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Analytical Pricing of the Unit-Linked Endowment with Guarantees and Periodic Premiums
HÜRLIMANN, Werner - In: Astin bulletin : the journal of the International … 40 (2010) 2, pp. 631-654
Persistent link: https://www.econbiz.de/10009343689
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Optimal Reinsurance RevisitedPoint of View of Cedent and Reinsurer
HÜRLIMANN, Werner - In: Astin bulletin : the journal of the International … 41 (2011) 2, pp. 547-575
Persistent link: https://www.econbiz.de/10009816572
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Credible Loss Ratio Claims Reserves
HÜRlimann, Werner - In: Astin bulletin : the journal of the International … 39 (2009) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10008287686
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On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 613-633
Persistent link: https://www.econbiz.de/10010407943