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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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48
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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
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28
Kaas, Rob
28
Siu, Tak Kuen
28
Goovaerts, M.
26
Hu, Taizhong
26
Dhaene, J.
25
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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
21
De Waegenaere, Anja
20
Hashorva, Enkelejd
20
Valdez, Emiliano A.
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Li, Zhongfei
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Liang, Zongxia
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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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691
Heterogeneity of Australian population mortality and implications for a viable life annuity market
Su, Shu
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10010011614
Saved in:
692
Second-order properties of the Haezendonck–Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-344
Persistent link: https://www.econbiz.de/10010011615
Saved in:
693
The optimal mean–variance investment strategy under value-at-risk constraints
Ye, Jun
;
Li, Tiantian
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 344-352
Persistent link: https://www.econbiz.de/10010011616
Saved in:
694
Maximizing the utility of consumption with commutable life annuities
Wang, Ting
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 352-370
Persistent link: https://www.econbiz.de/10010011617
Saved in:
695
An adaptive premium policy with a Bayesian motivation in the classical risk model
Landriault, David
;
Lemieux, Christiane
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 370-379
Persistent link: https://www.econbiz.de/10010011618
Saved in:
696
A note on weighted premium calculation principles
Kaluszka, M.
;
Laeven, R.J.A.
;
Okolewski, A.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 379-382
Persistent link: https://www.econbiz.de/10010011619
Saved in:
697
Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
Griffin, Philip S.
;
Maller, Ross A.
;
Schaik, Kees van
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 382-393
Persistent link: https://www.econbiz.de/10010011620
Saved in:
698
Analysis of the discounted sum of ascending ladder heights
Cossette, Hélène
;
Landriault, David
;
Marceau, Etienne
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 393-402
Persistent link: https://www.econbiz.de/10010011621
Saved in:
699
A multivariate aggregate loss model
Ren, Jiandong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 402-409
Persistent link: https://www.econbiz.de/10010011622
Saved in:
700
Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 409-422
Persistent link: https://www.econbiz.de/10010011623
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