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Approximating the time-weighted return : the case of flows at unknown time
Guzzetti, Marco - In: Insurance / Mathematics & economics 90 (2020), pp. 25-34
Persistent link: https://www.econbiz.de/10012169493
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Estimating and backtesting risk under heavy tails
Pitera, Marcin; Schmidt, Thorsten - In: Insurance / Mathematics & economics 104 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
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Optimal investment for insurers when the stock price follows an exponential Lévy process
Kostadinova, Radostina Ilieva - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 250-263
Persistent link: https://www.econbiz.de/10003755644
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Pension fund investments and the valuation of liabilities under conditional indexation
Jong, Frank de - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003681580
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On reinsurance and investment for large insurance portfolios
Luo, Shangzhen; Taksar, Michael I.; Tsoi, Allanus - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 434-444
Persistent link: https://www.econbiz.de/10003682573
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Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
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Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
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Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
Beirlant, Jan; Maribe, G.; Verster, A. - In: Insurance / Mathematics & economics 78 (2018), pp. 114-122
Persistent link: https://www.econbiz.de/10011825241
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Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
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Bringing cost transparency to the life annuity market
Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 56 (2014), pp. 14-27
Persistent link: https://www.econbiz.de/10010385045