Similar Search Results

Convex ordering for insurance preferences

Cheung, Ka Chun; Chong, W. F.; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 64 (2015), pp. 409-416

Persistent link: https://www.econbiz.de/10011398122

Range value-at-risk bounds for unimodal distributions under partial information

Bernard, Carole; Kazzi, Rodrigue; Vanduffel, Steven - In: Insurance / Mathematics & economics 94 (2020), pp. 9-24

Persistent link: https://www.econbiz.de/10012419085

A model for risk adjustment (IFRS 17) for surrender risk in life insurance

Carlehed, Magnus - In: Risks : open access journal 11 (2023) 3, pp. 1-22

We propose a model for risk adjustment, in the context of IFRS 17, for surrender risk. Surrender rates are assumed to follow a stochastic process, underpinned by data. The distribution of the present value of future individual cash flows is calculated. Using well-known techniques from the theory...

Persistent link: https://www.econbiz.de/10014303652

The optimal insurance under disappointment theories

Cheung, Ka Chun; Chong, W. F.; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 64 (2015), pp. 77-90

Persistent link: https://www.econbiz.de/10011397943

Reducing model risk via positive and negative dependence assumptions

Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 61 (2015), pp. 17-26

Persistent link: https://www.econbiz.de/10010515943

Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems

Haus, Utz-Uwe - In: Operations research letters 43 (2015) 1, pp. 74-79

Persistent link: https://www.econbiz.de/10010486332

On bidding with securities : risk aversion and positive dependence

Abhishek, Vineet; Hajek, Bruce; Williams, Steven R. - In: Games and economic behavior 90 (2015), pp. 66-80

Persistent link: https://www.econbiz.de/10011383833

Model uncertainty and VaR aggregation

Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger - In: Journal of banking & finance 37 (2013) 8, pp. 2750-2764

Persistent link: https://www.econbiz.de/10009776377

The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations

Mishra, Shekhar; Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10012135603

Dynamic multisourcing with dependent supplies

Feng, Qi; Jia, Justin; Shanthikumar, J. George - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2770-2786

Persistent link: https://www.econbiz.de/10012039846