Similar Search Results

Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher...

Chen, Hua; Cox, Samuel H.; Wang, Shaun S. - In: Insurance: Mathematics and Economics 46 (2010) 2, pp. 371-384

The purpose of this paper is to build a modeling and pricing framework to investigate the sustainability of the Home Equity Conversion Mortgage (HECM) program in the United States under realistic economic scenarios, i.e., whether the premium payments cover the fair premiums for the inherent...

Persistent link: https://www.econbiz.de/10008507384

Axiomatic characterization of insurance prices

Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. - In: Insurance: Mathematics and Economics 21 (1997) 2, pp. 173-183

Persistent link: https://www.econbiz.de/10005374666

Ordering risks: Expected utility theory versus Yaari's dual theory of risk

Wang, Shaun S.; Young, Virginia R. - In: Insurance: Mathematics and Economics 22 (1998) 2, pp. 145-161

Persistent link: https://www.econbiz.de/10005375220

Ordering risks - Expected utility theory versus Yaari's dual theory of risk

Wang, Shaun S.; Young, Virginia R. - In: Insurance / Mathematics & economics 22 (1998) 2, pp. 145-162

Persistent link: https://www.econbiz.de/10006919273

FEATURE ARTICLES - A Class of Distortion Operators for Pricing Financial and Insurance Risks

Wang, Shaun S. - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 15-36

Persistent link: https://www.econbiz.de/10006186936

Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model

Chen, Hua; Cox, Samuel H.; Wang, Shaun S. - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 362-371

Persistent link: https://www.econbiz.de/10008391773