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Results 1-10 of 32.
Year of PublicationTitleAuthor(s)
2016Survey on log-normally distributed market-technical trend data
In: volume: 4, 2016, issue: 3, p. 1-18
Brenner, René; Maier-Paape, Stanislaus
2016Frailty and risk classification for life annuity portfolios
In: volume: 4, 2016, issue: 4, p. 1-23
Olivieri, Annamaria; Pitacco, Ermanno
2016A unified pricing of variable annuity guarantees under the optimal stochastic control framework
In: volume: 4, 2016, issue: 3, p. 1-31
Shevchenko, Pavel V.; Luo, Xiaolin
2016Ruin analysis of a discrete-time dependent Sparre Andersen model with external financial activities and randomized dividends
In: volume: 4, 2016, issue: 1, p. 1-15
Kim, Sung Soo; Drekic, Steve
2016Sharp convex bounds on the aggregate sums: An alternative proof
In: volume: 4, 2016, issue: 4, p. 1-8
Yin, Chuancun; Zhu, Dan
2016Participating life insurance products with alternative guarantees: Reconciling policyholders' and insurers' interests
In: volume: 4, 2016, issue: 2, p. 1-18
Reuß, Andreas; Ruß, Jochen; Wieland, Jochen
2016An optimal Turkish private pension plan with a guarantee feature
In: volume: 4, 2016, issue: 3, p. 1-12
İşcanog̃lu-Çekiç, Ayşegül
2016Improving convergence of binomial schemes and the Edgeworth expansion
In: volume: 4, 2016, issue: 2, p. 1-22
Bock, Alona; Korn, Ralf
2016Understanding reporting delay in general insurance
In: volume: 4, 2016, issue: 3, p. 1-36
Verrall, Richard J.; Wüthrich, Mario V.
2016Consistent re-calibration of the discrete-time multifactor Vasicek model
In: volume: 4, 2016, issue: 3, p. 1-31
Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V.