| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on Iterative Premium Calculation Principles |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
8 |
| A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
10 |
| A Unified Approach to Generate Risk Measures |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
16 |
| A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
29 |
| A comonotonic image of independence for additive risk measures |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
108 |
| A credit scoring model for personal loans |
0 |
2 |
13 |
722 |
2 |
7 |
41 |
1,670 |
| A new premium calculation principle based on Orlicz norms |
0 |
0 |
3 |
124 |
0 |
1 |
5 |
247 |
| A note on additive risk measures in rank-dependent utility |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
44 |
| A note on the solution of practical ruin problems |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
54 |
| A path integral approach to asset-liability management |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
31 |
| A recursive approach to mortality-linked derivative pricing |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
71 |
| A recursive evaluation of the finite time ruin probability based on an equation of Seal |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
61 |
| A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| A review of the numerical calculation of ruin probabilities by means of recursions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| A stochastic approach to catastrophic risks |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| A stochastic approach to insurance cycles |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
67 |
| A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
168 |
| A summary of new results on optimal parameter estimation under zero-excess assumptions |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
20 |
| Actuarial risk measures for financial derivative pricing |
0 |
1 |
3 |
51 |
0 |
1 |
6 |
178 |
| Actuarieel onderzoek en opleiding aan de KULeuven |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
45 |
| An Extension of an Invariance Property of the Swiss Premium Calculation Principle* |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| An analytical inversion of a Laplace transform related to annuities certain |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
245 |
| An easy computable upper bound for the price of an arithmetic Asian option |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
169 |
| An optimization approach to the dynamic allocation of economic capital |
0 |
0 |
2 |
110 |
1 |
2 |
4 |
251 |
| Analytical best upper bounds on stop-loss premiums |
0 |
0 |
0 |
17 |
1 |
2 |
2 |
53 |
| Application of the problem of moments to derive bounds on integrals with integral constraints |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
61 |
| Applications of δ-function perturbation to the pricing of derivative securities |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
25 |
| Approximations for life annuity contracts in a stochastic financial environment |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
132 |
| Bayesian Inference in Credibility Theory |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Best bounds for positive distributions with fixed moments |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
87 |
| Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
89 |
| Between Individual and Collective Model for the Total Claims |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Bounds for classical ruin probabilities |
0 |
0 |
1 |
30 |
1 |
1 |
2 |
62 |
| Bounds for present value functions with stochastic interest rates and stochastic volatility |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
115 |
| Bounds for the optimal critical claim size of a bonus system |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
66 |
| Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Bounds on Stop-Loss Premiums for Compound Distributions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Bounds on compound distributions and stop-loss premiums |
0 |
0 |
0 |
10 |
1 |
2 |
2 |
36 |
| Bounds on stop-loss premiums and ruin probabilities |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
70 |
| Can a Coherent Risk Measure Be Too Subadditive? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
185 |
| Combining Panjer's recursion with convolution |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
296 |
| Comonotonic Approximations for Optimal Portfolio Selection Problems |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
99 |
| Comonotonic approximations for the probability of lifetime ruin* |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
| Comonotonicity |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
86 |
| Confidence bounds for discounted loss reserves |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
103 |
| Convex order approximations in the case of cash flows of mixed signs |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
18 |
| Convex upper and lower bounds for present value functions |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
4 |
| Decision principles derived from risk measures |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
96 |
| Dependency of Risks and Stop-Loss Order1 |
0 |
0 |
1 |
3 |
1 |
1 |
5 |
25 |
| Economic Capital Allocation Derived from Risk Measures |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
11 |
| Editorial |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
31 |
| Editorial |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
17 |
| Editorial |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
32 |
| Editorial |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
40 |
| Editorial |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
46 |
| Editorial |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
19 |
| Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance |
0 |
0 |
2 |
54 |
0 |
0 |
3 |
110 |
| Editorial: Disability risk in the EC |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
28 |
| Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
293 |
| Evaluating Compound Generalized Poisson Distributions Recursively |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| Exact Credibility for Weighted Observations |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
12 |
| Explicit finite-time and infinite-time ruin probabilities in the continuous case |
0 |
0 |
1 |
61 |
1 |
1 |
3 |
130 |
| Extremal values of stop-loss premiums under moment constraints |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
41 |
| General bounds on ruin probabilities |
0 |
0 |
0 |
6 |
0 |
3 |
3 |
33 |
| Homogeneous risk models with equalized claim amounts |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
83 |
| How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
57 |
| IBNR reserves under stochastic interest rates |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
365 |
| Inequality extensions of Prabhu's formula in ruin theory |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
84 |
| Interest randomness in annuities certain |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
175 |
| Managing Economic and Virtual Economic Capital Within Financial Conglomerates |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
9 |
| Managing Uncertainty: Financial, Actuarial and Statistical Modeling |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
