Most cited documents in this series:

Year	Title	Cited
2002	The concept of comonotonicity in actuarial science and finance: theory RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33 [Citation Analysis]	107
2002	The concept of comonotonicity in actuarial science and finance: applications RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161 [Citation Analysis]	87
1997	Axiomatic characterization of insurance prices RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183 [Citation Analysis]	69
2000	Upper and lower bounds for sums of random variables RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168 [Citation Analysis]	53
2000	Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57 [Citation Analysis]	49
2002	A Poisson log-bilinear regression approach to the construction of projected lifetables RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393 [Citation Analysis]	42
2004	Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136 [Citation Analysis]	41
1985	On convex principles of premium calculation RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189 [Citation Analysis]	36
1991	Risk theory for the compound Poisson process that is perturbed by diffusion RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59 [Citation Analysis]	35
1997	The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137 [Citation Analysis]	34
2003	Pensionmetrics 2: stochastic pension plan design during the distribution phase RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47 [Citation Analysis]	34
1997	Stop-loss order for portfolios of dependent risks RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223 [Citation Analysis]	31
1999	Analysis of a defective renewal equation arising in ruin theory RePEc:eee:insuma:v:25:y:1999:i:1:p:63-84 [Citation Analysis]	30
2005	Affine processes for dynamic mortality and actuarial valuations RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468 [Citation Analysis]	28
1995	Ruin estimates under interest force RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22 [Citation Analysis]	28
2009	Goodness-of-fit tests for copulas: A review and a power study RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213 [Citation Analysis]	27
1997	On the dependency of risks in the individual life model RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253 [Citation Analysis]	27
1999	Fitting bivariate loss distributions with copulas RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148 [Citation Analysis]	25
1998	Comonotonicity, correlation order and premium principles RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242 [Citation Analysis]	25
1998	On the discounted penalty at ruin in a jump-diffusion and the perpetual put option RePEc:eee:insuma:v:22:y:1998:i:3:p:263-276 [Citation Analysis]	25
1997	Reserving for maturity guarantees: Two approaches RePEc:eee:insuma:v:21:y:1997:i:2:p:113-127 [Citation Analysis]	24
2000	Optimal investment for insurers RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228 [Citation Analysis]	24
2001	Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215 [Citation Analysis]	24
2004	Some new classes of consistent risk measures RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516 [Citation Analysis]	23
2000	The moments of the time of ruin, the surplus before ruin, and the deficit at ruin RePEc:eee:insuma:v:27:y:2000:i:1:p:19-44 [Citation Analysis]	22
1995	Equity-linked life insurance: A model with stochastic interest rates RePEc:eee:insuma:v:16:y:1995:i:3:p:225-253 [Citation Analysis]	22
2006	Affine stochastic mortality RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97 [Citation Analysis]	22
2001	Mortality derivatives and the option to annuitise RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318 [Citation Analysis]	22
