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Risk
348
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Cheung, Eric C. K.
8
Mao, Tiantian
8
Furman, Edward
7
Tang, Qihe
7
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6
Hu, Taizhong
6
Laeven, Roger J. A.
6
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5
Cheung, Ka Chun
5
Cossette, Hélène
5
Guillén, Montserrat
5
Li, Jinzhu
5
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5
Marceau, Etienne
5
Wang, Ruodu
5
Asimit, Alexandru V.
4
De Waegenaere, Anja
4
Denuit, Michel
4
Ghossoub, Mario
4
Li, Jingyuan
4
Rüschendorf, Ludger
4
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4
Sordo, Miguel A.
4
Svindland, Gregor
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
Hashorva, Enkelejd
3
Heras, Antonio
3
Ignatieva, Ekaterina
3
Jiang, Wenjun
3
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3
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3
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Insurance / Mathematics & economics
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1,557
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1,335
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701
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235
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233
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228
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224
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221
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215
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ECONIS (ZBW)
349
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349
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1
Population waves and fertility fluctuations : social security implications
Boyle, Phelim P.
;
Freedman, Ruth
- In:
Insurance / Mathematics & economics
4
(
1985
)
1
,
pp. 65-74
Persistent link: https://www.econbiz.de/10002017377
Saved in:
2
Risk
measures, distortion parameters, and their empirical estimation
Jones, Bruce L.
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
41
(
2007
)
2
,
pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
Saved in:
3
A generalized penalty function with the maximum surplus prior to ruin in a MAP
risk
model
Cheung, Eric C. K.
;
Landriault, David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
Saved in:
4
Special issue: Longevity
risk
and capital markets
Nijman, Theodore E.
(
contributor
)
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 139-270
Persistent link: https://www.econbiz.de/10003953319
Saved in:
5
Longevity bond premiums : the extreme value approach and
risk
cubic pricing
Chen, Hua
;
Cummins, John David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
Saved in:
6
A Bayesian approach to pricing longevity
risk
based on
risk
-neutral predictive distributions
Kogure, Atsuyuki
;
Kurachi, Yoshiyuki
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
Saved in:
7
Extending dynamic convex
risk
measures from discrete time to continuous time : a convergence approach
Stadje, Mitja
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 391-404
Persistent link: https://www.econbiz.de/10008747001
Saved in:
8
Correlated intensity, counter party risks, and dependent mortalities
Ma, Jin
;
Yun, Youngyun
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10008747023
Saved in:
9
Decision principles derived from
risk
measures
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
Saved in:
10
Risk
measures in ordered normed linear spaces with non-empty cone-interior
Konstantinides, Dimitrios G.
;
Kountzakis, Christos E.
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10008839752
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