108 |
| Maximization of the variance of a stop-loss reinsured risk |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
75 |
| Maximizing Compound Poisson Stop-Loss Premiums Numerically with Given Mean and Variance |
0 |
0 |
1 |
2 |
1 |
1 |
2 |
4 |
| New upper bounds for stop-loss premiums for the individual model |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
34 |
| Numerical best bounds on stop-loss preminus |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
60 |
| ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| On Ordering and Danger of Claim Frequency Distributions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
| On Stop-Loss Premiums for the Individual Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| On a multilevel hierarchical credibility algorithm |
0 |
0 |
1 |
57 |
0 |
0 |
1 |
141 |
| On the Distribution of Cash Flows Using Esscher Transforms |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
33 |
| On the Numerical Evaluation of Stop-Loss Premiums |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
| On the Probability and Severity of Ruin |
0 |
0 |
1 |
6 |
2 |
4 |
6 |
30 |
| On the Use of Copulas for Calculating the Present Value of a General Cash Flow |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
47 |
| On the dependency of risks in the individual life model |
0 |
0 |
1 |
51 |
0 |
0 |
2 |
135 |
| On the distribution of IBNR reserves |
0 |
0 |
1 |
148 |
0 |
0 |
1 |
399 |
| On the evaluation of ‘saving-consumption’ plans |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
74 |
| On the infinite divisibility of the ratio of two gamma-distributed variables |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
51 |
| On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
73 |
| On the use of QUADPACK for the calculation of risk theoretical quantities |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
35 |
| Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
52 |
| Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
102 |
| Optimal parameter estimation under zero-excess assumptions in a classical model |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
74 |
| Optimal portfolio selection for general provisioning and terminal wealth problems |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
69 |
| Optimal reinsurance in relation to ordering of risks |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
112 |
| Ordering of risks and ruin probabilities |
1 |
2 |
2 |
11 |
1 |
2 |
2 |
39 |
| Ordering of risks: Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5 |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
251 |
| Ordering of risks: a review |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
134 |
| Prediction of claim numbers based on hazard rates |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
82 |
| Premium rating under non-exponential utility |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
34 |
| Pricing Exotic Options under Local Volatility |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
96 |
| Properties of the Esscher premium calculation principle |
0 |
1 |
4 |
148 |
0 |
1 |
5 |
363 |
| R. E. Beard, T. Pentikäinen and E. Pesonen (1984). Risk Theory (3rd edition). Chapman & Hall Ltd., London, xvii + 408 pages, £11.95 paperback/£24.50 hardbound |
0 |
0 |
3 |
23 |
0 |
0 |
7 |
61 |
| Recursive calculation of finite-time ruin probabilities |
0 |
0 |
1 |
147 |
0 |
0 |
2 |
263 |
| Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation |
1 |
3 |
5 |
25 |
1 |
3 |
6 |
132 |
| Risk measurement with equivalent utility principles |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| SELF EXCITING THRESHOLD INTEREST RATES MODELS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
11 |
| Semilinear credibility with several approximating functions |
0 |
0 |
1 |
18 |
0 |
0 |
2 |
53 |
| Solvency margins and equalization reserves |
0 |
0 |
3 |
62 |
0 |
0 |
4 |
167 |
| Some Remarks on IBNR Evaluation Techniques |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
72 |
| Some asymptotic results for sums of dependent random variables, with actuarial applications |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
250 |
| Some further results on annuities certain with random interest |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
94 |
| Some new classes of consistent risk measures |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
221 |
| Some problems in actuarial finance involving sums of dependent risks |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
4 |
| Spectral decomposition of optimal asset-liability management |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
310 |
| Stable Laws and the Present Value of Fixed Cash Flows |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Statistical risk evaluation applied to (Belgian) car insurance |
0 |
0 |
1 |
85 |
0 |
0 |
3 |
229 |
| Stochastic processes defined from a Lagrangian |
0 |
0 |
0 |
23 |
0 |
2 |
2 |
64 |
| Supermodular ordering and stochastic annuities |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
86 |
| Survival Probabilities Based on Pareto Claim Distributions: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
| The GARCH(1,1)-M model: results for the densities of the variance and the mean |
0 |
0 |
1 |
42 |
0 |
1 |
2 |
131 |
| The Laplace transform of annuities certain with exponential time distribution |
0 |
0 |
0 |
72 |
0 |
1 |
1 |
228 |
| The Schmitter Problem |
0 |
0 |
1 |
1 |
1 |
1 |
2 |
8 |
| The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| The bi-atomic uniform minimal solution of Schmitter's problem |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
85 |
| The compound Poisson approximation for a portfolio of dependent risks |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
120 |
| The concept of comonotonicity in actuarial science and finance: applications |
0 |
0 |
0 |
96 |
0 |
1 |
3 |
286 |
| The concept of comonotonicity in actuarial science and finance: theory |
0 |
1 |
1 |
349 |
2 |
3 |
6 |
874 |
| The distributions of annuities |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
99 |
| The effectiveness of temporary marginal cost subsidies |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
37 |
| The hurdle-race problem |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
192 |
| The practical application of credibility theory |
0 |
0 |
0 |
48 |
0 |
1 |
1 |
99 |
| The solution of Schmitter's simple problem: Numerical illustration |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
62 |
| The structure of the distribution of a couple of observable random variables in credibility theory |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
46 |
| Upper and lower bounds for sums of random variables |
0 |
0 |
0 |
179 |
0 |
0 |
0 |
453 |
| Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
35 |
| Upper bounds on stop-loss premiums in case of known moments up to the fourth order |
0 |
0 |
2 |
60 |
0 |
0 |
4 |
115 |
| Worst case risk measurement: Back to the future? |
0 |
0 |
0 |
12 |
2 |
2 |
2 |
73 |
| “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| “On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
| “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| “Risk and Discounted Loss Reserves,” Greg Taylor, January 2004 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Total Journal Articles |
2 |
11 |
62 |
4,810 |
34 |
76 |
212 |
14,599 |
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