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Optimal asset allocation with stochastic interest rates in regime-switching models

Ye, C.; Liu, Rui Hua; Ren, D. - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-32

Persistent link: https://www.econbiz.de/10011903782

Time-consistent mean-variance asset-liability management with random coefficients

Wei, Jiaqin; Wang, Tianxiao - In: Insurance / Mathematics & economics 77 (2017), pp. 84-96

Persistent link: https://www.econbiz.de/10011783919

Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee

Tang, Mei-Ling; Chen, Son-nan; Lai, Gene C.; Wu, Ting-Pin - In: Insurance / Mathematics & economics 78 (2018), pp. 87-104

Persistent link: https://www.econbiz.de/10011825223

Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility

Wang, Pei; Li, Zhongfei - In: Insurance / Mathematics & economics 80 (2018), pp. 67-83

Persistent link: https://www.econbiz.de/10011872914

Dynamic consumption and portfolio choice considering information learning and stochastic interest rate

Zhou, Minna; Liu, Yongjun - In: Finance research letters 65 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014551928

Ambiguity and insurance : robust capital requirements and premiums

Walker, Oliver; Dietz, Simon - 2012

Persistent link: https://www.econbiz.de/10009675055

Analysing the determinants of credit risk for General Insurance firms in the UK

Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - 2016

This paper estimates a reduced-form model to assess the credit risk of General Insurance (GI) non-life firms in the UK … business lines; there is default clustering in the GI industry; different reinsurance levels also affect the credit risk of … insurance firms. The implications of these findings for regulators of GI firms under the coming Solvency II are discussed. …

Persistent link: https://www.econbiz.de/10011497884

Equivalence and insurance

Van den Hurk, Arthur - 2023

Persistent link: https://www.econbiz.de/10014479067

Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors

Yang Yang; Fan, Yahui; Yuen, Kam Chuen - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 361-382

Persistent link: https://www.econbiz.de/10014520551

Effect of risk on the financial performance of Nepalese insurance companies

Nath, Ramesh; Pradham, Radhe Shyam - In: Nepalese journal of finance : a publication of Uniglobe … 10 (2023) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10014495043