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Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 255-265
Persistent link: https://www.econbiz.de/10008747090
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Valuation of life insurance products under stochastic interest rates
Gaillardetz, Patrice - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 212-226
Persistent link: https://www.econbiz.de/10003682195
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Evaluation of insurance products with guarantee in incomplete markets
Consiglio, Andrea; Giovanni, Domenico de - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 332-342
Persistent link: https://www.econbiz.de/10003682480
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Fair valuation of insurance contracts under Lévy process specifications
Kassberger, Stefan; Kiesel, Rüdiger; Liebmann, Thomas - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 419-433
Persistent link: https://www.econbiz.de/10003682567
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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
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An insurance risk model with stochastic volatility
Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 52-66
Persistent link: https://www.econbiz.de/10003953303
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De Finetti's optimal dividends problem with an affine penalty function at ruin
Loeffen, Ronnie L.; Renaud, Jean-François - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 98-108
Persistent link: https://www.econbiz.de/10003953307
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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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On the pricing of longevity-linked securities
Bauer, Daniel; Börger, Matthias; Ruß, Jochen - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10003953326
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Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua; Cummins, John David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10003953327