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Modellierung, Bewertung und Risikoanalyse von Zinsgarantien in konventionellen deutschen Lebensversicherungsverträgen

Kling, Alexander - 2008 - [Nachdr.]

Persistent link: https://www.econbiz.de/10003661506

Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods

Rabitti, Giovanni; Borgonovo, Emanuele - In: Insurance / Mathematics & economics 95 (2020), pp. 48-58

Persistent link: https://www.econbiz.de/10012419238

Optimal control of investment, premium and deductible for a non-life insurance company

Christensen, Bent Jesper; Parra-Alvarez, Juan Carlos; … - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 384-405

Persistent link: https://www.econbiz.de/10012793933

Optimal reinsurance with limited ceder risk : a stochastic dominance approach

Chi, Yichun; Lin, Sheldon - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 103-126

Persistent link: https://www.econbiz.de/10010240677

Weather risk management : CAT bonds and weather derivatives

López Cabrera, Brenda - 2010

Persistent link: https://www.econbiz.de/10008810950

Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle

Zhou, Ming; Yuen, Kam Chuen - In: Economic modelling 29 (2012) 2, pp. 198-207

Persistent link: https://www.econbiz.de/10009536037

Optimal proportional reinsurance with common shock dependence

Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011396849

Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model

Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane - 2021

In this paper, we consider a company that wishes to determine the optimal reinsurance strategy minimising the total … a Brownian motion with drift, and the reinsurance price is modelled by a continuoustime Markov chain with two states …. The presence of regime-switching complicates substantially the optimal reinsurance problem, as the surplus …

Persistent link: https://www.econbiz.de/10012499578

Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model

Preischl, M.; Thonhauser, S. - In: Insurance / Mathematics & economics 87 (2019), pp. 82-91

Persistent link: https://www.econbiz.de/10012058918

Valuation of new-designed contracts for catastrophe risk management

Wang, Xingchun - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012204296