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Insurance valuation : a computable multi-period cost-of-capital approach

Engsner, Hampus; Lindholm, Mathias; Lindskog, Filip - In: Insurance / Mathematics & economics 72 (2017), pp. 250-264

Persistent link: https://www.econbiz.de/10011694720

Lévy insurance risk process with Poissonian taxation

Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Scandinavian actuarial journal (2017) 1, pp. 51-87

Persistent link: https://www.econbiz.de/10011771965

Drawdown analysis for the renewal insurance risk process

Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285

Persistent link: https://www.econbiz.de/10011772133

A generalized probability framework to model economic agents' decisions under uncertainty

Haven, Emmanuel; Sozzo, Sandro - In: International review of financial analysis 47 (2016), pp. 297-303

Persistent link: https://www.econbiz.de/10011624198

A quantum derivation of a reputational risk premium

Piñeiro Chousa, Juan Ramón; Vizcaíno-González, Marcos - In: International review of financial analysis 47 (2016), pp. 304-309

Persistent link: https://www.econbiz.de/10011624199

The mathematics of interest rate derivatives, markets, risk and valuation

Röman, Jan R. M. - 2017 - 1st ed. 2017

Persistent link: https://www.econbiz.de/10011607037

Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return

Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204

Persistent link: https://www.econbiz.de/10011630650

From regulatory life tables to stochastic mortality projections : the exponential decline model

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303

Persistent link: https://www.econbiz.de/10011630848

The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation

Fan, Yuguang; Griffin, Philip S.; Maller, Ross A.; … - In: Risks : open access journal 5 (2017) 1, pp. 1-27

. The primary insurer’s point of view is documented in terms of assessment of risk and payment of reinsurance premium. A … reinsurance. Assuming the classical compound Poisson risk model with choices of claim size distributions (classified as heavy … LCR reinsurance than for EOL while still maintaining company value. Both methods reduce risk considerably as compared with …

Persistent link: https://www.econbiz.de/10011636215

Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44

Persistent link: https://www.econbiz.de/10011530921