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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
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
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'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
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
Foss, S., Rolski, T., Zachary, S.
Reinsurance and ruin problem: asymptotics in the case of heavy-tailed claims
Glynn, P.W.
Recent Results in Heavy-tailed and Dependent Risk Theory
Gomez, D., Owadally, I., Haberman, S.
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
Joossens, E., Marchesi, M., Rezessy, A., Petracco, M.
Insurance Guarantee Schemes: A credit portfolio approach to estimate potential exposures and funding needs in Europe
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
Minkova, L.
Compound Birth Processes In Risk Models
Owadally, I., Haberman, S., Gomez, D.
A Savings Plan with Targeted Contributions
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
Sachlas, A., Papaioannou, T.
Entropy under partial insurance
Santolino, M., Boucher, J.
Discrete distributions when modelling the disability severity score in motor insurance claims
Tang, Q., Vernic, R., Hashorva, E., Pakes, A.G.
The Finite-time Ruin Probability with Heavy-tails and Dependent Return Rates

6th Conference in Actuarial Science & Finance on Samos
June 3 - 6, 2010