Narrow search
Showing 1 - 8 of 8
Cover Image
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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
Cover Image
Conditional copula simulation for systemic risk stress testing
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 722-732
Persistent link: https://www.econbiz.de/10010227893
Cover Image
Nonparametric estimation of operational value-at-risk (OpVaR)
Tursunalieva, Ainura; Silvapulla, Param - In: Insurance / Mathematics & economics 69 (2016), pp. 194-201
Persistent link: https://www.econbiz.de/10011530959
Cover Image
Sensitivity analysis with χ2-divergences
Makam, Vaishno Devi; Millossovich, Pietro; Tsanakas, Andreas - In: Insurance / Mathematics & economics 100 (2021), pp. 372-383
Persistent link: https://www.econbiz.de/10012622399
Cover Image
Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
Eckert, Christian; Gatzert, Nadine; Heidinger, Dinah - In: Insurance / Mathematics & economics 93 (2020), pp. 72-83
Persistent link: https://www.econbiz.de/10012294063
Cover Image
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou; Feng, Mingbin; Hardy, Mary Rosalyn - In: Insurance / Mathematics & economics 108 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Cover Image
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin; Li, Johnny Siu-Hang; Zhou, Kenneth Q. - In: Insurance / Mathematics & economics 106 (2022), pp. 285-301
Persistent link: https://www.econbiz.de/10013380561