1997	Controlled diffusion models for optimal dividend pay-out RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15 [Citation Analysis]	22
2005	Bivariate option pricing using dynamic copula models RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114 [Citation Analysis]	21
1999	The safest dependence structure among risks RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21 [Citation Analysis]	21
2001	On the time to ruin for Erlang(2) risk processes RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344 [Citation Analysis]	21
2001	Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189 [Citation Analysis]	21
1988	The surpluses immediately before and at ruin, and the amount of the claim causing ruin RePEc:eee:insuma:v:7:y:1988:i:3:p:193-199 [Citation Analysis]	21
1996	Actuarial bridges to dynamic hedging and option pricing RePEc:eee:insuma:v:18:y:1996:i:3:p:183-218 [Citation Analysis]	21
2004	On ruin for the Erlang(n) risk process RePEc:eee:insuma:v:34:y:2004:i:3:p:391-408 [Citation Analysis]	20
2002	Optimal investment strategies and risk measures in defined contribution pension schemes RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69 [Citation Analysis]	20
2004	Survival models in a dynamic context: a survey RePEc:eee:insuma:v:35:y:2004:i:2:p:279-298 [Citation Analysis]	20
2001	Uncertainty in mortality projections: an actuarial perspective RePEc:eee:insuma:v:29:y:2001:i:2:p:231-245 [Citation Analysis]	20
2003	Optimal investment strategies in the presence of a minimum guarantee RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207 [Citation Analysis]	19
2004	A comonotonic image of independence for additive risk measures RePEc:eee:insuma:v:35:y:2004:i:3:p:581-594 [Citation Analysis]	19
2008	Actuarial risk measures for financial derivative pricing RePEc:eee:insuma:v:42:y:2008:i:2:p:540-547 [Citation Analysis]	19
2002	Optimal portfolio and background risk: an exact and an approximated solution RePEc:eee:insuma:v:31:y:2002:i:2:p:249-265 [Citation Analysis]	18
1999	Stochastic bounds on sums of dependent risks RePEc:eee:insuma:v:25:y:1999:i:1:p:85-104 [Citation Analysis]	18
2003	On the forecasting of mortality reduction factors RePEc:eee:insuma:v:32:y:2003:i:3:p:379-401 [Citation Analysis]	18
1999	A synthesis of risk measures for capital adequacy RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347 [Citation Analysis]	18
1994	Dynamic approaches to pension funding RePEc:eee:insuma:v:15:y:1994:i:2-3:p:151-162 [Citation Analysis]	17
1993	Pricing equity-linked life insurance with endogenous minimum guarantees RePEc:eee:insuma:v:12:y:1993:i:3:p:245-257 [Citation Analysis]	17
1992	A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time RePEc:eee:insuma:v:11:y:1992:i:4:p:249-257 [Citation Analysis]	16
2009	Pair-copula constructions of multiple dependence RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198 [Citation Analysis]	16

Citing documents used to compute impact factor 77:

Year	Title	See
2011	Stochastic orders in time transformed exponential models with applications RePEc:eee:insuma:v:49:y:2011:i:1:p:47-52	[Citation Analysis]
2011	A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium RePEc:eee:insuma:v:48:y:2011:i:3:p:384-397	[Citation Analysis]
2011	Stochastic comparisons of distorted variability measures RePEc:eee:insuma:v:49:y:2011:i:1:p:11-17	[Citation Analysis]
2011	Optimal non-proportional reinsurance control and stochastic differential games RePEc:eee:insuma:v:48:y:2011:i:1:p:64-71	[Citation Analysis]
2011	Longevity risk and capital markets: The 2009-2010 update RePEc:pra:mprapa:28868	[Citation Analysis]
2011	Reactive investment strategies RePEc:eee:insuma:v:49:y:2011:i:1:p:89-99	[Citation Analysis]
2011	Longevity hedge effectiveness: a decomposition RePEc:pra:mprapa:34236	[Citation Analysis]
2011	Longevity risks and capital markets: The 2010-2011 update RePEc:pra:mprapa:34279	[Citation Analysis]
