The following pages link to Insurance Mathematics \& Economics (Q190727):
Displaying 50 items.
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011 (Q343956) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework (Q343982) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- An optimal co-reinsurance strategy (Q343986) (← links)
- Minimizing lifetime poverty with a penalty for bankruptcy (Q343989) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- A simple compound scan statistic useful for modeling insurance and risk management problems (Q343996) (← links)
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Parametric mortality improvement rate modelling and projecting (Q414590) (← links)
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model (Q414592) (← links)
- Ambiguity aversion, higher-order risk attitude and optimal effort (Q414594) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
- On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities (Q414611) (← links)
- Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
- Dividends and reinsurance under a penalty for ruin (Q414614) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Insurance pricing with complete information, state-dependent utility, and production costs (Q414620) (← links)
- Editorial: Longevity risk and capital markets: the 2013--14 update (Q492624) (← links)
- Love and death: a Freund model with frailty (Q492627) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Prospective mortality tables: taking heterogeneity into account (Q492640) (← links)
- A step-by-step guide to building two-population stochastic mortality models (Q492644) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- A common age effect model for the mortality of multiple populations (Q492649) (← links)
- The choice of sample size for mortality forecasting: a Bayesian learning approach (Q492650) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
