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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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Young, Virginia R.
49
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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
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Insurance: Mathematics and Economics
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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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371
Tail Variance premiums for log-elliptical distributions
Landsman, Zinoviy
;
Pat, Nika
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 441-447
Persistent link: https://www.econbiz.de/10010119391
Saved in:
372
Optimal dividend problem with a nonlinear regular-singular stochastic control
Chen, Mi
;
Peng, Xiaofan
;
Guo, Junyi
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 448-456
Persistent link: https://www.econbiz.de/10010119392
Saved in:
373
Extensions of the notion of overall comonotonicity to partial comonotonicity
Zhang, Lianzeng
;
Duan, Baige
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 457-464
Persistent link: https://www.econbiz.de/10010119393
Saved in:
374
Risky targets and effort
Chuang, O-Chia
;
Eeckhoudt, Louis
;
Huang, Rachel J.
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 465-468
Persistent link: https://www.econbiz.de/10010119394
Saved in:
375
An extension of Paulsen–Gjessing’s risk model with stochastic return on investments
Yin, Chuancun
;
Wen, Yuzhen
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 469-476
Persistent link: https://www.econbiz.de/10010119395
Saved in:
376
Quantile credibility models
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 477-489
Persistent link: https://www.econbiz.de/10010119396
Saved in:
377
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
Dickson, David C.M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 490-497
Persistent link: https://www.econbiz.de/10010119397
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378
Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10010119398
Saved in:
379
Constant proportion portfolio insurance under a regime switching exponential Lévy process
Weng, Chengguo
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 508-521
Persistent link: https://www.econbiz.de/10010119399
Saved in:
380
On the (in-)dependence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 522-531
Persistent link: https://www.econbiz.de/10010119400
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