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isPartOf:"ifa-Schriftenreihe"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
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ifa-Schriftenreihe
ASTIN bulletin : the journal of the International Actuarial Association
Discussion paper / The Pensions Institute, Cass Business School, City University
Insurance / Mathematics & economics
169
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
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64
Risks : open access journal
56
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51
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50
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36
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36
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35
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31
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22
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
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
Journal of banking & finance
16
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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
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
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ECONIS (ZBW)
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1
Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
3
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
4
Pricing longevity-linked securities in the presence of mortality trend changes
Freimann, Arne
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 411-447
Persistent link: https://www.econbiz.de/10012523251
Saved in:
5
Computation of bonus in multi-state life insurance
Ahmad, Jamaal
;
Buchardt, Kristian
;
Furrer, Christian
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 291-331
Persistent link: https://www.econbiz.de/10012805748
Saved in:
6
Estimation of future discretionary benefits in traditional life insurance
Gach, Florian
;
Hochgerner, Simon
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 835-876
Persistent link: https://www.econbiz.de/10013426665
Saved in:
7
How on/off switching in deaths creates periods of unexplained higher life insurance costs
Jones, Rodney P.
-
2019
Persistent link: https://www.econbiz.de/10012705376
Saved in:
8
Still living with mortality : the longevity risk transfer market after one decade
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
Kessler, Amy
-
2018
Persistent link: https://www.econbiz.de/10011912097
Saved in:
9
Applying economic measures to lapse risk management with machine learning approaches
Loisel, Stéphane
;
Piette, Pierrick
;
Tsai, Cheng-Hsien Jason
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 839-871
Persistent link: https://www.econbiz.de/10012656733
Saved in:
10
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Saved in:
11
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
12
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
Saved in:
13
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
14
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda
;
Devolder, Pierre
;
Gnameho, Kossi
; …
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Saved in:
15
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
16
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
Saved in:
17
The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.
;
Werker, Bas J. M.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 131-154
Persistent link: https://www.econbiz.de/10012194115
Saved in:
18
Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
Saved in:
19
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011449869
Saved in:
20
Longevity insurance annuities : lessons from the United Kingdom
Blake, David
;
Turner, John A.
-
2013
Persistent link: https://www.econbiz.de/10010234136
Saved in:
21
Cohort mortality risk or adverse selection in the UK annuity market?
Cannon, Edmund S.
;
Tonks, Ian
-
2013
Persistent link: https://www.econbiz.de/10009765772
Saved in:
22
Adjusted money's worth ratios in life annuities
Casassus, Jaime
;
Walker Hitschfeld, Eduardo
-
2013
Persistent link: https://www.econbiz.de/10009765774
Saved in:
23
Life insurance pricing in a Heston market with CIR interests
Bielert, Torben
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10014009635
Saved in:
24
Taking the long view
Blake, David
;
Boardman, Tom
;
Cairns, Andrew
;
Dowd, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003839482
Saved in:
25
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
Haastrecht, Alexander van
;
Platt, Richard
;
Pelsser, …
-
2009
Persistent link: https://www.econbiz.de/10003877144
Saved in:
26
Completing the survivor derivatives market
Dawson, Paul
;
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
-
2007
Persistent link: https://www.econbiz.de/10003583412
Saved in:
27
Options on normal underlyings
Dawson, Paul
;
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
-
2007
Persistent link: https://www.econbiz.de/10003583418
Saved in:
28
Evaluating the advanced life deferred annuity : an annuity people might actually buy
Gong, Guan
(
contributor
);
Webb, Anthony
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003564764
Saved in:
29
Langlebigkeitsanalyse von Versicherungsbeständen
Hentschel, Felix
-
2013
Persistent link: https://www.econbiz.de/10010241651
Saved in:
30
Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora
(
contributor
);
Webb, Anthony
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003329662
Saved in:
31
Survivor swaps
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew
;
Dawson, Paul
-
2005
Persistent link: https://www.econbiz.de/10003286784
Saved in:
32
Chance-Risiko-Profile kapitalmarktnaher Lebensversicherungsprodukte unter Berücksichtigung des Inflationsrisikos
Härtel, Lena
-
2011
Persistent link: https://www.econbiz.de/10009535398
Saved in:
33
Die Funktionsweise und die Wirkung des natürlichen Hedgings : analysiert im Kontext der deutschen Lebensversicherung
Wetzel, Carmen
-
2011
Persistent link: https://www.econbiz.de/10008906708
Saved in:
34
Nested simulations in life insurance
Bergmann, Daniela
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152000
Saved in:
35
Replizierende Portfolios in der deutschen Lebensversicherung
Seemann, Axel
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10014008873
Saved in:
36
Marktkonsistente Bewertung in der Lebensversicherung
Baur, Tina Kristin
-
2009
Persistent link: https://www.econbiz.de/10003877281
Saved in:
37
Asset-Liability-Management in der Lebensversicherung unter besonderer Berücksichtigung pfadabhängiger Managementregeln
Horn, Oliver
-
2008
Persistent link: https://www.econbiz.de/10003648390
Saved in:
38
Stochastic mortality modeling and securitization of mortality risk
Bauer, Daniel
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003716389
Saved in:
39
A combined approach to risk analysis and valuation of life insurance contracts
Graf, Stefan
-
2008
Persistent link: https://www.econbiz.de/10003741848
Saved in:
40
Analyse des deutschen Standardmodells für Lebensversicherer unter Solvency II
Mummenhoff, Anno
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003551164
Saved in:
41
Unit-linked life insurance in Lévy-process financial markets : modeling, hedging and statistics
Riesner, Martin
-
2007
Persistent link: https://www.econbiz.de/10003434019
Saved in:
42
Portfolio regulation of life insurance companies and pension funds
Davis, E. Philip
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539993
Saved in:
43
Measuring value added in the pensions industry
Blake, David
;
Board, John L. G.
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539430
Saved in:
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