Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
---|---|---|---|
1 |
Material Type: Artigo
|
Comonotonic approximations to quantiles of life annuity conditional expected present valueDenuit, MichelInsurance, mathematics & economics, 2008-04, Vol.42 (2), p.831-838 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
|
2 |
Material Type: Artigo de Congresso
|
Bivariate density classification by the geometry of marginalsNikolai Kolev 1956- Mariela Fernández; Congress on Insurance Mathematics and Economics (10. 2006 Leuven, Belgium)Insurance: Mathematics and Economics Amsterdam v. 39, n. 3, p. 399, 2006Amsterdam 2006Localização: IME - Inst. Matemática e Estatística (PROD-3189471 )(Acessar) |
|
3 |
Material Type: Artigo
|
The concept of comonotonicity in actuarial science and finance: theoryDhaene, J. ; Denuit, M. ; Goovaerts, M.J. ; Kaas, R. ; Vyncke, D.Insurance Mathematics and Economics, 2002-08, Vol.31 (1), p.3-33 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
|
4 |
Material Type: Artigo de Congresso
|
Bounds for quantile-based measures of dependent risks’ functionsMarcelo Gonçalves Nikolai Kolev 1956-; Antonio Elias Fabris; Congress on Insurance Mathematics and Economics (10. 2006 Leuven, Belgium)Insurance: Mathematics and Economics Amsterdam v. 39, n. 3, p. 413, 2006Amsterdam 2006Localização: IME - Inst. Matemática e Estatística (PROD-3189506 )(Acessar) |
|
5 |
Material Type: Artigo de Congresso
|
Collapse at interestS Aspandiiarov Vladimir Belitsky; Eugene Pechersky; Congress on Insurance Mathematics and Economics (10. 2006 Leuven, Belgium)Insurance: Mathematics and Economics Amsterdam v. 39, n. 3, p. 406, 2006Amsterdam 2006Localização: IME - Inst. Matemática e Estatística (PROD-3189481 )(Acessar) |
|
6 |
Material Type: Artigo
|
Upper and lower bounds for sums of random variablesKaas, Rob ; Dhaene, Jan ; Goovaerts, Marc J.Insurance, mathematics & economics, 2000-10, Vol.27 (2), p.151-168 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |