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~type_genre:"Aufsatz in Zeitschrift"
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Bølviken, Erik
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Proske, Frank
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
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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:
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