Similar Search Results

A unisex stochastic mortality model to comply with EU Gender Directive

Chen, An; Vigna, Elena - In: Insurance / Mathematics & economics 73 (2017), pp. 124-136

Persistent link: https://www.econbiz.de/10011702055

Optimal strategies for a non-linear premium-reserve model in a competitive insurance market

Pantelous, Athanasios A.; Passalidou, Eudokia - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011730232

Stochastic claims reserving methods in insurance

Wüthrich, Mario V.; Merz, Michael - 2008

non-life insurance is addressed using the unified framework of theory of stochastic processes. The proposed approach …"It is astonishing that the methods used for claims reserving in non life-insurance are, even still today, driven by a … deterministic understanding of one or several computational algorithms. Stochastic Claims Reserving Methods in Insurance is …

Persistent link: https://www.econbiz.de/10012683120

Stochastic Control in Insurance.

Schmidli, Hanspeter - 2008

Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals. Not any more: this is the first book to systematically present these methods in one volume.

Persistent link: https://www.econbiz.de/10012685068

Recent declines in life expectancy : implication on longevity risk hedging

Li, Johnny Siu-Hang; Liu, Yanxin - In: Insurance / Mathematics & economics 99 (2021), pp. 376-394

Persistent link: https://www.econbiz.de/10012649240

Quantification of longevity risk for pension insurance in V4 countries

Gogola, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 8, pp. 751-762

Persistent link: https://www.econbiz.de/10012151877

Discounted penalty function at Parisian ruin for Lévy insurance risk process

Loeffen, R.; Palmowski, Z.; Surya, B. A. - In: Insurance / Mathematics & economics 83 (2018), pp. 190-197

Persistent link: https://www.econbiz.de/10011944136

Model risk in mortality-linked contingent claims pricing

Peters, Gareth; Yan, Hongxuan; Chan, Jennifer So Kuen - In: The journal of risk model validation 16 (2022) 3, pp. 1-53

Persistent link: https://www.econbiz.de/10014540592

Longevity risk and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173

Persistent link: https://www.econbiz.de/10011825252

Pricing Ruin Contingent Life Annuity Under Stochastic Volatility

Rong, Ning - 2012

commercialization of this product by insurance companies.Social implication: The demand for RCLA contract as an alternative of …

Persistent link: https://www.econbiz.de/10013102843