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. all top 5 Latest Issues 31, No. 2 (2010) 31, No. 1 (2010) 30, No. 2 (2009) 30, No. 1 (2009) 29, No. 2 (2008) 29, No. 1 (2008) 28, No. 2 (2007) 28, No. 1 (2007) all top 5 Authors 3 Zwiesler, Hans-Joachim 2 Eisenberg, Julia 2 Korn, Ralf 1 Albrecher, Hansjörg 1 Badescu, Andrei L. 1 Bartels, Hans-Jochen 1 Bauer, Daniel J. 1 Baydar, Evren 1 Börger, Matthias 1 Boucher, Jean-Philippe 1 Breuer, Lothar 1 Christiansen, Marcus Christian 1 1 Denuit, Michel M. 1 di Graziano, Giuseppe 1 Ewald, Christian-Oliver 1 Fahrmeir, Ludwig 1 Graf, Stefan 1 Hartinger, Jürgen 1 Hauser, Melanie 1 Helwich, Marko 1 Hipp, Christian 1 Hofert, Marius 1 Jüttner, Matthias P. 1 Klemmt, Heinz-Jürgen 1 Kling, Alexander 1 Kortschak, Dominik 1 Kraft, Holger 1 Kremer, Erhard K. 1 Krengel, Ulrich 1 Kriele, Marcus 1 Lay, Wolfgang 1 Matitschka, Heinz 1 Mundt, André 1 Reznik, Vladimir 1 Riegel, Ulrich 1 Ring, Nicholas 1 Ruß, Jochen 1 Sagerer, Frank 1 Schmidli, Hanspeter 1 Schmitz, Udo 1 Schöneborn, Torsten 1 Steffensen, Mogens 1 Sußmann, Gerald 1 Toniolo, Dino 1 Veselčić, Marinko 1 Völker, Dominik 1 Wagner, Christian 1 Wallner, Anna 1 Wang, Rongming 1 Wei, Jiaqin 1 Wendler, Richard A. 1 Wetzel, Carmen 1 Wolf, Jochen 1 Yang, Hailiang 1 Zähle, Henryk 1 Zhang, Aihua all top 5 Fields 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 5 Systems theory; control (93-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 171 times in 157 Documents Cited by ▼ Year ▼ Lundberg’s risk process with tax. Zbl 1119.62103Albrecher, Hansjörg; Hipp, Christian 48 2007 Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341Börger, Matthias 24 2010 Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver 21 2007 Optimal control of capital injections by reinsurance in a diffusion approximation. Zbl 1183.91069Eisenberg, Julia; Schmidli, Hanspeter 15 2009 On the Markov-modulated insurance risk model with tax. Zbl 1195.91071Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 11 2010 Modeling defaults with nested Archimedean copulas. Zbl 1232.91690Hofert, Marius 9 2010 On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092Hartinger, Jürgen; Kortschak, Dominik 8 2009 The use of vector-valued martingales in risk theory. Zbl 1184.91107Badescu, Andrei; Breuer, Lothar 7 2008 On optimal control of capital injections by reinsurance and investments. Zbl 1205.91080Eisenberg, 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 1183.91080Wetzel, Carmen; Zwiesler, Hans-Joachim 3 2008 Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf 3 2009 Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094Christiansen, Marcus C.; Helwich, Marko 3 2008 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 1215.91034Bauer, 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 1205.91089Matitschka, Heinz 2 2010 Geoadditive regression for analyzing small-scale geographical variability in car insurance. Zbl 1119.62105Fahrmeir, Ludwig; Sagerer, Frank; Sussmann, Gerald 1 2007 Generalizations of common ILF models. Zbl 1152.62073Riegel, Ulrich 1 2008 On market value margins and cost of capital. Zbl 1130.91352Kriele, Marcus; Wolf, Jochen 1 2007 Hedging of guaranteed maturity benefits in unit-linked life insurance. (Hedging von garantierten Ablaufleistungen in Fondspolicen.) Zbl 1195.91066Graf, 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 1195.91070Schmitz, 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 1195.91072Zähle, Henryk 1 2010 A guided tour of new results on “trade execution in illiquid markets”. Zbl 1195.91150Schöneborn, Torsten 1 2010 Interest guarantees and model risk in life insurance. (Zinsgarantien und Modellrisiko in Lebensversicherungen.) Zbl 1182.91090Bartels, Hans-Jochen; Veselčić, Marinko 1 2009 Evaluation of credit derivatives with imperfect information. (Über die Bewertung von Kreditderivaten unter unvollständiger Information.) Zbl 1182.91180Wendler, Richard A. 1 2009 Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341Börger, Matthias 24 2010 On the Markov-modulated insurance risk model with tax. Zbl 1195.91071Wei, Jiaqin; Yang, Hailiang; Wang, Rongming 11 2010 Modeling defaults with nested Archimedean copulas. Zbl 1232.91690Hofert, Marius 9 2010 On optimal control of capital injections by reinsurance and investments. Zbl 1205.91080Eisenberg, Julia 6 2010 Prediction error in the overdispersed Poisson model for loss development