Pages that link to "Item:Q3059463"

The following pages link to Introduction to Insurance Mathematics (Q3059463):

Displaying 10 items.

• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• A unisex stochastic mortality model to comply with EU Gender Directive (Q1681196) (← links)
• De-risking strategy: longevity spread buy-in (Q1742716) (← links)
• Options on tontines: an innovative way of combining tontines and annuities (Q2010907) (← links)
• A quantile regression approach for the analysis of the diversification in non-life premium risk (Q2153633) (← links)
• Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses (Q5051108) (← links)
• An Individual Risk Model for Premium Calculation Based on Quantile: A Comparison between Generalized Linear Models and Quantile Regression (Q5206144) (← links)
• Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
• Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578) (← links)
• Parametric expectile regression and its application for premium calculation (Q6171958) (← links)