Narrow search
Showing 1 - 10 of 355
Cover Image
Prices and sensitivities of Asian options : a survey
Boyle, Phelim P.; Potapchik, Alexander - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 189-211
Persistent link: https://www.econbiz.de/10003682191
Cover Image
Forecasting life expectancy : evidence from a new survival function
Wong, Chi Heem; Tsui, Albert K. - In: Insurance / Mathematics & economics 65 (2015), pp. 208-226
Persistent link: https://www.econbiz.de/10011428657
Cover Image
Coherent modeling of male and female mortality using Lee-Carter in a complex number framework
De Jong, Piet; Tickle, Leonie; Xu, Jianhui - In: Insurance / Mathematics & economics 71 (2016), pp. 130-137
Persistent link: https://www.econbiz.de/10011630622
Cover Image
A unisex stochastic mortality model to comply with EU Gender Directive
Chen, An; Vigna, Elena - In: Insurance / Mathematics & economics 73 (2017), pp. 124-136
Persistent link: https://www.econbiz.de/10011702055
Cover Image
Unisex pricing of German participating life annuities : boon or bane for customer and insurance company?
Bruszas, Sandy; Kaschützke, Barbara; Maurer, Raimond; … - In: Insurance / Mathematics & economics 78 (2018), pp. 230-245
Persistent link: https://www.econbiz.de/10011825278
Cover Image
Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
Cover Image
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
Cover Image
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
Cover Image
Longevity bond premiums : the extreme value approach and risk cubic pricing
Chen, Hua; Cummins, John David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10003953327
Cover Image
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330