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An assessment of the market risk solvency capital requirement simplifications for insurance undertakings
Poufinas, Thomas; Tsitsika, Panagiota - In: Theoretical economics letters 8 (2018) 11, pp. 2363-2387
Persistent link: https://www.econbiz.de/10011911674
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Dynamic optimal hedge ratio design when price and production are stochastic with jump
Clément, Nyassoke Titi Gaston; Jules, Sadefo Kamdem; … - In: Annals of finance 18 (2022) 3, pp. 419-428
Persistent link: https://www.econbiz.de/10013440645
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Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus; Rubtsov, Alexey - In: Annals of finance 10 (2014) 3, pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian; Xiao, Qingxian - In: Mathematical methods of operations research 85 (2017) 3, pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
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Hedging flood losses using cat bonds
Têtu, Alexandre; Lai, Van Son; Soumaré, Issouf; … - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 149-184
Persistent link: https://www.econbiz.de/10011407695
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Financial risk in insurance
Ottaviani, Giovanni (contributor); Ottaviani, Giuseppe (ed.) - 1995
Persistent link: https://www.econbiz.de/10000532103
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Time-Consistent and Market-Consistent Actuarial Valuations
Pelsser, Antoon - 2011
widely used by the insurance industry, converges to the same price as the standard-deviation principle. Finally, we study the …
Persistent link: https://www.econbiz.de/10013133755
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Time-Consistent and Market-Consistent Actuarial Valuations
Pelsser, Antoon - 2010
by the insurance industry, converges to the same price as the standard-deviation principle. Finally, we study the …
Persistent link: https://www.econbiz.de/10013147947
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Market-consistent actuarial valuation
Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg - 2008
Persistent link: https://www.econbiz.de/10003489598