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subject:"Risk model"
~isPartOf:"Scandinavian actuarial journal"
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Search: subject_exact:"Actuarial risk"
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Risk model
Risikomodell
58
Theorie
43
Theory
43
Risiko
22
Risk
22
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Portfolio selection
14
Portfolio-Management
14
Stochastic process
12
Stochastischer Prozess
12
Mortality
11
Sterblichkeit
11
Reinsurance
10
Rückversicherung
10
ruin probability
9
Risikomanagement
8
Risk management
8
Lebensversicherung
7
Life insurance
7
Statistical distribution
7
Statistische Verteilung
7
Actuarial mathematics
5
Insurance
5
Versicherungsmathematik
5
longevity risk
5
Insurance premium
4
Parisian ruin
4
Versicherung
4
Versicherungsbeitrag
4
Banach contraction principle
3
CAPM
3
Hedging
3
Longevity risk
3
Option pricing theory
3
Optionspreistheorie
3
Ruin probability
3
life insurance
3
q-scale function
3
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Undetermined
53
Free
5
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Article
58
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58
Aufsatz in Zeitschrift
58
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English
58
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Constantinescu, Corina
4
Sherris, Michael
4
Zhang, Zhimin
4
Cheung, Eric C. K.
3
Jiang, Zhengjun
3
Kleinow, Torsten
3
Macdonald, Angus
3
Yang, Hailiang
3
Haçarız, Oytun
2
Liu, Yuxuan
2
Trufin, Julien
2
Ziveyi, Jonathan
2
Abbas, Karim
1
Akahori, Jiro
1
Alvares Maffra, Sergio
1
Armstrong, John
1
Asmussen, Søren
1
Bai, Long
1
Bergel, Agnieszka I.
1
Bettonville, Carole
1
Boonen, Tim J.
1
Boutsikasa, M. V.
1
Budhi Arta Surya
1
Bäuerle, Nicole
1
Cai, Jun
1
Chen, An
1
Chen, Shumin
1
Cheng, Dongya
1
Cheng, Fengyang
1
Cheung, Ka Chun
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Cheurfa, Fatah
1
Christiansen, Marcus C.
1
Cojocaru, Ionica
1
Czarna, Irmina
1
D' Oultremont, Louise
1
De Rosa, Clemente
1
Delsing, G.
1
Denuit, Michel
1
Economidesa, D.-J.
1
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1
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Scandinavian actuarial journal
Insurance / Mathematics & economics
287
The journal of risk and insurance : the journal of the American Risk and Insurance Association
106
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
95
Risks : open access journal
94
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
72
Astin bulletin : the journal of the International Actuarial Association
37
Working paper / National Bureau of Economic Research, Inc.
28
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
28
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
26
NBER working paper series
26
NBER Working Paper
24
Journal of health economics
23
The Geneva papers on risk and insurance - issues and practice
22
The Geneva papers on risk and insurance theory
21
Discussion paper / The Pensions Institute, Cass Business School, City University
20
Journal of risk finance : the convergence of financial products and insurance
20
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
20
Convergence of capital and insurance markets
19
Risk management and insurance review
19
The Geneva risk and insurance review
19
Asia-Pacific journal of risk and insurance : APJRI
18
Journal of risk and uncertainty : JRU
18
The handbook of insurance-linked securities
18
The journal of operational risk
18
Journal of banking & finance
17
Working papers on finance
17
ASTIN bulletin : the journal of the International Actuarial Association
16
Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
16
European journal of operational research : EJOR
13
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
13
The journal of insurance issues : official journal of the Western Risk and Insurance Association
13
Working paper
13
Discussion paper / Tinbergen Institute
12
Economic modelling
12
The European journal of health economics : HEPAC ; health economics in prevention and care
12
The journal of risk & insurance
12
Journal of economic behavior & organization : JEBO
11
SpringerLink / Bücher
11
Working paper series / International Center for Insurance Regulation
11
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21
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
22
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
23
Market pricing of longevity-linked securities
Tang, Sixian
;
Li, Jackie
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
Saved in:
24
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Bettonville, Carole
;
D' Oultremont, Louise
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 380-407
Persistent link: https://www.econbiz.de/10012588339
Saved in:
25
Genetics, insurance and hypertrophic cardiomyopathy
Haçarız, Oytun
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Scandinavian actuarial journal
2021
(
2021
)
1
,
pp. 54-81
Persistent link: https://www.econbiz.de/10012484030
Saved in:
26
A ruin model with a resampled environment
Constantinescu, Corina
;
Delsing, G.
;
Mandjes, Michel
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 323-341
Persistent link: https://www.econbiz.de/10012262740
Saved in:
27
The Lee-Carter quantile mortality model
Santolino, Miguel
- In:
Scandinavian actuarial journal
2020
(
2020
)
7
,
pp. 614-633
Persistent link: https://www.econbiz.de/10012313717
Saved in:
28
Cohort and value-based multi-country longevity risk management
Sherris, Michael
;
Xu, Yajing
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
2020
(
2020
)
7
,
pp. 650-676
Persistent link: https://www.econbiz.de/10012313720
Saved in:
29
Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 718-735
Persistent link: https://www.econbiz.de/10012313725
Saved in:
30
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
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