Estimating value at risk of portfolio by conditional copula-GARCH method • Review article
Insurance: Mathematics and Economics, Volume 45, Issue 3, December 2009, Pages 315-324 | Huang, J.J.; Lee, K.J.; Liang, H.; Lin, W.F.
Goodness-of-fit tests for copulas: A review and a power study
Insurance: Mathematics and Economics, Volume 44, Issue 2, April 2009, Pages 199-213 | Genest, C.; Remillard, B.; Beaudoin, D.
The conversion option in life insurance
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 437-442 | Su, K.C.
Optimal insurance in the presence of insurers loss limit
Insurance: Mathematics and Economics, Volume 46, Issue 2, April 2010, Pages 300-307 | Zhou, C.; Wu, W.; Wu, C.
The optimal reinsurance strategy the individual claim case
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 450-460 | Centeno, M.L.; Guerra, M.
Optimal asset allocation for a general portfolio of life insurance policies
Insurance: Mathematics and Economics, Volume 46, Issue 2, April 2010, Pages 271-280 | Huang, H.C.; Lee, Y.T.
Dependence structure of risk factors and diversification effects
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 531-540 | Zhou, C.
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
Insurance: Mathematics and Economics, Volume 26, Issue 1, February 2000, Pages 37-57 | Grosen, A.; Lochte Jorgensen, P.
Applying copula models to individual claim loss reserving methods
Insurance: Mathematics and Economics, Volume 46, Issue 2, April 2010, Pages 290-299 | Zhao, X.; Zhou, X.
A benchmarking approach to optimal asset allocation for insurers and pension funds
Insurance: Mathematics and Economics, Volume 46, Issue 2, April 2010, Pages 317-327 | Lim, A.E.B.; Wong, B.
The development of a simple and intuitive rating system under Solvency II
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 500-510 | Van Laere, E.; Baesens, B.
On the Tail MeanVariance optimal portfolio selection
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 547-553 | Landsman, Z.
An insurance risk model with stochastic volatility
Insurance: Mathematics and Economics, Volume 46, Issue 1, February 2010, Pages 52-66 | Chi, Y.; Jaimungal, S.; Lin, X.S.
Optimal joint survival reinsurance: An efficient frontier approach
Insurance: Mathematics and Economics, Volume 47, Issue 1, August 2010, Pages 27-35 | Dimitrova, D.S.; Kaishev, V.K.
Securitization, structuring and pricing of longevity risk
Insurance: Mathematics and Economics, Volume 46, Issue 1, February 2010, Pages 173-185 | Wills, S.; Sherris, M.
A linear algebraic method for pricing temporary life annuities and insurance policies
Insurance: Mathematics and Economics, Volume 47, Issue 1, August 2010, Pages 98-104 | Date, P.; Mamon, R.; Jalen, L.; Wang, I.C.
The merging of neural networks, fuzzy logic, and genetic algorithms
Insurance: Mathematics and Economics, Volume 31, Issue 1, August 2002, Pages 115-131 | Shapiro, A.F.
Optimal consumption, investment and insurance with insurable risk for an investor in a Levy market
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 479-484 | Perera, R.S.
Mortality risk modeling: Applications to insurance securitization
Insurance: Mathematics and Economics, Volume 46, Issue 1, February 2010, Pages 242-253 | Cox, S.H.; Lin, Y.; Pedersen, H.
Optimal portfolio selection for general provisioning and terminal wealth problems
Insurance: Mathematics and Economics, Volume 47, Issue 1, August 2010, Pages 90-97 | Van Weert, K.; Dhaene, J.; Goovaerts, M.
On a multivariate Pareto distribution
Insurance: Mathematics and Economics, Volume 46, Issue 2, April 2010, Pages 308-316 | Asimit, A.V.; Furman, E.; Vernic, R.
Markov-modulated jumpdiffusions for currency option pricing
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 461-469 | Bo, L.; Wang, Y.; Yang, X.
Risk concentration and diversification: Second-order properties
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 541-546 | Degen, M.; Lambrigger, D.D.; Segers, J.
Optimal investment for insurer with jump-diffusion risk process
Insurance: Mathematics and Economics, Volume 37, Issue 3, December 2005, Pages 615-634 | Yang, H.; Zhang, L.
The concept of comonotonicity in actuarial science and finance: theory • Review article
Insurance: Mathematics and Economics, Volume 31, Issue 1, August 2002, Pages 3-33 | Dhaene, J.; Denuit, M.; Goovaerts, M.J.; Kaas, R.; Vyncke, D.
Güncelleme:03.09.2010 15:24:06
