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A quantitative comparison of mortality models with jumps : pre- and post-COVID insights on insurance pricing
Şahin, Şule; Özen, Selin - In: Risks : open access journal 12 (2024) 3, pp. 1-24
. Moreover, we also examine the jump-free and jump models in terms of their impact on insurance pricing, specifically term … annuity and life insurance present values calibrated for both pre- and post-COVID data. …
Persistent link: https://www.econbiz.de/10014497417
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Actuarial par spread and empirical pricing of CDS by decomposition
Duan, Jin-Chuan - In: Global credit review 4 (2014), pp. 51-65
Persistent link: https://www.econbiz.de/10010422182
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Applications of forward mortality factor models in life insurance practice
Zhu, Nan; Bauer, Daniel - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 567-594
Persistent link: https://www.econbiz.de/10009503507
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Essays on interest rate risk in life insurance
Holder, Stefan Georg - 2013
Persistent link: https://www.econbiz.de/10010351212
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Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi; Zhang, Zhimin - In: Insurance / Mathematics & economics 95 (2020), pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
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Modelle zur Analyse und Prognose des Schadenbedarfs in der Kraftfahrzeug-Haftpflichtversicherung
Kruse, Olaf - 1997
Persistent link: https://www.econbiz.de/10013344755
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The impact of the 2008 crisis on total insurers' investment portfolio in Europe : dynamic panel approach
Genc, Elif Guneren; Basar, Ozlem Deniz - In: Research in world economy 6 (2015) 1, pp. 208-214
Persistent link: https://www.econbiz.de/10011415639
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Can insurance activity act as a stimulus of economic growth? : evidence from time-varying causality in China
Si, Dengkui; Li, Xiao-Lin; Jiang, Shi-jie - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3030-3050
Persistent link: https://www.econbiz.de/10012125664
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Estimation errors among insurers : the case of subrogation
Ames, Daniel; Graden, Bryan; Sankara, Jomo - In: The journal of insurance issues : official journal of … 40 (2017) 2, pp. 159-180
Persistent link: https://www.econbiz.de/10011759505
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Microeconomic and maceoeconomic determinants of the profitability of the insurance sector in Macedonia
Drvoshanova-Eliskovska, Tanja - In: Economics and business review 1 (2015) 3, pp. 38-57
Persistent link: https://www.econbiz.de/10011382484