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Results 51-60 of 117.
Year of PublicationTitleAuthor(s)
2019Using neural networks to price and hedge variable annuity guarantees
In: volume: 7, 2019, issue: 1, p. 1-19
Doyle, Daniel; Groendyke, Chris
2019Optimal risk budgeting under a finite investment horizon
In: volume: 7, 2019, issue: 3, p. 1-15
López de Prado, Marcos M.; Vince, Ralph; Zhu, Qiji Jim
2019Surplus sharing with coherent utility functions
In: volume: 7, 2019, issue: 1, p. 1-12
Coculescu, Delia; Delbaen, Freddy
2019Contingent convertible debt: The impact on equity holders
In: volume: 7, 2019, issue: 2, p. 1-35
Boursicot, Delphine; Gauthier, Geneviève; Pourkalbassi, Farhad
2019The investigation of a forward-rate mortality framework
In: volume: 7, 2019, issue: 2, p. 1-22
Alai, Daniel H.; Ignatieva, Ekaterina; Sherris, Michael
2019Modelling recovery rates for non-performing loans
In: volume: 7, 2019, issue: 1, p. 1-17
Ye, Hui; Bellotti, Anthony
2019Coherent-price systems and uncertainty-neutral valuation
In: volume: 7, 2019, issue: 3, p. 1-18
Beißner, Patrick
2019On market share drivers in the Swiss mandatory health insurance sector
In: volume: 7, 2019, issue: 4, p. 1-25
Daily-Amir, Dalit; Albrecher, Hansjörg; Bladt, Martin; Wagner, Joël
2019Quantile regression with telematics information to assess the risk of driving above the posted speed limit
In: volume: 7, 2019, issue: 3, p. 1-11
Pérez-Marín, Ana M.; Guillén, Montserrat; Alcañiz, Manuela; Bermúdez, Lluís
2019Statistical inference for the beta coefficient
In: volume: 7, 2019, issue: 2, p. 1-14
Bodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; Zabolotskyy, Taras