2011	The cost of counterparty risk and collateralization in longevity swaps RePEc:pra:mprapa:35740	[Citation Analysis]
2011	Delta and Gamma hedging of mortality and interest rate risk RePEc:icr:wpmath:01-2011	[Citation Analysis]
2011	Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives RePEc:eee:insuma:v:49:y:2011:i:1:p:100-114	[Citation Analysis]
2011	Systematic risk under extremely adverse market condition RePEc:dnb:dnbwpp:281	[Citation Analysis]
2011	Extreme value theory for finance: a survey RePEc:bdi:opques:qef_99_11	[Citation Analysis]
2011	The influence of non-linear dependencies on the basis risk of industry loss warranties RePEc:eee:insuma:v:49:y:2011:i:1:p:132-144	[Citation Analysis]
2011	Generalized Marshall-Olkin distributions and related bivariate aging properties RePEc:eee:jmvana:v:102:y:2011:i:10:p:1399-1409	[Citation Analysis]
2011	A generalized beta copula with applications in modeling multivariate long-tailed data RePEc:eee:insuma:v:49:y:2011:i:2:p:265-284	[Citation Analysis]
2011	Optimal time-consistent investment and reinsurance policies for mean-variance insurers RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154	[Citation Analysis]
2011	Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process RePEc:eee:insuma:v:49:y:2011:i:2:p:207-215	[Citation Analysis]
2011	How Much Do Means-Tested Benefits Reduce the Demand for Annuities? RePEc:usg:econwp:2011:24	[Citation Analysis]
2011	How Much Do Means-Tested Benefits Reduce the Demand for Annuities? RePEc:ces:ceswps:_3493	[Citation Analysis]
2011	How Much Do Means-Tested Benefits Reduce the Demand for Annuities? RePEc:igi:igierp:418	[Citation Analysis]
2011	On partial hedging and counter-monotonic sums. RePEc:ner:leuven:urn:hdl:123456789/313666	[Citation Analysis]
2011	A new proof of Cheungs characterization of comonotonicity RePEc:eee:insuma:v:48:y:2011:i:2:p:214-216	[Citation Analysis]
2011	Characterization of upper comonotonicity via tail convex order RePEc:eee:insuma:v:48:y:2011:i:3:p:368-373	[Citation Analysis]
2011	Multivariate density estimation using dimension reducing information and tail flattening transformations RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110	[Citation Analysis]
2011	Adjoint expansions in local Lévy models RePEc:pra:mprapa:34571	[Citation Analysis]
2011	Mortality density forecasts: An analysis of six stochastic mortality models RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367	[Citation Analysis]
2011	Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk RePEc:dgr:kubcen:2011036	[Citation Analysis]
2011	House Price Risk Models for Banking and Insurance Applications RePEc:asb:wpaper:201118	[Citation Analysis]
2011	Exact and asymptotic results for insurance risk models with surplus-dependent premiums RePEc:arx:papers:1110.5276	[Citation Analysis]
2011	Exchangeability type properties of asset prices RePEc:arx:papers:0901.4914	[Citation Analysis]
2011	Multivariate density estimation using dimension reducing information and tail flattening transformations RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110	[Citation Analysis]
2011	Classical and singular stochastic control for the optimal dividend policy when there is regime switching RePEc:eee:insuma:v:48:y:2011:i:3:p:344-354	[Citation Analysis]
2011	Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process RePEc:eee:insuma:v:49:y:2011:i:2:p:207-215	[Citation Analysis]
2011	Optimal Constrained Investment in the Cramer-Lundberg model RePEc:arx:papers:1112.4007	[Citation Analysis]
2011	Comments on: Inference in multivariate Archimedean copula models RePEc:spr:testjl:v:20:y:2011:i:2:p:257-262	[Citation Analysis]
2011	Lanalyse dynamique des dépendances RePEc:hal:journl:dumas-00651795	[Citation Analysis]
2011	Loss-Based Risk Measures RePEc:hal:wpaper:hal-00629929	[Citation Analysis]
