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Intergenerational actuarial fairness when longevity increases : amending the retirement age
Bravo, Jorge Miguel Ventura; Ayuso, Mercedes; Holzmann, … - In: Insurance / Mathematics & economics 113 (2023), pp. 161-184
Persistent link: https://www.econbiz.de/10014466210
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Diversification quotients based on VaR and ES
Han, Xia; Lin, Liyuan; Wang, Ruodu - In: Insurance / Mathematics & economics 113 (2023), pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
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Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun; He, Wanting; Wang, He - In: Insurance / Mathematics & economics 113 (2023), pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
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Bivariate distribution regression with application to insurance data
Wang, Yunyun; Oka, Tatsushi; Zhu, Dan - In: Insurance / Mathematics & economics 113 (2023), pp. 215-232
Persistent link: https://www.econbiz.de/10014466213
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Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning; Zhang, Yumo - In: Insurance / Mathematics & economics 113 (2023), pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
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Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun; Hu, Tao; Huang, Yuxia - In: Insurance / Mathematics & economics 113 (2023), pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
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Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Insurance / Mathematics & economics 113 (2023), pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
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Spillover effects between liquidity risks through endogenous debt maturity
Wei, Xu; Xiao, Xiao; Zhou, Yi; Zhou, Yimin - In: Journal of financial markets 64 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014466260
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Sequential entry in illiquid markets
Fardeau, Vincent - In: Journal of financial markets 64 (2023), pp. 1-34
Persistent link: https://www.econbiz.de/10014466280
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Trade and growth in the world economy
Salvatore, Dominick; Costantiello, Alberto; Campano, Fred - In: Journal of policy modeling : JPMOD ; a social science … 45 (2023) 4, pp. 781-788
Persistent link: https://www.econbiz.de/10014466315