The following pages link to (Q3773148):
Displayed 50 items.
- Asymptotic properties for distributions and densities of extremes from generalized gamma distribution (Q287393) (← links)
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
- On survival assumptions between integer ages in the theory of competing risks (Q334849) (← links)
- A simple compound scan statistic useful for modeling insurance and risk management problems (Q343996) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Insurance pricing with complete information, state-dependent utility, and production costs (Q414620) (← links)
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- Mathematical models for insurance business optimization (Q464853) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Parametric survival densities from phase-type models (Q509841) (← links)
- A model for open populations subject to periodical re-classifications (Q538262) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- Dependence structures of multivariate Bernoulli random vectors (Q558000) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- Optimal insurance strategies in a risk process with restrictions on policyholder risks (Q612168) (← links)
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims (Q629500) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
- Biometric worst-case scenarios for multi-state life insurance policies (Q661235) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Analysis of economic burden of seasonal influenza: an actuarial based conceptual model (Q670426) (← links)
- A Bayesian analysis of a simultaneous equations model for insurance rate-making (Q689568) (← links)
- Ruin probabilities in the compound binomial model (Q689578) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904) (← links)
- Rational ruin problems - a note for the teacher (Q756905) (← links)
- A remark on the moments of ruin time in classical risk theory (Q809532) (← links)
- Multinomial model for random sums (Q817284) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- An elementary derivation of Hattendorff's theorem (Q825307) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Decrement rates and a numerical method under competing risks (Q830435) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167) (← links)
- Hermite learning with gradient data (Q848563) (← links)
- Demand and adverse selection in a pooled annuity fund (Q849597) (← links)
- Bayesian graduation of mortality rates: an application to reserve evaluation (Q882465) (← links)
- Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470) (← links)
- Unifying framework for optimal insurance (Q882860) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- A note on order statistics in the mixed Erlang case (Q900524) (← links)
- Weak convergence of random growth processes with applications to insurance (Q917204) (← links)
- Interest and mortality randomness in some annuities (Q923581) (← links)