Pages that link to "Item:Q3077743"
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The following pages link to Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743):
Displaying 9 items.
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Effects of uncertain lifetime and annuity insurance on capital accumulation and growth (Q1285896) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
- (Q4456371) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)