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  • Search: subject:"risk Model"
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Year of publication
Subject
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Risk model 1,625 Risikomodell 1,623 Theorie 856 Theory 854 Risk 716 Risiko 715 Risk management 590 Risikomanagement 587 Insurance 535 Versicherung 535 Lebensversicherung 230 Life insurance 229 Mortality 222 Sterblichkeit 222 Disaster 214 Katastrophe 214 Portfolio-Management 194 Portfolio selection 193 Rückversicherung 163 Reinsurance 162 Elementarschadenversicherung 139 Natural disaster insurance 139 Economics of insurance 133 Versicherungsökonomik 133 Actuarial mathematics 131 Versicherungsmathematik 131 Risikomaß 104 Risk measure 104 EU-Versicherungsrecht 99 European insurance law 99 Insurance premium 97 Versicherungsbeitrag 97 Versicherungsmarkt 97 Adverse Selektion 95 Adverse selection 94 Insurance market 94 Stochastischer Prozess 92 Stochastic process 91 Credit risk 87 Health insurance 82
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Online availability
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Free 1,755 CC license 146
Type of publication
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Book / Working Paper 1,328 Article 424 Other 3
Type of publication (narrower categories)
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Graue Literatur 471 Non-commercial literature 471 Working Paper 438 Arbeitspapier 423 Article in journal 389 Aufsatz in Zeitschrift 389 Hochschulschrift 48 Article 28 Thesis 23 Collection of articles of several authors 18 Sammelwerk 18 Aufsatzsammlung 8 Collection of articles written by one author 8 Sammlung 8 Konferenzschrift 5 Case study 3 Conference paper 3 Fallstudie 3 Konferenzbeitrag 3 Amtsdruckschrift 2 Conference proceedings 2 Government document 2 Lehrbuch 2 Textbook 2 Aufsatz im Buch 1 Bibliografie enthalten 1 Bibliography included 1 Book section 1 Conference Paper 1 Report 1 research-article 1
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Language
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English 1,669 German 43 Undetermined 39 Spanish 4 Danish 1 French 1 Thai 1
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Author
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Sherris, Michael 30 Gründl, Helmut 22 Kunreuther, Howard 19 Dionne, Georges 17 Eling, Martin 17 Dhaene, Jan 14 Dickson, David C. M. 13 Gatzert, Nadine 13 Berdin, Elia 11 Blake, David 11 Burnecki, Krzysztof 11 Li, Shuanming 11 Froot, Kenneth 10 Peters, Gareth 10 Schmeiser, Hato 10 Cairns, Andrew 9 Wrohlich, Katharina 9 Braun, Alexander 8 De Donder, Philippe 8 Kleef, Richard Cornelis van 8 Leroux, Marie-Louise 8 Loubergé, Henri 8 Luciano, Elisa 8 Asimit, Alexandru Vali 7 Boonen, Tim J. 7 Chen, An 7 Chi, Yichun 7 Dassios, Angelos 7 Denuit, Michel 7 Devolder, Pierre 7 Finkelstein, Amy 7 Froot, Kenneth A. 7 Ghossoub, Mario 7 He, Qihao 7 Kakushadze, Zura 7 McGuire, Thomas G. 7 Olivieri, Annamaria 7 Regis, Luca 7 Savelli, Nino 7 Zhao, Hongbiao 7
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Institution
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National Bureau of Economic Research 35 International Monetary Fund (IMF) 18 International Association for the Study of Insurance Economics 13 International Monetary Fund 12 Centre for Actuarial Studies 4 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Department of Economics and Related Studies, University of York 3 International Association of Insurance Supervisors 3 Bank of England 2 Basel Committee on Banking Supervision 2 Eric Cuvillier <Firma> 2 European Central Bank 2 European Commission / Joint Research Centre 2 Gottfried Wilhelm Leibniz Universität Hannover 2 HAL 2 Hamburger Gesellschaft zur Förderung des Versicherungswesens 2 Institute for the Study of Labor (IZA) 2 International Organization of Securities Commissions 2 Sveriges Riksbank 2 Technische Universität Braunschweig 2 Universität Ulm 2 ART of CROs <6, 2008, Ballerup> 1 Annual Round Table of Chief Risk Officers <13., 2016, Kopenhagen> 1 Bank für Internationalen Zahlungsausgleich / Irving Fisher Committee on Central Bank Statistics 1 Banque de France 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Innovation, Research and Competence in the Learning Economy (CIRCLE), Lunds Universitet 1 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 De Nederlandsche Bank 1 Deutsche Bank Research 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 EIOPA 1 European Food Safety Authority 1 European Insurance and Occupational Pensions Authority 1 European Network and Information Security Agency 1 Faculty of Economics, Kasetsart University 1 Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 GIGA German Institute of Global and Area Studies 1
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Published in...
