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Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni; Borgonovo, Emanuele - In: Insurance / Mathematics & economics 95 (2020), pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
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Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun; Chen, Fenge; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
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A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
Christiansen, Marcus C. - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 680-690
Persistent link: https://www.econbiz.de/10003707617
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Sensitivity analysis and tail variability for the Wang's actuarial index
Psarrakos, Georgios; Vliora, Polyxeni - In: Insurance / Mathematics & economics 98 (2021), pp. 147-152
Persistent link: https://www.econbiz.de/10012545279
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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
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Optimal investment and risk control for an insurer under inside information
Peng, Xingchun; Wang, Wenyuan - In: Insurance / Mathematics & economics 69 (2016), pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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Optimal dividends in the dual model
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 111-123
Persistent link: https://www.econbiz.de/10003755680
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A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
Scott, Alexandre; Metzler, Adam - In: Insurance / Mathematics & economics 64 (2015), pp. 279-293
Persistent link: https://www.econbiz.de/10011398073
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
Targino, Rodrigo S.; Peters, Gareth W.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 61 (2015), pp. 206-226
Persistent link: https://www.econbiz.de/10010515883
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A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco; Kleinow, Torsten; Macdonald, Angus - In: Insurance / Mathematics & economics 91 (2020), pp. 68-84
Persistent link: https://www.econbiz.de/10012241988