The following pages link to EAA Series (Q261486):
Displayed 31 items.
- Modelling in life insurance -- a management perspective (Q261487) (← links)
- Handbook on loss reserving (Q299762) (← links)
- Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps (Q354261) (← links)
- Risk theory and reinsurance. Translated from the French by Urmie Ray (Q371431) (← links)
- Gerber-Shiu risk theory (Q371443) (← links)
- Value-oriented risk management of insurance companies. Translated from the German by Patrick D. F. Ion. (Q390783) (← links)
- Health insurance. Basic actuarial models (Q476782) (← links)
- Introduction to insurance mathematics. Technical and financial features of risk transfers (Q495647) (← links)
- Life insurance risk management essentials (Q636213) (← links)
- Stochastic models in life insurance. Translation from the 2nd German edition. (Q665529) (← links)
- Risk measures and attitudes. In part based on a conference, Munich, Germany, December 2010 (Q1935204) (← links)
- Modern problems in insurance mathematics. Selected papers based on the presentations at the international Cramér symposium on insurance mathematics, ICSIM, Stockholm, Sweden, June 11--14, 2013 (Q2449337) (← links)
- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences (Q2841945) (← links)
- Multivariate Concave and Convex Stochastic Dominance (Q2841946) (← links)
- Reliable Quantification and Efficient Estimation of Credit Risk (Q2841947) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- A Note on Gerber–Shiu Functions with an Application (Q3193125) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations (Q3193127) (← links)
- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes (Q3193128) (← links)
- Coherent Risk Measures Under Dominated Variation (Q3193129) (← links)
- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
- The Impact of Stress Factors on the Price of Widow’s Pensions (Q3193132) (← links)
- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution (Q3193133) (← links)
- Large Deviations for a Damped Telegraph Process (Q3193134) (← links)
- Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures (Q3193135) (← links)
- Generalisation of the Damping Factor in PageRank for Weighted Networks (Q3193136) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138) (← links)
- Market-consistent actuarial valuation (Q5890862) (← links)
- Market-consistent actuarial valuation (Q5893944) (← links)