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1
Parameter uncertainty and residual estimation risk
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
The journal of risk and insurance : the journal of the …
83
(
2016
)
4
,
pp. 949-978
Persistent link: https://www.econbiz.de/10011626687
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2
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
Saved in:
3
Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni
;
Borgonovo, Emanuele
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
Saved in:
4
Operational risk modelling in insurance and banking
Vukovic, Ognjen
- In:
Inventi impact: microfinance & banking
(
2016
)
3
,
pp. 172-184
Persistent link: https://www.econbiz.de/10011567927
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5
Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène
;
Arab, Mounira Ben
- In:
International journal of computational economics and …
9
(
2019
)
3
,
pp. 202-218
Persistent link: https://www.econbiz.de/10012115324
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6
On the propensity to surrender a variable annuity contract : an empirical analysis of dynamic policyholder behavior
Knoller, Christian
;
Kraut, Gunther
;
Schoenmaekers, Pascal
- In:
The journal of risk and insurance : the journal of the …
83
(
2016
)
4
,
pp. 979-1006
Persistent link: https://www.econbiz.de/10011626692
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7
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
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8
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
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9
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
10
Mathematical model of financial investment risk
Yin, Deyu
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
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