EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"best estimate"
Narrow search

Narrow search

Year of publication
Subject
All
Lebensversicherung 5 Life insurance 5 Best estimate 4 EU-Versicherungsrecht 4 European insurance law 4 Insurance 4 Option pricing theory 4 Optionspreistheorie 4 Risiko 4 Risikomodell 4 Risk 4 Risk model 4 Theorie 4 Theory 4 Versicherung 4 Betriebliche Liquidität 3 Corporate liquidity 3 Hedging 3 Portfolio selection 3 Portfolio-Management 3 Risikomanagement 3 Risk management 3 Actuarial mathematics 2 Analysis 2 Basel Accord 2 Basler Akkord 2 Capital requirements 2 Economics of insurance 2 Finanzmathematik 2 Firm valuation 2 Kapitalbedarf 2 Mathematical analysis 2 Mathematical finance 2 Mortality 2 Optimal quadratic hedging 2 Risk margin 2 Sterblichkeit 2 Unternehmensbewertung 2 Versicherungsmathematik 2 Versicherungsökonomik 2
more ... less ...
Online availability
All
Undetermined 13 Free 2
Type of publication
All
Article 16
Type of publication (narrower categories)
All
Article in journal 13 Aufsatz in Zeitschrift 13 Article 1 review-article 1
Language
All
English 15 Undetermined 1
Author
All
Wüthrich, Mario V. 3 Barigou, Karim 2 Delong, Łukasz 2 Dhaene, Jan 2 MacKay, Anne 2 Artzner, Philippe 1 Asimit, Alexandru V. 1 Badescu, Alexandru M. 1 Bienek, Tobias 1 Börger, Matthias 1 Cooke, Howard 1 Eden, Yoram 1 Eisele, Karl-Theodor 1 Embrechts, Paul 1 Fabozzi, Frank J. 1 Giacometti, Rosella 1 Gisler, Alois 1 Haberman, Steven 1 Kim, Eun-Seok 1 Konstandatos, Otto 1 Le Courtois, Olivier 1 Lledó, Josep 1 Majri, Mohamed 1 Melisi, Giuseppe 1 Pavia, José Manuel 1 Pettere, Gaida 1 Russo, Vincenzo 1 Ruß, Jochen 1 Saluz, Annina 1 Schmidt, Thorsten 1 Schupp, Johannes 1 Shen, Li 1 Sánchez Salas, Jorge 1 Tsanakas, Andreas 1 Voronova, Irina 1 Zariņa, Ilze 1
more ... less ...
Published in...
All
Insurance / Mathematics & economics 5 Asia-Pacific journal of risk and insurance : APJRI 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Astin bulletin : the journal of the International Actuarial Association 1 International journal of economics and business research : IJEBR 1 Journal of Corporate Real Estate 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Risk management : an international journal 1 Risks 1 Risks : open access journal 1 Statistics & Risk Modeling 1
more ... less ...
Source
All
ECONIS (ZBW) 13 Other ZBW resources 2 EconStor 1
Showing 1 - 10 of 16
Cover Image
Insurance-finance arbitrage
Artzner, Philippe; Eisele, Karl-Theodor; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 739-773
Persistent link: https://www.econbiz.de/10014565272
Saved in:
Cover Image
An alternative approach to manage mortality catastrophe risks under Solvency II
Lledó, Josep; Pavia, José Manuel; Sánchez Salas, Jorge - In: Risk management : an international journal 25 (2023) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10014326604
Saved in:
Cover Image
It takes two : why mortality trend modeling is more than modeling one mortality trend
Börger, Matthias; Ruß, Jochen; Schupp, Johannes - In: Insurance / Mathematics & economics 99 (2021), pp. 222-232
Persistent link: https://www.econbiz.de/10012649228
Saved in:
Cover Image
Utility-consistent valuation schemes for the own risk and solvency assessment of life insurance companies
Le Courtois, Olivier; Majri, Mohamed; Shen, Li - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10012437794
Saved in:
Cover Image
Alternative capital requirement for insurers : possibilities and issues
Zariņa, Ilze; Voronova, Irina; Pettere, Gaida - In: International journal of economics and business … 21 (2021) 1, pp. 41-61
Persistent link: https://www.econbiz.de/10012508726
Saved in:
Cover Image
Best-estimates in bond markets with reinvestment risk
MacKay, Anne; Wüthrich, Mario V. - In: Risks 3 (2015) 3, pp. 250-276
The concept of best-estimate, prescribed by regulators to value insurance liabilities for accounting and solvency … claim on the space of replicable payoffs. In this paper, we apply this concept of best-estimate to long-maturity claims in a …-hedgeable parts. We assume that a limited number of short-maturity bonds are traded, and derive the best-estimate price of bonds with …
Persistent link: https://www.econbiz.de/10011709526
Saved in:
Cover Image
Best-estimates in bond markets with reinvestment risk
MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276
The concept of best-estimate, prescribed by regulators to value insurance liabilities for accounting and solvency … claim on the space of replicable payoffs. In this paper, we apply this concept of best-estimate to long-maturity claims in a …-hedgeable parts. We assume that a limited number of short-maturity bonds are traded, and derive the best-estimate price of bonds with …
Persistent link: https://www.econbiz.de/10011300314
Saved in:
Cover Image
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Insurance / Mathematics & economics 88 (2019), pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
Cover Image
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
Cover Image
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo; Giacometti, Rosella; Fabozzi, Frank J. - In: Insurance / Mathematics & economics 72 (2017), pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...