2011	Stochastic dominance with respect to a capacity and risk measures RePEc:hal:wpaper:hal-00639667	[Citation Analysis]
2011	On optimal reinsurance, dividend and reinvestment strategies RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:211-218	[Citation Analysis]
2011	Stable solutions for optimal reinsurance problems involving risk measures. RePEc:ner:carlos:info:hdl:10016/13079	[Citation Analysis]
2011	Optimality of general reinsurance contracts under CTE risk measure RePEc:eee:insuma:v:49:y:2011:i:2:p:175-187	[Citation Analysis]
2011	An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models RePEc:eee:insuma:v:48:y:2011:i:2:p:304-313	[Citation Analysis]
2011	A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium RePEc:eee:insuma:v:48:y:2011:i:3:p:384-397	[Citation Analysis]
2011	Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing RePEc:eee:insuma:v:49:y:2011:i:1:p:38-46	[Citation Analysis]
2011	A comparative study of parametric mortality projection models RePEc:eee:insuma:v:48:y:2011:i:1:p:35-55	[Citation Analysis]
2011	Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality RePEc:eee:insuma:v:49:y:2011:i:1:p:81-88	[Citation Analysis]
2011	Joint estimation of farmers stated willingness to pay for agricultural services: RePEc:fpr:ifprid:1070	[Citation Analysis]
2011	Building livelihood resilience: a case study of factors affecting farm households’ adoption of coping and adaptive strategies in rural Nigeria RePEc:pra:mprapa:39162	[Citation Analysis]
2011	Bayesian multivariate Poisson models for insurance ratemaking RePEc:eee:insuma:v:48:y:2011:i:2:p:226-236	[Citation Analysis]
2011	Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:147-156	[Citation Analysis]
2011	Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness RePEc:pra:mprapa:35743	[Citation Analysis]
2011	Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives RePEc:eee:insuma:v:49:y:2011:i:1:p:100-114	[Citation Analysis]
2011	Explicit ruin formulas for models with dependence among risks RePEc:eee:insuma:v:48:y:2011:i:2:p:265-270	[Citation Analysis]
2011	Stochastic comparisons for allocations of policy limits and deductibles with applications RePEc:eee:insuma:v:48:y:2011:i:3:p:338-343	[Citation Analysis]
2011	Characterization of upper comonotonicity via tail convex order RePEc:eee:insuma:v:48:y:2011:i:3:p:368-373	[Citation Analysis]
2011	The influence of non-linear dependencies on the basis risk of industry loss warranties RePEc:eee:insuma:v:49:y:2011:i:1:p:132-144	[Citation Analysis]
2011	Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis RePEc:ris:ewikln:2011_005	[Citation Analysis]
2011	Comparing point and interval estimates in the bivariate t-copula model with application to financial data RePEc:spr:stpapr:v:52:y:2011:i:3:p:709-731	[Citation Analysis]
2011	Analysis of multidimensional probability distributions with copula functions. II RePEc:ris:apltrx:0094	[Citation Analysis]
2011	An econometric Study for Vine Copulas RePEc:hal:cesptp:halshs-00645799	[Citation Analysis]
2011	Analysis of multidimensional probability distributions with copula functions RePEc:ris:apltrx:0077	[Citation Analysis]
2011	Partial correlation with copula modeling RePEc:eee:csdana:v:55:y:2011:i:3:p:1357-1366	[Citation Analysis]
2011	Semiparametric bivariate Archimedean copulas RePEc:eee:csdana:v:55:y:2011:i:6:p:2038-2058	[Citation Analysis]
2011	Tail order and intermediate tail dependence of multivariate copulas RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471	[Citation Analysis]
2011	A dynamic parameterization modeling for the age-period-cohort mortality RePEc:eee:insuma:v:49:y:2011:i:2:p:155-174	[Citation Analysis]
2011	Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size RePEc:eee:insuma:v:48:y:2011:i:3:p:378-383	[Citation Analysis]
2011	Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study RePEc:spr:compst:v:26:y:2011:i:1:p:31-54	[Citation Analysis]
