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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
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Optimal non-life reinsurance under Solvency II regime
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei - In: Insurance / Mathematics & economics 65 (2015), pp. 227-237
Persistent link: https://www.econbiz.de/10011428664
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Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 66 (2016), pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
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Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, … - In: Insurance / Mathematics & economics 66 (2016), pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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Pension scheme redesign and wealth redistribution between the members and sponsor : the USS rule change in October 2011
Platanakis, Emmanouil; Sutcliffe, Charles M. S. - In: Insurance / Mathematics & economics 69 (2016), pp. 14-28
Persistent link: https://www.econbiz.de/10011530918
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Optimal investment and risk control for an insurer under inside information
Peng, Xingchun; Wang, Wenyuan - In: Insurance / Mathematics & economics 69 (2016), pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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Nonparametric estimation of operational value-at-risk (OpVaR)
Tursunalieva, Ainura; Silvapulla, Param - In: Insurance / Mathematics & economics 69 (2016), pp. 194-201
Persistent link: https://www.econbiz.de/10011530959
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A simple compound scan statistic useful for modeling insurance and risk management problems
Koutras, Vasileios M.; Koutras, Markos V.; Yalcin, Femin - In: Insurance / Mathematics & economics 69 (2016), pp. 202-209
Persistent link: https://www.econbiz.de/10011530961
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The network structure and systemic risk in the global non-life insurance market
Kanno, Masayasu - In: Insurance / Mathematics & economics 67 (2016), pp. 38-53
Persistent link: https://www.econbiz.de/10011457147