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Utility maximization and risk minimization in life and pension insurance
Nielsen, Peter Holm, (2004)
A utility- and CPT-based comparison of life insurance contracts with guarantees
Chen, An, (2015)
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry, (2016)
Optimal investment and life insurance strategies under minimum and maximum constraints
Nielsen, Peter Holm, (2008)
Optimal bonus strategies in life insurance: The Markov chain interest rate case
Nielsen, Peter Holm, (2005)