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Results 1-10 of 12.
Year of PublicationTitleAuthor(s)
2017Asymptotic estimates for the one-year ruin probability under risky investments
In: volume: 5, 2017, issue: 2, p. 1-11
Liu, Jing; Zhang, Huan
2017Asymmetric return and volatility transmission in conventional and Islamic equities
In: volume: 5, 2017, issue: 2, p. 1-18
Umar, Zaghum; Suleman, Tahir
2017Maximum 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
2017Actuarial applications and estimation of extended CreditRisk+
In: volume: 5, 2017, issue: 2, p. 1-29
Hirz, Jonas; Schmock, Uwe; Shevchenko, Pavel V.
2017State 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
2017Effects 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
2017Actuarial geometry
In: volume: 5, 2017, issue: 2, p. 1-44
Mildenhall, Stephen J.
2017Enhancing 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
2017Risk management under Omega measure
In: volume: 5, 2017, issue: 2, p. 1-14
Metel, Michael R.; Pirvu, Traian A.; Wong, Julian
2017Bond and CDS pricing via the stochastic recovery Black-Cox Model
In: volume: 5, 2017, issue: 2, p. 1-17
Cohen, Albert; Costanzino, Nick