Fundraising September 15, 2024 – October 1, 2024 About fundraising
52

Optimal risk retention under partial insurance

Year:
1982
Language:
english
File:
PDF, 660 KB
english, 1982
56

Volatility estimation from observed option prices

Year:
2000
Language:
english
File:
PDF, 185 KB
english, 2000
58

Monitoring mortality: A state-space approach

Year:
1983
Language:
english
File:
PDF, 937 KB
english, 1983
61

Designing a Countercyclical Insurance Program for Systemic Risk

Year:
2012
Language:
english
File:
PDF, 1.15 MB
english, 2012
62

Discussion of “The valuation of initial public offerings”

Year:
1989
Language:
english
File:
PDF, 135 KB
english, 1989
64

A Critique of the Interest-Adjusted Net Cost Index: Comment

Year:
1975
Language:
english
File:
PDF, 873 KB
english, 1975
65

Review of Economics and Insurance: Comment and Author's Reply

Year:
1975
Language:
english
File:
PDF, 278 KB
english, 1975
66

An Exact Solution for the Optimal Stop Loss Limit

Year:
1983
Language:
english
File:
PDF, 193 KB
english, 1983
67

A Note on Stop Loss Premiums

Year:
1991
Language:
english
File:
PDF, 143 KB
english, 1991
69

Financial Instruments for Retired Homeowners

Year:
1977
Language:
english
File:
PDF, 702 KB
english, 1977
70

Equilibrium Prices of Guarantees under Equity-Linked Contracts

Year:
1977
Language:
english
File:
PDF, 711 KB
english, 1977
71

Karl Borch's Research Contributions to Insurance

Year:
1990
Language:
english
File:
PDF, 289 KB
english, 1990
72

Pricing Options Using Lattice Rules

Year:
2005
Language:
english
File:
PDF, 472 KB
english, 2005
74

Dynamic Fund Protection

Year:
2001
Language:
english
File:
PDF, 264 KB
english, 2001
75

Optimal design of equity-linked products with a probabilistic constraint

Year:
2009
Language:
english
File:
PDF, 261 KB
english, 2009
76

The poisson-exponential model and the Non-Central Chi-squared distribution

Year:
1978
Language:
english
File:
PDF, 234 KB
english, 1978
78

A Natural Hedge for Equity Indexed Annuities

Year:
2011
Language:
english
File:
PDF, 377 KB
english, 2011
79

EXECUTIVE STOCK OPTIONS: A FIRM VALUE APPROACH

Year:
2005
Language:
english
File:
PDF, 231 KB
english, 2005
81

Robust Stochastic Discount Factors

Year:
2008
Language:
english
File:
PDF, 412 KB
english, 2008
82

Quadratic Interest Rate Models as Approximations to Effective Rate Models

Year:
1999
Language:
english
File:
PDF, 104 KB
english, 1999
85

Designing A Countercyclical Insurance Program for Systemic Risk

Year:
2012
Language:
english
File:
PDF, 3.46 MB
english, 2012
86

Reply to remark by Thelander

Year:
1979
Language:
english
File:
PDF, 245 KB
english, 1979
88

The Magnificent Seven

Year:
2006
Language:
english
File:
PDF, 235 KB
english, 2006
90

Numerical Evaluation of Multivariate Contingent Claims

Year:
1989
Language:
english
File:
PDF, 340 KB
english, 1989
91

Guaranteed Annuity Options

Year:
2003
Language:
english
File:
PDF, 341 KB
english, 2003
93

Enhanced Sharpe Ratio via Eigen Portfolios Selection

Year:
2017
Language:
english
File:
PDF, 832 KB
english, 2017