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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Asia-Pacific journal of risk and insurance : APJRI"
~language:"eng"
~subject:"Portfolio selection"
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Portfolio selection
Lebensversicherung
38
Life insurance
38
Risikomodell
13
Risk model
13
Mortality
12
Portfolio-Management
12
Private Altersvorsorge
12
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life insurance
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EU-Versicherungsrecht
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European insurance law
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mortality
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variable annuities
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basis risk
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risk management
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Godin, Frédéric
2
Hamel, Emmanuel
2
Augustyniak, Maciej
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Bruhn, Aaron
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Chang, Shih-Chieh
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De Rosa, Clemente
1
Deelstra, Griselda
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Devolder, Pierre
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Dong, Michelle
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Fergusson, Kevin
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Gaillardetz, Patrice
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Gatzert, Nadine
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Gnameho, Kossi
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Hui, Francis
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Li, Shu
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Liang, Xiaoqing
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Lin, X. Sheldon
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Luciano, Elisa
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Mamon, Rogemar
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Ng, Edwin Hon-Man
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Regis, Luca
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Sampan Nettayanun
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Shang, Han Lin
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Tu, Chang-ye
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ASTIN bulletin : the journal of the International Actuarial Association
Asia-Pacific journal of risk and insurance : APJRI
Insurance / Mathematics & economics
41
Risks : open access journal
14
Scandinavian actuarial journal
9
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
European journal of operational research : EJOR
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Astin bulletin : the journal of the International Actuarial Association
5
Journal of banking & finance
5
Banque de France bulletin / Quarterly selection of articles
4
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
4
International review of financial analysis
3
Journal of mathematical finance
3
North American actuarial journal
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Quantitative finance
3
SAFE Working Paper
3
SAFE working paper
3
Working papers on finance
3
Discussion paper
2
Financial markets and portfolio management
2
Financial services review : the journal of individual financial management
2
Investment management and financial innovations
2
Journal of economic dynamics & control
2
Research paper series
2
Risk and decision analysis
2
Risk management : a journal of risk, crisis and disaster
2
Working paper series / International Center for Insurance Regulation
2
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
Applications and case studies
1
Applied economics letters
1
Asia-Pacific financial markets
1
Asset liability management in insurance companies
1
Bank i kredyt
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Bank of Korea WP 2017-8
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Bonn Econ Discussion Papers / BGSE
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CentER Discussion Paper Series
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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ECONIS (ZBW)
12
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1
The impact of product-dependent policyholder risk sensitivities in life insurance : insights from experiments and model-based simulation analyses
Gatzert, Nadine
;
Hanika, Moritz
- In:
Asia-Pacific journal of risk and insurance : APJRI
17
(
2023
)
2
,
pp. 143-178
Persistent link: https://www.econbiz.de/10014370347
Saved in:
2
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:
3
Assessing the impact of climate risk stresses on life insurance portfolios
Dong, Michelle
;
Bruhn, Aaron
;
Shang, Han Lin
;
Hui, Francis
- In:
Asia-Pacific journal of risk and insurance : APJRI
18
(
2024
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10014531204
Saved in:
4
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Saved in:
5
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
6
Allocating overseas : risk assessment of currency hedging in Taiwan life insurance industry
Chang, Shih-Chieh
;
Lee, Yen-Kuan
;
Hsuan, Wei
;
Tu, Chang-ye
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012196962
Saved in:
7
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:
8
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:
9
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Saved in:
10
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
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