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Refinado por: Nome da Publicação: Insurance, Mathematics & Economics remover assunto: Studies remover Mathematics remover
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21
Robust investment–reinsurance optimization with multiscale stochastic volatility
Robust investment–reinsurance optimization with multiscale stochastic volatility
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Robust investment–reinsurance optimization with multiscale stochastic volatility

Pun, Chi Seng ; Wong, Hoi Ying

Insurance, mathematics & economics, 2015-05, Vol.62, p.245-256 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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22
Optimal retirement income tontines
Optimal retirement income tontines
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Optimal retirement income tontines

Milevsky, Moshe A. ; Salisbury, Thomas S.

Insurance, mathematics & economics, 2015-09, Vol.64, p.91-105 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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23
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
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Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model

Li, Zhongfei ; Zeng, Yan ; Lai, Yongzeng

Insurance, mathematics & economics, 2012-07, Vol.51 (1), p.191-203 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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24
Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?
Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?
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Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?

Eling, Martin

Insurance, mathematics & economics, 2012-09, Vol.51 (2), p.239-248 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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25
A cohort-based extension to the Lee–Carter model for mortality reduction factors
A cohort-based extension to the Lee–Carter model for mortality reduction factors
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A cohort-based extension to the Lee–Carter model for mortality reduction factors

Renshaw, A.E. ; Haberman, S.

Insurance, mathematics & economics, 2006-06, Vol.38 (3), p.556-570 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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26
Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type
Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type
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Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type

Furman, Edward ; Kye, Yisub ; Su, Jianxi

Insurance, mathematics & economics, 2021-01, Vol.96, p.153-167 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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27
Mortality density forecasts: An analysis of six stochastic mortality models
Mortality density forecasts: An analysis of six stochastic mortality models
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Mortality density forecasts: An analysis of six stochastic mortality models

Cairns, Andrew J.G. ; Blake, David ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David ; Khalaf-Allah, Marwa

Insurance, mathematics & economics, 2011-05, Vol.48 (3), p.355-367 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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28
A neural network approach to efficient valuation of large portfolios of variable annuities
A neural network approach to efficient valuation of large portfolios of variable annuities
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A neural network approach to efficient valuation of large portfolios of variable annuities

Hejazi, Seyed Amir ; Jackson, Kenneth R.

Insurance, mathematics & economics, 2016-09, Vol.70, p.169-181 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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29
Valuation of large variable annuity portfolios under nested simulation: A functional data approach
Valuation of large variable annuity portfolios under nested simulation: A functional data approach
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Valuation of large variable annuity portfolios under nested simulation: A functional data approach

Gan, Guojun ; Lin, X. Sheldon

Insurance, mathematics & economics, 2015-05, Vol.62, p.138-150 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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30
Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
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Micro-level parametric duration-frequency-severity modeling for outstanding claim payments

Yanez, Juan Sebastian ; Pigeon, Mathieu

Insurance, mathematics & economics, 2021-05, Vol.98, p.106-119 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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