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446篇 您的检索式：期刊名="Insurance Mathematics Economics"

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	题名	作者	年代	出处	被引量
1	Pair-copula constructions of multiple dependence显示文摘	Kjersti Aas Claudia Czado Arnoldo Frigessi Henrik Bakken	2007	Insurance Mathematics and Economics2007，，2：	4
2	Goodness-of-fit tests for copulas: A review and a power study显示文摘	Christian Genest Bruno Rémillard David Beaudoin	2007	Insurance Mathematics and Economics2007，，2：	2
3	The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function显示文摘	X. Sheldon Lin Gordon E. Willmot Steve Drekic	2003	Insurance Mathematics and Economics2003，，3：	2
4	Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest显示文摘	Jun Cai David C.M. Dickson	2002	Insurance Mathematics and Economics2002，，1：	2
5	An actuarial approach to option pricing under the physical measure and without market assumptions显示文摘	Mogens Bladt Tina Hviid Rydberg	1998	Insurance Mathematics and Economics1998，，1：	2
6	Optimal investment for insurer with jump-diffusion risk process显示文摘	Hailiang Yang Lihong Zhang	2005	Insurance Mathematics and Economics2005，，3：	2
7	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint显示文摘	Lihua Bai Junyi Guo	2007	Insurance Mathematics and Economics2007，，3：	2
8	The moments of the time of ruin, the surplus before ruin, and the deficit at ruin显示文摘	X.Sheldon Lin Gordon E. Willmot	2000	Insurance Mathematics and Economics2000，，1：	2
9	High volatility, thick tails and extreme value theory in value-at-risk estimation显示文摘	Ramazan Gen?ay Faruk Sel?uk Abdurrahman Ulugülya?ci	2003	Insurance Mathematics and Economics2003，，2：	2
10	On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times显示文摘	Albrecher H Claramunt M M Marmol M	2005	Insurance : Mathematics and Economics2005，37，：	1
11	Ruin theory with compounding assets: a survey显示文摘	Paulsen J	1998	Insurance Mathematics and Economics1998，22，：	1
12	The classical risk model with a constant dividend Barrier: analysis of the Gerber-Shiu penalty function显示文摘	Sheldon L X Gordon E W Steve D	2003	Insurance : Mathematics and Economics2003，33，3：	1
13	An optimization approach to the dynamic allocation of economic capital 显示文摘	Laeven R Goovaerts Mare	2004	Insurance : Mathematics and Economics2004，35，2：	1
14	Extra randomness in certain annuities models 显示文摘	BEEKMAN J A FUELING C F	1991	Insurance : Mathematics & Economics1991，10，1：	1
15	Optimal investment strategies in the presence of a minimum guarantee显示文摘	Deelstra G Grasselli M Koehl P F	2003	Insurance :Mathematics and Economics2003，33，：	1
16	Ruin probabilities in the discrete time renewal risk model显示文摘	Cossette H Landriault D Marceau E	2006	Insurance Mathematics and Economics2006，38，2：	1
17	Dependent risks and excess of loss reinsurance 显示文摘	Centeno M L	2005	Insurance : Mathematics and Economics2005，37，2：	1
18	The concept of comonotonicity in actuarial science and finance: Theory显示文摘	Dhaene J Denuit M Goovaerts M J	2002	Insurance : Mathematics and Economics2002，31，1：	1
19	On a dual model with a dividend threshold 显示文摘	Andrew C Y N	2009	Insurance : Mathematics and Economics2009，44，2：	1
20	An actuarial approach to option pricing under the physical measure and without market assumption 显示文摘	Bladt M Rydberg T H	1998	Insurance : Mathematics and Economics1998，22，1：	1

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