Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian |
|
2007
|
Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341
Börger, Matthias |
|
2010
|
Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361
Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver |
|
2007
|
Optimal control of capital injections by reinsurance in a diffusion approximation. Zbl 1183.91069
Eisenberg, Julia; Schmidli, Hanspeter |
|
2009
|
On the Markov-modulated insurance risk model with tax. Zbl 1195.91071
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming |
|
2010
|
Modeling defaults with nested Archimedean copulas. Zbl 1232.91690
Hofert, Marius |
|
2010
|
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092
Hartinger, Jürgen; Kortschak, Dominik |
|
2009
|
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar |
|
2008
|
On optimal control of capital injections by reinsurance and investments. Zbl 1205.91080
Eisenberg, Julia |
|
2010
|
Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094
Christiansen, Marcus C.; Helwich, Marko |
|
2008
|
Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176
Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf |
|
2009
|
The prediction risk for the development of mortality – can it be minimized by an appropriate portfolio composition?
(Das Vorhersagerisiko der Sterblichkeitsentwicklung - kann es durch eine geeignete Portfoliozusammensetzung minimiert werden?) Zbl 1183.91080
Wetzel, Carmen; Zwiesler, Hans-Joachim |
|
2008
|
Prediction error in the overdispersed Poisson model for loss development triangles.
(Prognosefehler im overdispersed Poisson Modell für Abwicklungsdreiecke.) Zbl 1205.91089
Matitschka, Heinz |
|
2010
|
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies.
(Ein allgemeines Modell zur Analyse und Bewertung von guaranteed minimum benefits in Fondspolicen.) Zbl 1215.91034
Bauer, Daniel; Kling, Alexander; Ruß, Jochen |
|
2007
|
Geoadditive regression for analyzing small-scale geographical variability in car insurance. Zbl 1119.62105
Fahrmeir, Ludwig; Sagerer, Frank; Sussmann, Gerald |
|
2007
|
Generalizations of common ILF models. Zbl 1152.62073
Riegel, Ulrich |
|
2008
|
On market value margins and cost of capital. Zbl 1130.91352
Kriele, Marcus; Wolf, Jochen |
|
2007
|
Interest guarantees and model risk in life insurance.
(Zinsgarantien und Modellrisiko in Lebensversicherungen.) Zbl 1182.91090
Bartels, Hans-Jochen; Veselčić, Marinko |
|
2009
|
Evaluation of credit derivatives with imperfect information.
(Über die Bewertung von Kreditderivaten unter unvollständiger Information.) Zbl 1182.91180
Wendler, Richard A. |
|
2009
|
Hedging of guaranteed maturity benefits in unit-linked life insurance.
(Hedging von garantierten Ablaufleistungen in Fondspolicen.) Zbl 1195.91066
Graf, Stefan; Hauser, Melanie; Zwiesler, Hans-Joachim |
|
2010
|
Pension reserves in the valuation of a company according to the pension fund modell.
(Pensionsrückstellungen in der Unternehmensbewertung nach dem Pensionsfondsmodell.) Zbl 1195.91070
Schmitz, Udo |
|
2010
|
A risk class modell for the aging reserve portability in private health insurance.
(Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV.) Zbl 1195.91072
Zähle, Henryk |
|
2010
|
A guided tour of new results on “trade execution in illiquid markets”. Zbl 1195.91150
Schöneborn, Torsten |
|
2010
|
The policyholder’s static and dynamic decision making of life insurance and pension payments. Zbl 1293.91096
Kraft, Holger; Steffensen, Mogens |
|
2008
|
Deterministic shock vs. stochastic value-at-risk – an analysis of the Solvency II standard model approach to longevity risk. Zbl 1232.91341
Börger, Matthias |
|
2010
|
On the Markov-modulated insurance risk model with tax. Zbl 1195.91071
Wei, Jiaqin; Yang, Hailiang; Wang, Rongming |
|
2010
|
Modeling defaults with nested Archimedean copulas. Zbl 1232.91690
Hofert, Marius |
|
2010
|
On optimal control of capital injections by reinsurance and investments. Zbl 1205.91080
Eisenberg, Julia |
|
2010
|
Prediction error in the overdispersed Poisson model for loss development triangles.
