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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risk"
~subject:"Time series analysis"
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Insurance / Mathematics & economics
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1
Forecasting mortality rate improvements with a high-dimensional VAR
Guibert, Quentin
;
Lopez, Olivier
;
Piette, Pierrick
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 255-272
Persistent link: https://www.econbiz.de/10012105577
Saved in:
2
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi
;
Meng, LiLi
;
Wang, Yujing
;
Shen, Qingjie
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011492551
Saved in:
3
On optimal allocation of risk vectors
Kiesel, Swen
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
Saved in:
4
On capital allocation for a risk measure derived from ruin
theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
5
Time-consistent mean-variance hedging of longevity risk : effect of
cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
6
Cause-specific mortality rates : common trends and differences
Arnold-Gaille, Séverine
;
Glushko, Viktoriya
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 294-308
Persistent link: https://www.econbiz.de/10012649234
Saved in:
7
Time-simultaneous prediction bands : a new look at the uncertainty involved in forecasting mortality
Siu-Hang Li, Johnny
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009157439
Saved in:
8
Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu
;
Huang, Fei
;
Shi, Jianjie
;
Yang, Yanrong
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
Saved in:
9
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
10
Modeling and forecasting mortality rates
Mitchell, Daniel
;
Brockett, Patrick L.
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 275-285
Persistent link: https://www.econbiz.de/10009736107
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