Entity usage

Showing below up to 37 results in range #1 to #37.

1. Illiquid financial market models and absence of arbitrage: Label: en
2. Evaluation of credit derivatives with imperfect information: Label: en
3. On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms: Label: en
4. Interest guarantees and model risk in life insurance: Label: en
5. Prof. Dr. Georg Reichel (1924-2008). An obituary: Label: en
6. Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession: Label: en
7. Dynamic risk measures under model uncertainty: Label: en
8. Some further ideas concerning the interaction between insurance and investment risks: Label: en
9. Monotonicity of the Hill estimator in finite samples: Label: en
10. The policyholder's static and dynamic decision making of life insurance and pension payments: Label: en
11. Loss reserves in the light of stochastic processes: Label: en
12. A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies: Label: en
13. Optimal management and inflation protection for defined contribution pension plans: Label: en
14. Riskprice in (re-)insurance: an alternative model to the shortfall-loading: Label: en
15. On market value margins and cost of capital: Label: en
16. Derivation of the DAV mortality table 2006 HUR: Label: en
17. Geoadditive regression for analyzing small-scale geographical variability in car insurance: Label: en
18. Duration dependence models for claim counts: Label: en
19. Lundberg's risk process with tax: Label: en
20. Prevalence rates in a Markov model: Label: en
21. A guided tour of new results on ``trade execution in illiquid markets: Label: en
22. On the Markov-modulated insurance risk model with tax: Label: en
23. A risk class modell for the aging reserve portability in private health insurance: Label: en
24. Pension reserves in the valuation of a company according to the pension fund modell: Label: en
25. Hedging of guaranteed maturity benefits in unit-linked life insurance: Label: en
26. The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition?: Label: en
27. Generalizations of common ILF models: Label: en
28. A two-dimensional duration concept. The impact of biometrical assumption on passive reserves.: Label: en
29. The use of vector-valued martingales in risk theory: Label: en
30. Theoretical solution versus industry standard: Optimal leverage function for CPDOs: Label: en
31. Optimal control of capital injections by reinsurance in a diffusion approximation: Label: en
32. On optimal control of capital injections by reinsurance and investments: Label: en
33. Decomposition of the pension expense for retirement benefit obligations from an actuarial perspective: Label: en
34. The calculation of private health insurance tariffs under consideration of the transferral value: Label: en
35. Prediction error in the overdispersed Poisson model for loss development triangles: Label: en
36. Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk: Label: en
37. Modeling defaults with nested Archimedean copulas: Label: en