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Parameter uncertainty and residual estimation risk
Bignozzi, Valeria; Tsanakas, Andreas - In: The journal of risk and insurance : the journal of the … 83 (2016) 4, pp. 949-978
Persistent link: https://www.econbiz.de/10011626687
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Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; … - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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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
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Operational risk modelling in insurance and banking
Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184
Persistent link: https://www.econbiz.de/10011567927
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Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène; Arab, Mounira Ben - In: International journal of computational economics and … 9 (2019) 3, pp. 202-218
Persistent link: https://www.econbiz.de/10012115324
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Modellierung des Kapitalwertes von Disease Management Programmen unter Anwendung der Monte-Carlo-Simulation
Busse, Reinhard; Schreyögg, Jonas; Schlösser, Rico - In: Zeitschrift für öffentliche und gemeinwirtschaftliche … 29 (2006) 3, pp. 276-301
Persistent link: https://www.econbiz.de/10003361307
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On the propensity to surrender a variable annuity contract : an empirical analysis of dynamic policyholder behavior
Knoller, Christian; Kraut, Gunther; Schoenmaekers, Pascal - In: The journal of risk and insurance : the journal of the … 83 (2016) 4, pp. 979-1006
Persistent link: https://www.econbiz.de/10011626692
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Insurance and expanding systemic risks
Faure, Michael G.; Hartlief, Ton - 2003
Persistent link: https://www.econbiz.de/10001785539
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Credit insurance in Israel : an initial overview and analysis of considerations affecting the acceptance rate​
Graham-Rozen, Meital; Michelson, Noam - In: Israel economic review : IsER 18 (2020) 1, pp. 177-214
Persistent link: https://www.econbiz.de/10012792480
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A Correlation Sensitivity Analysis of Non-Life Underwriting Risk in Solvency Capital Requirement Estimation
Bermudez, Lluís - 2011
This paper analyses the impact of using different correlation assumptions between lines of business when estimating the risk-based capital reserve, the Solvency Capital Requirement (SCR), under Solvency II regulations. A case study is presented and the SCR is calculated according to the Standard...
Persistent link: https://www.econbiz.de/10013120796