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Variable annuity pricing, valuation, and risk management : a survey
Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900
Persistent link: https://www.econbiz.de/10013491041
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Soft splicing model : bridging the gap between composite modeland finite mixture model
Fung, Tsz Chai; Jeong, Himchan; Tzougas, George - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 168-197
Persistent link: https://www.econbiz.de/10014520104
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Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; … - In: Scandinavian actuarial journal (2017) 3, pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
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Drawdown analysis for the renewal insurance risk process
Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre; Lebègue, Adrien - In: Scandinavian actuarial journal (2017) 4, pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
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Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
Miziuła, Patryk; Solnický, Radek - In: Scandinavian actuarial journal (2018) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10011880808
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Actuarial pricing with financial methods
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
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Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; … - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert - In: Scandinavian actuarial journal 2020 (2020) 5, pp. 376-395
Persistent link: https://www.econbiz.de/10012262746