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Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods

Rabitti, Giovanni; Borgonovo, Emanuele - In: Insurance / Mathematics & economics 95 (2020), pp. 48-58

Persistent link: https://www.econbiz.de/10012419238

Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates

Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10011308397

On a discrete-time two level NCD risk model

Wu, Xueyuan; Chen, Mi; Guo, Junyi - 2014

Persistent link: https://www.econbiz.de/10011342004

The multi-year non-life insurance risk in the additive loss reserving model

Diers, Dorothea; Linde, Marc - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 590-598

Persistent link: https://www.econbiz.de/10009763579

Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times

Cheung, Eric C. K. - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 343-354

Persistent link: https://www.econbiz.de/10010195920

Risk aggregration and stochastic claims reserving in disability insurance

Djehiche, Boualem; Löfdahl, Björn - In: Insurance / Mathematics & economics 59 (2014), pp. 100-108

Persistent link: https://www.econbiz.de/10010469169

Demand of insurance under the cost-of-capital premium calculation principle

Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 2 (2014) 2, pp. 226-248

We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle for the insurance cover. This risk-adjusted premium...

Persistent link: https://www.econbiz.de/10010399730