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Capital allocation for insurance companies : what good is it?
Gründl, Helmut; Schmeiser, Hato - 2003
Persistent link: https://www.econbiz.de/10001827226
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Capital allocation for insurance companies : what good is it?
Gründl, Helmut; Schmeiser, Hato - 2004
Persistent link: https://www.econbiz.de/10002432171
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Methoden der risikobasierten Kapitalallokation im Versicherungs- und Finanzwesen
Albrecht, Peter; Koryciorz, Sven - In: Zeitschrift für die gesamte Versicherungswissenschaft … 93 (2004) 2, pp. 123-159
Persistent link: https://www.econbiz.de/10002163848
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Hedging of a Portfolio of Rainfall Insurances using Rainfall Bonds and European Call Options (Bull Spread)
Shah, Anand - 2017
Securitization of the rainfall risk involves pooling of the rainfall contingent insurance policies to issue financial … may find it difficult to re-emerge. India has implemented a country wide rainfall based insurance cover to compensate the … agri-households based on the weather outcome. But the pooled rainfall risk in a rainfall insurance portfolio is currently …
Persistent link: https://www.econbiz.de/10012969306
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Constant proportion portfolio insurance under a regime switching exponential Lévy process
Weng, Chengguo - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 508-521
Persistent link: https://www.econbiz.de/10009763599
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Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
Zhao, Hui; Rong, Ximin; Zhao, Yonggan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 504-514
Persistent link: https://www.econbiz.de/10010227974
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Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos; Boloorforoosh, Ali - In: Journal of banking & finance 37 (2013) 8, pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
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Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Bäuerle, Nicole; Blatter, Anja - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 398-405
Persistent link: https://www.econbiz.de/10008989286