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Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing; Viens, Frederi G.; Shen, Yang - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
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Optimal retirement time under habit persistence : what makes individuals retire early?
Chen, An; Hentschel, Felix; Xu, Xian - In: Scandinavian actuarial journal (2018) 3, pp. 225-249
Persistent link: https://www.econbiz.de/10011881085
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Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui; Liang, Zongxia; Xia, Yi - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
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Long guarantees with short duration : the rolling annuity
Jarner, Søren Fiig; Preisel, Michael - In: Scandinavian actuarial journal (2017) 6, pp. 471-494
Persistent link: https://www.econbiz.de/10011848436
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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
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Market pricing of longevity-linked securities
Tang, Sixian; Li, Jackie - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
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Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; … - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
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Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
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A ruin model with a resampled environment
Constantinescu, Corina; Delsing, G.; Mandjes, Michel; … - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 323-341
Persistent link: https://www.econbiz.de/10012262740