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~isPartOf:"Research paper series"
~isPartOf:"The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association"
~subject:"Mortality"
~subject:"Theorie"
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Search: subject_exact:"Bernoulli process"
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Mortality
Theorie
Sterblichkeit
5
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5
Stochastischer Prozess
5
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4
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4
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3
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Lee-Carter model
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Gründl, Helmut
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Maggistro, Rosario
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Millossovich, Pietro
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Post, Thomas
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Viviano, Fabio
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1
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Research paper series
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
European journal of operational research : EJOR
443
Insurance / Mathematics & economics
174
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
124
International journal of theoretical and applied finance
116
Operations research
114
Journal of econometrics
104
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Mathematics of operations research
79
International journal of production economics
75
Journal of economic dynamics & control
73
Discussion paper / Tinbergen Institute
71
Risks : open access journal
67
INFORMS journal on computing : JOC
62
Econometric reviews
57
Journal of economic theory
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
52
Quantitative finance
52
Transportation research / E : an international journal
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Mathematical methods of operations research
50
Economics letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
44
Computational economics
43
Econometric theory
42
Economic modelling
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
SFB 649 discussion paper
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Annals of operations research
37
Omega : the international journal of management science
37
Scandinavian actuarial journal
37
IMA journal of management mathematics
36
Working paper / National Bureau of Economic Research, Inc.
36
CREATES research paper
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
NBER Working Paper
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1
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
2
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
3
A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
Saved in:
4
Applications of forward mortality factor models in life insurance practice
Zhu, Nan
;
Bauer, Daniel
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 567-594
Persistent link: https://www.econbiz.de/10009503507
Saved in:
5
Stochastic mortality, macroeconomic risks and life insurer solvency
Hanewald, Katja
;
Post, Thomas
;
Gründl, Helmut
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
3
,
pp. 458-475
Persistent link: https://www.econbiz.de/10009316249
Saved in:
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