On stochastic mortality modeling

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Insurance / Mathematics & economics
1. Verfasser: Plat, Richard (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Optimal insurance design under mean-variance preference with narrow framing 2023 Liang, Xiaoqing
Asymptotics for a time-dependent by-claim model with dependent subexponential claims 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 2023 Peng, Xingchun
Joint life care annuities to help retired couples to finance the cost of long-term care 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
Dynamic asset-liability management with frictions 2023 Yan, Tingjin
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims 2023 Cheung, Eric C. K.
Risk aggregation with FGM copulas 2023 Blier-Wong, Christopher
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach 2023 Dang, Ou
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint 2023 Li, Xun
From risk reduction to risk elimination by conditional mean risk sharing of independent losses 2023 Denuit, Michel
Optimal investment and consumption strategies for pooled annuity with partial information 2023 Xie, Lin
Inf-convolution and optimal allocations for mixed-VaRs 2023 Xia, Zichao
A new stochastic dominance criterion for dependent random variables with applications 2023 Belzunce, Félix
Dependence modeling of frequency-severity of insurance claims using waiting time 2023 Gao, Guangyuan
Alle Artikel auflisten