Search

Add filters:

Use filters to refine the search results.


Results 1-10 of 32.
Year of PublicationTitleAuthor(s)
2016Macro vs. micro methods in non-life claims reserving (an econometric perspective)
In: volume: 4, 2016, issue: 2, p. 1-18
Charpentier, Arthur; Pigeon, Mathieu
2016Multivariate frequency-severity regression models in insurance
In: volume: 4, 2016, issue: 1, p. 1-36
Frees, Edward W.; Lee, Gee; Yang, Lu
2016A note on the impact of parameter uncertainty on barrier derivatives
In: volume: 4, 2016, issue: 4, p. 1-25
Escobar, Marcos; Panz, Sven
2016Multivariate TVaR-based risk decomposition for vector-valued portfolios
In: volume: 4, 2016, issue: 4, p. 1-16
Mailhot, Mélina; Mesfioui, Mhamed
2016Inflation protected investment strategies
In: volume: 4, 2016, issue: 2, p. 1-21
Mahlstedt, Mirco; Zagst, Rudi
2016Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies
In: volume: 4, 2016, issue: 1, p. 1-14
Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2016Survey on log-normally distributed market-technical trend data
In: volume: 4, 2016, issue: 3, p. 1-18
Brenner, René; Maier-Paape, Stanislaus
2016A unified pricing of variable annuity guarantees under the optimal stochastic control framework
In: volume: 4, 2016, issue: 3, p. 1-31
Shevchenko, Pavel V.; Luo, Xiaolin
2016Participating life insurance products with alternative guarantees: Reconciling policyholders' and insurers' interests
In: volume: 4, 2016, issue: 2, p. 1-18
Reuß, Andreas; Ruß, Jochen; Wieland, Jochen
2016Ruin analysis of a discrete-time dependent Sparre Andersen model with external financial activities and randomized dividends
In: volume: 4, 2016, issue: 1, p. 1-15
Kim, Sung Soo; Drekic, Steve