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On the sequencing of projects, reputation building, and relationship finance
Egli, Dominik Anton; Ongena, Steven; Smith, David C. - In: Finance research letters 3 (2006) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10003300872
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Modelling dependent data for longevity projections
D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 694-701
Persistent link: https://www.econbiz.de/10009683191
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Parametric mortality improvement rate modelling and projecting
Haberman, Steven; Renshaw, Arthur - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 309-333
Persistent link: https://www.econbiz.de/10009544171
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A duration-based model of crowdfunding project choice
Salahaldin, Linda; Angerer, Martin; Kraus, Sascha; … - In: Finance research letters 29 (2019), pp. 404-410
Persistent link: https://www.econbiz.de/10012419577
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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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
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Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
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Catastrophe risk management with counterparty risk using alternative instruments
Wu, Yang-che; Chung, San-lin - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 234-245
Persistent link: https://www.econbiz.de/10008654241
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Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
Feng, Runhuan - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 304-313
Persistent link: https://www.econbiz.de/10008989314