(Prognosefehler im overdispersed Poisson Modell für Abwicklungsdreiecke.) Zbl 1205.91089
Matitschka, Heinz |
|
2010
|
Hedging of guaranteed maturity benefits in unit-linked life insurance.
(Hedging von garantierten Ablaufleistungen in Fondspolicen.) Zbl 1195.91066
Graf, Stefan; Hauser, Melanie; Zwiesler, Hans-Joachim |
|
2010
|
Pension reserves in the valuation of a company according to the pension fund modell.
(Pensionsrückstellungen in der Unternehmensbewertung nach dem Pensionsfondsmodell.) Zbl 1195.91070
Schmitz, Udo |
|
2010
|
A risk class modell for the aging reserve portability in private health insurance.
(Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV.) Zbl 1195.91072
Zähle, Henryk |
|
2010
|
A guided tour of new results on “trade execution in illiquid markets”. Zbl 1195.91150
Schöneborn, Torsten |
|
2010
|
Optimal control of capital injections by reinsurance in a diffusion approximation. Zbl 1183.91069
Eisenberg, Julia; Schmidli, Hanspeter |
|
2009
|
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms. Zbl 1182.91092
Hartinger, Jürgen; Kortschak, Dominik |
|
2009
|
Theoretical solution versus industry standard: Optimal leverage function for CPDOs. Zbl 1183.91176
Baydar, Evren; Di-Graziano, Giuseppe; Korn, Ralf |
|
2009
|
Interest guarantees and model risk in life insurance.
(Zinsgarantien und Modellrisiko in Lebensversicherungen.) Zbl 1182.91090
Bartels, Hans-Jochen; Veselčić, Marinko |
|
2009
|
Evaluation of credit derivatives with imperfect information.
(Über die Bewertung von Kreditderivaten unter unvollständiger Information.) Zbl 1182.91180
Wendler, Richard A. |
|
2009
|
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar |
|
2008
|
Some further ideas concerning the interaction between insurance and investment risks. Zbl 1293.91094
Christiansen, Marcus C.; Helwich, Marko |
|
2008
|
The prediction risk for the development of mortality – can it be minimized by an appropriate portfolio composition?
(Das Vorhersagerisiko der Sterblichkeitsentwicklung - kann es durch eine geeignete Portfoliozusammensetzung minimiert werden?) Zbl 1183.91080
Wetzel, Carmen; Zwiesler, Hans-Joachim |
|
2008
|
Generalizations of common ILF models. Zbl 1152.62073
Riegel, Ulrich |
|
2008
|
The policyholder’s static and dynamic decision making of life insurance and pension payments. Zbl 1293.91096
Kraft, Holger; Steffensen, Mogens |
|
2008
|
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian |
|
2007
|
Optimal management and inflation protection for defined contribution pension plans. Zbl 1130.91361
Zhang, Aihua; Korn, Ralf; Ewald, Christian-Oliver |
|
2007
|
A general model for the analysis and valuation of guaranteed minimum benefits in fonds policies.
(Ein allgemeines Modell zur Analyse und Bewertung von guaranteed minimum benefits in Fondspolicen.) Zbl 1215.91034
Bauer, Daniel; Kling, Alexander; Ruß, Jochen |
|
2007
|
Geoadditive regression for analyzing small-scale geographical variability in car insurance. Zbl 1119.62105
Fahrmeir, Ludwig; Sagerer, Frank; Sussmann, Gerald |
|
2007
|
On market value margins and cost of capital. Zbl 1130.91352
Kriele, Marcus; Wolf, Jochen |
|
2007
|
