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Indifference pricing of insurance-linked securities in a multi-period model
Liu, Haibo; Tang, Qihe; Yuan, Zhongyi - In: European journal of operational research : EJOR 289 (2021) 2, pp. 793-805
Persistent link: https://www.econbiz.de/10012416884
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Large portfolio losses in a turbulent market
Tang, Qihe; Tong, Zhiwei; Yang, Yang - In: European journal of operational research : EJOR 292 (2021) 2, pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
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Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Li, Han; Liu, Haibo; Tang, Qihe; Yuan, Zhongyi - In: Insurance / Mathematics & economics 108 (2023), pp. 84-106
Persistent link: https://www.econbiz.de/10013534513
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Calculation of Bayes premium for conditional elliptical risks
Kume, Alfred; Hashorva, Enkelejd - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 632-635
Persistent link: https://www.econbiz.de/10009683202