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source:"econis"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomodell"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomodell
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Borgonovo, Emanuele
1
Dai, Tian-Shyr
1
Fontana, Claudio
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Liu, Liang-Chih
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Rabitti, Giovanni
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Rotondi, Francesco
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Shen, Xiaojing
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Wei Zou
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Insurance / Mathematics & economics
Pacific-Basin finance journal
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of insurance issues : official journal of the Western Risk and Insurance Association
1
The journal of operational risk
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ECONIS (ZBW)
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1
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
2
Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni
;
Borgonovo, Emanuele
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
Saved in:
3
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
4
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Xie, Jie-hua
;
Wei Zou
;
Shen, Xiaojing
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 415-422
Persistent link: https://www.econbiz.de/10003966606
Saved in:
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