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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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Risk transfer and moral hazard : an examination on the market for insurance-linked securities
Götze, Tobias; Gürtler, Marc - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 758-777
Persistent link: https://www.econbiz.de/10012487539
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Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao - In: European journal of operational research : EJOR 282 (2020) 1, pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
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Surrender contagion in life insurance
Cheng, Chunli; Hilpert, Christian; Miri Lavasani, Aidin; … - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
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Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444
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On the optimal management of counterparty risk in reinsurance contracts
Reichel, Lukas; Schmeiser, Hato; Schreiber, Florian - In: Journal of economic behavior & organization : JEBO 201 (2022), pp. 374-394
Persistent link: https://www.econbiz.de/10013426593
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An investigation of time preferences, life expectancy, and annuity versus lump sum choices : can smoking harm long-term saving decisions?
Hurwitz, Abigail; Sade, Orly - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 812-825
Persistent link: https://www.econbiz.de/10012487564
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Demand for annuities : price sensitivity, risk perceptions, and knowledge
Boyer, Martin; Box-Couillard, Sébastien; Michaud, … - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 883-902
Persistent link: https://www.econbiz.de/10012487576