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Search: isPartOf:"Insurance: Mathematics and Economics"
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Theorie
53
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34
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21
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20
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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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3721
Approximations for stop-loss premiums
Teugels, J. L.
;
Willmot, G.
- In:
Insurance: Mathematics and Economics
6
(
1987
)
3
,
pp. 195-202
Persistent link: https://www.econbiz.de/10005380680
Saved in:
3722
On the use of QUADPACK for the calculation of risk theoretical quantities
Kaas, R.
;
Goovaerts, M. J.
- In:
Insurance: Mathematics and Economics
6
(
1987
)
1
,
pp. 33-42
Persistent link: https://www.econbiz.de/10005380714
Saved in:
3723
A two-parameter family of pension contribution functions and stochastic optimization
O'Brien, Thomas
- In:
Insurance: Mathematics and Economics
6
(
1987
)
2
,
pp. 129-134
Persistent link: https://www.econbiz.de/10005380720
Saved in:
3724
Prediction of IBNR claim counts by modelling the distribution of report lags
Kaminsky, Kenneth S.
- In:
Insurance: Mathematics and Economics
6
(
1987
)
2
,
pp. 151-159
Persistent link: https://www.econbiz.de/10005380729
Saved in:
3725
Strategies for computation of compound distributions with two-sided severities
Jewell, W. S.
;
Milidiu, R. L.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
2
,
pp. 119-127
Persistent link: https://www.econbiz.de/10005374551
Saved in:
3726
Discussion of Ordering of risks and ruin probabilities by F. Broeckx, M. Goovaerts and F. De Vylder
Taylor, G. C.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
1
,
pp. 41-44
Persistent link: https://www.econbiz.de/10005374570
Saved in:
3727
Discussion of Best bounds for positive distributions with fixed moments by R. Kaas and M.J. Goovaerts
Taylor, G. C.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
1
,
pp. 93-95
Persistent link: https://www.econbiz.de/10005374595
Saved in:
3728
Discussion of Underwriting strategy in a competitive insurance environment by G.C. Taylor
Benjamin, B.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
1
,
pp. 79-80
Persistent link: https://www.econbiz.de/10005374650
Saved in:
3729
Discussion of methods of claim reserving in non-life insurance
Reid, D. H.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10005374658
Saved in:
3730
A note on risk premiums with random initial wealth
Doherty, Neil A.
;
Schlesinger, Harris
- In:
Insurance: Mathematics and Economics
5
(
1986
)
3
,
pp. 183-185
Persistent link: https://www.econbiz.de/10005374669
Saved in:
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