abbreviation
- INSUR MATH ECON
INSURANCE MATHEMATICS & ECONOMICS
Journal
Overview
publication venue for
- Risk transference constraints in optimal reinsurance. 103:27-40. 2022
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance. 82:73-86. 2018
- Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods. 71:145-153. 2016
- A directional multivariate value at risk. 65:111-123. 2015
- Maxentropic approach to decompound aggregate risk losses. 64:326-326. 2015
- Two maxentropic approaches to determine the probability density of compound risk losses. 62:42-53. 2015
- Optimal reinsurance under risk and uncertainty. 60:61-74. 2015
- Choosing a random distribution with prescribed risks. 52:599-605. 2013
- Portfolio selection through an extremality stochastic order. 51:1-9. 2012
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process. 49:126-131. 2011
- A Method for Determining Risk Aversion Functions from Uncertain Market Prices of Risk. 47:84-89. 2010
- Optimal Reinsurance with General Risk Measures. 44:374-384. 2009
- Determination of Risk Pricing Measures from Market Prices of Risk. 43:437-443. 2008
International Standard Serial Number (ISSN)
- 0167-6687
Electronic International Standard Serial Number (EISSN)
- 1873-5959