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Life is cheap : using mortality bonds to hedge aggregate mortality risk
Friedberg, Leora (contributor); Webb, Anthony (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003741708
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Theory of stochastic processes : with applications to financial mathematics and risk theory
Gusak, Dmitrij V. (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10003747558
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On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Wong, Jeff T. Y.; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 65 (2015), pp. 280-290
Persistent link: https://www.econbiz.de/10011428675
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The uncertainty risk driver within a life annuity context : an overvierw
Di Lorenzo, Emilia; Sibillo, Marilena - In: Problems and perspectives in management : PPM ; … 13 (2015) 3, pp. 18-27
Persistent link: https://www.econbiz.de/10011502227
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The mathematics of equity derivatives, markets, risk and valuation
Röman, Jan R. M. - 2017
Persistent link: https://www.econbiz.de/10011504243
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Gerber-Shiu functionals for classical risk processes perturbed by an α-stable motion
Kolkovska, Ekaterina T.; Martín-González, Ehyter M. - In: Insurance / Mathematics & economics 66 (2016), pp. 22-28
Persistent link: https://www.econbiz.de/10011442663
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On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun; Willmot, Gordon E. - In: Insurance / Mathematics & economics 66 (2016), pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
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A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
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Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10011418916