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Dynamic mortality factor model with conditional heteroskedasticity
Gao, Quansheng; Hu, Chengjun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 410-423
Persistent link: https://www.econbiz.de/10009517552
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Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi; Landriault, David; Li, Bin - In: Insurance / Mathematics & economics 93 (2020), pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Insurance / Mathematics & economics 88 (2019), pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
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Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed; Gaillardetz, Patrice - In: Insurance / Mathematics & economics 64 (2015), pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
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The valuation of life contingencies : a symmetrical triangular fuzzy approximation
Andrés Sánchez, Jorge de; González-Vila Puchades, Laura - In: Insurance / Mathematics & economics 72 (2017), pp. 83-94
Persistent link: https://www.econbiz.de/10011694385
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Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël - In: Insurance / Mathematics & economics 76 (2017), pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
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Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.; Luo, Xiaolin - In: Insurance / Mathematics & economics 76 (2017), pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
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Modeling partial Greeks of variable annuities with dependence
Gan, Guojun; Valdez, Emiliano - In: Insurance / Mathematics & economics 76 (2017), pp. 118-134
Persistent link: https://www.econbiz.de/10011774791