Catastrophe risk management with counterparty risk using alternative instruments

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Wu, Yang-che (VerfasserIn)
Weitere Verfasser: Chung, San-lin (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions 2023 Liu, Wenyue
Optimal entry decision of unemployment insurance under partial information 2023 Xing, Jie
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory 2023 Mi, Hui
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach 2023 Qiu, Ming
Bivariate distribution regression with application to insurance data 2023 Wang, Yunyun
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model 2023 Chen, Yu
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 2023 Mao, Tiantian
Cause-of-death mortality forecasting using adaptive penalized tensor decompositions 2023 Zhang, Xuanming
Parametric expectile regression and its application for premium calculation 2023 Gao, Suhao
The Cramér-Lundberg model with a fluctuating number of clients 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 2023 Fischer, Marcel
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin 2023 Liang, Xiaoqing
A note on portfolios of averages of lognormal variables 2023 Boyle, Phelim P.
Valuation of general GMWB annuities in a low interest rate environment 2023 Fontana, Claudio
Equilibria and efficiency in a reinsurance market 2023 Zhu, Michael B.
Multi-constrained optimal reinsurance model from the duality perspectives 2023 Cheung, Ka Chun
European option pricing with market frictions, regime switches and model uncertainty 2023 Siu, Tak Kuen
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics 2023 Wang, Ning
Diagnostic tests before modeling longitudinal actuarial data 2023 Li, Yinhuan
Alle Artikel auflisten