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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics"
~person:"Chen, An"
~person:"Dhaene, Jan"
~person:"Hoermann, Gudrun"
~person:"Luciano, Elisa"
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Search: subject_exact:"Risk modelling"
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Risikomodell
13
Risk model
13
Theorie
11
Theory
11
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
4
Risk management
4
Lebensversicherung
3
Life insurance
3
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3
Risikomaß
3
Risk measure
3
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2
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Chen, An
Dhaene, Jan
Hoermann, Gudrun
Luciano, Elisa
Denuit, Michel
11
Cheung, Eric C. K.
8
Chi, Yichun
7
Gatzert, Nadine
7
Landriault, David
7
Sherris, Michael
7
Li, Johnny Siu-Hang
6
Trufin, Julien
6
Willmot, Gordon E.
6
Young, Virginia R.
6
Feng, Runhuan
5
Goovaerts, Marc J.
5
Kaas, R.
5
Yang, Sharon S.
5
Boxma, Onno
4
Cheung, Ka Chun
4
Dickson, David C. M.
4
Liu, Yanxin
4
Loisel, Stéphane
4
Tan, Ken Seng
4
Yang, Hailiang
4
Asimit, Alexandru V.
3
Bohnert, Alexander
3
Boonen, Tim J.
3
Cai, Jun
3
Cairns, Andrew
3
Chen, Yiqing
3
De Waegenaere, Anja
3
Devolder, Pierre
3
Frostig, Esther
3
Ghossoub, Mario
3
Haberman, Steven
3
Hainaut, Donatien
3
Lefevre, Claude
3
Li, Bin
3
Li, Shuanming
3
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3
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3
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Discussion paper / Tinbergen Institute
Insurance / Mathematics & economics
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Astin bulletin : the journal of the International Actuarial Association
3
Tijdschrift voor economie en management
3
AFI
2
Scandinavian actuarial journal
2
Working papers on finance
2
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Carlo Alberto Notebooks, n.425
1
Carlo Alberto notebooks
1
Economic modelling
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Risks : open access journal
1
SpringerLink / Bücher
1
The Geneva papers on risk and insurance theory
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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ECONIS (ZBW)
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1
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
Feng, Runhuan
;
Jing, Xiaochen
;
Dhaene, Jan
-
2015
The computation of various risk metrics is essential to the quantitative risk management of variable annuity guaranteed benefits. The current market practice of Monte Carlo simulation often requires intensive computations, which can be very costly for insurance companies to implement and take so...
Persistent link: https://www.econbiz.de/10010464782
Saved in:
2
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
3
Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An
;
Nguyen, Thai
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
Saved in:
4
A unisex stochastic mortality model to comply with EU Gender Directive
Chen, An
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 124-136
Persistent link: https://www.econbiz.de/10011702055
Saved in:
5
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Luciano, Elisa
;
Regis, Luca
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
Saved in:
6
On the (in-)dependence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 522-531
Persistent link: https://www.econbiz.de/10009763595
Saved in:
7
A risk-based model for the valuation of pension insurance
Chen, An
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 401-409
Persistent link: https://www.econbiz.de/10009404696
Saved in:
8
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
9
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
10
Economic capital allocation derived from risk measures
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001696847
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