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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
16
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Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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2
A portfolio optimization approach using combinatorics with a genetic algorithm for developing a reinsurance model
Porth, Lysa
;
Pai, Jeffrey
;
Boyd, Milton
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
3
,
pp. 687-713
Persistent link: https://www.econbiz.de/10011373180
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3
Insurance premium calculation using credibility analysis : an example from livestock mortality insurance
Pai, Jeffrey
;
Boyd, Milton
;
Porth, Lysa
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
2
,
pp. 341-357
Persistent link: https://www.econbiz.de/10011392994
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4
Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
1
,
pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
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5
On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang
;
Hardy, Mary Rosalyn
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
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6
Pricing standardized mortality securitizations : a two-population model with transitory jump effects
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 733-774
Persistent link: https://www.econbiz.de/10010127205
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7
Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects
Zhou, Rui
;
Li, Johnny Siu‐Hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 733-774
Persistent link: https://www.econbiz.de/10010171194
Saved in:
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