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~isPartOf:"Scandinavian actuarial journal"
~subject:"Life insurance"
~subject:"Rückversicherung"
~subject:"USA"
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Search: subject_exact:"Risikomodell"
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Life insurance
Rückversicherung
USA
Risikomodell
58
Risk model
58
Theorie
43
Theory
43
Risiko
22
Risk
22
Probability theory
19
Wahrscheinlichkeitsrechnung
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Portfolio selection
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Stochastischer Prozess
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ruin probability
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Risk management
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Statistical distribution
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Actuarial mathematics
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Versicherungsmathematik
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longevity risk
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Parisian ruin
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Versicherung
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Banach contraction principle
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CAPM
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Hedging
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Longevity risk
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Option pricing theory
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life insurance
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q-scale function
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Sherris, Michael
3
Haçarız, Oytun
2
Kleinow, Torsten
2
Macdonald, Angus
2
Yang, Hailiang
2
Alvares Maffra, Sergio
1
Armstrong, John
1
Boonen, Tim J.
1
Bäuerle, Nicole
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Cai, Jun
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Chen, An
1
Chen, Shumin
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Cheung, Ka Chun
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Feng, Frank Y.
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Fong, Joelle H.
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Gerber, Hans U.
1
Gu, Ailing
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Han, Xia
1
Hu, Duni
1
Leimcke, Gregor
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Li, Hong
1
Li, Zhongfei
1
Liang, Zhibin
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Pennanen, Teemu
1
Powers, Michael R.
1
Schultze, Mark B.
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Shao, Adam W.
1
Shen, Yang
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Shiu, Elias S. W.
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Siu, Chi Chung
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Viens, Frederi G.
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Xiao, Rui'an
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Young, Virginia R.
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Scandinavian actuarial journal
Insurance / Mathematics & economics
98
The journal of risk and insurance : the journal of the American Risk and Insurance Association
41
Risks : open access journal
39
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
24
Working paper / National Bureau of Economic Research, Inc.
20
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
18
The handbook of insurance-linked securities
16
Astin bulletin : the journal of the International Actuarial Association
14
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
12
Asia-Pacific journal of risk and insurance : APJRI
11
NBER Working Paper
10
Risk management and insurance review
10
NBER working paper series
9
Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
9
Working papers on finance
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Convergence of capital and insurance markets
7
Inquiry : a journal of health care organization, provision and financing
7
Journal of banking & finance
7
Journal of risk finance : the convergence of financial products and insurance
7
Discussion paper / The Pensions Institute, Cass Business School, City University
6
Journal of insurance regulation
6
The Geneva papers on risk and insurance - issues and practice
6
The financing of catastrophe risk
6
The journal of insurance issues : official journal of the Western Risk and Insurance Association
6
Working paper series / International Center for Insurance Regulation
6
Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
5
Journal of risk and uncertainty : JRU
5
Life insurance in Europe : risk analysis and market challenges
5
Invited papers for Symposium on Catastrophe Modeling
4
Journal of health economics
4
Modern economy
4
The Geneva papers on risk and insurance theory
4
UNSW Australian School of Business Research Paper
4
Working paper
4
Working papers in economics and statistics
4
ifa-Schriftenreihe
4
American economic journal : a journal of the American Economic Association
3
American journal of agricultural economics
3
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ECONIS (ZBW)
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1
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance
Haçarız, Oytun
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 94-114
Persistent link: https://www.econbiz.de/10012872651
Saved in:
2
Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio
;
Armstrong, John
;
Pennanen, Teemu
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
Saved in:
3
Tail index-linked annuity : a longevity risk sharing retirement plan
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10012872655
Saved in:
4
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
5
An innovative design of flexible, bequest-enhanced life annuity with natural hedging
Zhou, Yuxin
;
Sherris, Michael
;
Ziveyi, Jonathan
;
Xu, Mengyi
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 488-509
Persistent link: https://www.econbiz.de/10013370711
Saved in:
6
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:
7
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:
8
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:
9
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:
10
A constraint-free approach to optimal reinsurance
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10012194932
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