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23篇 您的检索式:作者名="PROMISLOW D S"
    题名 作者 年代 出处 被引量
1Mortality derivatives and the option to annualize显示文摘Milevsky M A Promislow S D 2001Insurance: Mathematics and Economics2001,29,3:1
2Mortality derivatives and the option to annuitize显示文摘Milevsky M A Promislow S D 2001Insurance:Mathematics and Economics2001,29,3:1
3Mortality derivatives and the option to annuitise 显示文摘Milevsky M A Promislow S D 2001Insurance: Mathematics and Economics2001,29,3:1
4Network Thinking in Ecol-ogy and Evolution 显示文摘Proulx S R Promislow D E Phillips P C 2005Trends Ecol Evol2005,20,6:1
5Minimizing probabilityof ruin when claims flow Brownian motion with drift 显示文摘PROMISLOW D S YOUNG V R 2005North American Actuarial Journal2005,9,:1
6Network thinking in ecology and evolution 显示文摘Proulx S R Promislow D E Phillips P C 2005Trends Ecol Evol2005,20,6:1
7Unifying framework for optimal insurance显示文摘Promislow S D Young V R 2005Insurance: Mathematics and Economics2005,36,3:1
8Mortality derivatives and the option to annuities 显示文摘Milevsky M A Promislow S D 2001Insurance:Mathematics and Economics2001,29,3:1
9Minimizing the probability of ruin when claims follow Brownian motion with drift显示文摘Promislow D S Young V R 2005North American Actu- arial Journal2005,9,3:1
10Killing the law of large numbers : mortality risk premiums and the Sharpe ratio 显示文摘Milevsky M A Promislow S D Young V R 2006Journal of Risk and Insurance2006,73,4:1
11Minimizing the probability of ruin when claims follow Brownian motion with drift 显示文摘Promislow D S Young V R 2005North American Actuarial Journal2005,9,3:1
12Minimizing the probability of ruin when claims follow Brownian motion with drift 显示文摘Promislow D S Young V R 2005North Amercian Actuarial Journal2005,9,:1
13Minimizing the probability of ruin when claims follow Brownian motion with drift显示文摘PROMISLOW D S YOUNG V R 2005North Am Actuarial J2005,9,3:1
14Minimizing the probabilityof ruin when claims follow Brownian motion with drift显示文摘D S PROMISLOW V R YOUNG 2005North American Actuarial Journal2005,9,3:1
15Measurement of relative inequity and Yaari's dual theory of risk显示文摘 Young V R 2002Insurance:Mathematics and Economics2002,30,1:1
16Minimizing the probability of ruin when claims follow Brownian motion with drift 显示文摘Promislow D S Young V R 2005North American Actuarial Journal2005,9,3:1
17Minimizing the probability of ruin when claims follow Brownian motion with drift 显示文摘Young Promislow D S Young V R 2005North American Actuarial Journal2005,9,3:1
18Unifying framework for optimal insurance 显示文摘Promislow S D Young V R 2005Insurance: Mathematics and Economics2005,36,:1
19Minimizing the probability of ruin when claims follow Brownian motion with drift显示文摘PROMISLOW D S YOUNG V R 2005North American Actuarial Journal2005,9,3:1
20Minimizing the proba bility of ruin when claims follow Brownian motion with drift 显示文摘Promislow D S Young V R 2005North American Actuarial Journal2005,9,3:1
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