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Lebensversicherung
169
Life insurance
169
Theorie
94
Theory
94
Mortality
68
Sterblichkeit
68
Risikomodell
50
Risk model
50
Private Altersvorsorge
44
Private retirement provision
44
Portfolio selection
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Portfolio-Management
41
Option pricing theory
35
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Altersvorsorge
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Retirement provision
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Risk
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Risiko
27
Hedging
26
Finanzmathematik
24
Mathematical finance
24
Risikomanagement
18
Risk management
18
Actuarial mathematics
15
Variable annuity
15
Versicherungsmathematik
15
Life annuity
14
Longevity risk
14
Leibrente
13
Interest rate
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Zins
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Variable annuities
11
Capital income
9
Kapitaleinkommen
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Markov chain
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169
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Sherris, Michael
9
Christiansen, Marcus C.
5
Feng, Runhuan
5
Gatzert, Nadine
5
Young, Virginia R.
5
Milevsky, Moshe Arye
4
Yang, Sharon S.
4
Bohnert, Alexander
3
Ceci, Claudia
3
Chen, An
3
Colaneri, Katia
3
Cretarola, Alessandra
3
Denuit, Michel
3
Li, Johnny Siu-Hang
3
Liang, Xiaoqing
3
Loisel, Stéphane
3
Lu, Yi
3
Maurer, Raimond
3
Mitchell, Olivia S.
3
Planchet, Frédéric
3
Schmeiser, Hato
3
Ulm, Eric R.
3
Ziveyi, Jonathan
3
Bayraktar, Erhan
2
Bernard, Carole
2
Blackburn, Craig
2
Blake, David
2
Cairns, Andrew
2
Deelstra, Griselda
2
Dhaene, Jan
2
Djehiche, Boualem
2
El Karoui, Nicole
2
Furrer, Christian
2
Gan, Guojun
2
Gao, Jin
2
Hainaut, Donatien
2
Hieber, Peter
2
Ignatieva, Ekaterina
2
Kirkby, J. Lars
2
Kleinow, Torsten
2
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Insurance / Mathematics & economics
The journal of risk and insurance : the journal of the American Risk and Insurance Association
126
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
88
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
64
Risks : open access journal
56
Working paper / National Bureau of Economic Research, Inc.
51
NBER working paper series
50
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
36
NBER Working Paper
35
Scandinavian actuarial journal
33
The journal of structured finance
31
The journal of insurance issues : official journal of the Western Risk and Insurance Association
22
Asia-Pacific journal of risk and insurance : APJRI
21
Astin bulletin : the journal of the International Actuarial Association
21
Risk management and insurance review
21
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
20
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
ASTIN bulletin : the journal of the International Actuarial Association
16
Journal of banking & finance
16
Discussion paper / The Pensions Institute, Cass Business School, City University
15
The Geneva papers on risk and insurance - issues and practice
14
Working paper
14
Working paper series / International Center for Insurance Regulation
14
Financial services review : the journal of individual financial management
12
Working papers on finance
12
ifa-Schriftenreihe
12
CESifo working papers
11
Developing an annuity market in Europe
11
Discussion paper
11
European journal of operational research : EJOR
11
Journal of risk finance : the convergence of financial products and insurance
11
North American actuarial journal
11
The American economic review
11
The handbook of insurance-linked securities
11
Life insurance in Europe : risk analysis and market challenges
10
Netspar Discussion Paper
10
The Geneva risk and insurance review
10
Journal of pension economics and finance
9
Journal of public economics
9
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
9
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ECONIS (ZBW)
169
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1
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
2
Robust retirement and life insurance with inflation risk and model ambiguity
Park, Kyunghyun
;
Wong, Hoi Ying
;
Yan, Tingjin
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014282473
Saved in:
3
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Li, Xun
;
Yu, Xiang
;
Zhang, Qinyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 25-45
Persistent link: https://www.econbiz.de/10013534508
Saved in:
4
Aggregate Markov models in life insurance : properties and valuation
Ahmad, Jamaal
;
Bladt, Mogens
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 50-69
Persistent link: https://www.econbiz.de/10014466204
Saved in:
5
Optimal investment, consumption and life insurance purchase with learning about return predictability
Peng, Xingchun
;
Li, Baihui
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 70-95
Persistent link: https://www.econbiz.de/10014466205
Saved in:
6
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
7
Joint life care annuities to help retired couples to finance the cost of long-term care
Ventura Marco, Manuel
;
Vidal-Meliá, Carlos
; …
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 122-139
Persistent link: https://www.econbiz.de/10014466207
Saved in:
8
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
9
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
10
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
11
Refundable income annuities : feasibility of money-back guarantees
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 175-193
Persistent link: https://www.econbiz.de/10013348997
Saved in:
12
Annuity and insurance choice under habit formation
Boyle, Phelim P.
