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1
A comparative study of two-population models for the assessment of basis risk in longevity hedges
Villegas, Andrés M.
;
Haberman, Steven
;
Kaishev, Vladimir K.
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 631-679
Persistent link: https://www.econbiz.de/10011763526
Saved in:
2
Optimal joint survival reinsurance : an efficient frontier approach
Dimitrova, Dimitrina S.
;
Kaishev, Vladimir K.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 27-35
Persistent link: https://www.econbiz.de/10003985375
Saved in:
3
Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.
;
Dimitrova, Dimitrina S.
- In:
Management science : journal of the Institute for …
55
(
2009
)
3
,
pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
Saved in:
4
On finite-time ruin probabilities in a generalized dual risk model with dependence
Dimitrova, Dimitrina S.
;
Kaishev, Vladimir K.
;
Zhao, Shouqi
- In:
European journal of operational research : EJOR
242
(
2015
)
1
,
pp. 134-148
Persistent link: https://www.econbiz.de/10010488026
Saved in:
5
On double-boundary non-crossing probability for a class of compound processes with applications
Dimitrova, Dimitrina S.
;
Ignatov, Zvetan G.
;
Kaishev, …
- In:
European journal of operational research : EJOR
282
(
2020
)
2
,
pp. 602-613
Persistent link: https://www.econbiz.de/10012157879
Saved in:
6
Pensions seminar: buy-out or cop-out?
Haberman, Steven
- In:
Pensions : an international journal
14
(
2009
)
2
,
pp. 79-80
Persistent link: https://www.econbiz.de/10003844039
Saved in:
7
Pension funding with time delays : a stochastic approach
Haberman, Steven
- In:
Insurance / Mathematics & economics
11
(
1992
)
3
,
pp. 179-189
Persistent link: https://www.econbiz.de/10001134248
Saved in:
8
Pension funding : the effect of changing the frequency of valuations
Haberman, Steven
- In:
Insurance / Mathematics & economics
13
(
1993
)
3
,
pp. 263-270
Persistent link: https://www.econbiz.de/10001163874
Saved in:
9
A rejoinder to "Thirty years on: a review of the Lee-Carter method for forecasting mortality"
Haberman, Steven
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1050-1052
Persistent link: https://www.econbiz.de/10014465276
Saved in:
10
History of actuarial science
Haberman, Steven
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000545293
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