Found 10 Documents (Results 1–10)
Potential games with aggregation in non-cooperative general insurance markets. (English) Zbl 1390.91216
MSC:
91B30
91A10
Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates. (English) Zbl 1390.91221
Approximating the density of the time to ruin via Fourier-cosine series expansion. (English) Zbl 1390.91326
The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk. (English) Zbl 1390.91198
Longevity risk management and shareholder value for a life annuity business. (English) Zbl 1390.91161
MSC:
91B30
91G20
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