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Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
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Impact of insurance for operational risk : is it worthwhile to insure or be insured for severe losses?
Peters, Gareth W.; Byrnes, Aaron D.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 287-303
Persistent link: https://www.econbiz.de/10008989317
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Alarm system for insurance companies : a strategy for capital allocation
Das, S.; Kratz, M. - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 53-65
Persistent link: https://www.econbiz.de/10009558301
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 61 (2015), pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
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Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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Optimal capital allocation in a hierarchical corporate structure
Zaks, Yaniv; Tsanakas, Andreas - In: Insurance / Mathematics & economics 56 (2014), pp. 48-55
Persistent link: https://www.econbiz.de/10010385035
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Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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Capital allocation based on the tail covariance premium adjusted
Wang, Min - In: Insurance / Mathematics & economics 57 (2014), pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10009517590