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subject:"Theorie"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
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Theorie
Lebensversicherung
16
Life insurance
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Portfolio selection
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Private Altersvorsorge
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variable annuities
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
94
Risks : open access journal
24
The journal of risk and insurance : the journal of the American Risk and Insurance Association
22
Scandinavian actuarial journal
19
Working paper / National Bureau of Economic Research, Inc.
19
NBER working paper series
15
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
13
NBER Working Paper
11
Astin bulletin : the journal of the International Actuarial Association
10
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
9
CESifo working papers
9
Working papers on finance
9
ifa-Schriftenreihe
9
European journal of operational research : EJOR
8
Journal of banking & finance
8
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
7
The Geneva papers on risk and insurance theory
7
Working paper
7
Bonn Econ Discussion Papers / BGSE
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Journal of public economics
6
Working paper series / International Center for Insurance Regulation
6
Asia-Pacific journal of risk and insurance : APJRI
5
Discussion paper / The Pensions Institute, Cass Business School, City University
5
Finance and stochastics
5
North American actuarial journal
5
Quantitative finance
5
Reihe: Versicherungswirtschaft
5
Schriftenreihe Versicherung und Risikoforschung des Instituts für Betriebswirtschaftliche Risikoforschung und Versicherungswirtschaft der Ludwig-Maximilians-Universität, München
5
The Geneva risk and insurance review
5
Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
4
CESifo Working Paper Series
4
Discussion paper / Tinbergen Institute
4
Economics letters
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German economic review
4
Journal of economic behavior & organization : JEBO
4
Netspar Discussion Paper
4
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
4
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1
Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
3
Computation of bonus in multi-state life insurance
Ahmad, Jamaal
;
Buchardt, Kristian
;
Furrer, Christian
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 291-331
Persistent link: https://www.econbiz.de/10012805748
Saved in:
4
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
Saved in:
5
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
6
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
7
The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.
;
Werker, Bas J. M.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10012194115
Saved in:
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