| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
| A comonotonic image of independence for additive risk measures |
0 |
1 |
3 |
15 |
0 |
2 |
11 |
49 |
| A credit scoring model for personal loans |
1 |
10 |
78 |
246 |
3 |
23 |
174 |
510 |
| A new premium calculation principle based on Orlicz norms |
1 |
4 |
12 |
35 |
2 |
5 |
17 |
60 |
| A note on the solution of practical ruin problems |
0 |
0 |
1 |
10 |
1 |
1 |
2 |
31 |
| A recursive evaluation of the finite time ruin probability based on an equation of Seal |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
39 |
| A stochastic approach to insurance cycles |
1 |
2 |
7 |
19 |
2 |
4 |
11 |
40 |
| A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate |
1 |
2 |
3 |
22 |
1 |
3 |
8 |
97 |
| A summary of new results on optimal parameter estimation under zero-excess assumptions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
| Actuarial risk measures for financial derivative pricing |
1 |
2 |
12 |
18 |
4 |
6 |
33 |
46 |
| An analytical inversion of a Laplace transform related to annuities certain |
1 |
2 |
4 |
64 |
2 |
3 |
17 |
182 |
| An easy computable upper bound for the price of an arithmetic Asian option |
0 |
1 |
6 |
59 |
1 |
2 |
9 |
123 |
| An optimization approach to the dynamic allocation of economic capital |
0 |
5 |
19 |
63 |
0 |
7 |
32 |
120 |
| Analytical best upper bounds on stop-loss premiums |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
17 |
| Application of the problem of moments to derive bounds on integrals with integral constraints |
0 |
1 |
3 |
9 |
0 |
4 |
14 |
38 |
| Approximations for life annuity contracts in a stochastic financial environment |
1 |
1 |
3 |
27 |
1 |
3 |
9 |
77 |
| Best bounds for positive distributions with fixed moments |
0 |
0 |
1 |
4 |
0 |
2 |
8 |
26 |
| Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk |
0 |
1 |
4 |
18 |
0 |
5 |
18 |
52 |
| Bounds for classical ruin probabilities |
0 |
0 |
3 |
16 |
0 |
0 |
5 |
26 |
| Bounds for present value functions with stochastic interest rates and stochastic volatility |
0 |
0 |
4 |
16 |
0 |
0 |
10 |
85 |
| Bounds for the optimal critical claim size of a bonus system |
0 |
0 |
2 |
3 |
0 |
2 |
12 |
34 |
| Bounds on compound distributions and stop-loss premiums |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
10 |
| Bounds on stop-loss premiums and ruin probabilities |
0 |
1 |
1 |
21 |
0 |
1 |
2 |
42 |
| Can a Coherent Risk Measure Be Too Subadditive? |
0 |
4 |
18 |
18 |
1 |
10 |
43 |
43 |
| Combining Panjer's recursion with convolution |
0 |
5 |
28 |
93 |
2 |
11 |
62 |
211 |
| Comonotonic Approximations for Optimal Portfolio Selection Problems |
1 |
1 |
10 |
10 |
3 |
5 |
32 |
32 |
| Confidence bounds for discounted loss reserves |
0 |
0 |
1 |
24 |
1 |
3 |
5 |
81 |
| Editorial |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
28 |
| Editorial |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
| Editorial |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| Editorial |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
5 |
| Editorial: Disability risk in the EC |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
| Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model |
1 |
3 |
10 |
82 |
2 |
5 |
29 |
194 |
| Explicit finite-time and infinite-time ruin probabilities in the continuous case |
1 |
1 |
12 |
37 |
1 |
3 |
17 |
76 |
| Extremal values of stop-loss premiums under moment constraints |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
9 |
| General bounds on ruin probabilities |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
12 |
| Homogeneous risk models with equalized claim amounts |
0 |
0 |
1 |
11 |
0 |
1 |
5 |
38 |
| IBNR reserves under stochastic interest rates |
0 |
0 |
6 |
93 |
1 |
2 |
26 |
335 |
| Inequality extensions of Prabhu's formula in ruin theory |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
32 |
| Interest randomness in annuities certain |
0 |
2 |
5 |
29 |
0 |
3 |
15 |
92 |
| Maximization of the variance of a stop-loss reinsured risk |
0 |
5 |
8 |
15 |
0 |
6 |
11 |
28 |
| New upper bounds for stop-loss premiums for the individual model |
0 |
0 |
2 |
4 |
1 |
2 |
7 |
13 |
| Numerical best bounds on stop-loss preminus |
0 |
0 |
1 |
4 |
0 |
0 |
8 |
20 |
