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1
Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin
Liu, Bing
;
Zhang, Lihong
;
Zhou, Ming
- In:
Applied economics
56
(
2024
)
12
,
pp. 1423-1439
Persistent link: https://www.econbiz.de/10014471101
Saved in:
2
Optimal index insurance and basis risk decomposition : an application to Kenya
Stigler, Matthieu
;
Lobell, David B.
- In:
American journal of agricultural economics
106
(
2024
)
1
,
pp. 306-329
Persistent link: https://www.econbiz.de/10014443409
Saved in:
3
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
4
The ffect of reinsurance treaties on the cedent loss reserving
Najafabadi, Amir T. Payandeh
;
Atatalab, Fatemeh
- In:
Journal of modelling in management
19
(
2024
)
1
,
pp. 288-310
Persistent link: https://www.econbiz.de/10014486338
Saved in:
5
Genetic testing and actuarial science
Macdonald, Angus
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014519961
Saved in:
6
Robust investment for insurers with correlation ambiguity
Cheng, Bingqian
;
Wang, Hao
;
Zhang, Lihong
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 247-257
Persistent link: https://www.econbiz.de/10014494647
Saved in:
7
Valuing insurance against small probability risks : a meta-analysis
Mankaï, Selim
;
Marchand, Sébastien
;
Le Ngoc Ha
- In:
Journal of behavioral and experimental economics
109
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014528000
Saved in:
8
Solvency II and diversification effect for non-life premium and reserves risk : new results based on non-parametric copulas
Szczęsny, Krystian
;
Wanat, Stanisław
;
Denkowska, Anna
- In:
Risk management : an international journal
25
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014326598
Saved in:
9
Extreme severity modeling using a GLM-GPD combination : application to an excess of loss reinsurance treaty
Ghaddab, Sarra
;
Kacem, Manel
;
Peretti, Christian de
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10014330174
Saved in:
10
Effect of regret sensitivity on self-insurance and self-protection
Fujii, Yoichiro
;
Osaki, Yusuke
- In:
Applied economics
55
(
2023
)
44
,
pp. 5202-5212
Persistent link: https://www.econbiz.de/10014335055
Saved in:
11
Background risk and consumers' demand for insurance under limited liability
Sorek, Gilad
;
Beard, Thomas Randolph
- In:
Southern economic journal
90
(
2023
)
2
,
pp. 277-290
Persistent link: https://www.econbiz.de/10014438037
Saved in:
12
Regulatory capital and asset risk transfer
Kim, Kyeonghee
;
Leverty, J. Tyler
;
Schmit, Joan Therese
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 1027-1061
Persistent link: https://www.econbiz.de/10014443644
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13
Ruin probabilities for a Sparre Andersen model with investments : the case of annuity payments
Kabanov, Jurij M.
;
Promyslov, Platon
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 887-902
Persistent link: https://www.econbiz.de/10014426395
Saved in:
14
Risk classification in insurance markets with risk and preference heterogeneity
Luz, Vitor Farinha
;
Gottardi, Piero
;
Moreira, Humberto
- In:
The review of economic studies : RES
90
(
2023
)
6
,
pp. 3022-3082
Persistent link: https://www.econbiz.de/10014427655
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15
Optimal longevity risk transfer under asymmetric information
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Economic modelling
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384104
Saved in:
16
Insurance rate regulation, management of the loss reserve and pricing
Narayanamoorthy, Gans
;
Page, John R.
;
Song, Bohan
- In:
The accounting review : a publication of the American …
98
(
2023
)
6
,
pp. 407-434
Persistent link: https://www.econbiz.de/10014390411
Saved in:
17
Risk, technical efficiency and capital requirements of Ghanaian insurers
Attah-Kyei, Daniel
;
Andoh, Charles
;
Kuttu, Saint
- In:
Risk management : an international journal
25
(
2023
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014372831
Saved in:
18
Analysing the impact of rising mortality in adult ages on financial and actuarial products
Lledó, Josep
;
Atance, David
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506996
Saved in:
19
Buy-ins, buy-outs, longevity bonds, and the creation of value
MacMinn, Richard D.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 329-347
Persistent link: https://www.econbiz.de/10014365092
Saved in:
20
Morbidity compression and cancer insurance
Wang, Hsin Chung
;
Yue, Jack C.
