostein
;
Gjessing, Hakon K.
- In:
Insurance: Mathematics and Economics
20
(
1997
)
3
,
pp. 215-223
Persistent link: https://www.econbiz.de/10005375234
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