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Optimal investment strategies for insurance companies when capital requirements are imposed by a standard formula

Fischer, Katharina; Schlütter, Sebastian - In: The Geneva risk and insurance review 40 (2015) 1, pp. 15-40

Persistent link: https://www.econbiz.de/10011430682

On a discrete-time risk model with claim correlated premiums

Wu, Xueyuan; Chen, Mi; Guo, Junyi; Jin, Can - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 322-342

Persistent link: https://www.econbiz.de/10011542048

Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin

Li, Bangling; Ma, Shixia - In: Journal of mathematical finance 6 (2016) 2, pp. 260-268

Persistent link: https://www.econbiz.de/10011543937

On the use of long-term risk measures as an approach to communicating risks

Ren, Jiandong - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10011410501

Participating life insurance products with alternative guarantees : reconciling policyholders' and insurers' interests

Reuß, Andreas; Ruß, Jochen; Wieland, Jochen - In: Risks : open access journal 4 (2016) 2, pp. 1-18

Traditional participating life insurance contracts with year-to-year (cliquet-style) guarantees have come under pressure in the current situation of low interest rates and volatile capital markets, in particular when priced in a market-consistent valuation framework. In addition, such guarantees...

Persistent link: https://www.econbiz.de/10011507240