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Optimal decision on dynamic insurance price and investment portfolio of an insurer

Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M.; … - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 359-369

Persistent link: https://www.econbiz.de/10010098511

Risk Analysis of Mortality Improvement : The Case of Chinese Annuity Markets

Mao, Hong; Ostaszewski, Krzysztof M.; Wang, Yuling - In: The Geneva papers on risk and insurance - issues and … 33 (2008) 2, pp. 234-249

Persistent link: https://www.econbiz.de/10008059282

Pricing equity-linked life insurance contracts with minimum interest rate guarantee in partial equilibrium framework

Mao, Hong; Ostaszewski, Krzysztof M. - In: German Risk and Insurance Review : GRIR ; das e-Journal … 4 (2008), pp. 27-52

In der vorliegenden Studie wird das Pricing aktiengebundener Lebensversicherungen mit Mindestgarantiezins in einem Gleichgewichtsmodell untersucht. Dazu werden Modelle zur Berechnung der Default-Option und der Ausfallwahrscheinlichkeiten eingeführt. Die Modelle binden Angebot- und...

Persistent link: https://www.econbiz.de/10009956119

BARGAINING AND MARKET BEHAVIOR: ESSAYS IN EXPERIMENTAL ECONOMICS

Ostaszewski, Krzysztof M. - In: Economic affairs : journal of the Institute of Economic … 23 (2003) 4, pp. 59

Persistent link: https://www.econbiz.de/10007652880

Fuzzy Techniques of Pattern Recognition in Risk and Claim Classification

Derrig, Richard A.; Ostaszewski, Krzysztof M. - In: The journal of risk and insurance : the journal of the … 62 (1995) 3, pp. 447-482

Persistent link: https://www.econbiz.de/10007328710

C: MODELING AND SYSTEMS ANALYSIS - Buffet pricing Cz:140

Nahata, Babu; Ostaszewski, Krzysztof; Sahoo, Prasanna - In: Operations research, Management science : OR MS ; the … 39 (1999) 6, pp. 627-628

Persistent link: https://www.econbiz.de/10006517756

Managing the Tax Liability of a Property-Liability Insurance Company

Derrig, Richard A.; Ostaszewski, Krzysztof - In: The journal of risk and insurance : the journal of the … 64 (1997) 4, pp. 695-712

Persistent link: https://www.econbiz.de/10007362384

Nonparametric statistical tests for the random walk in stock prices

Cerrito, Patricia; Olson, Dennis; Ostaszewski, Krzysztof - In: Advances in quantitative analysis of finance and … 6 (1998), pp. 27-36

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Buffet Pricing

Nahata, Babu; Ostaszewski, Krzysztof; Sahoo, Prasanna - In: The journal of business : B 72 (1999) 2, pp. 215-228

Persistent link: https://www.econbiz.de/10007342032

The Influence of Compensation on Product Recommendations Made by Insurance Agents

Cupach, William R.; Carson, James M. - In: Journal of business ethics : JOBE 40 (2002) 2, pp. 167-176

Persistent link: https://www.econbiz.de/10006893682