;
Tan, Ken Seng
;
Wei, Pengyu
;
Zhuang, …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 211-237
Persistent link: https://www.econbiz.de/10013349013
Saved in:
13
Mortality options : the point of view of an insurer
Schmeck, Maren Diane
;
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 98-115
Persistent link: https://www.econbiz.de/10012482759
Saved in:
14
Optimal retirement products under subjective mortality beliefs
Chen, An
;
Hieber, Peter
;
Rach, Manuel Matthias
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10012793909
Saved in:
15
Optimal annuity demand for general expected utility agents
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Levante, Lucia
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 70-79
Persistent link: https://www.econbiz.de/10012793910
Saved in:
16
Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
Zhang, Jinhui
;
Purcal, T. Sachi
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 80-90
Persistent link: https://www.econbiz.de/10012793911
Saved in:
17
Return smoothing in life insurance from a client perspective
Ruß, Jochen
;
Schelling, Stefan
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10012793912
Saved in:
18
Fourier based methods for the management of complex life insurance products
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
Saved in:
19
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
Gobbi, Fabio
;
Kolev, Nikolai
;
Mulinacci, Sabrina
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10012793931
Saved in:
20
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
Saved in:
21
Optimal investment for a retirement plan with deferred annuities
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 51-62
Persistent link: https://www.econbiz.de/10012545262
Saved in:
22
Dynamics of state-wise prospective reserves in the presence of non-monotone information
Christiansen, Marcus C.
;
Furrer, Christian
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012491966
Saved in:
23
Variable annuities : market incompleteness and policyholder behavior
Moenig, Thorsten
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012649208
Saved in:
24
The role of a longevity insurance for defined contribution pension systems
Berstein J., Solange
;
Morales, Marco
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 233-240
Persistent link: https://www.econbiz.de/10012649230
Saved in:
25
Macro longevity risk and the choice between annuity products : evidence from Denmark
Balter, Anne G.
;
Kallestrup-Lamb, Malene
;
Rangvid, Jesper
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 355-362
Persistent link: https://www.econbiz.de/10012649237
Saved in:
26
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
27
Longevity risk and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
Saved in:
28
Pooling mortality risk in Eurozone state pension liabilities : an application of a Bayesian coherent multi-population cohort-based mortality model
McCarthy, David
;
Wang, Po-Lin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 459-485
Persistent link: https://www.econbiz.de/10012649243
Saved in:
29
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
30
Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 408-428
Persistent link: https://www.econbiz.de/10012622402
Saved in:
31
Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
Wei, Jiaqin
;
Cheng, Xiang
;
Zhuo, Jin
;
Wang, Hao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 244-256
Persistent link: https://www.econbiz.de/10012242023
Saved in:
32
Calibrating Gompertz in reverse : what is your longevity-risk-adjusted global age?
Milevsky, Moshe Arye
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 147-161
Persistent link: https://www.econbiz.de/10012242048
Saved in:
33
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
34
Nonlinear reserving and multiple contract modifications in life insurance
Christiansen, Marcus C.
;
Djehiche, Boualem
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 187-195
Persistent link: https://www.econbiz.de/10012294123
Saved in:
35
Stochastic utilities with subsistence and satiation : optimal life insurance purchase, consumption and investment
Ye, Jinchun
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 193-212
Persistent link: https://www.econbiz.de/10012133531
Saved in:
36
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
Saved in:
37
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
38
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
39
An analysis of transaction costs in participating life insurance under mean-variance preferences
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 185-197
Persistent link: https://www.econbiz.de/10011990634
Saved in:
40
An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
Zhao, Yixing
;
Mamon, Rogemar
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011825060
Saved in:
41
Early default risk and surrender risk : impacts on participating life insurance policies
Cheng, Chunli
;
Li, Jing
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 30-43
Persistent link: https://www.econbiz.de/10011825072
Saved in:
42
Longevity risk and capital markets : the 2015-16 update
Blake, David
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
Saved in:
43
Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura
;
Mekkaoui-de Freitas, Najat el-
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
Saved in:
44
Unisex pricing of German participating life annuities : boon or bane for customer and insurance company?
Bruszas, Sandy
;
Kaschützke, Barbara
;
Maurer, Raimond
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 230-245
Persistent link: https://www.econbiz.de/10011825278
Saved in:
45
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Hsieh, Ming-hua
;
Wang, Jennifer L.
;
Chiu, Yu-Fen
;
Chen, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
Saved in:
46
Do actuaries believe in longevity deceleration?
Debonneuil, Edouard
;
Loisel, Stéphane
;
Planchet, Frédéric
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 325-338
Persistent link: https://www.econbiz.de/10011825314
Saved in:
47
Pricing insurance drawdown-type contracts with underlying Lévy assets
Palmowski, Zbigniew
;
Tumilewicz, Joanna
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011825327
Saved in:
48
Robust evaluation of SCR for participating life insurances under Solvency II
Hainaut, Donatien
;
Devolder, Pierre
;
Pelsser, Antoon …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 107-123
Persistent link: https://www.econbiz.de/10011825414
Saved in:
49
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
50
Life insurance settlement and the monopolistic insurance market
Hong, Jimin
;
Seog, S. Hun
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 36-50
Persistent link: https://www.econbiz.de/10011904615
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