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Pricing in a Competitive Stoch...
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1
Pricing in a competitive stochastic insurance market
Mourdoukoutas, Fotios
;
Boonen, Tim J.
;
Koo, Bonsoo
; …
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 44-56
Persistent link: https://www.econbiz.de/10012491960
Saved in:
2
Optimal premium pricing in a competitive stochastic insurance market with incomplete information : a Bayesian game-theoretic approach
Mourdoukoutas, Fotios
;
Boonen, Tim J.
;
Koo, Bonsoo
; …
- In:
Insurance : mathematics and economics
119
(
2024
),
pp. 32-47
Persistent link: https://www.econbiz.de/10015067199
Saved in:
3
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
Chen, Wen
;
Minney, Aaron
;
Toscas, Peter
;
Koo, Bonsoo
; …
- In:
Finance research letters
39
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012805467
Saved in:
4
Novel utility-based life cycle models to optimise income in retirement
Koo, Bonsoo
;
Pantelous, Athanasios A.
;
Wang, Yunxiao
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 346-361
Persistent link: https://www.econbiz.de/10013206990
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5
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
6
Retirement planning in the light of changing demographics
Wang, Hong
;
Koo, Bonsoo
;
O'Hare, Colin
- In:
Economic modelling
52
(
2016
),
pp. 749-763
Persistent link: https://www.econbiz.de/10011643016
Saved in:
7
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012619956
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8
Counterparty choice in the UK credit default swap market : an empirical matching approach
Ferrara, Gerardo
;
Kim, Jun Sung
;
Koo, Bonsoo
;
Liu, Zijun
- In:
Economic modelling
94
(
2021
),
pp. 58-74
Persistent link: https://www.econbiz.de/10012694709
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9
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
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10
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
Chen, Wen
;
Koo, Bonsoo
;
Wang, Yunxiao
;
O'Hare, Colin
; …
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10012656708
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