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Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)

Short Title: Bl. DGVFM
Publisher: Springer, Heidelberg
ISSN: 1864-0281; 1864-0303/e
Online: http://link.springer.com/journal/volumesAndIssues/11857
Predecessor: Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
Successor: European Actuarial Journal
Comments: No longer indexed
Documents Indexed: 37 Publications (2007–2010)
References Indexed: 36 Publications with 497 References.

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 161 times in 149 Documents Cited by Year
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
47
2007
Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341
Börger, Matthias
20
2010
Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361
Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver
18
2007
Optimal control of capital injections by reinsurance in a diffusion approximation. Zbl 1183.91069
Eisenberg, Julia; Schmidli, Hanspeter
14
2009
On the Markov-modulated insurance risk model with tax. Zbl 1195.91071
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
11
2010
Modeling defaults with nested Archimedean copulas. Zbl 1232.91690
Hofert, Marius
9
2010
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
7
2008
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092
Hartinger, Jürgen; Kortschak, Dominik
7
2009
On optimal control of capital injections by reinsurance and investments. Zbl 1205.91080
Eisenberg, Julia
6
2010
The prediction risk for the development of mortality – can it be minimized by an appropriate portfolio composition? (Das Vorhersagerisiko der Sterblichkeitsentwicklung - kann es durch eine geeignete Portfoliozusammensetzung minimiert werden?) Zbl 1183.91080
Wetzel, Carmen; Zwiesler, Hans-Joachim
3
2008
Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094
Christiansen, Marcus C.; Helwich, Marko
3
2008
Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176
Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf
3
2009
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies. (Ein allgemeines Modell zur Analyse und Bewertung von guaranteed minimum benefits in Fondspolicen.) Zbl 1215.91034
Bauer, Daniel; Kling, Alexander; Ruß, Jochen
2
2007
Prediction error in the overdispersed Poisson model for loss development triangles. (Prognosefehler im overdispersed Poisson Modell für Abwicklungsdreiecke.) Zbl 1205.91089
Matitschka, Heinz
2
2010
Hedging of guaranteed maturity benefits in unit-linked life insurance. (Hedging von garantierten Ablaufleistungen in Fondspolicen.) Zbl 1195.91066
Graf, Stefan; Hauser, Melanie; Zwiesler, Hans-Joachim
1
2010
Pension reserves in the valuation of a company according to the pension fund modell. (Pensionsrückstellungen in der Unternehmensbewertung nach dem Pensionsfondsmodell.) Zbl 1195.91070
Schmitz, Udo
1
2010
A risk class modell for the aging reserve portability in private health insurance. (Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV.) Zbl 1195.91072
Zähle, Henryk
1
2010
A guided tour of new results on “trade execution in illiquid markets”. Zbl 1195.91150
Schöneborn, Torsten
1
2010
Geoadditive regression for analyzing small-scale geographical variability in car insurance. Zbl 1119.62105
Fahrmeir, Ludwig; Sagerer, Frank; Sussmann, Gerald
1
2007
Generalizations of common ILF models. Zbl 1152.62073
Riegel, Ulrich
1
2008
On market value margins and cost of capital. Zbl 1130.91352
Kriele, Marcus; Wolf, Jochen
1
2007
Interest guarantees and model risk in life insurance. (Zinsgarantien und Modellrisiko in Lebensversicherungen.) Zbl 1182.91090
Bartels, Hans-Jochen; Veselčić, Marinko
1
2009
Evaluation of credit derivatives with imperfect information. (Über die Bewertung von Kreditderivaten unter unvollständiger Information.) Zbl 1182.91180
Wendler, Richard A.
1
2009
Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341
Börger, Matthias
20
2010
On the Markov-modulated insurance risk model with tax. Zbl 1195.91071
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming
11
2010
Modeling defaults with nested Archimedean copulas. Zbl 1232.91690
Hofert, Marius
9
2010
On optimal control of capital injections by reinsurance and investments. Zbl 1205.91080
Eisenberg, Julia
6
2010
Prediction error in the overdispersed Poisson model for loss development triangles. (Prognosefehler im overdispersed Poisson Modell für Abwicklungsdreiecke.) Zbl 1205.91089
Matitschka, Heinz
2
2010
Hedging of guaranteed maturity benefits in unit-linked life insurance. (Hedging von garantierten Ablaufleistungen in Fondspolicen.) Zbl 1195.91066
Graf, Stefan; Hauser, Melanie; Zwiesler, Hans-Joachim
1
2010
Pension reserves in the valuation of a company according to the pension fund modell. (Pensionsrückstellungen in der Unternehmensbewertung nach dem Pensionsfondsmodell.) Zbl 1195.91070
Schmitz, Udo
1
2010
A risk class modell for the aging reserve portability in private health insurance. (Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV.) Zbl 1195.91072
Zähle, Henryk
1
2010
A guided tour of new results on “trade execution in illiquid markets”. Zbl 1195.91150
Schöneborn, Torsten
1
2010
Optimal control of capital injections by reinsurance in a diffusion approximation. Zbl 1183.91069
Eisenberg, Julia; Schmidli, Hanspeter
14
2009
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092
Hartinger, Jürgen; Kortschak, Dominik
7
2009
Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176
Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf
3
2009
Interest guarantees and model risk in life insurance. (Zinsgarantien und Modellrisiko in Lebensversicherungen.) Zbl 1182.91090
Bartels, Hans-Jochen; Veselčić, Marinko
1
2009
Evaluation of credit derivatives with imperfect information. (Über die Bewertung von Kreditderivaten unter unvollständiger Information.) Zbl 1182.91180
Wendler, Richard A.
1
2009
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
7
2008
The prediction risk for the development of mortality – can it be minimized by an appropriate portfolio composition? (Das Vorhersagerisiko der Sterblichkeitsentwicklung - kann es durch eine geeignete Portfoliozusammensetzung minimiert werden?) Zbl 1183.91080
Wetzel, Carmen; Zwiesler, Hans-Joachim
3
2008
Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094
Christiansen, Marcus C.; Helwich, Marko
3
2008
Generalizations of common ILF models. Zbl 1152.62073
Riegel, Ulrich
1
2008
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
47
2007
Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361
Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver
18
2007
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies. (Ein allgemeines Modell zur Analyse und Bewertung von guaranteed minimum benefits in Fondspolicen.) Zbl 1215.91034
Bauer, Daniel; Kling, Alexander; Ruß, Jochen
2
2007
Geoadditive regression for analyzing small-scale geographical variability in car insurance. Zbl 1119.62105
Fahrmeir, Ludwig; Sagerer, Frank; Sussmann, Gerald
1
2007
On market value margins and cost of capital. Zbl 1130.91352
Kriele, Marcus; Wolf, Jochen
1
2007
all top 5

