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Stochastic mortality model with respect to mixed fractional Poisson process : calibration and empirical analysis of long-range dependence in actuarial valuation

Jiang, Haoran; Zhang, Zhehao; Zhu, Xiaojun - In: Insurance : mathematics and economics 119 (2024), pp. 64-92

Persistent link: https://www.econbiz.de/10015067206

Insurability of cyber risk : an empirical analysis

Biener, Christian; Eling, Martin; Wirfs, Jan Hendrik - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 1, pp. 131-158

Persistent link: https://www.econbiz.de/10011280095

Common risk factors of infrastructure investments

Ben Ammar, Semir; Eling, Martin - In: Essays on alternative investments and insurance, (pp. 1-51). 2016

Die vorliegende Dissertation besteht aus vier Teilen, die sich mit den Themen Alternative Investments, Katastrophenrisiko und Asset Pricing im Versicherungskontext auseinandersetzen. Mithilfe verschiedener Finanzinstrumente (Aktien, Fonds und Optionen) wird die Bilanz eines...

Persistent link: https://www.econbiz.de/10011540177

Cyber Risk Frequency, Severity and Insurance Viability

Malavasi, Matteo; Peters, Gareth; Shevchenko, Pavel V.; … - 2021

In this study an exploration of insurance risk transfer is undertaken for the cyber insurance industry in the United … frequency and severity of cyber risk loss processes. We investigate the viability of insurance for cyber risk using a utility … two insurance questions posed in a real data driven case study analysis …

Persistent link: https://www.econbiz.de/10013322184

Some risk analysis problems in cyber insurance economics

Ríos Insua, David; Couce-Vieira, Aitor; Musaraj, Kreshnik - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 181-194

Persistent link: https://www.econbiz.de/10011972713

Spatial-temporal modelling of temperature for pricing temperature index insurance

Che Mohd Imran Che Taib; Darus, Mukminah - In: Asia-Pacific financial markets 26 (2019) 1, pp. 87-106

Persistent link: https://www.econbiz.de/10012308013

Modeling multivariate time series with copulas : implications for pricing revenue insurance

Duarte, Gislaine Vieira; Ozaki, Vitor A. - In: Revista brasileira de economia : RBE ; publicação de … 77 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014444757

About the impact of model risk on capital reserves : a quantitative analysis

Bertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard - 2011

. Utilizing real insurance data we specify, estimate and simulate various linear and nonlinear time series models for the …

Persistent link: https://www.econbiz.de/10008909530

Quantitative risk management : concepts, techniques and tools

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005

Persistent link: https://www.econbiz.de/10002934295

A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds

Wang, Zihe; Li, Johnny Siu-Hang - In: Finance research letters 16 (2016), pp. 103-111

Persistent link: https://www.econbiz.de/10011655135

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