2011	Comments on: Inference in multivariate Archimedean copula models RePEc:spr:testjl:v:20:y:2011:i:2:p:276-280	[Citation Analysis]
2011	Using Copulas to Model Time Dependence in Stochastic Frontier Models RePEc:crd:wpaper:11002	[Citation Analysis]
2011	The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis RePEc:ces:ceswps:_3418	[Citation Analysis]
2011	Analysis of multidimensional probability distributions with copula functions. III RePEc:ris:apltrx:0105	[Citation Analysis]
2011	Checking for asymmetric default dependence in a credit card portfolio: A copula approach RePEc:eee:empfin:v:18:y:2011:i:4:p:728-742	[Citation Analysis]
2011	Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141	[Citation Analysis]
2011	Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures RePEc:eee:quaeco:v:51:y:2011:i:2:p:173-188	[Citation Analysis]
2011	Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management RePEc:arx:papers:1005.4417	[Citation Analysis]
2011	Risk comparison of different bonus distribution approaches in participating life insurance RePEc:eee:insuma:v:49:y:2011:i:2:p:249-264	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk RePEc:asb:wpaper:201113	[Citation Analysis]
2011	Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods RePEc:dem:demres:v:25:y:2011:i:5	[Citation Analysis]
2011	Progress in Medicine, Limits to Life and Forecasting Mortality RePEc:igi:igierp:406	[Citation Analysis]
2011	Longevity risk and capital markets: The 2009-2010 update RePEc:pra:mprapa:28868	[Citation Analysis]
2011	Longevity hedge effectiveness: a decomposition RePEc:pra:mprapa:34236	[Citation Analysis]
2011	Longevity risks and capital markets: The 2010-2011 update RePEc:pra:mprapa:34279	[Citation Analysis]
2011	A gravity model of mortality rates for two related populations RePEc:pra:mprapa:35738	[Citation Analysis]
2011	The cost of counterparty risk and collateralization in longevity swaps RePEc:pra:mprapa:35740	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	How Deep is the Annuity Market Participation Puzzle? RePEc:cpr:ceprdp:7940	[Citation Analysis]
2010	Characterizing a comonotonic random vector by the distribution of the sum of its components RePEc:eee:insuma:v:47:y:2010:i:2:p:130-136	[Citation Analysis]
2010	Pricing longevity risk with the parametric bootstrap: A maximum entropy approach RePEc:eee:insuma:v:47:y:2010:i:2:p:176-186	[Citation Analysis]
2010	Evaluating the goodness of fit of stochastic mortality models RePEc:eee:insuma:v:47:y:2010:i:3:p:255-265	[Citation Analysis]
2010	Decision principles derived from risk measures RePEc:eee:insuma:v:47:y:2010:i:3:p:294-302	[Citation Analysis]
2010	On the robustness of longevity risk pricing RePEc:eee:insuma:v:47:y:2010:i:3:p:358-373	[Citation Analysis]
2010	Longevity Risk RePEc:kap:decono:v:158:y:2010:i:2:p:151-192	[Citation Analysis]
2010	Accounting for non-annuitization RePEc:red:sed010:563	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Long Memory and Tail dependence in Trading Volume and Volatility RePEc:aah:create:2009-30	[Citation Analysis]
2009	Implementing Loss Distribution Approach for Operational Risk RePEc:arx:papers:0904.1805	[Citation Analysis]
2009	Compatibility between pricing rules and risk measures: The CCVaR RePEc:cte:wbrepe:wb090201	[Citation Analysis]
2009	Dependence structure of risk factors and diversification effects RePEc:dnb:dnbwpp:219	[Citation Analysis]
2009	Worst VaR scenarios with given marginals and measures of association RePEc:eee:insuma:v:44:y:2009:i:2:p:146-158	[Citation Analysis]
2009	Estimating copula densities through wavelets RePEc:eee:insuma:v:44:y:2009:i:2:p:170-181	[Citation Analysis]
2009	Applications of conditional comonotonicity to some optimization problems RePEc:eee:insuma:v:45:y:2009:i:1:p:89-93	[Citation Analysis]
