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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
143
IMF Staff Country Reports
86
Scandinavian actuarial journal
42
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
33
The journal of risk and insurance : the journal of the American Risk and Insurance Association
31
Publikationen der Kölner Forschungsstelle Rückversicherung
29
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
26
Risks : open access journal
20
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
13
Insurance: Mathematics and Economics
12
NBER Working Paper
12
Trends und Herausforderungen in der Rückversicherung - Perspektiven der Praxis
11
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
11
European journal of operational research : EJOR
10
Risks
10
ASTIN bulletin : the journal of the International Actuarial Association
9
Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
9
The journal of insurance issues : official journal of the Western Risk and Insurance Association
9
Journal of banking & finance
8
The handbook of insurance-linked securities
8
Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim
8
IMF Working Papers
7
Reihe: Versicherungswirtschaft
7
Risk management and insurance review
7
The Geneva papers on risk and insurance - issues and practice
7
Agricultural finance review
6
Economic modelling
6
Journal of Risk Finance
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
6
The North American journal of economics and finance : a journal of financial economics studies
6
The financing of catastrophe risk
6
Business history
5
Finance research letters
5
Journal of mathematical finance
5
Managing risk in reinsurance : from city fires to global warming
5
Mathematical methods of operations research
5
Policy research working paper : WPS
5
Research paper series / Swiss Finance Institute
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1
An extreme-value theory approximation scheme in reinsurance and insurance-linked securities
Aviv, Rom
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
3
,
pp. 1157-1173
Persistent link: https://www.econbiz.de/10011999885
Saved in:
2
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
Saved in:
3
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:
4
Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin
;
Yang, Hailiang
;
Zeng, Yan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Saved in:
5
On a new paradigm of optimal reinsurance : a stochastic stackelberg differential game between an insurer and a reinsurer
Lv, Chen
;
Shen, Yang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 905-960
Persistent link: https://www.econbiz.de/10011875926
Saved in:
6
A Neyman-Pearson perspective on optimal reinsurance with constraints
Lo, Ambrose
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 467-499
Persistent link: https://www.econbiz.de/10011729606
Saved in:
7
Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun
;
Yang, Hailiang
;
Wang, Rongming
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
Saved in:
8
Pricing in reinsurance bargaining with comonotonic additive utility functions
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 507-530
Persistent link: https://www.econbiz.de/10011576823
Saved in:
9
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
10
A quantitative study of chain ladder based pricing approaches for long-tail quota shares
Riegel, Ulrich
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 267-307
Persistent link: https://www.econbiz.de/10011312286
Saved in:
11
Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Chi, Yichun
;
Lin, Sheldon
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
Saved in:
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