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Insurance / Mathematics & economics
NBER working paper series
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International journal of theoretical and applied finance
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ECONIS (ZBW)
406
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1
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
2
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
Saved in:
3
Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.
;
Suárez-Llorens, Alfonso
;
Bello, …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
Saved in:
4
Optimal investment, consumption and life insurance under mean-reverting returns : the complete market solution
Pirvu, Traian A.
;
Zhang, Huayue
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 303-309
Persistent link: https://www.econbiz.de/10009669634
Saved in:
5
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
Saved in:
6
Optimal capital allocation based on the Tail Mean-Variance model
Xu, Maochao
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 533-543
Persistent link: https://www.econbiz.de/10010227966
Saved in:
7
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
8
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
Saved in:
9
Fitting asset returns to skewed distributions : are the skew-normal and skew-student good models?
Eling, Martin
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 45-56
Persistent link: https://www.econbiz.de/10010469187
Saved in:
10
Capital allocation based on the tail covariance premium adjusted
Wang, Min
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
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