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~person:"Picard, Pierre"
~person:"Cairns, Andrew"
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Search: subject_exact:"Risk model"
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Risikomodell
28
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28
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17
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17
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17
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17
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7
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Picard, Pierre
Cairns, Andrew
Kunreuther, Howard
52
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44
Sherris, Michael
43
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36
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35
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24
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22
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21
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18
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18
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17
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16
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16
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15
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15
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15
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15
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15
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14
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14
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14
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14
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14
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14
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14
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12
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12
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12
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12
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12
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12
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12
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12
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9
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3
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3
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ECONIS (ZBW)
28
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1
CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
-
2020
Persistent link: https://www.econbiz.de/10012803786
Saved in:
2
Still living with mortality : the longevity risk transfer market after one decade
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
Kessler, Amy
-
2018
Persistent link: https://www.econbiz.de/10011912097
Saved in:
3
Longevity risk and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
Saved in:
4
Basis risk in index-based longevity hedges : a guide for longevity hedgers
Cairns, Andrew
;
El Boukfaoui, Ghali
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S97-S118
Persistent link: https://www.econbiz.de/10012440427
Saved in:
5
Longevity risk and capital markets : the 2018-19 update : editorial
Blake, David
;
Cairns, Andrew
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
2
,
pp. 219-261
Persistent link: https://www.econbiz.de/10012307354
Saved in:
6
CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012307368
Saved in:
7
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
8
Robust hedging of longevity risk
Cairns, Andrew
-
2012
Persistent link: https://www.econbiz.de/10009573349
Saved in:
9
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
10
Modeling and management of longevity risk
Cairns, Andrew
- In:
Recreating sustainable retirement : resilience, …
,
(pp. 71-88)
.
2014
Persistent link: https://www.econbiz.de/10010458573
Saved in:
11
Factor risk quantification in annuity models
Karabey, Uǧur
;
Kleinow, Torsten
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 34-45
Persistent link: https://www.econbiz.de/10010437638
Saved in:
12
Completing the survivor derivatives market
Dawson, Paul
;
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
-
2007
Persistent link: https://www.econbiz.de/10003583412
Saved in:
13
Optimal risk financing in large corporations through insurance captives
Picard, Pierre
;
Pinquet, Jean
- In:
The Geneva risk and insurance review
38
(
2013
)
1
,
pp. 48-86
Persistent link: https://www.econbiz.de/10009758403
Saved in:
14
The new life market
Blake, David
;
Cairns, Andrew
;
Coughlan, Guy D.
;
Dowd, Kevin
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 501-557
Persistent link: https://www.econbiz.de/10010127214
Saved in:
15
Living with mortality : longevity bonds and other mortality-linked securities
Blake, David
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003262062
Saved in:
16
Survivor swaps
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew
;
Dawson, Paul
-
2005
Persistent link: https://www.econbiz.de/10003286784
Saved in:
17
Pricing risk on longevity bonds
Cairns, Andrew
;
Blake, David
;
Dawson, Paul
;
Dowd, Kevin
-
2005
Persistent link: https://www.econbiz.de/10003226507
Saved in:
18
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
19
Costly risk verification without commitment in competitive insurance markets
Picard, Pierre
- In:
Games and economic behavior
66
(
2009
)
2
,
pp. 893-919
Persistent link: https://www.econbiz.de/10003871704
Saved in:
20
Natural disaster insurance and the equity-efficiency trade-off
Picard, Pierre
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10003686706
Saved in:
21
Survivor swaps
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew
;
Dawson, Paul
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003302387
Saved in:
22
On the role of good faith in insurance contracting
Dixit, Avinash K.
;
Picard, Pierre
- In:
Economics for an imperfect world : essays in honor of …
,
(pp. 17-34)
.
2003
Persistent link: https://www.econbiz.de/10002011495
Saved in:
23
Costly risk verification without commitment in competitive insurance markets
Picard, Pierre
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724166
Saved in:
24
On the role of good faith in insurance contracting
Dixit, Avinash K.
(
contributor
);
Picard, Pierre
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661135
Saved in:
25
On the design of optimal insurance policies under manipulation of audit cost
Picard, Pierre
- In:
International economic review
41
(
2000
)
4
,
pp. 1049-1071
Persistent link: https://www.econbiz.de/10001525648
Saved in:
26
Optimal insurance under random auditing
Fagart, Marie-Cécile
;
Picard, Pierre
- In:
The Geneva papers on risk and insurance theory
24
(
1999
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10001445648
Saved in:
27
Optimal insurance under random auditing
Fagart, Marie-Cécile
;
Picard, Pierre
-
1998
Persistent link: https://www.econbiz.de/10000997346
Saved in:
28
On the design of optimal insurance policies under manipulation of audit cost
Picard, Pierre
-
1996
Persistent link: https://www.econbiz.de/10000950061
Saved in:
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