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검색리스트 테이블
No	기사제목	기사저자명	출판사	발행년
1	Heath–Jarrow–Morton modelling of longevity bonds and the risk minimization of life insurance portfolios	Barbarin, J. x.	Elsevier Science B.V., Amsterdam.	2008

2	Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts	Blake, D.; Dowd, K.; Cairns, A. J.	Elsevier Science B.V., Amsterdam.	2008

3	Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance	Gerstner, T.; Griebel, M.; Holtz, M.	Elsevier Science B.V., Amsterdam.	2009

4	A new aspect of a risk process and its statistical inference	Shimizu, Y.	Elsevier Science B.V., Amsterdam.	2009

5	A method for determining risk aversion functions from uncertain market prices of risk	Gzyl, H.; Mayoral, S.	Elsevier Science B.V., Amsterdam.	2010

6	Optimal reinsurance programs	Verlaak, R.; Beirlant, J.	Elsevier Science B.V., Amsterdam.	2003

7	Moments of the cash value of future payment streams arising from life insurance contracts	Debicka, J.	Elsevier Science B.V., Amsterdam.	2003

8	Portfolio selection through an extremality stochastic order	Laniado, H.; Lillo, R. E.; Pellerey, F.; Romo, J.	Elsevier Science B.V., Amsterdam.	2012

9	Valuation of the interest rate guarantee embedded in defined contribution pension plans	Yang, S. S.; Yueh, M. L.; Tang, C. H.	Elsevier Science B.V., Amsterdam.	2008

10	Obtaining the dividends-penalty identities by interpretation	Gerber, H. U.; Yang, H.	Elsevier Science B.V., Amsterdam.	2010

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