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Results 1-10 of 12.
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Year of Publication
Title
Author(s)
2017
Asymptotic estimates for the one-year ruin probability under risky investments
In: volume: 5, 2017, issue: 2, p. 1-11
Liu, Jing
;
Zhang, Huan
2017
Asymmetric return and volatility transmission in conventional and Islamic equities
In: volume: 5, 2017, issue: 2, p. 1-18
Umar, Zaghum
;
Suleman, Tahir
2017
Maximum market price of longevity risk under solvency regimes: The case of Solvency II
In: volume: 5, 2017, issue: 2, p. 1-21
Levantesi, Susanna
;
Menzietti, Massimiliano
2017
Actuarial applications and estimation of extended CreditRisk+
In: volume: 5, 2017, issue: 2, p. 1-29
Hirz, Jonas
;
Schmock, Uwe
;
Shevchenko, Pavel V.
2017
State space models and the KALMAN-filter in stochastic claims reserving: Forecasting, filtering and smoothing
In: volume: 5, 2017, issue: 2, p. 1-44
Chukhrova, Nataliya
;
Johannssen, Arne
2017
Effects of gainsharing provisions on the selection of a discount rate for a defined benefit pension plan
In: volume: 5, 2017, issue: 2, p. 1-10
Rietz, Robert J.
;
Cronick, Evan
;
Mathers, Shelb
;
Pollie, Matt
2017
Actuarial geometry
In: volume: 5, 2017, issue: 2, p. 1-44
Mildenhall, Stephen J.
2017
Enhancing Singapore's pension scheme: A blueprint for further flexibility
In: volume: 5, 2017, issue: 2, p. 1-17
Kwong, Koon-Shing
;
Tse, Yiu-Kuen
;
Chan, Wai-Sum
2017
Risk management under Omega measure
In: volume: 5, 2017, issue: 2, p. 1-14
Metel, Michael R.
;
Pirvu, Traian A.
;
Wong, Julian
2017
Bond and CDS pricing via the stochastic recovery Black-Cox Model
In: volume: 5, 2017, issue: 2, p. 1-17
Cohen, Albert
;
Costanzino, Nick
Author
1
Schmock, Uwe
1
Shang, Han Lin
1
Shevchenko, Pavel V.
1
Suleman, Tahir
1
Tse, Yiu-Kuen
1
Umar, Zaghum
1
Wong, Julian
1
Zhang, Huan
.
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2017