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Risks : open access journal 142 NBER working paper series 35 NBER Working Paper 33 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 23 Working paper 21 Discussion paper / The Pensions Institute, Cass Business School, City University 20 Working papers on finance 18 Discussion paper / Tinbergen Institute 17 CESifo working papers 16 Risks 16 Scandinavian actuarial journal 15 Working paper / National Bureau of Economic Research, Inc. 15 ASTIN bulletin : the journal of the International Actuarial Association 14 Working paper series / International Center for Insurance Regulation 14 Journal of risk and financial management : JRFM 13 IMF Staff Country Reports 12 Research paper series / Swiss Finance Institute 12 The journal of risk & insurance 12 The Geneva papers on risk and insurance - issues and practice 11 Swiss Finance Institute Research Paper 10 UNSW Australian School of Business Research Paper 10 Discussion paper series / IZA 9 SAFE working paper 8 Policy Research Working Paper 7 European research studies 6 IMF Working Papers 6 Insurance : mathematics and economics 6 Netspar Discussion Paper 6 SFB 649 discussion paper 6 Working papers 6 Working papers in economics and statistics 6 World Bank Policy Research Working Paper 6 AFI 5 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 5 CESifo Working Paper Series 5 CIRRELT 5 DNB working paper 5 Discussion paper 5 Dissertation Series CentER 5 IZA Discussion Papers 5
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Source
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ECONIS (ZBW) 1,647 RePEc 57 EconStor 45 BASE 5 Other ZBW resources 1
Showing 1 - 10 of 1,755
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Irreversible reinsurance : minimization of capital injections in presence of a fixed cost
Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - In: Mathematics and financial economics 18 (2024) 4, pp. 707-733
Persistent link: https://www.econbiz.de/10015189220
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Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks
Yao, Jing (contributor); Hu, Xiang (contributor);  … - 2024
Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...
Persistent link: https://www.econbiz.de/10015325017
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Advantages of accounting for stochasticity in the premium process
Miao, Yang; Sendova, Kristina P. - In: Risks : open access journal 12 (2024) 10, pp. 1-25
In this paper, we study a risk model with stochastic premium income and its impact on solvency risk management. It is … and the classical risk model. After reviewing various known results of this model, we derive a simulation approach for …
Persistent link: https://www.econbiz.de/10015130492
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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano; Savelli, Nino - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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Irreversible reinsurance : minimization of capital injections in presence of a fixed cost
Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria Laura - 2023
We propose a model in which, in exchange to the payment of a fixed transaction cost, an insurance company can choose the retention level as well as the time at which subscribing a perpetual reinsurance contract. The surplus process of the insurance company evolves according to the diffusive...
Persistent link: https://www.econbiz.de/10014371814
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Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia
Salazar García, Juan Fernando; Guzmán Aguilar, Diana … - In: Revista de métodos cuantitativos para la economía y … 35 (2023), pp. 330-359
The pricing's premium in an insurance for the health sector is influenced by the claims ratio of its subscribers, which generates high levels of fluctuation and uncertainty. The objective of this research is the application of the actuarial individual risk models, collective risk and credibility...
Persistent link: https://www.econbiz.de/10015338478
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Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia
Salazar García, Juan Fernando; Guzmán Aguilar, Diana … - In: Revista de Métodos Cuantitativos para la Economía y … 35 (2023), pp. 330-359
The pricing's premium in an insurance for the health sector is influenced by the claims ratio of its subscribers, which generates high levels of fluctuation and uncertainty. The objective of this research is the application of the actuarial individual risk models, collective risk and credibility...
Persistent link: https://www.econbiz.de/10015372229
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Optimisation of drawdowns by generalised reinsurance in the classical risk model
Brinker, Leonie Violetta; Schmidli, Hanspeter - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 635-665
Persistent link: https://www.econbiz.de/10014443759
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Finite-time ruin probabilities using bivariate Laguerre series
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190
Persistent link: https://www.econbiz.de/10014325041
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