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Procurement strategy with credit risk
Wang, Hsiao-fan; Su, Ray - In: International journal of operations and quantitative … 19 (2013) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10010253593
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Optimale Prämienpolitiken für Versicherungsunternehmen
Fauser, Michael - 1998
Persistent link: https://www.econbiz.de/10001354546
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Bonus-malus system or partial coverage to oppose moral hazard problems?
Vandebroek, Martina - In: Insurance / Mathematics & economics 13 (1993) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001163878
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A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016
Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the … valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance … liabilities as closely as possible. We minimize the L1 error between the discounted life insurance liability cash flows and the …
Persistent link: https://www.econbiz.de/10011515725
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Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints
Kaucic, Massimiliano; Daris, Roberto - In: Risks : open access journal 3 (2015) 3, pp. 390-419
experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance …
Persistent link: https://www.econbiz.de/10011402555
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The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
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Analyzing firm performance in the insurance industry using frontier efficiency methods
Cummins, John David; Weiss, Mary A. - 1998
Persistent link: https://www.econbiz.de/10001424379
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Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
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The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea; Cocco, Flavio; Zenios, Stauros Andrea - In: Financial engineering, E-commerce and supply chain, (pp. 59-74). 2002
Persistent link: https://www.econbiz.de/10001746973
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A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - In: Operations research 69 (2021) 4, pp. 1134-1157
Persistent link: https://www.econbiz.de/10012625163