ردیف |
عنوان |
نویسنده |
مجله منتشر کننده |
سال انتشار |
45 |
Pension funds as institutions for intertemporal risk transfer |
Roger T. Baumann, Heinz H. M¨uller |
Insurance: Mathematics and Economics |
2007 |
46 |
Assessing the cost of capital for longevity risk |
Annamaria Olivieri, Ermanno Pitacco |
Insurance: Mathematics and Economics |
2007 |
47 |
Tolerance intervals for quantiles of bivariate risks and risk measurement |
Omer L. Gebizlioglu, Banu Yagci |
Insurance: Mathematics and Economics |
2007 |
48 |
Characterizations of classes of risk measures by dispersive orders |
Miguel A. Sordo |
Insurance: Mathematics and Economics |
2007 |
49 |
Loss analysis of a life insurance company applying discrete-time |
An Chen |
Insurance: Mathematics and Economics |
2007 |
50 |
Regret aversion and annuity risk in defined contribution pension plans |
Rik G.P. Frehen |
Insurance: Mathematics and Economics |
2007 |
51 |
Static super-replicating strategies for a class of exotic options |
X. Chena |
Insurance: Mathematics and Economics |
2007 |
52 |
Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts |
David Blake, Kevin Dowdb,, Andrew J.G. Cairns |
Insurance: Mathematics and Economics |
2008 |
53 |
Static super-replicating strategies for a class of exotic options |
X. Chena, G. Deelstrab, J. Dhaenea, M. Vanmaele |
Insurance: Mathematics and Economics |
2008 |
54 |
On the dual risk model with tax payments |
Hansj¨org Albrecher, Andrei Badescuc, David Landriault |
Insurance: Mathematics and Economics |
2008 |
55 |
Pricing bivariate option under GARCH processes with time-varying copula |
J. Zhang, D. Gu´egan |
Insurance: Mathematics and Economics |
2008 |
56 |
On the ruin time distribution for a Sparre Andersen process with |
Konstantin A. Borovkov, David C.M. Dickson |
Insurance: Mathematics and Economics |
2008 |
57 |
Analytic bounds and approximations for annuities and Asian options |
Steven Vanduffel |
Insurance: Mathematics and Economics |
2008 |
58 |
Comparison results for exchangeable credit risk portfolios |
Areski Cousin |
Insurance: Mathematics and Economics |
2008 |
59 |
A locally risk-minimizing hedging strategy for unit-linked life insurance |
Nele Vandaele , Michèle Vanmaele |
Insurance: Mathematics and Economics |
2008 |