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isPartOf:"Schriftenreihe Finanzmanagement"
subject:"Credit risk"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Adan, Ivo"
~person:"Bohnert, Alexander"
~subject:"Risk model"
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Credit risk
Risk model
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Adan, Ivo
Bohnert, Alexander
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On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
Bohnert, Alexander
;
Gatzert, Nadine
;
Løchte …
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 83-97
Persistent link: https://www.econbiz.de/10010484826
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2
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Vatamidou, Eleni
;
Adan, Ivo
;
Vlasiou, Maria
;
Zwart, Bert
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 366-378
Persistent link: https://www.econbiz.de/10010195917
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