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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Insurance-Linked Securities
64
Insurance-linked securities
64
Risikomodell
26
Risk model
26
Securitization
24
Verbriefung
24
Disaster
15
Insurance Linked Securities
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Katastrophe
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Reinsurance
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Rückversicherung
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Theorie
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Theory
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Elementarschadenversicherung
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Natural disaster insurance
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USA
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United States
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Mortality
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Sterblichkeit
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Versicherung
8
Insurance
7
Welt
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World
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Risikomanagement
6
Risikoprämie
6
Risk management
6
Risk premium
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Versicherungsbetrieb
6
Anleihe
5
Estimation
5
Financial analysis
5
Finanzanalyse
5
Lebensversicherung
5
Life insurance
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risikoverteilung
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Risk
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Schätzung
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English
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Bauer, Daniel
1
Kramer, Florian
1
Lin, Yijia
1
Liu, Sheen
1
Wang, Chou-wen
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Yang, Sharon S.
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Yu, Jifeng
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
3
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The risk of a mortality catastrophe
Bauer, Daniel
;
Kramer, Florian
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011691650
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2
Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen
;
Yang, Sharon S.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
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3
Pricing mortality securities with correlated mortality indexes
Lin, Yijia
;
Liu, Sheen
;
Yu, Jifeng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 921-948
Persistent link: https://www.econbiz.de/10010235582
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