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On finite-time ruin probabilities in a generalized dual risk model with dependence

Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi - In: European journal of operational research : EJOR 242 (2015) 1, pp. 134-148

Persistent link: https://www.econbiz.de/10010488026

A comparative study of two-population models for the assessment of basis risk in longevity hedges

Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K. - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 631-679

Persistent link: https://www.econbiz.de/10011763526

Explicit, finite time ruin probabilities for discrete, dependent claims

Ignatov, Zvetan G. (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001642348

On the Evaluation of Finite-Time Ruin Probabilities in a Dependent Risk Model

Dimitrova, Dimitrina - 2014

This paper establishes some enlightening connections between the explicit formulas of the finite-time ruin probability established by Ignatov and Kaishev (2000, 2004) and Ignatov et al. (2001) for a risk model allowing dependence. The numerical properties of these formulas are investigated and...

Persistent link: https://www.econbiz.de/10013054560

Computational framework for longevity risk management

D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 111-137

Persistent link: https://www.econbiz.de/10010251207

On the effectiveness of natural hedging for insurance companies and pension plans

Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297

Persistent link: https://www.econbiz.de/10010515868

Investment, risk theory, non-life insurance

Haberman, Steven (contributor) - 2006 - Repr.

Persistent link: https://www.econbiz.de/10003378123

Efficient risk allocation within a non-life insurance group under Solvency II regime

Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76

Persistent link: https://www.econbiz.de/10011442691

Longevity-contingent deferred life annuities

Denuit, Michel; Haberman, Steven; Renshaw, A. E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 315-327

Persistent link: https://www.econbiz.de/10011338256

De-risking strategy : longevity spread buy-in

D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; … - In: Insurance / Mathematics & economics 79 (2018), pp. 124-136

Persistent link: https://www.econbiz.de/10011825420