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~subject:"Versicherung"
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EXISTENCE OF AN EQUILIBRIUM WI...
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Versicherung
Asymmetric information
8
Theorie
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Theory
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Asymmetrische Information
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Portfolio selection
5
Portfolio-Management
5
Insurance
3
Option pricing theory
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Optionspreistheorie
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Ramsey rule
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portfolio optimization
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Aktienmarkt
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Counterparty risk
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Credit risk
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Cyber insurance
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Cyber risk
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Derivat
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Dynamic programming
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IT crime
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IT-Kriminalität
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Kreditrisiko
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Market-consistent progressive utility of investment and consumption
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affine yields curves
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default threshold
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market consistency
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pricing of credit derivatives
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Hillairet, Caroline
3
Lopez, Olivier
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D' Oultremont, Louise
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El Karoui, Nicole
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Loisel, Stéphane
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Salhi, Yahia
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Insurance / Mathematics & economics
1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
Scandinavian actuarial journal
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ECONIS (ZBW)
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Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models
Hillairet, Caroline
;
Lopez, Olivier
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 671-694
Persistent link: https://www.econbiz.de/10012653667
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2
Le prix du risque de longévité
El Karoui, Nicole
;
Hillairet, Caroline
;
Loisel, Stéphane
; …
- In:
Revue d'économie financière : revue trimestrielle de …
133
(
2019
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012431979
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3
Cyber-contagion model with network structure applied to insurance
Hillairet, Caroline
;
Lopez, Olivier
;
D' Oultremont, Louise
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 88-101
Persistent link: https://www.econbiz.de/10013471189
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