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Actuarial modeling and analysis of the Hong Kong life annuity scheme

Kwong, Koon-Shing; Chan, Wai-Sum; Li, Johnny Siu-Hang - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012197096

Dynamic optimal reinsurance and dividend payout in finite time horizon

Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568

Persistent link: https://www.econbiz.de/10014312571

Overviewing the findings : the technical panel review of the pension insurance modeling system

Mitchell, Olivia S. - In: Journal of pension economics and finance 14 (2015) 2, pp. 115-124

Persistent link: https://www.econbiz.de/10011338308

"Numberless little risks" : "tropical exposure" in globalizing actuarial discourse, 1852-1947

Aitken, Rob - In: Enterprise & society : the international journal of … 25 (2024) 1, pp. 60-102

Persistent link: https://www.econbiz.de/10014490071

The economics of insurance : a derivatives-based approach

Jarrow, Robert A. - In: Annual review of financial economics 13 (2021), pp. 79-110

Persistent link: https://www.econbiz.de/10012612499

On a new corporate bond pricing model with potential credit rating change and stochastic interest rate

Yin, Hong-Ming; Liang, Jin; Wu, Yuan - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-12

In this paper, we consider a new corporate bond-pricing model with credit-rating migration risks and a stochastic interest rate. In the new model, the criterion for rating change is based on a predetermined ratio of the corporation’s total asset and debt. Moreover, the rating changes are...

Persistent link: https://www.econbiz.de/10011960410

Optimal trading strategies with limit orders

Agliardi, Rossella; Gençay, Ramazan - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011686803

Reducing risk through pooling and selective reinsurance using simulated annealing : an example from crop insurance

Porth, Lysa; Boyd, Milton; Pai, Jeffrey - In: The Geneva risk and insurance review 41 (2016) 2, pp. 163-191

Persistent link: https://www.econbiz.de/10011665503

Catastrophe (CAT) bonds : risk offsets with diversification and high returns

Kish, Richard J. - In: Financial services review : the journal of individual … 25 (2016) 3, pp. 303-329

Persistent link: https://www.econbiz.de/10011566971

A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in January 2023

Persistent link: https://www.econbiz.de/10014286643