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Search: isPartOf:"Insurance: Mathematics and Economics"
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Haberman, Steven
52
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49
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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
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30
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29
Tang, Qihe
29
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28
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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
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22
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21
Jones, Bruce L.
21
Wang, Guojing
21
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20
Hashorva, Enkelejd
20
Valdez, Emiliano A.
20
Li, Zhongfei
19
Liang, Zongxia
19
Shapiro, Arnold F.
19
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18
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Insurance: Mathematics and Economics
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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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831
Second order regular variation and conditional tail expectation of multiple risks
Hua, Lei
;
Joe, Harry
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 537-547
Persistent link: https://www.econbiz.de/10009807380
Saved in:
832
Equity-linked pension schemes with guarantees
Nielsen, J. Aase
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-565
Persistent link: https://www.econbiz.de/10009807381
Saved in:
833
Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation
Peters, Gareth W.
;
Shevchenko, Pavel V.
;
Young, Mark
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 565-580
Persistent link: https://www.econbiz.de/10009807382
Saved in:
834
A joint valuation of premium payment and surrender options in participating life insurance contracts
Schmeiser, H.
;
Wagner, J.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 580-597
Persistent link: https://www.econbiz.de/10009807383
Saved in:
835
Announcement and call for papers
In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. I
Persistent link: https://www.econbiz.de/10009807384
Saved in:
836
Editorial Board
In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. IFC
Persistent link: https://www.econbiz.de/10009807385
Saved in:
837
Editorial Board
In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. IFC
Persistent link: https://www.econbiz.de/10009132988
Saved in:
838
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10009132989
Saved in:
839
The influence of non-linear dependencies on the basis risk of industry loss warranties
Gatzert, Nadine
;
Kellner, Ralf
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 132-145
Persistent link: https://www.econbiz.de/10009132990
Saved in:
840
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process
Diko, Peter
;
Usábel, Miguel
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 126-132
Persistent link: https://www.econbiz.de/10009132991
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