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Risk model
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45
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Bernard, Carole
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5
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3
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1
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Financial engineering
1
Handbook of Insurance : Volume II
1
Journal of economic behavior & organization : JEBO
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Social, economic and political pressures affecting risk underwriting practices and benefit provisions
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ECONIS (ZBW)
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1
Models of moral hazard in insurance and finance
Boyle, Phelim P.
- In:
Transactions of the International Congress of Actuaries
(
1984
),
pp. 195-207
Persistent link: https://www.econbiz.de/10001042407
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2
Designing a countercyclical insurance program for systemic risk
Boyle, Phelim P.
;
Kim, Joseph H. T.
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
4
,
pp. 963-993
Persistent link: https://www.econbiz.de/10009696447
Saved in:
3
Financial engineering : applications in insurance
Boyle, Phelim P.
;
Hardy, Mary
- In:
Financial engineering
,
(pp. 763-786)
.
2008
Persistent link: https://www.econbiz.de/10003567796
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4
Optimal insurance in the presence of multiple policyholders
Bernard, Carole
;
Liu, Fangda
;
Vanduffel, Steven
- In:
Journal of economic behavior & organization : JEBO
180
(
2020
),
pp. 638-656
Persistent link: https://www.econbiz.de/10012487474
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5
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
6
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
7
Comonotonicity
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
- In:
Tijdschrift voor economie en management
52
(
2007
)
2
,
pp. 265-278
Persistent link: https://www.econbiz.de/10003503081
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8
Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products
Hüttner, Amelie Angelika
-
2019
Persistent link: https://www.econbiz.de/10012108528
Saved in:
9
Risk sharing and pricing in the reinsurance market
Bernard, Carole
- In:
Handbook of Insurance : Volume II
,
(pp. 325-349)
.
2025
Persistent link: https://www.econbiz.de/10015399618
Saved in:
10
Market Value of Life Insurance Contracts Under Stochastic Interest Rates and Default Risk
Bernard, Carole
-
2017
The purpose of this article is to value some life insurance contracts in a stochastic interest rate environment taking into account the default risk of the underlying insurance company. The participating life insurance contracts considered here can be expressed as portfolios of barrier options...
Persistent link: https://www.econbiz.de/10012963609
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