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isPartOf:"ifa-Schriftenreihe"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"The journal of insurance issues : official journal of the Western Risk and Insurance Association"
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ifa-Schriftenreihe
ASTIN bulletin : the journal of the International Actuarial Association
The journal of insurance issues : official journal of the Western Risk and Insurance Association
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
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
Scandinavian actuarial journal
36
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
36
NBER Working Paper
35
The journal of structured finance
31
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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
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Discussion paper / The Pensions Institute, Cass Business School, City University
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The Geneva papers on risk and insurance - issues and practice
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Working paper
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Working paper series / International Center for Insurance Regulation
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Financial services review : the journal of individual financial management
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Developing an annuity market in Europe
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Discussion paper
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European journal of operational research : EJOR
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Journal of risk finance : the convergence of financial products and insurance
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North American actuarial journal
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The American economic review
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The handbook of insurance-linked securities
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Life insurance in Europe : risk analysis and market challenges
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Netspar Discussion Paper
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The Geneva risk and insurance review
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Journal of pension economics and finance
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Journal of public economics
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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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
Pandemics and the individual life insurance market : evidence of the impact of COVID-19
Cole, Cassandra R.
;
Fier, Stephen G.
- In:
The journal of insurance issues : official journal of …
46
(
2023
)
1
,
pp. 100-145
Persistent link: https://www.econbiz.de/10014368792
Saved in:
6
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:
7
An examination of life insurer share price behavior surrounding Covid-19 death announcements
Kim, Seongsu David
;
Chatterjee, Swarn
;
Haley, Joseph Donald
- In:
The journal of insurance issues : official journal of …
45
(
2022
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014229584
Saved in:
8
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:
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
Foreign direct investment and the supply of life insurance in emerging countries
Carson, James M.
;
Chen, Pei-Han
;
Outreville, J. François
- In:
The journal of insurance issues : official journal of …
44
(
2021
)
1
,
pp. 38-64
Persistent link: https://www.econbiz.de/10012623598
Saved in:
13
A dynamic analysis on research and development performance and market competitiveness of the Taiwanese life insurance industry
Chen, Guan-Chih
;
Hsiung, Ling-Yu
;
Lai, Hsing-Jung
- In:
The journal of insurance issues : official journal of …
44
(
2022
)
2
,
pp. 45-64
Persistent link: https://www.econbiz.de/10013162386
Saved in:
14
Customer preferences in German life insurance savings products : a conjoint analysis approach
Fuino, Michel
;
Maichel-Guggemoos, Liselotte
;
Wagner, Joël
- In:
The journal of insurance issues : official journal of …
43
(
2020
)
2
,
pp. 97-133
Persistent link: https://www.econbiz.de/10012623468
Saved in:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
Culture and life insurance ownership : is it an issue?
Outreville, J. François
- In:
The journal of insurance issues : official journal of …
41
(
2018
)
2
,
pp. 168-192
Persistent link: https://www.econbiz.de/10011958446
Saved in:
23
Name changes and future growth : evidence from the life insurance industry
Carson, James M.
;
Cole, Cassandra R.
;
Fier, Stephen G.
- In:
The journal of insurance issues : official journal of …
39
(
2016
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011451379
Saved in:
24
Advertising effectiveness for financial services firms : evidence from the life insurance industry
Fier, Stephen G.
;
Pooser, David M.
- In:
The journal of insurance issues : official journal of …
39
(
2016
)
2
,
pp. 137-168
Persistent link: https://www.econbiz.de/10011694290
Saved in:
25
Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation
Niedrig, Tobias
- In:
The journal of insurance issues : official journal of …
38
(
2015
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10011380756
Saved in:
26
Catastrophes and the demand for life insurance
Fier, Stephen G.
;
Carson, James M.
- In:
The journal of insurance issues : official journal of …
38
(
2015
)
2
,
pp. 125-156
Persistent link: https://www.econbiz.de/10011380772
Saved in:
27
Life insurance pricing in a Heston market with CIR interests
Bielert, Torben
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10014009635
Saved in:
28
Ownership form and efficiency : the coexistence of stock and mutual life insurers
Chen, Leon
;
Eckles, David L.
;
Pottier, Steven W.
- In:
The journal of insurance issues : official journal of …
36
(
2013
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10010197177
Saved in:
29
Langlebigkeitsanalyse von Versicherungsbeständen
Hentschel, Felix
-
2013
Persistent link: https://www.econbiz.de/10010241651
Saved in:
30
An empirical analysis of life insurance policy surrender activity
Russell, David T.
