Narrow search
Showing 1 - 10 of 385
Cover Image
Optimizing the equity-bond-annuity portfolio in retirement : the impact of uncertain health expenses
Pang, Gaobo; Warshawsky, Mark J. - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 198-209
Persistent link: https://www.econbiz.de/10003953351
Cover Image
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
Cover Image
Portfolio selection and duality under mean variance preferences
Eichner, Thomas - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 146-152
Persistent link: https://www.econbiz.de/10008839744
Cover Image
The role of longevity bonds in optimal portfolios
Menoncin, Francesco - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 343-358
Persistent link: https://www.econbiz.de/10003682489
Cover Image
Bruno de Finetti and the case of the critical line's last segment
Barone, Luca - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 359-377
Persistent link: https://www.econbiz.de/10003682500
Cover Image
Some stability results of optimal investment in a simple Lévy market
Niu, Liqun - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 445-452
Persistent link: https://www.econbiz.de/10003682576
Cover Image
Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Perera, Ryle S. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 479-484
Persistent link: https://www.econbiz.de/10003981144
Cover Image
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
Zhang, Wei-guo; Zhang, Xi-li; Xu, Wei-jun - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 493-499
Persistent link: https://www.econbiz.de/10003981146
Cover Image
Dependence structure of risk factors and diversification effects
Chen Zhou - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 531-540
Persistent link: https://www.econbiz.de/10003981149
Cover Image
Constant elasticity of variance model for proportional reinsurance and investment strategies
Gu, Mengdi; Yang, Yipeng; Li, Shoude; Zhang, Jingyi - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 580-587
Persistent link: https://www.econbiz.de/10003981154