Narrow search
Showing 1 - 10 of 605
Cover Image
Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia; Sheng, Wenlong - In: Insurance / Mathematics & economics 69 (2016), pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Cover Image
A multivariate evolutionary credibility model for mortality improvement rates
Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus C. - In: Insurance / Mathematics & economics 69 (2016), pp. 70-81
Persistent link: https://www.econbiz.de/10011530925
Cover Image
Love and death : a Freund model with frailty
Gouriéroux, Christian; Lu, Yang - In: Insurance / Mathematics & economics 63 (2015), pp. 191-303
Persistent link: https://www.econbiz.de/10011349835
Cover Image
Prospective mortality tables : taking heterogeneity into account
Tomas, Julien; Planchet, Frédéric - In: Insurance / Mathematics & economics 63 (2015), pp. 169-190
Persistent link: https://www.econbiz.de/10011349838
Cover Image
The choice of sample size for mortality forecasting : a Bayesian learning approach
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand - In: Insurance / Mathematics & economics 63 (2015), pp. 153-168
Persistent link: https://www.econbiz.de/10011349841
Cover Image
Multi-population mortality models : a factor copula approach
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: Insurance / Mathematics & economics 63 (2015), pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
Cover Image
A step-by-step guide to building two-population stochastic mortality models
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary - In: Insurance / Mathematics & economics 63 (2015), pp. 121-134
Persistent link: https://www.econbiz.de/10011349845
Cover Image
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option
Gao, Huan; Mamon, Rogemar; Liu, Xiaoming; Tenyakov, Anton - In: Insurance / Mathematics & economics 63 (2015), pp. 108-120
Persistent link: https://www.econbiz.de/10011349846
Cover Image
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
Cover Image
Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
Shao, Adam W.; Hanewald, Katja; Sherris, Michael - In: Insurance / Mathematics & economics 63 (2015), pp. 76-90
Persistent link: https://www.econbiz.de/10011349848