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Securitization, structuring and pricing of longevity risk
Wills, Samuel; Sherris, Michael - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
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Portfolio instability and socially responsible investment : experiments with financial professionals and students
Tatarnikova, Olga; Duchêne, Sébastien; Sentis, Patrick; … - In: Journal of economic dynamics & control 153 (2023), pp. 1-42
Persistent link: https://www.econbiz.de/10014479352
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Special issue: 2008 annual risk management conference held in Singapore during June 30 - July 2, 2008
Chiarella, Carl (contributor); Duan, Jin-Chuan (contributor) - Risk Management Conference <2008, Singapur> - 2010
Persistent link: https://www.econbiz.de/10009008938
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Affordable and adequate annuities with stable payouts : fantasy or reality?
Bilsen, Servaas van; Linders, Daniël - In: Insurance / Mathematics & economics 86 (2019), pp. 19-42
Persistent link: https://www.econbiz.de/10012058681
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Contagion accounting in stress-testing
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok Sørensen, … - In: Journal of economic dynamics & control 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
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How to invest optimally in corporate bonds : a reduced-form approach
Kraft, Holger; Steffensen, Mogens - In: Journal of economic dynamics & control 32 (2008) 2, pp. 348-385
Persistent link: https://www.econbiz.de/10003639696
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Securitizing and tranching longevity exposures
Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003953340
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Annuitization and asset allocation
Milevsky, Moshe Arye; Young, Virginia R. - In: Journal of economic dynamics & control 31 (2007) 9, pp. 3138-3177
Persistent link: https://www.econbiz.de/10003516396
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Optimal commutable annuities to minimize the probability of lifetime ruin
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10009501685
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The environmental and macroeconomic effects of socially responsible investment
Dam, Lammertjan; Heijdra, Ben J. - In: Journal of economic dynamics & control 35 (2011) 9, pp. 1424-1434
Persistent link: https://www.econbiz.de/10009305639