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Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna; Gatzert, Nadine - In: European journal of operational research : EJOR 266 (2018) 2, pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
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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
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Randomization and the valuation of guaranteed minimum death benefits
Deelstra, Griselda; Hieber, Peter - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1218-1236
Persistent link: https://www.econbiz.de/10014435008
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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
Chen, Chang-Chih; Chang, Chia-Chien; Sun, Edward W.; … - In: European journal of operational research : EJOR 300 (2022) 2, pp. 727-742
Persistent link: https://www.econbiz.de/10013207301
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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
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From deterministic to stochastic surrender risk models : impact of correlation crises on economic capital
Loisel, Stéphane; Milhaud, Xavier - In: European journal of operational research : EJOR 214 (2011) 2, pp. 348-357
Persistent link: https://www.econbiz.de/10009307377
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Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
Zhang, Caibin; Liang, Zhibin; Yuan, Yu - In: European journal of operational research : EJOR 315 (2024) 1, pp. 213-227
Persistent link: https://www.econbiz.de/10014562822
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Non-zero-sum stochastic differential reinsurance and investment games with default risk
Deng, Chao; Zeng, Xudong; Zhu, Huiming - In: European journal of operational research : EJOR 264 (2018) 3, pp. 1144-1158
Persistent link: https://www.econbiz.de/10011802353
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Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444