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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Lebensversicherung
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Life insurance
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Chen, An
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Aase, Knut K.
2
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Ruß, Jochen
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Astin bulletin : the journal of the International Actuarial Association
The journal of risk and insurance : the journal of the American Risk and Insurance Association
201
Insurance / Mathematics & economics
172
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
103
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
69
Risks : open access journal
56
Working paper / National Bureau of Economic Research, Inc.
52
NBER working paper series
50
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
39
Scandinavian actuarial journal
36
NBER Working Paper
35
The journal of structured finance
31
Transactions of the International Congress of Actuaries
25
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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
Risk management and insurance review
21
Nordisk försäkringstidskrift : NFT
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
Schweizerische Versicherungszeitschrift
15
Arbeit und Sozialpolitik : Zeitschrift für das gesamte Gesundheitswesen
14
CESifo working papers
14
The Geneva papers on risk and insurance - issues and practice
14
Working paper
14
Working paper series / International Center for Insurance Regulation
14
Mannheimer Vorträge zur Versicherungswissenschaft
13
The journal of finance : the journal of the American Finance Association
13
Universität St.Gallen - Institut für Versicherungswirtschaft - Working Papers
13
Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
12
Discussion paper
12
Europäische Hochschulschriften / 5
12
Financial services review : the journal of individual financial management
12
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
12
Sigma
12
WORKING PAPERS ON RISK MANAGEMENT AND INSURANCE
12
Working papers on finance
12
ifa-Schriftenreihe
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1
Tonuity : a novel individual-oriented retirement plan
Chen, An
;
Hieber, Peter
;
Klein, Jakob K.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10012105334
Saved in:
2
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
3
Joint life insurance pricing using extended Marshall-Olkin models
Gobbi, Fabio
;
Kolev, Nikolai
;
Mulinacci, Sabrina
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 409-432
Persistent link: https://www.econbiz.de/10012056598
Saved in:
4
Solvency requirement in a unisex mortality model
Chen, An
;
Guillén, Montserrat
;
Vigna, Elena
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 1219-1243
Persistent link: https://www.econbiz.de/10011999904
Saved in:
5
Fourier space time-stepping algorithm for valuing Guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011875585
Saved in:
6
Age-specific adjustment of graduated mortality
Salhi, Yahia
;
Thérond, Pierre-E.
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 543-569
Persistent link: https://www.econbiz.de/10011875664
Saved in:
7
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
8
Life insurance and pension contracts II : the life cycle model with recursive utility
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10011485135
Saved in:
9
Life care annuities (LCA) embedded in a notional defined contribution (NDC) framework
Pla-Porcel, Javier
;
Ventura Marco, Manuel
; …
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10011576754
Saved in:
10
Marital status as a risk factor in life insurance : an empirical study in Taiwan
Wang, Hsin Chung
;
Yue, Jack C.
;
Tsai, Yi-Hsuan
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 487-505
Persistent link: https://www.econbiz.de/10011576818
Saved in:
11
Equitable retirement income tontines : mixing cohorts without discriminating
Milevsky, Moshe Arye
;
Salisbury, Thomas S.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 571-604
Persistent link: https://www.econbiz.de/10011669739
Saved in:
12
Optimal asset allocation in life insurance : the impact of regulation
Chen, An
;
Hieber, Peter
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10011669744
Saved in:
13
Longevity risk management and shareholder value for a life annuity business
Blackburn, Craig
;
Hanewald, Katja
;
Olivieri, Annamaria
; …
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 43-77
Persistent link: https://www.econbiz.de/10011670852
Saved in:
14
Actuarial fairness and solidarity in pooled annuity funds
Donnelly, Catherine W.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10010506429
Saved in:
15
Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010506430
Saved in:
16
Calculating variable annuity liability "Greeks" using Monte Carlo simulation
Cathcart, Mark J.
;
Lok, Hsiao Yen
;
McNeil, Alexander J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
Saved in:
17
Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander
;
Ruß, Jochen
;
Schilling, Katja
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
Saved in:
18
Pricing and solvency of value-maximizing life annuity providers
Nirmalendran, Maathumai
;
Sherris, Michael
;
Hanewald, Katja
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10010240690
Saved in:
19
Modeling the mortality trend under modern solvency regimes
Börger, Matthias
;
Fleischer, Daniel
;
Kuksin, Nikita
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10010240695
Saved in:
20
State-dependent fees for variable annuity guarantees
Bernard, Carole
;
Hardy, Mary Rosalyn
;
MacKay, Anne
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 559-585
Persistent link: https://www.econbiz.de/10010407950
Saved in:
21
Annuitization behavior : tax incentives vs. product design
Kling, Alexander
;
Richter, Andreas
;
Ruß, Jochen
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 535-558
Persistent link: https://www.econbiz.de/10010407957
Saved in:
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