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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.
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Cossette, Hélène
23
Marceau, Etienne
23
Albrecher, Hansjörg
22
Guillén, Montserrat
22
Frostig, Esther
21
Jones, Bruce L.
21
Wang, Guojing
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De Waegenaere, Anja
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Hashorva, Enkelejd
20
Valdez, Emiliano A.
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19
Liang, Zongxia
19
Shapiro, Arnold F.
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Insurance: Mathematics and Economics
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Insurance / Mathematics & 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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591
Multivariate stress scenarios and solvency
McNeil, Alexander J.
;
Smith, Andrew D.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 299-309
Persistent link: https://www.econbiz.de/10009846321
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592
Parametric mortality improvement rate modelling and projecting
Haberman, Steven
;
Renshaw, Arthur
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 309-334
Persistent link: https://www.econbiz.de/10009846322
Saved in:
593
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
Dickson, David C.M.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 334-338
Persistent link: https://www.econbiz.de/10009846323
Saved in:
594
Ambiguity aversion, higher-order risk attitude and optimal effort
Huang, Rachel J.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 338-346
Persistent link: https://www.econbiz.de/10009846324
Saved in:
595
Modeling dependence dynamics through copulas with regime switching
Silva Filho, Osvaldo Candido da
;
Ziegelmann, Flavio Augusto
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 346-357
Persistent link: https://www.econbiz.de/10009846325
Saved in:
596
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 357-371
Persistent link: https://www.econbiz.de/10009846326
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597
Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 371-385
Persistent link: https://www.econbiz.de/10009846327
Saved in:
598
Comparison of increasing directionally convex transformations of random vectors with a common copula
Belzunce, Félix
;
Suárez-Llorens, Alfonso
;
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 385-391
Persistent link: https://www.econbiz.de/10009846328
Saved in:
599
Managing longevity and disability risks in life annuities with long term care
Levantesi, Susanna
;
Menzietti, Massimiliano
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 391-402
Persistent link: https://www.econbiz.de/10009846329
Saved in:
600
Delta–Gamma hedging of mortality and interest rate risk
Luciano, Elisa
;
Regis, Luca
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 402-413
Persistent link: https://www.econbiz.de/10009846330
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