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Personal finance and life insurance under separation of risk aversion and elasticity of substitution
Jensen, N. E.; Steffensen, M. - In: Insurance / Mathematics & economics 62 (2015), pp. 28-41
Persistent link: https://www.econbiz.de/10011312090
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Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao; Zhuo, Jin; Wei, Jiaqin - In: Quantitative finance 21 (2021) 4, pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
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Precautionary paying for stochastic improvements under background risks
Wang, Hongxia; Wang, Jianli; Li, Jingyuan; Xia, Xinping - In: Insurance / Mathematics & economics 64 (2015), pp. 180-185
Persistent link: https://www.econbiz.de/10011397996
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On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun; Willmot, Gordon E. - In: Insurance / Mathematics & economics 66 (2016), pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
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Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin; Wong, Hoi Ying - In: Insurance / Mathematics & economics 90 (2020), pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C. - 1998
Persistent link: https://www.econbiz.de/10000676156
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Risk theory : the stochastic basis of insurance
Beard, Robert E.; Pentikäinen, Teivo; Pesonen, Erkki - 1984 - 3. ed.
Persistent link: https://www.econbiz.de/10000020100
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Stochastic mortality modeling and securitization of mortality risk
Bauer, Daniel - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716389
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Spatial modelling of claim frequency and claim size in insurance
Gschlößl, Susanne (contributor);  … - 2005
In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a...
Persistent link: https://www.econbiz.de/10003310005