| Pricing extreme mortality risk in the wake of the COVID-19 pandemic
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2023 |
Li, Han |
| Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
|
2023 |
Barczy, Mátyás |
| Multiple-prior valuation of cash flows subject to capital requirements
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2023 |
Engsner, Hampus |
| Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
|
2023 |
Li, Johnny Siu-Hang |
| Intergenerational actuarial fairness when longevity increases : amending the retirement age
|
2023 |
Bravo, Jorge Miguel Ventura |
| Deep quantile and deep composite triplet regression
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2023 |
Fissler, Tobias |
| Insuring longevity risk and long-term care : bequest, housing and liquidity
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2023 |
Xu, Mengyi |
| On potential information asymmetries in long-term care insurance : a simulation study using data from Switzerland
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2023 |
Ugarte Montero, Andrey |
| Pairwise counter-monotonicity
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2023 |
Lauzier, Jean-Gabriel |
| Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
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2023 |
Denuit, Michel |
| Optimal insurance design under mean-variance preference with narrow framing
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2023 |
Liang, Xiaoqing |
| Asymptotics for a time-dependent by-claim model with dependent subexponential claims
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2023 |
Yuan, Meng |
| Aggregate Markov models in life insurance : properties and valuation
|
2023 |
Ahmad, Jamaal |
| Optimal investment, consumption and life insurance purchase with learning about return predictability
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2023 |
Peng, Xingchun |
| Joint life care annuities to help retired couples to finance the cost of long-term care
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2023 |
Ventura Marco, Manuel |
| Intergenerational sharing of unhedgeable inflation risk
|
2023 |
Chen, Damiaan H. J. |
| Diversification quotients based on VaR and ES
|
2023 |
Han, Xia |
| Optimal risk management with reinsurance and its counterparty risk hedging
|
2023 |
Chi, Yichun |
| Two-phase selection of representative contracts for valuation of large variable annuity portfolios
|
2023 |
Jiang, Ruihong |
| Robust claim frequency modeling through phase-type mixture-of-experts regression
|
2023 |
Bladt, Martin |
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