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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~person:"Denuit, Michel"
~person:"Ruß, Jochen"
~subject:"Deutschland"
~subject:"Risk management"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
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Deutschland
Risk management
Risiko
2
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Option pricing theory
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Panjer family of distributions
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compound distributions
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valuation and risk analysis of embedded guarantees
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Denuit, Michel
Ruß, Jochen
Blackburn, Craig
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Christiansen, Marcus C.
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Godin, Frédéric
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Hamel, Emmanuel
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Hanewald, Katja
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Kaishev, Vladimir K.
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Kling, Alexander
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
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The journal of risk & insurance
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ECONIS (ZBW)
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Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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2
Risk analysis of annuity conversion options in a stochastic mortality environment
Kling, Alexander
;
Ruß, Jochen
;
Schilling, Katja
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 197-236
Persistent link: https://www.econbiz.de/10010393961
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