Risks - Open Access Journal, MDPI

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 237
Year of PublicationTitleAuthor(s)
2018 Surrender risk in the context of the quantitative assessment of participating life insurance contracts under Solvency IIBurkhart, Tobias
2018 Can pension funds partially manage longevity risk by investing in a longevity megafund?Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, Frédéric
2018 Risk aversion loss aversion, and the demand for insuranceEeckhoudt, Louis; Fiori, Anna Maria; Gianin, Emanuela Rosazza
2018 A credit-risk valuation under the variance-gamma asset returnIvanov, Roman V.
2018 Effects of the age process on aggregate discounted claimsLéveillé, Ghislain; Mitric, Ilie-Radu; Côté, Victor
2018 On the moments and the distribution of aggregate discounted claims in a Markovian environmentLi, Shuanming; Lu, Yi
2018 Life insurance and annuity demand under hyperbolic discountingTang, Siqi; Purcal, Sachi; Zhang, Jinhui
2018 On two mixture-based clustering approaches used in modeling an insurance portfolioMiljkovic, Tatjana; Fernández, Daniel
2018 A least-squares Monte Carlo framework in proxy modeling of life insurance companiesKrah, Anne-Sophie; Nikolić, Zoran; Korn, Ralf
2018 Properties of stochastic arrangement increasing and their applications in allocation problemsWei, Wei
2018 Log-normal or over-dispersed poisson?Harnau, Jonas
2018 Calendar spread exchange options pricing with Gaussian random fieldsHainaut, Donatien
2018 The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange ratesFink, Holger; Fuest, Andreas; Port, Henry
2018 On fund mapping regressions applied to segregated funds hedging under regime-switching dynamicsTrottier, Denis-Alexandre; Godin, Frédéric; Hamel, Emmanuel
2018 Association rules for understanding policyholder lapsesJeong, Himchan; Gan, Guojun; Valdez, Emiliano A.
2018 Hedging and cash flows in the presence of taxes and expenses in life and pension insuranceBuchardt, Kristian; Møller, Thomas
2018 Three different ways synchronization can cause contagion in financial marketsMassad, Naji; Andersen, Jørgen Vitting
2018 Numerical ruin probability in the dual risk model with risk-free investmentsLoke, Sooie-Hoe; Thomann, Enrique
2018 Bank stress testing: A stochastic simulation framework to assess banks' financial fragilityMontesi, Giuseppe; Papiro, Giovanni
2018 On exactitude in financial regulation: Value-at-risk, expected shortfall, and expectilesChen, James Ming
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 237
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