Narrow search
Showing 1 - 10 of 49
Cover Image
Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur; Segers, Johan - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Cover Image
Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
Cover Image
Longevity risk management for life and variable annuities : the effectiveness of static hedging using longevity bonds and derivatives
Nga, Andrew; Sherris, Michael - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 100-114
Persistent link: https://www.econbiz.de/10009157434
Cover Image
Copula based hierarchical risk aggregation through sample reordering
Arbenz, Philipp; Hummel, Christoph; Mainik, Georg - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 122-133
Persistent link: https://www.econbiz.de/10009558243
Cover Image
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian; Yang, Fan - In: Insurance / Mathematics & economics 64 (2015), pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Cover Image
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
Cover Image
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
Cover Image
Multi-population mortality models : a factor copula approach
Chen, Hua; MacMinn, Richard D.; Sun, Tao - In: Insurance / Mathematics & economics 63 (2015), pp. 135-146
Persistent link: https://www.econbiz.de/10011349844
Cover Image
Individual post-retirement longevity risk management under systematic mortality risk
Hanewald, Katja; Piggott, John; Sherris, Michael - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 87-97
Persistent link: https://www.econbiz.de/10009718994
Cover Image
If we can simulate it, we can insure it : an application to longevity risk management
Boyer, Martin; Stentoft, Lars - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 35-45
Persistent link: https://www.econbiz.de/10009719064