Behavioral optimal insurance
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 418-428 | Sung, K.C.J.; Yam, S.C.P.; Yung, S.P.; Zhou, J.H.
Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches
Insurance: Mathematics and Economics, Volume 49, Issue 1, July 2011, Pages 115-125 | Graf, S.; Kling, A.; Rusz, J.
Goodness-of-fit tests for copulas: A review and a power study
Insurance: Mathematics and Economics, Volume 44, Issue 2, April 2009, Pages 199-213 | Genest, C.; Remillard, B.; Beaudoin, D.
Adaptive Importance Sampling for simulating copula-based distributions
Insurance: Mathematics and Economics, Volume 48, Issue 2, March 2011, Pages 237-245 | Bee, M.
Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
Insurance: Mathematics and Economics, Volume 49, Issue 1, July 2011, Pages 100-114 | Ngai, A.; Sherris, M.
Estimating value at risk of portfolio by conditional copula-GARCH method • Review article
Insurance: Mathematics and Economics, Volume 45, Issue 3, December 2009, Pages 315-324 | Huang, J.J.; Lee, K.J.; Liang, H.; Lin, W.F.
A generalized beta copula with applications in modeling multivariate long-tailed data
Insurance: Mathematics and Economics, Volume 49, Issue 2, September 2011, Pages 265-284 | Yang, X.; Frees, E.W.; Zhang, Z.
Pricing catastrophe swaps: A contingent claims approach
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 520-536 | Braun, A.
A risk-based model for the valuation of pension insurance
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 401-409 | Chen, A.
Variable annuities: A unifying valuation approach
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 285-297 | Bacinello, A.R.; Millossovich, P.; Olivieri, A.; Pitacco, E.
Optimal investment and consumption decision of a family with life insurance
Insurance: Mathematics and Economics, Volume 48, Issue 2, March 2011, Pages 176-188 | Kwak, M.; Shin, Y.H.; Choi, U.J.
Pair-copula constructions of multiple dependence
Insurance: Mathematics and Economics, Volume 44, Issue 2, April 2009, Pages 182-198 | Aas, K.; Czado, C.; Frigessi, A.; Bakken, H.
The development of a simple and intuitive rating system under Solvency II
Insurance: Mathematics and Economics, Volume 46, Issue 3, June 2010, Pages 500-510 | Van Laere, E.; Baesens, B.
Portfolio insurance under a risk-measure constraint
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 361-370 | De Franco, C.; Tankov, P.
Minimum standards for investment performance: A new perspective on non-life insurer solvency
Insurance: Mathematics and Economics, Volume 45, Issue 1, August 2009, Pages 113-122 | Eling, M.; Gatzert, N.; Schmeiser, H.
A cohort-based extension to the Lee-Carter model for mortality reduction factors
Insurance: Mathematics and Economics, Volume 38, Issue 3, June 2006, Pages 556-570 | Renshaw, A.E.; Haberman, S.
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 353-360 | Zhang, W.G.; Zhang, X.; Chen, Y.
Valuation of intergenerational transfers in funded collective pension schemes • Review article
Insurance: Mathematics and Economics, Volume 42, Issue 2, April 2008, Pages 578-593 | Hoevenaars, R.P.M.M.; Ponds, E.H.M.
Optimal dividend and investing control of an insurance company with higher solvency constraints
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 501-511 | Liang, Z.; Huang, J.
Securitization, structuring and pricing of longevity risk
Insurance: Mathematics and Economics, Volume 46, Issue 1, February 2010, Pages 173-185 | Wills, S.; Sherris, M.
Asymptotics for risk capital allocations based on Conditional Tail Expectation
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 310-324 | Asimit, A.V.; Furman, E.; Tang, Q.; Vernic, R.
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Insurance: Mathematics and Economics, Volume 35, Issue 1, August 2004, Pages 113-136 | Dahl, M.
Pricing of catastrophe insurance options written on a loss index with reestimation
Insurance: Mathematics and Economics, Volume 43, Issue 2, October 2008, Pages 214-222 | Biagini, F.; Bregman, Y.; Meyer-Brandis, T.
One-year Value-at-Risk for longevity and mortality
Insurance: Mathematics and Economics, Volume 49, Issue 3, November 2011, Pages 462-470 | Plat, R.
A copula approach to test asymmetric information with applications to predictive modeling
Insurance: Mathematics and Economics, Volume 49, Issue 2, September 2011, Pages 226-239 | Shi, P.; Valdez, E.A.
Güncelleme:23.02.2012 02:08:14
