ردیف |
عنوان |
نویسنده |
مجله منتشر کننده |
سال انتشار |
15 |
Heath–Jarrow–Morton modelling of longevity bonds and the risk |
Jerome Barbarin |
Insurance: Mathematics and Economics |
2007 |
16 |
Risk-neutral valuation of participating life insurance contracts in a stochastic |
Katharina Zaglauera, Daniel Bauerb |
Insurance: Mathematics and Economics |
2007 |
17 |
Optimal investment and life insurance strategies under minimum and |
Peter Holm Nielsena, Mogens Steffensenb |
Insurance: Mathematics and Economics |
2007 |
18 |
Worst allocations of policy limits and deductibles |
Lei Hua, Ka Chun Cheung |
Insurance: Mathematics and Economics |
2008 |
19 |
On option pricing under a completely random measure via a generalized Esscher |
John W. Lau . Tak Kuen Siu |
Insurance: Mathematics and Economics |
2008 |
20 |
Threshold control of mutual insurance with limited commitment |
Jia Yan, John J. Liu , Kevin X. Li |
Insurance: Mathematics and Economics |
2008 |
21 |
A uniform asymptotic estimate for discounted aggregate claims with |
Xuemiao Hao, Qihe Tang |
Insurance: Mathematics and Economics |
2008 |
22 |
Fitting mixed-effects models when data are left truncated |
Jostein Paulsen , Astrid Lunde, Hans Julius Skaug |
Insurance: Mathematics and Economics |
2008 |
23 |
Optimal dividend strategies for a risk process under force of interestI |
Hansjörg Albrecher , Stefan Thonhauser |
Insurance: Mathematics and Economics |
2008 |
24 |
Enhanced annuities and the impact of individual underwriting on an insurer’s |
Gudrun Hoermann, Jochen Ruß |
Insurance: Mathematics and Economics |
2008 |
25 |
Tail asymptotic results for elliptical distributions |
Enkelejd Hashorva |
Insurance: Mathematics and Economics |
2008 |
26 |
The effect of modelling parameters on the value of GMWB guarantees |
Z. Chen, K. Vetzal , P.A. Forsyth |
Insurance: Mathematics and Economics |
2008 |
27 |
Quadratic stochastic intensity and prospective mortality tables |
C. Gourieroux , A. Monfort |
Insurance: Mathematics and Economics |
2008 |
28 |
Optimal reinsurance under VaR and CTE risk measures |
Jun Cai , Ken Seng Tan, Chengguo Weng, Yi Zhang |
Insurance: Mathematics and Economics |
2008 |
29 |
Stochastic orders of scalar products with applications |
Lei Hua, Ka Chun Cheung |
Insurance: Mathematics and Economics |
2007 |