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Risk model
Mortality
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Haberman, Steven
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A comparative study of two-population models for the assessment of basis risk in longevity hedges
Villegas, Andrés M.
;
Haberman, Steven
;
Kaishev, Vladimir K.
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 631-679
Persistent link: https://www.econbiz.de/10011763526
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2
On finite-time ruin probabilities in a generalized dual risk model with dependence
Dimitrova, Dimitrina S.
;
Kaishev, Vladimir K.
;
Zhao, Shouqi
- In:
European journal of operational research : EJOR
242
(
2015
)
1
,
pp. 134-148
Persistent link: https://www.econbiz.de/10010488026
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3
Life insurance mathematics : part 1
Haberman, Steven
(
contributor
)
-
2006
-
Repr.
Persistent link: https://www.econbiz.de/10003378107
Saved in:
4
Life insurance mathematics : part 2
Haberman, Steven
(
contributor
)
-
2006
-
Repr.
Persistent link: https://www.econbiz.de/10003378110
Saved in:
5
Life insurance
Haberman, Steven
(
contributor
)
-
2006
-
Repr.
Persistent link: https://www.econbiz.de/10003378116
Saved in:
6
Investment, risk theory, non-life insurance
Haberman, Steven
(
contributor
)
-
2006
-
Repr.
Persistent link: https://www.econbiz.de/10003378123
Saved in:
7
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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8
Longevity-contingent deferred life annuities
Denuit, Michel
;
Haberman, Steven
;
Renshaw, A. E.
- In:
Journal of pension economics and finance
14
(
2015
)
3
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011338256
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9
Computational framework for longevity risk management
D'Amato, Valeria
;
Haberman, Steven
;
Piscopo, Gabriella
; …
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10010251207
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10
Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Haberman, …
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
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