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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
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
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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.
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Li, Zhongfei
19
Liang, Zongxia
19
Shapiro, Arnold F.
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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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881
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
Feng, Runhuan
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 304-314
Persistent link: https://www.econbiz.de/10008812724
Saved in:
882
Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?
Peters, Gareth W.
;
Byrnes, Aaron D.
;
Shevchenko, Pavel V.
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 287-304
Persistent link: https://www.econbiz.de/10008812725
Saved in:
883
Quantile hedging for equity-linked contracts
Klusik, Przemysław
;
Palmowski, Zbigniew
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 280-287
Persistent link: https://www.econbiz.de/10008812726
Saved in:
884
An application of comonotonicity theory in a stochastic life annuity framework
Liu, Xiaoming
;
Jang, Jisoo
;
Mee Kim, Sun
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 271-280
Persistent link: https://www.econbiz.de/10008812727
Saved in:
885
Explicit ruin formulas for models with dependence among risks
Albrecher, Hansjörg
;
Constantinescu, Corina
;
Loisel, …
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 265-271
Persistent link: https://www.econbiz.de/10008812728
Saved in:
886
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
Sendov, Hristo S.
;
Wang, Ying
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 257-265
Persistent link: https://www.econbiz.de/10008812729
Saved in:
887
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Zheng, Yanting
;
Yang, Jingping
;
Huang, Jianhua Z.
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 246-257
Persistent link: https://www.econbiz.de/10008812730
Saved in:
888
Adaptive Importance Sampling for simulating copula-based distributions
Bee, Marco
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10008812731
Saved in:
889
Bayesian multivariate Poisson models for insurance ratemaking
Bermúdez, Lluís
;
Karlis, Dimitris
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 226-237
Persistent link: https://www.econbiz.de/10008812732
Saved in:
890
On 1-convexity and nucleolus of co-insurance games
Driessen, Theo S.H.
;
Fragnelli, Vito
;
Katsev, Ilya V.
; …
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 217-226
Persistent link: https://www.econbiz.de/10008812733
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