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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
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Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang; Zou, Bin - In: Insurance / Mathematics & economics 97 (2021), pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang; Ng, Cheuk Yin Andrew - In: Insurance / Mathematics & economics 56 (2014), pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
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Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds : a practical approach
Wan, Cheng; Bertschi, Ljudmila - In: Insurance / Mathematics & economics 63 (2015), pp. 66-75
Persistent link: https://www.econbiz.de/10011349851
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen; Yiu, Ka Fai Cedric; Loxton, Ryan C.; … - In: Journal of mathematical finance 3 (2013) 4, pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege; Wang, Xiaoguang; Su, Yue - In: Journal of mathematical finance 9 (2019) 3, pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
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Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
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Calculating the unpredictable : history of actuarial theories and practices in reinsurance
Bühlmann, Hans; Lengwiler, Martin - In: Managing risk in reinsurance : from city fires to …, (pp. 118-143). 2017
Persistent link: https://www.econbiz.de/10011586193
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Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, Alexander; Lord, Roger; Pelsser, Antoon … - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 436-448
Persistent link: https://www.econbiz.de/10009517550