ردیف |
عنوان |
نویسنده |
مجله منتشر کننده |
سال انتشار |
30 |
A binomial model for valuing equity-linked policies embedding |
Massimo Costabile, Ivar Massab´o, Emilio Russo |
Insurance: Mathematics and Economics |
2007 |
31 |
An extension of the Wang transform derived from Bühlmann’s economic |
Masaaki Kijima, Yukio Muromachi |
Insurance: Mathematics and Economics |
2007 |
32 |
A note on the Swiss Solvency Test risk measure |
Damir Filipovi, Nicolas Vogelpoth |
Insurance: Mathematics and Economics |
2007 |
33 |
Using distortions of copulas to price synthetic CDOs |
Glenis Crane, John van der Hoek |
Insurance: Mathematics and Economics |
2007 |
34 |
Valuation of life insurance surrender and exchange options |
Helge A. Nordahl |
Insurance: Mathematics and Economics 42 |
2007 |
35 |
On a simple quasi-Monte Carlo approach for classical ultimate |
Ibrahim Coulibaly, Claude Lef`evre |
Insurance: Mathematics and Economics |
2007 |
36 |
Continuous-time portfolio selection with liability: Mean–variance model |
Shuxiang Xiea, Zhongfei Lib, Shouyang Wang |
Insurance: Mathematics and Economics |
2007 |
37 |
Optimal dividend and issuance of equity policies in the presence of |
Arne Løkka, Mihail Zervos |
Insurance: Mathematics and Economics |
2007 |
38 |
The periodic risk model with investment |
Mirko K¨otter, Nicole B¨auerle |
Insurance: Mathematics and Economics |
2007 |
39 |
Optimal proportional reinsurance and investment with multiple risky assets |
Lihua Bai, Junyi Guo |
Insurance: Mathematics and Economics |
2007 |
40 |
Optimal financing and dividend control of the insurance company with |
Lin He, Zongxia Liang |
Insurance: Mathematics and Economics |
2007 |
41 |
Optimal insurance under the insurer’s risk constraint |
Chunyang Zhou, Chongfeng Wu |
Insurance: Mathematics and Economics |
2007 |
42 |
Optimal insurance under the insurer’s risk constraint |
Chunyang Zhou, Chongfeng Wu |
Insurance: Mathematics and Economics |
2008 |
43 |
Gerber–Shiu discounted penalty function in a Sparre Andersen model with |
Hu Yang, Zhimin Zhang |
Insurance: Mathematics and Economics |
2007 |
44 |
Gerber–Shiu discounted penalty function in a Sparre Andersen model with |
Hu Yang, Zhimin Zhang |
Insurance: Mathematics and Economics |
2007 |