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The application of option pricing theory in participating life insurance pricing based on Vasicek model
Qiu, Danwei; Hu, Yue; Wang, Lifang - In: Quantitative financial risk management, (pp. 39-46). 2011
Persistent link: https://www.econbiz.de/10009301454
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Institutional ownership stability and risk taking : evidence from the life-health insurance industry
Cheng, Jiang; Elyasiani, Elyas; Jia, Jingyi - In: The journal of risk and insurance : the journal of the … 78 (2011) 3, pp. 609-641
Persistent link: https://www.econbiz.de/10009302923
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Securitization of longevity and mortality risk
Cipra, Tomáš - In: Finance a úvěr 60 (2010) 6, pp. 545-560
Persistent link: https://www.econbiz.de/10009009402
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An approach of adaptive network based fuzzy inference system to risk classification in life insurance
Bașer, Furkan; Dalkılıç, Türkan E.; Kula, Kamile Ş.; … - In: Operations research proceedings 2010 : selected papers …, (pp. 27-32). 2011
Persistent link: https://www.econbiz.de/10009260016
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A study of incidence experience for Taiwan life insurance
Yue, Ching-syang Jack; Huang, Hong-chih - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 718-733
Persistent link: https://www.econbiz.de/10009503478
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Longevity risk in fair valuing Level 3 assets in securitised portfolios
Mazonas, Peter Macrae; Stallard, Patrick John Eric; … - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 516-543
Persistent link: https://www.econbiz.de/10009503511
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Longevity risk from the perspective of the ILS markets
Lane, Morton - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 501-515
Persistent link: https://www.econbiz.de/10009503514
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Risk management in life insurance - the context of EU solvency risk management models
Selimovi´c, Jasmina - In: Development and economic policy : ninth European …, (pp. 21-35). 2011
Persistent link: https://www.econbiz.de/10010221962
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Consistent dynamic affine mortality models for longevity risk applications
Blackburn, Craig; Sherris, Michael - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 64-73
Persistent link: https://www.econbiz.de/10009785421
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Essays on insurance regulation, life insurance securitization, and growth in life insurance
Lorson, Jonas - 2013
Die vorliegende Dissertation besteht aus vier einzelnen Teilen, von denen jeder ein eigenes Research Paper umfasst. Die erste Arbeit mit dem Titel "Evaluation of Benefits and Costs of Insurance Regulation A Conceptual Model for Solvency II" entwickelt ein konzeptionelles Model um Kosten und...
Persistent link: https://www.econbiz.de/10010208442