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~accessRights:"free"
~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
~subject:"Derivative"
~subject:"Risk"
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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How do empirical estimators of popular risk measures impact pro-cyclicality?
Bräutigam, Marcel
;
Kratz, Marie
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 547-579
Persistent link: https://www.econbiz.de/10014436789
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Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
3
Dynamic importance allocated nested simulation for variable annuity risk measurement
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
2
,
pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
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