2009	Estimating copula densities, using model selection techniques RePEc:eee:insuma:v:45:y:2009:i:2:p:209-223	[Citation Analysis]
2009	Correlation order, merging and diversification RePEc:eee:insuma:v:45:y:2009:i:3:p:325-332	[Citation Analysis]
2009	Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims RePEc:eee:insuma:v:45:y:2009:i:3:p:470-484	[Citation Analysis]
2009	A quantile-copula approach to conditional density estimation RePEc:eee:jmvana:v:100:y:2009:i:9:p:2083-2099	[Citation Analysis]
2009	A Discrete Model for Patent Valuation RePEc:isa:wpaper:120	[Citation Analysis]
2009	Detection of Structural Breaks in Copula Models RePEc:ris:apltrx:0038	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities RePEc:arx:papers:0802.3250	[Citation Analysis]
2008	Ruin models with investment income RePEc:arx:papers:0806.4125	[Citation Analysis]
2008	Pricing and Hedging Asian Basket Spread Options RePEc:eca:wpaper:2008_004	[Citation Analysis]
2008	Longevity risk and the Grim Reapers toxic tail: The survivor fan charts RePEc:eee:insuma:v:42:y:2008:i:3:p:1062-1066	[Citation Analysis]
2008	Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975	[Citation Analysis]
2008	Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy RePEc:eee:insuma:v:42:y:2008:i:3:p:984-991	[Citation Analysis]
2008	Optimal insurance under the insurers risk constraint RePEc:eee:insuma:v:42:y:2008:i:3:p:992-999	[Citation Analysis]
2008	Quadratic stochastic intensity and prospective mortality tables RePEc:eee:insuma:v:43:y:2008:i:1:p:174-184	[Citation Analysis]
2008	Optimal consumption and portfolio choice for pooled annuity funds RePEc:eee:insuma:v:43:y:2008:i:1:p:56-68	[Citation Analysis]
2008	On option pricing under a completely random measure via a generalized Esscher transform RePEc:eee:insuma:v:43:y:2008:i:1:p:99-107	[Citation Analysis]
2008	Optimal dividends with incomplete information in the dual model RePEc:eee:insuma:v:43:y:2008:i:2:p:227-233	[Citation Analysis]
2008	Weighted risk capital allocations RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269	[Citation Analysis]
2008	Skewed bivariate models and nonparametric estimation for the CTE risk measure RePEc:eee:insuma:v:43:y:2008:i:3:p:386-393	[Citation Analysis]
2008	Determination of risk pricing measures from market prices of risk RePEc:eee:insuma:v:43:y:2008:i:3:p:437-443	[Citation Analysis]
2008	Markowitzs mean-variance asset-liability management with regime switching: A continuous-time model RePEc:eee:insuma:v:43:y:2008:i:3:p:456-465	[Citation Analysis]
2008	Optimal control of the insurance company with proportional reinsurance policy under solvency constraints RePEc:eee:insuma:v:43:y:2008:i:3:p:474-479	[Citation Analysis]
2008	Combining fair pricing and capital requirements for non-life insurance companies RePEc:eee:jbfina:v:32:y:2008:i:12:p:2589-2596	[Citation Analysis]
2008	Free Cash-Flow, Issuance Costs and Stock Price Volatility RePEc:ide:wpaper:7179	[Citation Analysis]
2008	Market Valuation, Pension Fund Policy and Contribution Volatility RePEc:kap:decono:v:156:y:2008:i:1:p:73-93	[Citation Analysis]
2008	Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts RePEc:mrr:papers:wp177	[Citation Analysis]
2008	Deferred Annuities and Strategic Asset Allocation RePEc:mrr:papers:wp178	[Citation Analysis]
2008	Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts RePEc:nbr:nberwo:14055	[Citation Analysis]
2008	Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints RePEc:nbr:nberwo:14332	[Citation Analysis]
2008	Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers RePEc:pra:mprapa:33749	[Citation Analysis]
2008	Delay is not the answer: waiting time in health care & income redistribution RePEc:ubs:wpaper:0801	[Citation Analysis]
2008	A priori ratemaking using bivariate poisson regression models RePEc:xrp:wpaper:xreap2008-09	[Citation Analysis]