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subject:"Risiko"
subject:"Welt"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Kuznetsov, Alexey"
~person:"Sherris, Michael"
~type_genre:"Article in journal"
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Risiko
Welt
Risikomanagement
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4
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Kuznetsov, Alexey
Sherris, Michael
Mao, Tiantian
6
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5
Marceau, Etienne
4
Tang, Qihe
4
Wang, Ruodu
4
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3
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Insurance / Mathematics & economics
Risks : open access journal
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International review of financial analysis
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Scandinavian actuarial journal
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On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward
;
Hackmann, Daniel
;
Kuznetsov, Alexey
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
Saved in:
2
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
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
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:
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