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Refinado por: Nome da Publicação: Insurance, Mathematics & Economics remover assunto: Studies remover Risk Management remover Mathematics remover
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1
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
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Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model

Yi, Bo ; Li, Zhongfei ; Viens, Frederi G. ; Zeng, Yan

Insurance, mathematics & economics, 2013-11, Vol.53 (3), p.601-614 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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2
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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3
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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4
Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process
Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process
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Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process

Shen, Yang ; Zou, Bin

Insurance, mathematics & economics, 2021-03, Vol.97, p.68-80 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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5
On a family of coherent measures of variability
On a family of coherent measures of variability
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On a family of coherent measures of variability

Hu, Taizhong ; Chen, Ouxiang

Insurance, mathematics & economics, 2020-11, Vol.95, p.173-182 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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6
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles

Cui, Wei ; Yang, Jingping ; Wu, Lan

Insurance, mathematics & economics, 2013-07, Vol.53 (1), p.74-85 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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7
Tail dependence and heavy tailedness in extreme risks
Tail dependence and heavy tailedness in extreme risks
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Tail dependence and heavy tailedness in extreme risks

Ji, Liuyan ; Tan, Ken Seng ; Yang, Fan

Insurance, mathematics & economics, 2021-07, Vol.99, p.282-293 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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8
Stochastic orders and multivariate measures of risk contagion
Stochastic orders and multivariate measures of risk contagion
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Stochastic orders and multivariate measures of risk contagion

Ortega-Jiménez, P. ; Sordo, M.A. ; Suárez-Llorens, A.

Insurance, mathematics & economics, 2021-01, Vol.96, p.199-207 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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9
Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions
Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions
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Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions

Kim, Joseph H.T. ; Kim, So-Yeun

Insurance, mathematics & economics, 2019-05, Vol.86, p.145-157 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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10
Optimal reinsurance with general premium principles
Optimal reinsurance with general premium principles
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Optimal reinsurance with general premium principles

Chi, Yichun ; Tan, Ken Seng

Insurance, mathematics & economics, 2013-03, Vol.52 (2), p.180-189 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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