scientific article; zbMATH DE number 1001734
From MaRDI portal
Publication:3129751
Recommendations
Cited in
(47)- On life insurance reserves in a stochastic mortality and interest rates environment
- An elementary derivation of Hattendorff's theorem
- Annuities under random rates of interest -- revisited.
- Some remarks on actuarial payment functions
- scientific article; zbMATH DE number 2168906 (Why is no real title available?)
- scientific article; zbMATH DE number 1848353 (Why is no real title available?)
- Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
- The Merton's default risk model for private company
- Memoryless reigns of the ``Sons of Heaven
- Modeling future lifetime as a fuzzy random variable
- scientific article; zbMATH DE number 816365 (Why is no real title available?)
- Risk comparisons of premium rules: Optimality and a life insurance study
- A law of large numbers approach to valuation in life insurance
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
- scientific article; zbMATH DE number 7387617 (Why is no real title available?)
- A copula approach for finding the type of dependency with mortality force function in insurance market
- New Econ for Life Actuaries
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
- scientific article; zbMATH DE number 1738107 (Why is no real title available?)
- Actuarial applications of the linear hazard transform in life contingencies
- Estimation of future discretionary benefits in traditional life insurance
- Life insurance mathematics (The Markovian Model)
- Stop-loss premiums under dependence
- scientific article; zbMATH DE number 2145648 (Why is no real title available?)
- Actuarial Mathematics for Life Contingent Risks
- scientific article; zbMATH DE number 2112496 (Why is no real title available?)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
- Quantile hedging for guaranteed minimum death benefits
- Insurance pricing under ambiguity
- A bidimensional approach to mortality risk
- Longevity risk in portfolios of pension annuities
- A dynamical model for stage-specific HIV incidences with application to sub-Saharan Africa
- An application of the -power approximation in multiple life insurance
- Excess based allocation of risk capital
- Parameter estimation methods of required rate of return on stock
- Longevity risk in pension annuities with exchange options: the effect of product design
- On non-monotonic ageing properties from the Laplace transform, with actuarial applications
- Life contongencies.
- Counting coprime pairs in random squares
- Analytical validation formulas for best estimate calculation in traditional life insurance
- Estimating the term structure of mortality
- Dr. Fujisawa's contribution to the country through his book \textit{Life insurance theory}
- Quantile hedging for guaranteed minimum death benefits with regime switching
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility
- Bayesian graduation of mortality rates: an application to reserve evaluation
- Biometric solvency risk for portfolios of general life contracts. I. the single-life multiple decrement case
- Indicator Function and Hattendorff Theorem
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3129751)
