The following pages link to Insurance Mathematics \& Economics (Q190727):
Displaying 50 items.
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655) (← links)
- A new defined benefit pension risk measurement methodology (Q492658) (← links)
- De-risking defined benefit plans (Q492661) (← links)
- Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection (Q492666) (← links)
- Correction note: ``On maximum likelihood estimation for count data models'' (Q493913) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk (Q495448) (← links)
- Modeling the number of insureds' cars using queuing theory (Q495450) (← links)
- The optimal insurance under disappointment theories (Q495453) (← links)
- Optimal retirement income tontines (Q495455) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds (Q495460) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Modeling trends in cohort survival probabilities (Q495464) (← links)
- Precautionary paying for stochastic improvements under background risks (Q495467) (← links)
- Robustness and convergence in the Lee-Carter model with cohort effects (Q495469) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- An individual loss reserving model with independent reporting and settlement (Q495477) (← links)
- Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (Q495479) (← links)
- Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
- Model points and tail-VaR in life insurance (Q495485) (← links)
- The bounds of premium and optimality of stop loss insurance under uncertain random environments (Q495489) (← links)
- A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models (Q495492) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Maxentropic approach to decompound aggregate risk losses (Q495498) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
- On the convex transform and right-spread orders of smallest claim amounts (Q495505) (← links)
- The effect of objective formulation on retirement decision making (Q495508) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
- Multi-period risk sharing under financial fairness (Q506070) (← links)
- Measuring mortality heterogeneity with multi-state models and interval-censored data (Q506072) (← links)
- The valuation of life contingencies: a symmetrical triangular fuzzy approximation (Q506073) (← links)
