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Search: person:"Bølviken, Erik"
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How much is optimal reinsurance degraded by error?
Wang, Yinzhi
;
Bølviken, Erik
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
2
,
pp. 283-297
Persistent link: https://www.econbiz.de/10013353161
Saved in:
2
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
Baños, David
;
Bølviken, Erik
;
Duedahl, Sindre
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
1
,
pp. 44-83
Persistent link: https://www.econbiz.de/10012195019
Saved in:
3
Risk aggregation in Solvency II through recursive log-normals
Bølviken, Erik
;
Guillén, Montserrat
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 20-26
Persistent link: https://www.econbiz.de/10011702034
Saved in:
4
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Saved in:
5
Computation and modelling in insurance and finance
Bølviken, Erik
-
2014
Persistent link: https://www.econbiz.de/10010382262
Saved in:
6
The distribution of certain rational functions of order statistics from exponential distributions
Bølviken, Erik
- In:
Scandinavian journal of statistics : SJS ; theory and …
10
(
1983
)
2
,
pp. 117-123
Persistent link: https://www.econbiz.de/10001926396
Saved in:
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