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Afonso, Oscar
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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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ECONIS (ZBW)
1,979
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1
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
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2
Statistical premium in correlated losses of insurance
Lai, Li-Hua
- In:
Economic modelling
49
(
2015
),
pp. 248-253
Persistent link: https://www.econbiz.de/10011439542
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3
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
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4
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
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5
Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming
;
Yuen, Kam Chuen
- In:
Economic modelling
29
(
2012
)
2
,
pp. 198-207
Persistent link: https://www.econbiz.de/10009536037
Saved in:
6
Multi-objective private wealth allocation without subportfolios
Cai, Jun
;
Ge, Chenliang
- In:
Economic modelling
29
(
2012
)
3
,
pp. 900-907
Persistent link: https://www.econbiz.de/10009545496
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7
Consumption and life insurance decisions under hyperbolic discounting and taxation
Koo, Ja Eun
;
Lim, Byung Hwa
- In:
Economic modelling
94
(
2021
),
pp. 288-295
Persistent link: https://www.econbiz.de/10012695003
Saved in:
8
Production and insurance under regret aversion
Kit, Pong Wong
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1154-1160
Persistent link: https://www.econbiz.de/10009667420
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9
Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests
Yu, Wenguang
- In:
Economic modelling
31
(
2013
),
pp. 625-634
Persistent link: https://www.econbiz.de/10009731474
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10
On the optimal design of insurance contracts with the restriction of equity risk
Sun, Wujun
;
Dong, Dandan
- In:
Economic modelling
51
(
2015
),
pp. 646-652
Persistent link: https://www.econbiz.de/10011476217
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