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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	The unstable behavior of stock exchange显示文摘	Zeeman E C	1974	Journal of Mathematical Economics1974，1，：	1
11	Incentive compatibility constraints and dynamic programming in continuous time显示文摘	Emilio Barucci Fausto Gozz Andrzej Swiech	2000	Journal of Mathematical Economics2000，34，4：	1
12	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
13	Optimal choice of dividend barriers for a risk process with stochastic return of investment 显示文摘	Paulsen J Gjessing H	1997	Insurance: Mathematics and Economics1997，20，：	1
14	Ruin probabilities in the compound binomial model显示文摘	Willmot G E	1993	Mathematics and Economics1993，12，：	1
15	Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion 显示文摘	Wan N	2007	In- surance: Mathematics and Economics2007，40，：	1
16	Maxmin expected utility theory with non-unique prior显示文摘	Gilboa I Schmeidler D	1989	Journal of Mathematical Economics1989，18，2：	1
17	Ruin theory with compounding assets: a survey显示文摘	Paulsen J	1998	Insurance Mathematics and Economics1998，22，：	1
18	The discrete time risk model with correlted classes of business显示文摘	Cossette H Marceau E	2000	Insurance: Mathematics and Economics2000，26，：	1
19	Random economies with many interacting agents显示文摘	Follmer H	1974	Journal of Mathematical Economics1974，1，：	1
20	An intoduction to general equilibrium with incomplete asset markets显示文摘	Geanakoplos J	1990	Journal of Mathematical Economics1990，19，：	1

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