Insurance: Mathematics and Economics
Collection
Collection
- ISSN: 1873-5959
Published by Elsevier B.V.
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The tax identity in risk theory - a simple proof and an extension Article
Insurance: Mathematics and Economics, 44(2), 304-306.H. Albrecher (Hansjörg), S.C. Borst (Sem), O.J. Boxma (Onno) and J.A.C. Resing
January 2009 -
Pricing inflation products with stochastic volatility and stochastic interest rates Article
Insurance: Mathematics and Economics, 286-299.S.N. Singor (Stefan), L.A. Grzelak (Lech Aleksander), D.D.B. van Bragt and C.W. Oosterlee (Kees)
January 2013
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Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis Article
Insurance: Mathematics and Economics, 366-378.E. Vatamidou (Eleni), I.J.B.F. Adan, M. Vlasiou (Maria) and A.P. Zwart (Bert)
January 2013 -
From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions Article
Insurance: Mathematics and Economics, 13-29.A. Fontanari (Andrea), P. Cirillo (Pasquale) and C.W. Oosterlee (Kees)
January 2018 -
An optimization approach to adaptive multi-dimensional capital management Article
Insurance: Mathematics and Economics, 87-97.G.A. Delsing, M.R.H. Mandjes (Michel), P.J.C. Spreij (Peter) and E.M.M. Winands
October 2018 -
Joint and survivor annuity valuation with a bivariate reinforced urn process Article
Insurance: Mathematics and Economics, 174-189.July 2021
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On capital allocation for a risk measure derived from ruin theory Article
Insurance: Mathematics and Economics, 76-98.G.A. Delsing, M.R.H. Mandjes (Michel), P.J.C. Spreij (Peter) and E.M.M. Winands
May 2022