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~person:"Agarwal, Ankush"
~person:"Biagini, Francesca"
~subject:"Sterblichkeit"
~subject:"Stochastic process"
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Sterblichkeit
Stochastic process
Actuarial mathematics
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Versicherungsmathematik
3
Mortality
2
Risiko
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Altersvorsorge
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Arbeitslosenversicherung
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Lebensversicherung
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Life insurance
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Markov chain
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Markov-Kette
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Portfolio selection
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Portfolio-Management
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Private Altersvorsorge
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Private retirement provision
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Risk management
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Unemployment insurance
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actuarial martingale pricing
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affine mortality structure
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benchmark approach
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dependent mortality risk
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doubly stochastic Markov chain
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Agarwal, Ankush
Biagini, Francesca
Blake, David
5
Plat, Richard
5
Merz, Michael
4
Bauer, Daniel
3
Breyer, Friedrich
3
Chan, Wai-Sum
3
Dowd, Kevin
3
Hoermann, Gudrun
3
Li, Johnny Siu-Hang
3
Olivieri, Annamaria
3
Tsai, Cary Chi-Liang
3
Weber, Frederik
3
Wüthrich, Mario V.
3
Antonio, Katrien
2
Artikis, Constantinos T.
2
Beard, Robert E.
2
Beard, Robert Eric
2
Belloni, Michele
2
Bozikas, Apostolos
2
Buckner, Dean
2
Cairns, Andrew
2
Chen, An
2
Chiu, Mei Choi
2
Cox, Samuel H.
2
Di Lorenzo, Emilia
2
Fry, John
2
Gatto, Riccardo
2
Gatzert, Nadine
2
Haberman, Steven
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Korn, Ralf
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Kwong, Koon-Shing
2
Lin, Yijia
2
Luderer, Bernd
2
Maccheroni, Carlo
2
Milevsky, Moshe Arye
2
Milidonis, Andreas
2
Orlando, Albina
2
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International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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Sharing of longevity basis risk in pension schemes with income-drawdown guarantees
Agarwal, Ankush
;
Ewald, Christian
;
Wang, Yongjie
-
2020
Persistent link: https://www.econbiz.de/10012661294
Saved in:
2
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
3
Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca
;
Widenmann, Jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
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