triangles. (Prognosefehler im overdispersed Poisson Modell für Abwicklungsdreiecke.) Zbl 1205.91089Matitschka, Heinz 2 2010 Hedging of guaranteed maturity benefits in unit-linked life insurance. (Hedging von garantierten Ablaufleistungen in Fondspolicen.) Zbl 1195.91066Graf, 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 1195.91070Schmitz, 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 1195.91072Zähle, Henryk 1 2010 A guided tour of new results on “trade execution in illiquid markets”. Zbl 1195.91150Schöneborn, Torsten 1 2010 Optimal control of capital injections by reinsurance in a diffusion approximation. Zbl 1183.91069Eisenberg, Julia; Schmidli, Hanspeter 15 2009 On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092Hartinger, Jürgen; Kortschak, Dominik 8 2009 Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf 3 2009 Interest guarantees and model risk in life insurance. (Zinsgarantien und Modellrisiko in Lebensversicherungen.) Zbl 1182.91090Bartels, Hans-Jochen; Veselčić, Marinko 1 2009 Evaluation of credit derivatives with imperfect information. (Über die Bewertung von Kreditderivaten unter unvollständiger Information.) Zbl 1182.91180Wendler, Richard A. 1 2009 The use of vector-valued martingales in risk theory. Zbl 1184.91107Badescu, 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 1183.91080Wetzel, Carmen; Zwiesler, Hans-Joachim 3 2008 Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094Christiansen, Marcus C.; Helwich, Marko 3 2008 Generalizations of common ILF models. Zbl 1152.62073Riegel, Ulrich 1 2008 Lundberg’s risk process with tax. Zbl 1119.62103Albrecher, Hansjörg; Hipp, Christian 48 2007 Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver 21 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 1215.91034Bauer, Daniel; Kling, Alexander; Ruß, Jochen 2 2007 Geoadditive regression for analyzing small-scale geographical variability in car insurance. Zbl 1119.62105Fahrmeir, Ludwig; Sagerer, Frank; Sussmann, Gerald 1 2007 On market value margins and cost of capital. Zbl 1130.91352Kriele, Marcus; Wolf, Jochen 1 2007 all cited Publications top 5 cited Publications all top 5 Cited by 245 Authors 10 Wang, Wenyuan 8 Schmidli, Hanspeter 6 Albrecher, Hansjörg 6 Guan, Guohui 6 Liang, Zongxia 5 Hofert, Marius 5 Hu, Yijun 5 Landriault, David 5 Ming, Ruixing 4 Eisenberg, Julia 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 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 Brinker, Leonie Violetta 2 Bulinskaya, Ekaterina Vadimova 2 Cui, Zhenyu 2 Dong, Yinghui 2 Freimann, Arne 2 Guillen, Montserrat 2 Korn, Ralf 2 Kyprianou, Andreas E. 2 Levantesi, Susanna 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 Boado-Penas, M. Carmen 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 Cao, Zheng 1 Çekiç, Ayşegül İşcanoğlu 1 Chen, Hua 1 Chen, Mi 1 Chi, Cheng 1 Constantinescu, Corina D. 1 Coppola, Mariarosaria 1 Costabile, Massimo 1 D’Amato, Valeria 1 De Waegenaere, Anja 1 Degelmann, Moritz 1 Di Bernardino, Elena 1 Di Palo, Cinzia 1 Diers, Dorothea 1 Dong, Hua 1 Dopierala, L. 1 Eling, Martin 1 Embrechts, Paul 1 Ewald, Christian-Oliver ...and 145 more Authors all top 5 Cited in 46 Journals 43 Insurance Mathematics & Economics 12 Scandinavian Actuarial Journal 10 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 4 European Journal of Operational Research 4 Methodology and Computing in Applied Probability 3 Communications in Statistics. Theory and Methods 3 Applied Mathematics. Series B (English Edition) 3 Mathematical Methods of Operations Research 3 Stochastic Models 2 Applied Mathematics and Computation 2 Queueing Systems 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 Physica A 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 Soft Computing 1 Discrete Dynamics in Nature and Society 1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics 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 all top 5 Cited in 12 Fields 136 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 66 Probability theory and stochastic processes (60-XX) 35 Statistics (62-XX) 32 Systems theory; control (93-XX) 10 Operations research, mathematical programming (90-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 9 Numerical analysis (65-XX) 3 Integral transforms, operational calculus (44-XX) 1 General and overarching topics; collections (00-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year