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Money and Mathematics : A Conversational Approach to Modern Financial Mathematics and Insurance

Korn, Ralf; Luderer, Bernd - 2021 - 1st ed. 2021.

—Portfolio Theory -- 51. A Portfolio of Shares -- 52. Risky Investments: Everything Under Control -- 53. Negative with a Positive Impact … mathematics. The book also contains a collection of basic concepts and formulas of financial mathematics and of probability theory …

Persistent link: https://www.econbiz.de/10012655239

Behavioral insurance : mathematics and economics

Laeven, Roger J. A. (ed.); Milevsky, Moshe Arye (ed.); … - 2021

Persistent link: https://www.econbiz.de/10012806095

Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method

Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742

Persistent link: https://www.econbiz.de/10012307394

Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies

Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260

Persistent link: https://www.econbiz.de/10012137937

Time restrictions on life annuity benefits : portfolio risk profiles

Olivieri, Annamaria; Pitacco, Ermanno - In: Risks : open access journal 10 (2022) 8, pp. 1-18

Due to the increasing interest in several markets in life annuity products with a guaranteed periodic benefit, the back-side effects of some features that may prove to be critical either for the provider or the customer should be better understood. In this research, we focus on the time frames...

Persistent link: https://www.econbiz.de/10013365604

Quantitative methods in economics

Matłoka, Marian (contributor) - 2012

Persistent link: https://www.econbiz.de/10013444745

The Economic Theory of Annuities

Sheshinski, Eytan - 2008

asymmetric information causes market inefficiencies, such as adverse selection. Groundbreaking in its scope, The Economic Theory … annuities and changes in longevity on aggregate savings. Sheshinski utilizes statistical population theory to shed light on the …

Persistent link: https://www.econbiz.de/10014477892

Stochastic assessment of special-rate life annuities

Olivieri, Annamaria; Tabakova, Daniela - 2024

Persistent link: https://www.econbiz.de/10014534628

Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims

Cheung, Eric C. K.; Zhu, Wei - In: Insurance / Mathematics & economics 111 (2023), pp. 84-101

Persistent link: https://www.econbiz.de/10014316665

Stochastic differential equations in L p-spaces

Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Operational Research Methods in Business, Finance and …, (pp. 1-6). 2023

Persistent link: https://www.econbiz.de/10014319826