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~isPartOf:"European journal of operational research : EJOR"
~subject:"Dynamic programming"
~subject:"Life insurance"
~subject:"Risk management"
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Dynamic programming
Life insurance
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Lebensversicherung
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European journal of operational research : EJOR
Insurance / Mathematics & economics
169
The journal of risk and insurance : the journal of the American Risk and Insurance Association
126
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
88
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
64
Risks : open access journal
57
NBER working paper series
51
Working paper / National Bureau of Economic Research, Inc.
51
Scandinavian actuarial journal
36
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
36
NBER Working Paper
35
The journal of structured finance
31
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
22
Asia-Pacific journal of risk and insurance : APJRI
22
The journal of insurance issues : official journal of the Western Risk and Insurance Association
22
Astin bulletin : the journal of the International Actuarial Association
21
Risk management and insurance review
21
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
ASTIN bulletin : the journal of the International Actuarial Association
16
Journal of banking & finance
16
Discussion paper / The Pensions Institute, Cass Business School, City University
15
The Geneva papers on risk and insurance - issues and practice
15
Working paper
15
Working paper series / International Center for Insurance Regulation
14
Financial services review : the journal of individual financial management
12
Working papers on finance
12
ifa-Schriftenreihe
12
CESifo working papers
11
Developing an annuity market in Europe
11
Discussion paper
11
Journal of risk finance : the convergence of financial products and insurance
11
North American actuarial journal
11
The American economic review
11
The handbook of insurance-linked securities
11
Life insurance in Europe : risk analysis and market challenges
10
Netspar Discussion Paper
10
The Geneva risk and insurance review
10
Journal of pension economics and finance
9
Journal of public economics
9
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
9
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11
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1
Surrender contagion in life insurance
Cheng, Chunli
;
Hilpert, Christian
;
Miri Lavasani, Aidin
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
Saved in:
2
A generalized robust data envelopment analysis model based on directional distance function
Arabmaldar, Aliasghar
;
Sahoo, Biresh K.
;
Ghiyasi, Mojtaba
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 617-632
Persistent link: https://www.econbiz.de/10014336737
Saved in:
3
Randomization and the valuation of guaranteed minimum death benefits
Deelstra, Griselda
;
Hieber, Peter
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1218-1236
Persistent link: https://www.econbiz.de/10014435008
Saved in:
4
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
Chen, Chang-Chih
;
Chang, Chia-Chien
;
Sun, Edward W.
; …
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 727-742
Persistent link: https://www.econbiz.de/10013207301
Saved in:
5
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
6
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
Saved in:
7
Time-consistent portfolio optimization
Peng, Ling
;
Kloeden, Peter E.
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 183-193
Persistent link: https://www.econbiz.de/10012496547
Saved in:
8
Household lifetime strategies under a self-contagious market
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
Saved in:
9
Constrained non-concave utility maximization : an application to life insurance contracts with guarantees
Chen, An
;
Hieber, Peter
;
Nguyen, Thai
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10011987696
Saved in:
10
Under pressure : how the business environment affects productivity and efficiency of European life insurance companies
Eling, Martin
;
Schaper, Philipp
- In:
European journal of operational research : EJOR
258
(
2017
)
3
,
pp. 1082-1094
Persistent link: https://www.econbiz.de/10011644673
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