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  • Search: subject:"(Conditional) Law of large numbers"
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Subject
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Theorie 3 Theory 3 Risiko 2 Risikomanagement 2 Risikomodell 2 Risk 2 Risk management 2 Risk model 2 (Conditional) Law of large numbers 1 Aggregation 1 Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 Conditional law of large numbers 1 Disability benefits 1 Disability insurance 1 Dynamic equivalence principle 1 EU-Versicherungsrecht 1 Erwerbsminderungsrente 1 Erwerbsunfähigkeit 1 European insurance law 1 Insurance 1 Lebensversicherung 1 Life insurance 1 Mortality 1 Risk aggregation 1 Risk sharing 1 Solvency 1 Solvency capital requirements 1 Sterblichkeit 1 Systematic longevity risk 1 Versicherung 1 Work disability 1 best estimate of liabilities 1 conditional law of large numbers 1 enlargement of filtration 1 fundamental theorem about absence of insurance–finance arbitrage 1 hybrid products 1 insurance-finance consistency 1 life insurance 1
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Undetermined 3
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Artzner, Philippe 1 Denuit, Michel 1 Dhaene, Jan 1 Djehiche, Boualem 1 Eisele, Karl-Theodor 1 Hanbali, Hamza 1 Löfdahl, Björn 1 Schmidt, Thorsten 1 Trufin, Julien 1
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Published in...
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Insurance / Mathematics & economics 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Insurance-finance arbitrage
Artzner, Philippe; Eisele, Karl-Theodor; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 739-773
Persistent link: https://www.econbiz.de/10014565272
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A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien - In: Insurance / Mathematics & economics 86 (2019), pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
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Aggregation of 1-year risks in life and disability insurance
Djehiche, Boualem; Löfdahl, Björn - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10011620750
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