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A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 84-89
Persistent link: https://www.econbiz.de/10003985399
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Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
Zhu, Wenge - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 38-46
Persistent link: https://www.econbiz.de/10009157450
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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
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Risky asset allocation and consumption rule in the presence of background risk and insurance markets
Lin, Wen-chang; Lu, Jin-ray - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 150-158
Persistent link: https://www.econbiz.de/10009501690
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Precautionary paying for stochastic improvements under background risks
Wang, Hongxia; Wang, Jianli; Li, Jingyuan; Xia, Xinping - In: Insurance / Mathematics & economics 64 (2015), pp. 180-185
Persistent link: https://www.econbiz.de/10011397996
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The bounds of premium and optimality of stop loss insurance under uncertain random environments
Liu, Ying; Li, Xiaozhong; Liu, Yinli - In: Insurance / Mathematics & economics 64 (2015), pp. 273-278
Persistent link: https://www.econbiz.de/10011398068
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The tradeoff insurance premium as a two-sided generalisation of the distortion premium
Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 65 (2015), pp. 238-246
Persistent link: https://www.econbiz.de/10011428667
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Personal finance and life insurance under separation of risk aversion and elasticity of substitution
Jensen, N. E.; Steffensen, M. - In: Insurance / Mathematics & economics 62 (2015), pp. 28-41
Persistent link: https://www.econbiz.de/10011312090
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Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
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Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu; Li, Zhongfei - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009785417