| A |
| Ai, J., Brockett, P., Golden, L. |
|
Enterprise Risk Management Through Strategic Allocation of Capital |
| Avanzi, B., Wong, B. |
|
On a mean reverting dividend strategy with Brownian motion |
| B |
| Bardoutsos, A., Konstantinides, D.G. |
|
Characterization through Hazard Rate of heavy tailed distributions and some Convolution Closure Properties |
| Bayraktar, A., Young, V.R. |
|
Proving the Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control |
| Boissaux, M., Schiltz, J. |
|
An Optimal Control Solution to the Constrained Weight Portfolio Optimisation Problem with Conditioning Information |
C |
| Chadjiconstantinidis, S., Papaioannou, A.D. |
|
The Gerber-Shiu Penalty Function for a Risk Process with Two Classes of Claims under a Multi-layer Dividend Strategy |
| Chen, Y., Chen, A., Kai W. Ng |
|
The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables |
D |
| D'amato, V., Piscopo, G., Russolillo, M. |
|
Population heterogeneity in Defined Contribution Pension Schemes |
| Debicka, J. |
|
A matrix representation of Thiele's differential equation for multistate insurance contracts |
| Debicki, K., Kosinski, K., Mandjes, M., Rolski, T. |
|
A multivariate Gaussian ruin problem |
E |
| Eisenberg, J., Schmidli, H. |
|
Minimising of Capital Injections by Reinsurance and Investments |
| Embrechts, P. |
|
Multivariate Extremes, Geometry & the Financial Crisis: Warnings, guilt and lessons hopefully learned |
F |
| Foss, S., Rolski, T., Zachary, S. |
|
Reinsurance and ruin problem: asymptotics in the case of heavy-tailed claims |
G |
| Glynn, P.W. |
|
Recent Results in Heavy-tailed and Dependent Risk Theory |
| Gomez, D., Owadally, I., Haberman, S. |
H |
|
Dynamic Asset Allocation on a Hybrid PensionScheme |
| Hatzopoulos, P., Haberman, S. |
|
A dynamic parameterization modeling for the age-period- cohort mortality |
| Hult, H., Svensson, J. |
|
Computing risk measures by importance sampling |
J |
| Joossens, E., Marchesi, M., Rezessy, A., Petracco, M. |
|
Insurance Guarantee Schemes: A credit portfolio approach to estimate potential exposures and funding needs in Europe |
K |
| Konstantinides, D.G., Kai, W. Ng, Tang, Q. |
|
The Probability of Absolute Ruin in the Renewal Model with Constant Interest Force |
| Konstantinides, D.G., Kountzakis, C.E. |
|
Risk measures in ordered normed linear spaces with non-empty cone interior |
| Kukush, A., Dhaene, J. |
|
Comonotonicity of Asset Prices in Arbitrage-Free Markets |
M |
| Minkova, L. |
|
Compound Birth Processes In Risk Models |
O |
| Owadally, I., Haberman, S., Gomez, D. |
|
A Savings Plan with Targeted Contributions |
P |
| Politis, K., Frostig, E., Pitts, S. |
|
Finite time ruin probabilities for Phase-type claims |
| Psarrakos, G., Tsatsomeros, M. |
|
Ratio monotonicity for tail probabilities in the renewal risk model |
S |
| Sachlas, A., Papaioannou, T. |
|
Entropy under partial insurance |
| Santolino, M., Boucher, J. |
|
Discrete distributions when modelling the disability severity score in motor insurance claims |
T |
| Tang, Q., Vernic, R., Hashorva, E., Pakes, A.G. |
|
The Finite-time Ruin Probability with Heavy-tails and Dependent Return Rates |
