The following pages link to Insurance Mathematics \& Economics (Q190727):
Displaying 50 items.
- Mortality modeling and regression with matrix distributions (Q59392) (← links)
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- SynthETIC: an individual insurance claim simulator with feature control (Q87223) (← links)
- On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- The double-gap life expectancy forecasting model (Q149471) (← links)
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Markov regime-switching quantile regression models and financial contagion detection (Q282262) (← links)
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Estimating the joint survival probabilities of married individuals (Q282276) (← links)
- Term structure extrapolation and asymptotic forward rates (Q282277) (← links)
- A note on some joint distribution functions involving the time of ruin (Q282279) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Semi-static hedging of variable annuities (Q282294) (← links)
- Addendum to: ``The multi-year non-life insurance risk in the additive reserving model'': Quantification of multi-year non-life insurance risk in chain ladder reserving models (Q282298) (← links)
- Semi-parametric accelerated hazard relational models with applications to mortality projections (Q320247) (← links)
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- On a multi-dimensional risk model with regime switching (Q320264) (← links)
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- Sarmanov family of multivariate distributions for bivariate dynamic claim counts model (Q320282) (← links)
- Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities (Q320284) (← links)
- Confidence band for expectation dependence with applications (Q320286) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Solvency capital estimation, reserving cycle and ultimate risk (Q320289) (← links)
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case (Q320300) (← links)
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011 (Q343956) (← links)
