Pages that link to "Item:Q444331"
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The following pages link to Financial modeling, actuarial valuation and solvency in insurance (Q444331):
Displaying 24 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Best estimate calculations of savings contracts by closed formulas: application to the ORSA (Q487620) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Best-estimate claims reserves in incomplete markets (Q2356237) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING (Q4562954) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES (Q5152544) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Market-consistent actuarial valuation (Q5893944) (← links)
- Multiple-prior valuation of cash flows subject to capital requirements (Q6171944) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
