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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
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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
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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
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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
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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
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Healthcare coinsurance elasticity coefficient estimation using monthly cross-sectional, time-series claims data
Scoggins, John F.; Weinberg, Daniel A. - In: Health economics 26 (2017) 6, pp. 795-801
Persistent link: https://www.econbiz.de/10011815748
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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
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005
Persistent link: https://www.econbiz.de/10002934295
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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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Quantitative corporate finance
Guerard, John Baynard; Saxena, Anureet; Gültekin, … - 2021 - Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets: Theory of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303