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~isPartOf:"Scandinavian actuarial journal"
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Scandinavian actuarial journal
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ECONIS (ZBW)
55
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1
Automatic balancing mechanisms for notional defined contribution accounts in the presence of
uncertainty
Alonso-García, Jennifer
;
Boado-Penas, María del Carmen
; …
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 85-108
Persistent link: https://www.econbiz.de/10011880825
Saved in:
2
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
3
Ruin probabilities in multivariate
risk
models with periodic common shock
Cojocaru, Ionica
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
Saved in:
4
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Basis
risk
in static versus dynamic longevity-
risk
hedging
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 343-365
Persistent link: https://www.econbiz.de/10011772167
Saved in:
8
Financial fairness and conditional indexation
Kleinow, Torsten
;
Schumacher, Johannes M.
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 651-669
Persistent link: https://www.econbiz.de/10011848577
Saved in:
9
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
10
On dividends in the phase-type dual
risk
model
Bergel, Agnieszka I.
;
Rodríguez-Martínez, Eugenio V.
; …
- In:
Scandinavian actuarial journal
(
2017
)
9
,
pp. 761-784
Persistent link: https://www.econbiz.de/10011848663
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