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Results 11-20 of 22.
Year of PublicationTitleAuthor(s)
2018On a multiplicative multivariate gamma distribution with applications in insurance
In: volume: 6, 2018, issue: 3, p. 1-20
Semenikhine, Vadim; Furman, Edward; Su, Jianxi
2018Sampling the multivariate standard normal distribution under a weighted sum constraint
In: volume: 6, 2018, issue: 3, p. 1-13
Vrins, Frédéric
2018Where is the risk reward? The impact of volatility-based fund classification on performance
In: volume: 6, 2018, issue: 3, p. 1-20
Ewen, Martin
2018Hedging and cash flows in the presence of taxes and expenses in life and pension insurance
In: volume: 6, 2018, issue: 3, p. 1-25
Buchardt, Kristian; Møller, Thomas
2018Valuation of large variable annuity portfolios using linear models with interactions
In: volume: 6, 2018, issue: 3, p. 1-19
Gan, Guojun
2018Can pension funds partially manage longevity risk by investing in a longevity megafund?
In: volume: 6, 2018, issue: 3, p. 1-27
Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, Frédéric
2018Systemic risk and insurance regulation
In: volume: 6, 2018, issue: 3, p. 1-12
Gómez, Fabiana; Ponce, Jorge
2018Hierarchical Markov model in life insurance and social benefit schemes
In: volume: 6, 2018, issue: 3, p. 1-17
Jang, Jiwook; Ramli, Siti Norafidah Mohd
2018Bayesian adjustment for insurance misrepresentation in heavy-tailed loss regression
In: volume: 6, 2018, issue: 3, p. 1-16
Xia, Michelle
2018Bank stress testing: A stochastic simulation framework to assess banks' financial fragility
In: volume: 6, 2018, issue: 3, p. 1-54
Montesi, Giuseppe; Papiro, Giovanni