| On a multilevel hierarchical credibility algorithm |
1 |
1 |
6 |
34 |
1 |
2 |
12 |
75 |
| On the Distribution of Cash Flows Using Esscher Transforms |
0 |
1 |
3 |
3 |
1 |
3 |
9 |
9 |
| On the dependency of risks in the individual life model |
0 |
0 |
2 |
36 |
1 |
1 |
5 |
71 |
| On the distribution of IBNR reserves |
2 |
2 |
7 |
118 |
4 |
4 |
18 |
324 |
| On the evaluation of plans |
0 |
1 |
3 |
10 |
0 |
1 |
8 |
32 |
| On the use of QUADPACK for the calculation of risk theoretical quantities |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
20 |
| Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model |
0 |
0 |
0 |
28 |
1 |
1 |
5 |
76 |
| Optimal parameter estimation under zero-excess assumptions in a classical model |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
55 |
| Optimal reinsurance in relation to ordering of risks |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
12 |
| Ordering of risks and ruin probabilities |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
11 |
| Ordering of risks: Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5 |
1 |
1 |
1 |
24 |
1 |
2 |
16 |
136 |
| Ordering of risks: a review |
0 |
1 |
6 |
19 |
2 |
5 |
18 |
45 |
| Prediction of claim numbers based on hazard rates |
0 |
0 |
3 |
11 |
0 |
0 |
6 |
47 |
| Premium rating under non-exponential utility |
0 |
2 |
4 |
8 |
0 |
2 |
6 |
14 |
| Properties of the Esscher premium calculation principle |
2 |
6 |
28 |
68 |
5 |
13 |
53 |
140 |
| Recursive calculation of finite-time ruin probabilities |
1 |
3 |
25 |
56 |
1 |
6 |
40 |
81 |
| SELF EXCITING THRESHOLD INTEREST RATES MODELS |
0 |
3 |
4 |
5 |
1 |
5 |
20 |
27 |
| Semilinear credibility with several approximating functions |
0 |
0 |
4 |
10 |
0 |
1 |
6 |
21 |
| Solvency margins and equalization reserves |
0 |
2 |
6 |
45 |
0 |
3 |
19 |
115 |
| Some asymptotic results for sums of dependent random variables, with actuarial applications |
1 |
6 |
14 |
99 |
2 |
11 |
30 |
184 |
| Some further results on annuities certain with random interest |
1 |
1 |
4 |
16 |
2 |
2 |
10 |
56 |
| Some new classes of consistent risk measures |
0 |
1 |
4 |
74 |
0 |
1 |
7 |
160 |
| Spectral decomposition of optimal asset-liability management |
4 |
4 |
20 |
20 |
9 |
32 |
104 |
104 |
| Statistical risk evaluation applied to (Belgian) car insurance |
1 |
5 |
13 |
35 |
1 |
10 |
40 |
114 |
| Stochastic processes defined from a Lagrangian |
0 |
0 |
2 |
11 |
0 |
0 |
2 |
28 |
| Supermodular ordering and stochastic annuities |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
45 |
| The GARCH(1,1)-M model: results for the densities of the variance and the mean |
0 |
3 |
7 |
17 |
2 |
6 |
19 |
65 |
| The Laplace transform of annuities certain with exponential time distribution |
0 |
2 |
5 |
48 |
0 |
5 |
22 |
160 |
| The bi-atomic uniform minimal solution of Schmitter's problem |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
37 |
| The compound Poisson approximation for a portfolio of dependent risks |
0 |
0 |
6 |
42 |
0 |
0 |
7 |
90 |
| The concept of comonotonicity in actuarial science and finance: applications |
1 |
4 |
13 |
71 |
1 |
5 |
25 |
174 |
| The concept of comonotonicity in actuarial science and finance: theory |
2 |
10 |
34 |
254 |
4 |
24 |
77 |
604 |
| The distributions of annuities |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
58 |
| The effectiveness of temporary marginal cost subsidies |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
14 |
| The hurdle-race problem |
0 |
0 |
1 |
37 |
0 |
1 |
3 |
117 |
| The practical application of credibility theory |
0 |
0 |
11 |
36 |
0 |
2 |
16 |
58 |
| The solution of Schmitter's simple problem: Numerical illustration |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
37 |
| The structure of the distribution of a couple of observable random variables in credibility theory |
0 |
0 |
1 |
1 |
0 |
0 |
8 |
17 |
| Upper and lower bounds for sums of random variables |
3 |
8 |
21 |
142 |
7 |
14 |
45 |
337 |
| Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
12 |
| Upper bounds on stop-loss premiums in case of known moments up to the fourth order |
0 |
1 |
4 |
22 |
0 |
1 |
6 |
41 |
| Total Journal Articles |
30 |
123 |
542 |
2,589 |
76 |
292 |
1,363 |
6,833 |
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