;
Chang, Ting-Chung
; …
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 465-482
Persistent link: https://www.econbiz.de/10014365099
Saved in:
21
Optimal insurance : dual utility, random losses, and adverse selection
Gershkov, Alex
;
Moldovanu, Benny
;
Strack, Philipp
; …
- In:
American economic review
113
(
2023
)
10
,
pp. 2581-2614
Persistent link: https://www.econbiz.de/10014483377
Saved in:
22
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
23
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
Saved in:
24
Mitigating the mortality risk of the life insurance company through intra-product hedging
Huang, Fang-Wen
;
Huang, Hsiao-Tzu
;
Tsai, Chenghsien
- In:
Journal of financial studies : JFS : the official …
31
(
2023
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10014339137
Saved in:
25
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
26
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
27
Optimal insurance under maxmin expected utility
Birghila, Corina
;
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 467-501
Persistent link: https://www.econbiz.de/10014253653
Saved in:
28
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
29
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
30
On impact of largest claims reinsurance treaties on the ceding company's loss reserve
Atatalab, Fatemeh
;
Najafabadi, Amir T. Payandeh
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 328-357
Persistent link: https://www.econbiz.de/10014320062
Saved in:
31
An algorithm for the separation-preserving transition of clusterings
Borgwardt, Steffen Alexander
;
Happach, Felix
; …
- In:
INFORMS journal on optimization
5
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014292015
Saved in:
32
A new option for mortality-interest rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10014293018
Saved in:
33
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
34
Surrender contagion in life insurance
Cheng, Chunli
;
Hilpert, Christian
;
Miri Lavasani, Aidin
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
Saved in:
35
Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.
;
Gridin, V. N.
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
Saved in:
36
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan
;
Jiang, Zhengjun
;
Zhang, Yiwen
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 38-50
Persistent link: https://www.econbiz.de/10013491049
Saved in:
37
Structural models for fog computing based internet of things architectures with insurance and risk management applications
Zhang, Xiaoyu
;
Xu, Maochao
;
Su, Jianxi
;
Zhao, Peng
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1273-1291
Persistent link: https://www.econbiz.de/10013492878
Saved in:
38
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Saved in:
39
Explainable AI for paid-up risk management in life insurance products
Bermúdez, Lluís
;
Anaya, David
;
Belles-Sampera, Jaume
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014526676
Saved in:
40
Joint modeling of claim frequencies and behavioral signals in motor insurance
Corradin, Alexandre
;
Denuit, Michel
;
Detyniecki, Marcin
; …
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10012805735
Saved in:
41
Insurance valuation : a two-step generalised regression approach
Barigou, Karim
;
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
Saved in:
42
Computation of bonus in multi-state life insurance
Ahmad, Jamaal
;
Buchardt, Kristian
;
Furrer, Christian
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 291-331
Persistent link: https://www.econbiz.de/10012805748
Saved in:
43
Pricing dynamics in the market for catastrophe bonds
Carayannopoulos, Peter
;
Kanj, Olga
;
Perez, M. Fabricio
- In:
The Geneva papers on risk and insurance - issues and …
47
(
2022
)
1
,
pp. 172-202
Persistent link: https://www.econbiz.de/10012797136
Saved in:
44
Tail index-linked annuity : a longevity risk sharing retirement plan
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10012872655
Saved in:
45
Predicting insurance demand from risk attitudes
Jaspersen, Johannes G.
;
Ragin, Marc A.
;
Sydnor, Justin R.
- In:
The journal of risk & insurance
89
(
2022
)
1
,
pp. 63-96
Persistent link: https://www.econbiz.de/10012819707
Saved in:
46
On the profitability of selfish blockchain mining under consideration of ruin
Albrecher, Hansjörg
;
Goffard, Pierre-Olivier
- In:
Operations research
70
(
2022
)
1
,
pp. 179-200
Persistent link: https://www.econbiz.de/10012820652
Saved in:
47
Constructing a personalized recommender system for life insurance products with machine-learning techniques
Kong, Hyeongwoo
;
Yun, Wonje
;
Joo, Weonyoung
;
Kim, Ju Hyun
; …
- In:
Intelligent systems in accounting, finance & management
29
(
2022
)
4
,
pp. 242-253
Persistent link: https://www.econbiz.de/10014245474
Saved in:
48
Mass customization of asset allocation
Issaoui, Tarek
;
Perchet, Romain
;
Retière, Olivier
; …
- In:
The journal of investing : JOI
31
(
2022
)
3
,
pp. 73-97
Persistent link: https://www.econbiz.de/10013175419
Saved in:
49
Modeling the risk in mortality projections
Zhu, Nan
;
Bauer, Daniel
- In:
Operations research
70
(
2022
)
4
,
pp. 2069-2084
Persistent link: https://www.econbiz.de/10013366421
Saved in:
50
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
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