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Showing below up to 50 results in range #1 to #50.

1. Pension funds with longevity risk: an optimal portfolio insurance approach: Label: en
2. A new characterization of second-order stochastic dominance: Label: en
3. Bivariate tail conditional co-expectation for elliptical distributions: Label: en
4. Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}: Label: en
5. A two-layer stochastic game approach to reinsurance contracting and competition: Label: en
6. Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models: Label: en
7. Optimal insurance design under asymmetric Nash bargaining: Label: en
8. Valuation of guaranteed lifelong withdrawal benefit with the long-term care option: Label: en
9. A unified theory of decentralized insurance: Label: en
10. Uniqueness of equilibrium with survival probability heterogeneity and endogenous annuity price: Label: en
11. Multinomial backtesting of distortion risk measures: Label: en
12. Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: a Poisson-mixed approach for predictive analysis: Label: en
13. On the effects of public subsidies for severe and mild dependency on long-term care insurance: Label: en
14. Blended insurance scheme: a synergistic conventional-index insurance mixture: Label: en
15. Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation: Label: en
16. Value-enhancing modeling of surrenders and lapses: Label: en
17. Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach: Label: en
18. A life insurance model with asymmetric time preferences: Label: en
19. A buy-hold-sell pension saving strategy: Label: en
20. Editorial board: Label: en
21. Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity: Label: en
22. Precautionary risk-reduction and saving decisions: two sides of the same coin?: Label: en
23. Correlation aversion and bivariate stochastic dominance with respect to reference functions: Label: en
24. Probabilistic approach to risk processes with level-dependent premium rate: Label: en
25. Are reference measures of law-invariant functionals unique?: Label: en
26. Convex and Lorenz orders under balance correction in nonlife insurance pricing: review and new developments: Label: en
27. Stochastic orders and distortion risk contribution ratio measures: Label: en
28. Comparing and quantifying tail dependence: Label: en
29. Benefit volatility-targeting strategies in lifetime pension pools: Label: en
30. Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet: Label: en
31. An excursion theoretic approach to Parisian ruin problem: Label: en
32. Effective experience rating for large insurance portfolios via surrogate modeling: Label: en
33. Optimal insurance with mean-deviation measures: Label: en
34. Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm: Label: en
35. Star-shaped acceptability indexes: Label: en
36. Coping with longevity via hedging: fair dynamic valuation of variable annuities: Label: en
37. Law-invariant return and star-shaped risk measures: Label: en
38. Testing for auto-calibration with Lorenz and concentration curves: Label: en
39. On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization: Label: en
40. An analysis of precautionary behavior in retirement decision making with an application to pension system reform: Label: en
41. Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models: Label: en
42. A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data: Label: en
43. Optimal control under uncertainty: application to the issue of CAT bonds: Label: en
44. Optimal investment-disinvestment choices in health-dependent variable annuity: Label: en
45. Worst-case risk with unspecified risk preferences: Label: en
46. Tail mean-variance portfolio selection with estimation risk: Label: en
47. A mean field game approach to optimal investment and risk control for competitive insurers: Label: en
48. Stackelberg equilibria with multiple policyholders: Label: en
49. Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools: Label: en
50. Optimal payout strategies when Bruno de Finetti meets model uncertainty: Label: en