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subject:"Risk model"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Scandinavian actuarial journal"
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Search: subject_exact:"Actuarial risk"
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Risk model
Risikomodell
74
Theorie
55
Theory
55
Risiko
26
Risk
26
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Portfolio selection
18
Portfolio-Management
18
Mortality
14
Sterblichkeit
14
Reinsurance
13
Risikomanagement
13
Risk management
13
Rückversicherung
13
Stochastic process
12
Stochastischer Prozess
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Lebensversicherung
11
Life insurance
11
ruin probability
9
Actuarial mathematics
7
Insurance
7
Statistical distribution
7
Statistische Verteilung
7
Versicherungsmathematik
7
Versicherung
6
Economics of insurance
5
Insurance premium
5
Risikomaß
5
Risk measure
5
Versicherungsbeitrag
5
Versicherungsökonomik
5
longevity risk
5
EU-Versicherungsrecht
4
European insurance law
4
Hedging
4
Longevity risk
4
Parisian ruin
4
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8
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Article
74
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74
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74
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English
74
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Constantinescu, Corina
4
Sherris, Michael
4
Zhang, Zhimin
4
Cheung, Eric C. K.
3
Jiang, Zhengjun
3
Kleinow, Torsten
3
Macdonald, Angus
3
Trufin, Julien
3
Yang, Hailiang
3
Cai, Jun
2
De Rosa, Clemente
2
Denuit, Michel
2
Haçarız, Oytun
2
Liu, Yuxuan
2
Luciano, Elisa
2
Regis, Luca
2
Tan, Ken Seng
2
Ziveyi, Jonathan
2
Abbas, Karim
1
Ahmad, Jamaal
1
Akahori, Jiro
1
Alvares Maffra, Sergio
1
Armstrong, John
1
Asmussen, Søren
1
Bai, Long
1
Barigou, Karim
1
Bergel, Agnieszka I.
1
Bettonville, Carole
1
Bignozzi, Valeria
1
Boonen, Tim J.
1
Boutsikasa, M. V.
1
Braun, Alexander
1
Buchardt, Kristian
1
Budhi Arta Surya
1
Bäuerle, Nicole
1
Chen, An
1
Chen, Shumin
1
Cheng, Dongya
1
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1
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ASTIN bulletin : the journal of the International Actuarial Association
Scandinavian actuarial journal
Insurance / Mathematics & economics
287
The journal of risk and insurance : the journal of the American Risk and Insurance Association
106
Risks : open access journal
96
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
95
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
72
Astin bulletin : the journal of the International Actuarial Association
37
Working paper / National Bureau of Economic Research, Inc.
28
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
28
NBER working paper series
27
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
26
NBER Working Paper
24
The Geneva papers on risk and insurance - issues and practice
24
Journal of health economics
23
The Geneva papers on risk and insurance theory
21
The Geneva risk and insurance review
21
Discussion paper / The Pensions Institute, Cass Business School, City University
20
Journal of risk finance : the convergence of financial products and insurance
20
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
20
Convergence of capital and insurance markets
19
Risk management and insurance review
19
Asia-Pacific journal of risk and insurance : APJRI
18
Journal of risk and uncertainty : JRU
18
The handbook of insurance-linked securities
18
The journal of operational risk
18
Journal of banking & finance
17
Working papers on finance
17
Working paper
16
Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
16
European journal of operational research : EJOR
15
The journal of risk & insurance
15
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
14
The journal of insurance issues : official journal of the Western Risk and Insurance Association
13
Discussion paper / Tinbergen Institute
12
Economic modelling
12
The European journal of health economics : HEPAC ; health economics in prevention and care
12
Journal of economic behavior & organization : JEBO
11
Research paper series / Swiss Finance Institute
11
SpringerLink / Bücher
11
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ECONIS (ZBW)
74
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1
Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen
;
Hinken, Maria
;
Zagst, Rudi
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 129-158
Persistent link: https://www.econbiz.de/10014485603
Saved in:
2
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya
;
Wang, Wenyuan
;
Zhao, Xianghua
;
Zhou, …
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10014325014
Saved in:
3
Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory
Xu, Zuo Quan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10014336334
Saved in:
4
Cyber insurance-linked securities
Braun, Alexander
;
Eling, Martin
;
Jaenicke, Christoph
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 684-705
Persistent link: https://www.econbiz.de/10014342972
Saved in:
5
An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance
Haçarız, Oytun
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 94-114
Persistent link: https://www.econbiz.de/10012872651
Saved in:
6
An application of risk theory to mortgage lending
Akahori, Jiro
;
Constantinescu, Corina
;
Imamura, Yuri
; …
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
Saved in:
7
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
8
Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio
;
Armstrong, John
;
Pennanen, Teemu
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
Saved in:
9
Pricing longevity-linked securities in the presence of mortality trend changes
Freimann, Arne
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 411-447
Persistent link: https://www.econbiz.de/10012523251
Saved in:
10
Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.
;
Gridin, V. N.
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
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