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Scandinavian actuarial journal
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Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
2
Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 904-933
Persistent link: https://www.econbiz.de/10012313747
Saved in:
3
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
4
The expected discounted penalty function : from infinite time to finite time
Li, Shuanming
;
Lu, Yi
;
Sendova, Kristina P.
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 336-354
Persistent link: https://www.econbiz.de/10012194954
Saved in:
5
Precise local large deviations for heavy-tailed random sums with applications to risk models
Zhang, Qiuying
;
Cheng, Fengyang
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 450-463
Persistent link: https://www.econbiz.de/10011881464
Saved in:
6
Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin
;
Cheung, Eric C. K.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
Saved in:
7
Drawdown analysis for the renewal insurance risk process
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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