Pages that link to "Item:Q621756"

The following pages link to Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Q621756):

Displaying 37 items.

• Modeling defaults with nested Archimedean copulas (Q621757) (← links)
• Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
• Prediction error in the overdispersed Poisson model for loss development triangles (Q621761) (← links)
• The calculation of private health insurance tariffs under consideration of the transferral value (Q621764) (← links)
• Decomposition of the pension expense for retirement benefit obligations from an actuarial perspective (Q621767) (← links)
• On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
• Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
• Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590) (← links)
• The use of vector-valued martingales in risk theory (Q949432) (← links)
• A two-dimensional duration concept. The impact of biometrical assumption on passive reserves. (Q949434) (← links)
• Generalizations of common ILF models (Q949436) (← links)
• The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition? (Q949438) (← links)
• Hedging of guaranteed maturity benefits in unit-linked life insurance (Q977306) (← links)
• Pension reserves in the valuation of a company according to the pension fund modell (Q977308) (← links)
• A risk class modell for the aging reserve portability in private health insurance (Q977309) (← links)
• On the Markov-modulated insurance risk model with tax (Q977310) (← links)
• A guided tour of new results on ``trade execution in illiquid markets'' (Q977311) (← links)
• Prevalence rates in a Markov model (Q2384678) (← links)
• Lundberg's risk process with tax (Q2384679) (← links)
• Duration dependence models for claim counts (Q2384680) (← links)
• Geoadditive regression for analyzing small-scale geographical variability in car insurance (Q2384683) (← links)
• Derivation of the DAV mortality table 2006 HUR (Q2384685) (← links)
• On market value margins and cost of capital (Q2465903) (← links)
• Riskprice in (re-)insurance: an alternative model to the shortfall-loading (Q2465905) (← links)
• Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
• A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies (Q2465907) (← links)
• Loss reserves in the light of stochastic processes (Q2465908) (← links)
• The policyholder's static and dynamic decision making of life insurance and pension payments (Q2511471) (← links)
• Monotonicity of the Hill estimator in finite samples (Q2511472) (← links)
• Some further ideas concerning the interaction between insurance and investment risks (Q2511474) (← links)
• Dynamic risk measures under model uncertainty (Q2511475) (← links)
• Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession (Q2511476) (← links)
• Prof. Dr. Georg Reichel (1924-2008). An obituary (Q2655596) (← links)
• Interest guarantees and model risk in life insurance (Q2655598) (← links)
• On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
• Evaluation of credit derivatives with imperfect information (Q2655601) (← links)
• Illiquid financial market models and absence of arbitrage (Q2655603) (← links)