;
Fier, Stephen C.
;
Carson, James M.
; …
- In:
The journal of insurance issues : official journal of …
36
(
2013
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10009725277
Saved in:
31
Stranger-orinated life insurance (STOLI) : controvery and proposal for market-based solutions
Guttery, Randall S.
;
He, Enya
;
Poe, Stephen
- In:
The journal of insurance issues : official journal of …
35
(
2012
)
1
,
pp. 100-117
Persistent link: https://www.econbiz.de/10009520064
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
How does the liability structure affect incentives to invest in hedge funds? : the case of with-profit life insurance
Berry-Stölzle, Thomas R.
;
Kläver, Hendrik
;
Shen Qiu
- In:
The journal of insurance issues : official journal of …
34
(
2011
)
1
,
pp. 34-67
Persistent link: https://www.econbiz.de/10009269240
Saved in:
35
Deciding whether a life insurance contract should be reinstated
Mao, Hong
;
Ostaszewski, Krzysztof M.
;
Wang, Yuling
- In:
The journal of insurance issues : official journal of …
34
(
2011
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009269258
Saved in:
36
Nested simulations in life insurance
Bergmann, Daniela
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152000
Saved in:
37
Replizierende Portfolios in der deutschen Lebensversicherung
Seemann, Axel
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10014008873
Saved in:
38
The determinants and potential effects of life insurer mortgage backed securities exposure
Liebenberg, Andre P.
;
Colquitt, L. Lee
;
Hollans, Harris
- In:
The journal of insurance issues : official journal of …
33
(
2010
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009011594
Saved in:
39
Market efficiency and cointegration : a post-demutualization analysis of Canadian life insurance stocks
Bernier, Gilles
;
Mouelhi, Chaouki
- In:
The journal of insurance issues : official journal of …
32
(
2009
)
2
,
pp. 107-132
Persistent link: https://www.econbiz.de/10003977963
Saved in:
40
Marktkonsistente Bewertung in der Lebensversicherung
Baur, Tina Kristin
-
2009
Persistent link: https://www.econbiz.de/10003877281
Saved in:
41
Asset-Liability-Management in der Lebensversicherung unter besonderer Berücksichtigung pfadabhängiger Managementregeln
Horn, Oliver
-
2008
Persistent link: https://www.econbiz.de/10003648390
Saved in:
42
Stochastic mortality modeling and securitization of mortality risk
Bauer, Daniel
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003716389
Saved in:
43
A combined approach to risk analysis and valuation of life insurance contracts
Graf, Stefan
-
2008
Persistent link: https://www.econbiz.de/10003741848
Saved in:
44
Application of game theory to pricing of participating deferred annuity
Mao, Hong
;
Ostaszewski, Krzysztof M.
- In:
The journal of insurance issues : official journal of …
30
(
2007
)
2
,
pp. 102-122
Persistent link: https://www.econbiz.de/10003937376
Saved in:
45
Does corporate governance and ownership structure influence performance? : evidence from Taiwan life insurance companies
Huang, Li-ying
;
Hsiao, Tzy-yih
;
Lai, Gene C.
- In:
The journal of insurance issues : official journal of …
30
(
2007
)
2
,
pp. 123-151
Persistent link: https://www.econbiz.de/10003937382
Saved in:
46
Analyse des deutschen Standardmodells für Lebensversicherer unter Solvency II
Mummenhoff, Anno
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003551164
Saved in:
47
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:
48
Pricing life insurance : combining economic, financial, and actuarial approaches
Mao, Hong
;
Carson, James M.
;
Ostaszewski, Krzysztof M.
; …
- In:
The journal of insurance issues : official journal of …
27
(
2004
)
2
,
pp. 134-159
Persistent link: https://www.econbiz.de/10002562655
Saved in:
49
The market impact of the financial services modernization act of 1999 : differences between life insurers and property-liability insurers
Marlett, David C.
;
Pacini, Carl
;
Hillison, William
- In:
The journal of insurance issues : official journal of …
26
(
2003
)
2
,
pp. 69-92
Persistent link: https://www.econbiz.de/10002089843
Saved in:
50
Is life insurance a human capital derivatives business?
Ostaszewski, Krzysztof M.
- In:
The journal of insurance issues : official journal of …
26
(
2003
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001783905
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