Narrow search
Showing 1 - 10 of 175
Cover Image
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Cover Image
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Cover Image
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna; Gatzert, Nadine; Martin, Michael - In: Insurance / Mathematics & economics 71 (2016), pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Cover Image
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina; Song, Andrew; Ziveyi, Jonathan - In: Insurance / Mathematics & economics 70 (2016), pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
Cover Image
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 54-67
Persistent link: https://www.econbiz.de/10011702045
Cover Image
Solvency II reporting : how to interpret funds' aggregate solvency capital requirement figures
Mezőfi, Balázs; Niedermayer, Andras; Niedermayer, Daniel - In: Insurance / Mathematics & economics 76 (2017), pp. 164-171
Persistent link: https://www.econbiz.de/10011774804
Cover Image
On the efficient utilisation of duration
Dierkes, Thomas; Ortmann, Karl Michael - In: Insurance / Mathematics & economics 60 (2015), pp. 29-37
Persistent link: https://www.econbiz.de/10010484840
Cover Image
Delta-Gamma hedging of mortality and interest rate risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 402-412
Persistent link: https://www.econbiz.de/10009542258
Cover Image
A new immunization inequality for random streams of assets, liabilities and interest rates
Gajek, Lesław; Krajewska, Elżbieta - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 624-631
Persistent link: https://www.econbiz.de/10010227919
Cover Image
Valuation of cash flows under random rates of interest : a linear algebraic approach
Date, Paresh; Mamon, Rogemar; Wang, I. C. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 84-95
Persistent link: https://www.econbiz.de/10003755674