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~isPartOf:"Journal of economic dynamics & control"
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European journal of operational research : EJOR
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Equilibrium investment and
reinsurance
strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui
;
Li, Bin
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
Saved in:
8
The demand for enhanced annuities
Steinorth, Petra
- In:
Journal of public economics
96
(
2012
)
11/12
,
pp. 973-980
Persistent link: https://www.econbiz.de/10009702415
Saved in:
9
Accounting for non-annuitization
Pashchenko, Svetlana
- In:
Journal of public economics
98
(
2013
),
pp. 53-67
Persistent link: https://www.econbiz.de/10009720975
Saved in:
10
Cohort
mortality
risk or adverse selection in annuity markets?
Cannon, Edmund S.
;
Tonks, Ian
- In:
Journal of public economics
141
(
2016
),
pp. 68-81
Persistent link: https://www.econbiz.de/10011654528
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