Narrow search
Showing 1 - 10 of 451
Cover Image
An optimization approach to adaptive multi-dimensional capital management
Delsing, G. A.; Mandjes, Michel; Spreij, P. J. C.; … - In: Insurance / Mathematics & economics 84 (2019), pp. 87-97
Persistent link: https://www.econbiz.de/10011990447
Cover Image
Arithmetic returns for investment performance measurement
Magni, Carlo Alberto - In: Insurance / Mathematics & economics 55 (2014), pp. 291-300
Persistent link: https://www.econbiz.de/10010366163
Cover Image
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.; Tong, Shuo - In: Insurance / Mathematics & economics 58 (2014), pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Cover Image
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 79 (2018), pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Cover Image
Optimal retirement savings over the life cycle : a deterministic analysis in closed form
Fischer, Marcel; Jensen, Bjarne Astrup; Koch, Marlene - In: Insurance / Mathematics & economics 112 (2023), pp. 48-58
Persistent link: https://www.econbiz.de/10014446721
Cover Image
Calculation of Bayes premium for conditional elliptical risks
Kume, Alfred; Hashorva, Enkelejd - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 632-635
Persistent link: https://www.econbiz.de/10009683202
Cover Image
A benchmark approach to risk-minimization under partial information
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 55 (2014), pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
Cover Image
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan; Li, Danping; Gu, Ailing - In: Insurance / Mathematics & economics 66 (2016), pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Cover Image
Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
Cover Image
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank; Stadje, Mitja - In: Insurance / Mathematics & economics 100 (2021), pp. 130-146
Persistent link: https://www.econbiz.de/10012622385