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Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong; Xu, Wei - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
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Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen; Hinken, Maria; Zagst, Rudi - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 129-158
Persistent link: https://www.econbiz.de/10014485603
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Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang; Zhuo, Jin; Yang, Hailiang - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 449-477
Persistent link: https://www.econbiz.de/10012243372
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Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun; Mao, Tiantian - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
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On marine liability portfolio modeling
Guevara Alarcon, William; Albrecher, Hansjörg; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 61-93
Persistent link: https://www.econbiz.de/10012194112
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Optimal reinsurance design with distortion risk measures and asymmetric information
Boonen, Tim J.; Zhang, Yiying - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 607-629
Persistent link: https://www.econbiz.de/10012523259
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Distributionally robust reinsurance with expectile
Xie, Xinqiao; Liu, Haiyan; Mao, Tiantian; Zhu, Xiao Bai - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
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Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
Crevecoeur, Jonas; Antonio, Katrien; Desmedt, Stijn; … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 185-212
Persistent link: https://www.econbiz.de/10014320190
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Cyber insurance-linked securities
Braun, Alexander; Eling, Martin; Jaenicke, Christoph - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 684-705
Persistent link: https://www.econbiz.de/10014342972
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Reinsurance games with n variance-premium reinsurers : from tree to chain
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 706-728
Persistent link: https://www.econbiz.de/10014342973