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  • Search: subject:"risk Model"
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Year of publication
Subject
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Risk model 5,176 Risikomodell 5,165 Theorie 2,680 Theory 2,678 Risiko 1,999 Risk 1,988 Risikomanagement 1,752 Risk management 1,737 Versicherung 1,495 Insurance 1,487 Lebensversicherung 663 Life insurance 659 Portfolio-Management 610 Portfolio selection 609 Disaster 582 Katastrophe 582 Mortality 572 Sterblichkeit 572 Versicherungsmathematik 530 Actuarial mathematics 522 Rückversicherung 494 Reinsurance 493 Economics of insurance 463 Versicherungsökonomik 463 Risikomaß 378 Risk measure 378 Elementarschadenversicherung 366 Natural disaster insurance 365 Deutschland 336 Germany 322 Stochastischer Prozess 308 Stochastic process 304 USA 273 United States 271 Versicherungsmarkt 271 Insurance market 261 Insurance premium 260 Versicherungsbeitrag 260 Credit risk 249 EU-Versicherungsrecht 245
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Online availability
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Free 1,751 Undetermined 1,446 CC license 145
Type of publication
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Article 3,231 Book / Working Paper 2,190 Journal 11 Other 3
Type of publication (narrower categories)
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Article in journal 2,815 Aufsatz in Zeitschrift 2,815 Graue Literatur 743 Non-commercial literature 743 Working Paper 591 Arbeitspapier 576 Aufsatz im Buch 288 Book section 288 Hochschulschrift 222 Thesis 166 Collection of articles of several authors 123 Sammelwerk 123 Konferenzschrift 62 Lehrbuch 54 Conference proceedings 50 Textbook 50 Bibliografie enthalten 46 Bibliography included 46 Aufsatzsammlung 36 Collection of articles written by one author 28 Sammlung 28 Article 27 Case study 20 Fallstudie 20 Amtsdruckschrift 15 Conference paper 15 Government document 15 Konferenzbeitrag 15 Glossar enthalten 8 Glossary included 8 Handbook 8 Handbuch 8 research-article 7 Rezension 5 Einführung 4 Forschungsbericht 3 Mehrbändiges Werk 3 Mikroform 3 Multi-volume publication 3 Bibliografie 2
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Language
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English 4,762 German 499 Undetermined 111 French 29 Polish 24 Spanish 8 Dutch 7 Italian 3 Russian 3 Norwegian 2 Danish 1 Thai 1
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Author
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Kunreuther, Howard 60 Sherris, Michael 53 Gatzert, Nadine 51 Schmeiser, Hato 39 Eling, Martin 38 Denuit, Michel 34 Dhaene, Jan 33 Gründl, Helmut 32 Ken Seng Tan 30 Dionne, Georges 27 Chi, Yichun 25 Blake, David 24 Dickson, David C. M. 24 Froot, Kenneth 24 Boonen, Tim J. 23 Li, Shuanming 23 Michel-Kerjan, Erwann 23 Braun, Alexander 22 Zweifel, Peter 22 Cheung, Eric C. K. 21 McGuire, Thomas G. 21 Richter, Andreas 21 Albrecht, Peter 20 Cairns, Andrew 20 Chen, An 20 Kleef, Richard Cornelis van 18 Loubergé, Henri 18 Cheung, Ka Chun 17 Devolder, Pierre 17 Goovaerts, Marc J. 17 Landriault, David 17 Li, Johnny Siu-Hang 17 Feng, Runhuan 16 Willmot, Gordon E. 16 Albrecher, Hansjörg 15 Ghossoub, Mario 15 Guillén, Montserrat 15 Luciano, Elisa 15 Schlesinger, Harris 15 Zhang, Zhimin 15
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Institution
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National Bureau of Economic Research 37 International Association for the Study of Insurance Economics 32 International Monetary Fund (IMF) 18 European Group of Risk and Insurance Economists 17 International Monetary Fund 12 OECD 12 Centre for Actuarial Studies 5 Schweizerische Rückversicherungsgesellschaft 5 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 4 Organisation for Economic Co-operation and Development 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Department of Economics and Related Studies, University of York 3 Gottfried Wilhelm Leibniz Universität Hannover 3 International Accounting Standards Board 3 International Association of Insurance Supervisors 3 Springer Fachmedien Wiesbaden 3 Technische Universität Braunschweig 3 Universität Ulm 3 Université Paris-Dauphine (Paris IX) 3 American Institute for Property and Liability Underwriters 2 Bajkalʹskij Gosudarstvennyj Universitet Ėkonomiki i Prava 2 Bank of England 2 Basel Committee on Banking Supervision 2 Centre for Analytical Finance <Århus> 2 Deutscher Verein für Versicherungswissenschaft 2 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 2 Eric Cuvillier <Firma> 2 European Central Bank 2 European Commission / Joint Research Centre 2 HAL 2 Hamburger Gesellschaft zur Förderung des Versicherungswesens 2 Institute for the Study of Labor (IZA) 2 International Congress of Actuaries <24, 1992, Montréal> 2 International Organization of Securities Commissions 2 Pensions Institute 2 Society of Actuaries 2 Sveriges Riksbank 2 Universität Mannheim 2 Verlag Dr. Kovač 2
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Published in...
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Insurance / Mathematics & economics 485 Risks : open access journal 152 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 130 Scandinavian actuarial journal 117 The journal of risk and insurance : the journal of the American Risk and Insurance Association 107 Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V. 72 Astin bulletin : the journal of the International Actuarial Association 49 ASTIN bulletin : the journal of the International Actuarial Association 37 NBER working paper series 36 European journal of operational research : EJOR 33 NBER Working Paper 33 The Geneva risk and insurance review 33 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 32 The Geneva papers on risk and insurance - issues and practice 32 Working paper / National Bureau of Economic Research, Inc. 31 Journal of health economics 30 North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science 30 Asia-Pacific journal of risk and insurance : APJRI 29 The journal of risk & insurance 28 Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance 28 Journal of banking & finance 25 Journal of risk finance : the convergence of financial products and insurance 25 Working paper 25 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 25 Risk management and insurance review 24 Discussion paper / The Pensions Institute, Cass Business School, City University 22 The Geneva papers on risk and insurance theory 21 The journal of insurance issues : official journal of the Western Risk and Insurance Association 21 Insurance: Mathematics and Economics 20 Journal of risk and uncertainty : JRU 20 Convergence of capital and insurance markets 19 The handbook of insurance-linked securities 18 Working papers on finance 18 American journal of agricultural economics 17 Discussion paper / Tinbergen Institute 17 Insurance : mathematics and economics 17 Journal of economic behavior & organization : JEBO 17 Journal of mathematical finance 17 CESifo working papers 16 Finance research letters 16
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Source
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ECONIS (ZBW) 5,246 RePEc 131 EconStor 44 Other ZBW resources 9 BASE 5
Showing 1 - 10 of 5,435
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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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