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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
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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 entry decision of unemployment insurance under partial information
Xing, Jie; Ma, Jingtang; Yang, Wensheng - In: Insurance / Mathematics & economics 110 (2023), pp. 31-52
Persistent link: https://www.econbiz.de/10014282480
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Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim; Chen, Ze; Dhaene, Jan - In: Insurance / Mathematics & economics 88 (2019), pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
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Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping; Rong, Ximin; Zhao, Hui; Yi, Bo - In: Insurance / Mathematics & economics 72 (2017), pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
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Consumption, investment and life insurance strategies with heterogeneous discounting
Paz, Albert de; Marín-Solano, Jesús; Navas, Jorge; … - In: Insurance / Mathematics & economics 54 (2014), pp. 66-75
Persistent link: https://www.econbiz.de/10010259674
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Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze; Chen, Bingzheng; Dhaene, Jan; Yang, Tianyu - In: Insurance / Mathematics & economics 98 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
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Time-consistent longevity hedging with long-range dependence
Wang, Ling; Wong, Hoi Ying - In: Insurance / Mathematics & economics 99 (2021), pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
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Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank; Stadje, Mitja - In: Insurance / Mathematics & economics 100 (2021), pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 85 (2019), pp. 104-114
Persistent link: https://www.econbiz.de/10011990618