| 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
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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 |
| The Cramér-Lundberg model with a fluctuating number of clients
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2023 |
Braunsteins, Peter |
| Multiple per-claim reinsurance based on maximizing the Lundberg exponent
|
2023 |
Meng, Hui |
| Optimal retirement savings over the life cycle : a deterministic analysis in closed form
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2023 |
Fischer, Marcel |
| Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
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2023 |
Liang, Xiaoqing |
| A note on portfolios of averages of lognormal variables
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2023 |
Boyle, Phelim P. |
| Valuation of general GMWB annuities in a low interest rate environment
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2023 |
Fontana, Claudio |
| Equilibria and efficiency in a reinsurance market
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2023 |
Zhu, Michael B. |
| Multi-constrained optimal reinsurance model from the duality perspectives
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2023 |
Cheung, Ka Chun |
| European option pricing with market frictions, regime switches and model uncertainty
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2023 |
Siu, Tak Kuen |
| Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
|
2023 |
Wang, Ning |
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