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What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
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An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
Delong, Łukasz - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 278-293
Persistent link: https://www.econbiz.de/10008747068
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Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer; Yao, Jing - In: Insurance / Mathematics & economics 93 (2020), pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
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Affordable and adequate annuities with stable payouts : fantasy or reality?
Bilsen, Servaas van; Linders, Daniël - In: Insurance / Mathematics & economics 86 (2019), pp. 19-42
Persistent link: https://www.econbiz.de/10012058681
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The Herd Behavior Index : a new measure for the implied degree of co-movement in stock markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 357-370
Persistent link: https://www.econbiz.de/10009544167
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Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 207-215
Persistent link: https://www.econbiz.de/10009242034
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Longevity risk and capital markets : the 2015-16 update
Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
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Stochastic models for bond prices, function space integrals and immunization theory
Beekman, John A. - In: Insurance / Mathematics & economics 7 (1988) 3, pp. 163-173
Persistent link: https://www.econbiz.de/10001058134
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Special issue: Longevity risk and capital markets
Nijman, Theodore E. (contributor) - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-270
Persistent link: https://www.econbiz.de/10003953319