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subject:"Risiko"
subject:"Welt"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Feng, Runhuan"
~person:"Sherris, Michael"
~subject:"Risikomodell"
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Feng, Runhuan
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ECONIS (ZBW)
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Editorial to the virtual special issue on emerging risks and insurance technology
Feng, Runhuan
;
Laeven, Roger J. A.
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 418-421
Persistent link: https://www.econbiz.de/10013471261
Saved in:
2
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
3
Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
Saved in:
4
Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
Saved in:
5
Individual post-retirement longevity risk management under systematic mortality risk
Hanewald, Katja
;
Piggott, John
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 87-97
Persistent link: https://www.econbiz.de/10009718994
Saved in:
6
Longevity risk management for life and variable annuities : the effectiveness of static hedging using longevity bonds and derivatives
Nga, Andrew
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 100-114
Persistent link: https://www.econbiz.de/10009157434
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