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Mildenhall, Stephen J. - In: Risks : open access journal 5 (2017) 2, pp. 1-44

. The asset modeling framework leads to the proliferation of inappropriate assumptions about the effect of insurance line of … insurance parameter risk. …

Persistent link: https://www.econbiz.de/10011687307

Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers

Wang, Hao; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 85 (2019), pp. 104-114

Persistent link: https://www.econbiz.de/10011990618

Risk minimization for insurance products via F-doubly stochastic Markov chains

Biagini, Francesca; Groll, Andreas; Widenmann, Jan … - In: Risks : open access journal 4 (2016) 3, pp. 1-26

We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of … visiting an insurance policy's states follows an F-doubly stochastic Markov chain, we describe different state-dependent types … of insurance benefits. These cover single payments at maturity, annuity-type payments and payments at the time of a …

Persistent link: https://www.econbiz.de/10011507634

Analysis of survivorship life insurance portfolios with stochastic rates of return

Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary - In: Insurance / Mathematics & economics 75 (2017), pp. 16-31

Persistent link: https://www.econbiz.de/10011740696

Optimal expected utility of wealth for two dependent classes of insurance business

Gosio, Cristina; Lari, Ester C.; Ravera, Marina - In: Theoretical economics letters 3 (2013) 2, pp. 90-95

Persistent link: https://www.econbiz.de/10010239638

Optimal reinsurance and investment problem for an insurer with counterparty risk

Zhu, Huiming; Deng, Chao; Yue, Shengjie; Deng, Yingchun - In: Insurance / Mathematics & economics 61 (2015), pp. 242-254

Persistent link: https://www.econbiz.de/10010515877

Pricing cataastrophe bonds with multistage stochastic programming

Georgiopoulos, Nick - In: Computational Management Science : CMS 14 (2017) 3, pp. 297-312

Persistent link: https://www.econbiz.de/10011710821

Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model

Zheng, Xiaoxiao; Zhou, Jieming; Sun, Zhongyang - In: Insurance / Mathematics & economics 67 (2016), pp. 77-87

Persistent link: https://www.econbiz.de/10011457158

Optimal annuitization under stochastic interest rates

Dillschneider, Yannick; Maurer, Raimond; Schober, Peter - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 626-651

Persistent link: https://www.econbiz.de/10015154568

Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 57 (2014), pp. 58-66

Persistent link: https://www.econbiz.de/10010402734