Cited by 229 Authors

10 Wang, Wenyuan
7 Schmidli, Hanspeter
6 Albrecher, Hansjörg
5 Guan, Guohui
5 Hofert, Marius
5 Hu, Yijun
5 Landriault, David
5 Liang, Zongxia
5 Ming, Ruixing
4 Ruß, Jochen
4 Zhou, Xiaowen
3 Avram, Florin
3 Börger, Matthias
3 Chen, An
3 Cheung, Eric C. K.
3 Christiansen, Marcus Christian
3 Eisenberg, Julia
3 Ivanovs, Jevgeņijs
3 Li, Bin
3 Ren, Jiandong
3 Wang, Rongming
3 Wu, Huiling
3 Yang, Hailiang
3 Yuen, Kam Chuen
2 Asmussen, Søren
2 Badescu, Andrei L.
2 Baltas, Ioannis D.
2 Bauer, Daniel J.
2 Breuer, Lothar
2 Bulinskaya, Ekaterina Vadimova
2 Cui, Zhenyu
2 Dong, Yinghui
2 Freimann, Arne
2 Guillen, Montserrat
2 Kyprianou, Andreas E.
2 Li, Danping
2 Li, Johnny Siu-Hang
2 Li, Shu
2 Liang, Jin
2 Liu, Yanxin
2 Pan, Jian
2 Peng, Xingchun
2 Renaud, Jean-François
2 Sherris, Michael
2 Stanford, David A.
2 Steffensen, Mogens
2 Tang, Qihe
2 Thonhauser, Stefan
2 Wei, Jiaqin
2 Wu, Xueyuan
2 Wu, Yuan
2 Xiao, Liqun
2 Xiao, Qingxian
2 Yang, Xiaoli
2 Yannacopoulos, Athanasios N.
2 Yao, Dingjun
2 Yu, Kaiqi
2 Zhang, Ling
2 Zheng, Harry H.
2 Zhou, Ming
1 Al Ghanim, Dalal
1 Alouini, Mohamed-Slim
1 Avanzi, Benjamin
1 Bai, Manying
1 Bartels, Hans-Jochen
1 Bata, Katharina
1 Ben Rached, Nadhir
1 Benkhelifa, Fatma
1 Borgonovo, Emanuele
1 Borst, Sem C.
1 Boxma, Onno Johan
1 Brachetta, Matteo
1 Brechmann, Eike Christian
1 Buchardt, Kristian
1 Cairns, Andrew J. G.
1 Cambou, Mathieu
1 Cani, Arian
1 Çekiç, Ayşegül İşcanoğlu
1 Chen, Hua
1 Chen, Mi
1 Chi, Cheng
1 Constantinescu, Corina D.
1 Costabile, Massimo
1 De Waegenaere, Anja
1 Degelmann, Moritz
1 Di Bernardino, Elena
1 Diers, Dorothea
1 Dong, Hua
1 Dopierala, L.
1 Eling, Martin
1 Embrechts, Paul
1 Ewald, Christian-Oliver
1 Fan, Kun
1 Fong, Joelle H.
1 Frangos, Nikos E.
1 Frey, Rüdiger
1 Gatzert, Nadine
1 Gerstner, Thomas
1 Ghamami, Samim
1 Gloaguen, Catherine
...and 129 more Authors
all top 5

Cited in 43 Journals

42 Insurance Mathematics & Economics
12 Scandinavian Actuarial Journal
9 Journal of Applied Probability
9 ASTIN Bulletin
7 European Actuarial Journal
6 North American Actuarial Journal
6 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
5 Statistics & Probability Letters
4 Journal of Computational and Applied Mathematics
3 European Journal of Operational Research
3 Applied Mathematics. Series B (English Edition)
3 Mathematical Methods of Operations Research
3 Methodology and Computing in Applied Probability
3 Stochastic Models
2 Applied Mathematics and Computation
2 Queueing Systems
2 Communications in Statistics. Theory and Methods
2 Statistics and Computing
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 Chaos, Solitons and Fractals
1 Optimal Control Applications & Methods
1 Probability and Mathematical Statistics
1 Optimization
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Stochastic Processes and their Applications
1 Computational Statistics and Data Analysis
1 Test
1 Applied Mathematical Finance
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Discrete Dynamics in Nature and Society
1 Applied Stochastic Models in Business and Industry
1 The ANZIAM Journal
1 Decisions in Economics and Finance
1 Journal of Industrial and Management Optimization
1 Statistical Methodology
1 Stochastic Systems
1 Cogent Mathematics

Citations by Year