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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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Young, Virginia R.
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48
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46
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41
Goovaerts, M. J.
41
Haberman, S.
41
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40
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38
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34
De Vylder, F.
30
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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.
24
Cossette, Hélène
23
Marceau, Etienne
23
Albrecher, Hansjörg
22
Guillén, Montserrat
22
Frostig, Esther
21
Jones, Bruce L.
21
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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 & economics
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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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811
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker
;
Zähle, Henryk
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 335-345
Persistent link: https://www.econbiz.de/10009807360
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812
Asymptotic behavior of the empirical conditional value-at-risk
Gao, Fuqing
;
Wang, Shaochen
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 345-353
Persistent link: https://www.econbiz.de/10009807361
Saved in:
813
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Zhang, Wei-Guo
;
Zhang, Xili
;
Chen, Yunxia
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 353-361
Persistent link: https://www.econbiz.de/10009807362
Saved in:
814
Portfolio insurance under a risk-measure constraint
De Franco, Carmine
;
Tankov, Peter
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 361-371
Persistent link: https://www.econbiz.de/10009807363
Saved in:
815
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Landriault, David
;
Shi, Tianxiang
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 371-380
Persistent link: https://www.econbiz.de/10009807364
Saved in:
816
Worst case risk measurement: Back to the future?
Goovaerts, Marc J.
;
Kaas, Rob
;
Laeven, Roger J.A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 380-393
Persistent link: https://www.econbiz.de/10009807365
Saved in:
817
Valuing variable annuity guarantees with the multivariate Esscher transform
Ng, Andrew Cheuk-Yin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10009807366
Saved in:
818
A risk-based model for the valuation of pension insurance
Chen, An
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 401-410
Persistent link: https://www.econbiz.de/10009807367
Saved in:
819
A characterization of the multivariate excess wealth ordering
Fernández-Ponce, J.M.
;
Pellerey, F.
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 410-418
Persistent link: https://www.econbiz.de/10009807368
Saved in:
820
Behavioral optimal insurance
Sung, K.C.J.
;
Yam, S.C.P.
;
Yung, S.P.
;
Zhou, J.H.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 418-429
Persistent link: https://www.econbiz.de/10009807369
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