Similar Search Results

An application of risk theory to mortgage lending

Akahori, Jiro; Constantinescu, Corina; Imamura, Yuri; … - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 447-469

Persistent link: https://www.econbiz.de/10013370706

Irreversible reinsurance : a singular control approach

Yan, Tingjin; Park, Kyunghyun; Wong, Hoi Ying - In: Insurance / Mathematics & economics 107 (2022), pp. 326-348

Persistent link: https://www.econbiz.de/10013471252

Gerber-Shiu metrics for a bivariate perturbed risk process

Boxma, Onno; Hinze, Fabian; Mandjes, Michel - In: Risks : open access journal 12 (2024) 1, pp. 1-17

We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input process is at least as large as the corresponding claim of the second input process. In addition, the two net cumulative claim processes share a common Brownian motion component....

Persistent link: https://www.econbiz.de/10014480915

Multi-population mortality modeling with Lévy processes

Jevtić, Petar; Qin, Chengwei; Zhou, Hongjuan - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 583-609

Persistent link: https://www.econbiz.de/10014443756

On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model

Boutsikasa, M. V.; Economidesa, D.-J.; Vaggelatou, E. - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 64-88

Persistent link: https://www.econbiz.de/10014519936

Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate

Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 123-152

Persistent link: https://www.econbiz.de/10014325034

A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process

Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; … - In: Insurance / Mathematics & economics 103 (2022), pp. 96-118

Persistent link: https://www.econbiz.de/10013198330

Solvabilitätsmessung bei Schaden-Unfall-Versicherungsunternehmen : Anforderungen an stochastische interne Modelle und an deren Prüfung

Ott, Peter - 2005

1. Einleitung -- 1.1. Diskussion über Neugestaltung der Solvabilitätsvorschriften -- 1.2. Zielsetzung der Ausarbeitung -- 1.3. Struktur und Inhalt der Ausarbeitung -- I: Modelle zur Messung der Solvabilität -- 2. Begriffliche Grundlagen -- 3. Vergleichende Darstellung von Modellen zur Messung...

Persistent link: https://www.econbiz.de/10014019144

Hedging longevity risk in defined contribution pension schemes

Agarwal, Ankush; Ewald, Christian; Wang, Yongjie - In: Computational management science 20 (2023) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10014228476

Solvabilitätsmessung bei Schaden-Unfall-Versicherungsunternehmen : Anforderungen an stochastische interne Modelle und an deren Prüfung

Ott, Peter - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013420649