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On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements
Avanzi, Benjamin; Henriksen, Lars Frederik Brandt; … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 647-672
Persistent link: https://www.econbiz.de/10011875676
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On the surplus management of funds with assets and liabilities in presence of solvency requirements
Avanzi, Benjamin; Chen, Ping; Henriksen, Lars Frederik … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 477-508
Persistent link: https://www.econbiz.de/10014336614
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Optimal reinsurance design under solvency constraints
Avanzi, Benjamin; Lau, Hayden; Steffensen, Mogens - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 383-416
Persistent link: https://www.econbiz.de/10014520561