Similar Search Results

Utility Maximization Under Solvency Constraints and Unhedgeable Risks

Kleinow, Torsten - 2010

We consider the utility maximization problem for an investor who faces a solvency or risk constraint in addition to a budget constraint. The investor wishes to maximize her expected utility from terminal wealth subject to a bound on her expected solvency at maturity. We measure solvency using a...

Persistent link: https://www.econbiz.de/10013147893

Yet more on a stochastic economic model : updating and refitting, 1995 to 2009, part 1

Wilkie, A. Davod; Şahin, Şule; Cairns, A. J. G.; … - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 1, pp. 53-99

Persistent link: https://www.econbiz.de/10009012648

Genetics, insurance and hypertrophic cardiomyopathy

Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus - In: Scandinavian actuarial journal 2021 (2021) 1, pp. 54-81

Persistent link: https://www.econbiz.de/10012484030

Trends in canadian mortality by pension level : evidence from the CPP and QPP

Wen, Jie; Kleinow, Torsten; Cairns, Andrew - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 533-561

Persistent link: https://www.econbiz.de/10012387656

A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates

Ungolo, Francesco; Kleinow, Torsten; Macdonald, Angus - In: Insurance / Mathematics & economics 91 (2020), pp. 68-84

Persistent link: https://www.econbiz.de/10012241988

Longevity trend risk over limited time horizons

Richards, Stephen J.; Currie, Iain D.; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 262-277

Persistent link: https://www.econbiz.de/10012307355

Hedging and valuation of contingent guarantees

Bienek, Tobias - 2019

Persistent link: https://www.econbiz.de/10012062235

Stochastic mortality modeling : key drivers and dependent residuals

Mavros, George; Cairns, Andrew; Streftaris, George; … - In: North American actuarial journal 21 (2017) 3, pp. 343-368

Persistent link: https://www.econbiz.de/10011858058

Financial fairness and conditional indexation

Kleinow, Torsten; Schumacher, Johannes M. - In: Scandinavian actuarial journal (2017) 8, pp. 651-669

Persistent link: https://www.econbiz.de/10011848577

Parameter risk in time-series mortality forecasts

Kleinow, Torsten; Richards, Stephen J. - In: Scandinavian actuarial journal (2017) 9, pp. 804-828

Persistent link: https://www.econbiz.de/10011848682

A service of the

zbw