Narrow search
Showing 1 - 10 of 683
Cover Image
Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
Persistent link: https://www.econbiz.de/10014534628
Cover Image
Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020
Persistent link: https://www.econbiz.de/10012534761
Cover Image
A new look at uncertainty shocks : imperfect information and misallocation
Senga, Tatsuro - 2015
Uncertainty faced by individual firms appears to be heterogeneous. In this paper, I construct new empirical measures of firm-level uncertainty using data from the I/B/E/S and Compustat. These new measures reveal persistent differences in the degree of uncertainty facing individual firms not...
Persistent link: https://www.econbiz.de/10011401309
Cover Image
An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes
Ungolo, Francesco - 2023
Persistent link: https://www.econbiz.de/10014458810
Cover Image
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders; Løchte Jørgensen, Peter - 1999
Persistent link: https://www.econbiz.de/10001375327
Cover Image
Affine mortality models with jumps : parameter estimation and forecasting
Garces, Len Patrick Dominic M.; Kolar, Jovana; Sherris, … - 2022
Persistent link: https://www.econbiz.de/10013534309
Cover Image
Analysis of numerical errors
Peralta-Alva, Adrian; Santos, Manuel - 2012
Persistent link: https://www.econbiz.de/10009681262
Cover Image
Stochastic processes of limited frequency and the effects of oversampling
Pollock, David Stephen G. - 2017
Persistent link: https://www.econbiz.de/10011581636
Cover Image
US interest rates : are relations stable?
Karlsson, Sune; Kiss, Tamás; Nguyen, Hoang; … - 2024
corporate bond-yield spread decreases the risk free rate. Finally, we note that while allowing for heavy tails receives a fair …
Persistent link: https://www.econbiz.de/10014490330
Cover Image
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798