Pages that link to "Item:Q5718132"
From MaRDI portal
The following pages link to Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates (Q5718132):
Displaying 10 items.
- The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition? (Q949438) (← links)
- On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159) (← links)
- Analysis of survivorship life insurance portfolios with stochastic rates of return (Q2364002) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- A new method for evaluating the distribution of aggregate claims (Q2495976) (← links)
- Some further ideas concerning the interaction between insurance and investment risks (Q2511474) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- “Authors’ Reply: Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates: Evaluation Methods and Applications,” Maria Giuseppina Bruno, Emanuela Camerini and Alvaro Tomassetti, October 2000 - Discussi (Q5715898) (← links)