ردیف |
عنوان |
نویسنده |
مجله منتشر کننده |
سال انتشار |
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1 |
A binomial model for valuing equity-linked policies embedding |
Massimo Costabile |
Insurance: Mathematics and Economics |
2007 |
2 |
Tail bounds for the distribution of the deficit in the renewal risk model |
Georgios Psarrakos |
Insurance: Mathematics and Economics |
2008 |
3 |
Edgeworth expansion for an estimator of the adjustment coefficient |
Margarida Brito |
Insurance: Mathematics and Economics |
2008 |
4 |
On the link between credibility and frequency premium |
Catalina Bolancé |
Insurance: Mathematics and Economics |
2008 |
5 |
Pricing of catastrophe insurance options written on a loss index with |
Francesca Biagini |
Insurance: Mathematics and Economics |
2008 |
6 |
Asset proportions in optimal portfolios with dependent default risks |
Zijin Chen, Taizhong Hu |
Insurance: Mathematics and Economics |
2008 |
7 |
Optimal dividends with incomplete information in the dual model |
Hans U. Gerber 1, Nathaniel Smith |
Insurance: Mathematics and Economics |
2008 |
8 |
Bayesian modelling of financial guarantee insurance |
Anne Puustelli a, Lasse Koskinen b,c, Arto Luomaa, |
Insurance: Mathematics and Economics |
2008 |
9 |
Weighted risk capital allocations |
Edward Furmana, Ricardas Zitikis |
Insurance: Mathematics and Economics |
2008 |
10 |
Optimal dividend strategies in a Cramér–Lundberg model with capital injections |
Natalie Kulenko, Hanspeter Schmidli |
Insurance: Mathematics and Economics |
2008 |
11 |
The impact of illiquidity on the asset management of insurance companies |
Thomas R. Berry-St¨olzle |
Insurance: Mathematics and Economics |
2008 |
12 |
GARCH option pricing: A semiparametric approach |
Alexandru M. Badescua, Reg J. Kulpergerb |
Insurance: Mathematics and Economics |
2007 |
13 |
Tails of random sums of a heavy-tailed number of light-tailed terms |
Christian Y. Roberta,, Johan Segersb |
Insurance: Mathematics and Economics |
2007 |
14 |
Optimal consumption and portfolio choice for pooled annuity funds |
Michael Z. Stamos |
Insurance: Mathematics and Economics |
2007 |