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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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On stochastic mortality modeling
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10009517554
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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Modeling loss data using composite models
Abu Bakar, S. A.; Hamzah, N. A.; Maghsoudi, M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 146-154
Persistent link: https://www.econbiz.de/10010515901
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Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Eckert, Christian; Gatzert, Nadine - In: Insurance / Mathematics & economics 72 (2017), pp. 122-137
Persistent link: https://www.econbiz.de/10011694399
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Optimal insurance design in the presence of exclusion clauses
Chi, Yichun; Liu, Fangda - In: Insurance / Mathematics & economics 76 (2017), pp. 185-195
Persistent link: https://www.econbiz.de/10011774821
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Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An; Nguyen, Thai; Stadje, Mitja - In: Insurance / Mathematics & economics 79 (2018), pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
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Solvency II, or how to sweep the downside risk under the carpet
Weber, Stefan - In: Insurance / Mathematics & economics 82 (2018), pp. 191-200
Persistent link: https://www.econbiz.de/10011929871
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Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi; Meng, LiLi; Wang, Yujing; Shen, Qingjie - In: Insurance / Mathematics & economics 68 (2016), pp. 92-100
Persistent link: https://www.econbiz.de/10011492551
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Factor risk quantification in annuity models
Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew - In: Insurance / Mathematics & economics 58 (2014), pp. 34-45
Persistent link: https://www.econbiz.de/10010437638