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Search: isPartOf:"Insurance: Mathematics and Economics"
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34
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26
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Insurance: Mathematics and Economics, 2009
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Insurance: Mathematics and Economics, S. 215-228, 2000
1
Internationale Aktuarvereinigung - Veröffentlichungen
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The final version of this article appeared as: Tsanakas A. (2004), ''Dynamic risk capital allocation with distortion measures'', Insurance: Mathematics and Economics, 35(2), p.223-243
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1111
Securitizing and tranching longevity exposures
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 186-198
Persistent link: https://www.econbiz.de/10008378682
Saved in:
1112
Securitization, structuring and pricing of longevity risk
Gong, Guan
;
Webb, Anthony
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 173-186
Persistent link: https://www.econbiz.de/10008378683
Saved in:
1113
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Pang, Gaobo
;
Warshawsky, Mark
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 162-173
Persistent link: https://www.econbiz.de/10008378684
Saved in:
1114
Longevity bond premiums: The extreme value approach and risk cubic pricing
Biffis, Enrico
;
Blake, David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 150-162
Persistent link: https://www.econbiz.de/10008378685
Saved in:
1115
On the pricing of longevity-linked securities
Wills, Samuel
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 139-150
Persistent link: https://www.econbiz.de/10008378686
Saved in:
1116
Longevity risk and capital markets: The 2008–2009 update
Kogure, Atsuyuki
;
Kurachi, Yoshiyuki
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 135-139
Persistent link: https://www.econbiz.de/10008378687
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1117
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Chen, Hua
;
Cummins, J. David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 127-135
Persistent link: https://www.econbiz.de/10008378688
Saved in:
1118
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
Bauer, Daniel
;
Börger, Matthias
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 117-127
Persistent link: https://www.econbiz.de/10008378689
Saved in:
1119
An elementary approach to discrete models of dividend strategies
Blake, David
;
De Waegenaere, Anja
;
MacMinn, Richard
; …
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10008378690
Saved in:
1120
De Finetti’s optimal dividends problem with an affine penalty function at ruin
Cheung, Eric C.K.
;
Landriault, David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10008378691
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