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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
Shapiro, Arnold F.
19
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Insurance: Mathematics and Economics
1,995
Insurance / Mathematics & economics
1,815
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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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601
Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 413-423
Persistent link: https://www.econbiz.de/10009846331
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602
On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities
Li, Xiaohu
;
You, Yinping
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 423-430
Persistent link: https://www.econbiz.de/10009846332
Saved in:
603
Dependence modeling in non-life insurance using the Bernstein copula
Diers, Dorothea
;
Eling, Martin
;
Marek, Sebastian D.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 430-437
Persistent link: https://www.econbiz.de/10009846333
Saved in:
604
Dividends and reinsurance under a penalty for ruin
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 437-446
Persistent link: https://www.econbiz.de/10009846334
Saved in:
605
Are quantile risk measures suitable for risk-transfer decisions?
Guerra, Manuel
;
Centeno, M.L.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 446-462
Persistent link: https://www.econbiz.de/10009846335
Saved in:
606
Insurance pricing with complete information, state-dependent utility, and production costs
Ramsay, Colin M.
;
Oguledo, Victor I.
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 462-470
Persistent link: https://www.econbiz.de/10009846336
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607
Editorial Board
In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. IFC
Persistent link: https://www.econbiz.de/10009846337
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608
Portfolio selection through an extremality stochastic order
Laniado, Henry
;
Lillo, Rosa E.
;
Pellerey, Franco
;
Romo, Juan
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009972451
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609
On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures
Goovaerts, Marc
;
Linders, Daniël
;
Van Weert, Koen
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 10-19
Persistent link: https://www.econbiz.de/10009972452
Saved in:
610
The time to ruin and the number of claims until ruin for phase-type claims
Frostig, Esther
;
Pitts, Susan M.
;
Politis, Konstadinos
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 19-26
Persistent link: https://www.econbiz.de/10009972453
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