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Recognizing and visualizing copulas : an approach using local Gaussian approximation
Berentsen, Geir Drage; Støve, Bård; Tjostheim, Dag; … - In: Insurance / Mathematics & economics 57 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10010402717
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Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter - In: Insurance / Mathematics & economics 72 (2017), pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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Optimal reinsurance strategies in regime-switching jump diffusion models : stochastic differential game formulation and numerical methods
Zhuo, Jin; Yin, George; Wu, Fuke - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 733-746
Persistent link: https://www.econbiz.de/10010227891
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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang; Chen, Ping; Li, Xun - In: Insurance / Mathematics & economics 71 (2016), pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
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Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut; Papapantoleon, Antonis - In: Insurance / Mathematics & economics 86 (2019), pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
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Collective risk models with dependence
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre - In: Insurance / Mathematics & economics 87 (2019), pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
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Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad; Moutanabbir, Khouzeima - In: Insurance / Mathematics & economics 102 (2022), pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
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Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.; Budhi Arta Surya - In: Insurance / Mathematics & economics 93 (2020), pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
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Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua; Li, Zhongfei; Yao, Haixiang - In: Insurance / Mathematics & economics 81 (2018), pp. 78-94
Persistent link: https://www.econbiz.de/10011904623