3

Nonmonotonic Choquet integrals

Year:
2001
Language:
english
File:
PDF, 129 KB
english, 2001
8

Macro-economic version of a classical formula in risk theory

Year:
1990
Language:
english
File:
PDF, 501 KB
english, 1990
9

A dynamic reinsurance theory

Year:
1992
Language:
english
File:
PDF, 922 KB
english, 1992
13

Arbitrage and Viability in Insurance Markets

Year:
2000
Language:
english
File:
PDF, 1.19 MB
english, 2000
14

Robust Mean-Variance Hedging of Longevity Risk

Year:
2017
Language:
english
File:
PDF, 196 KB
english, 2017
19

Deposit games with reinvestment

Year:
2010
Language:
english
File:
PDF, 274 KB
english, 2010
20

Estimating the term structure of mortality

Year:
2008
Language:
english
File:
PDF, 760 KB
english, 2008
22

Choquet pricing and equilibrium

Year:
2003
Language:
english
File:
PDF, 131 KB
english, 2003
23

Stochastic cooperative games in insurance

Year:
1998
Language:
english
File:
PDF, 1.08 MB
english, 1998
25

Cooperative games with stochastic payoffs

Year:
1999
Language:
english
File:
PDF, 152 KB
english, 1999
26

Cooperation in capital deposits

Year:
2001
Language:
english
File:
PDF, 147 KB
english, 2001
27

Optimal design of pension funds: a mission impossible?

Year:
2003
Language:
english
File:
PDF, 228 KB
english, 2003
28

Optimal tax depreciation lives and charges under regulatory constraints

Year:
2002
Language:
english
File:
PDF, 236 KB
english, 2002
29

Stable profit sharing in cooperative investments

Year:
2005
Language:
english
File:
PDF, 127 KB
english, 2005
30

On the effects of the degree of discretion in reporting managerial performance

Year:
2011
Language:
english
File:
PDF, 518 KB
english, 2011
31

Dynamic tax depreciation strategies

Year:
2011
Language:
english
File:
PDF, 311 KB
english, 2011
32

Longevity Risk

Year:
2010
Language:
english
File:
PDF, 687 KB
english, 2010
33

Simulation of ruin probabilities

Year:
1990
Language:
english
File:
PDF, 393 KB
english, 1990
35

Asset Markets and Investment Decisions

Year:
2002
Language:
english
File:
PDF, 134 KB
english, 2002
36

Arbitrage and Viability in Insurance Markets

Year:
2000
Language:
english
File:
PDF, 93 KB
english, 2000
38

Excess based allocation of risk capital

Year:
2012
Language:
english
File:
PDF, 412 KB
english, 2012
39

Taxation of International Investment and Accounting Valuation

Year:
2008
Language:
english
File:
PDF, 128 KB
english, 2008
40

Multinational Taxation and R&D Investments

Year:
2012
Language:
english
File:
PDF, 388 KB
english, 2012
45

Optimal Design of Pension Funds: A Mission Impossible?

Year:
2003
Language:
english
File:
PDF, 2.23 MB
english, 2003
46

Asset Markets and Investment Decisions

Year:
2002
Language:
english
File:
PDF, 460 KB
english, 2002
48

Intergenerational risk sharing in closing pension funds

Year:
2017
Language:
english
File:
PDF, 457 KB
english, 2017
49

Development Cost Capitalization During R&D Races

Year:
2017
Language:
english
File:
PDF, 840 KB
english, 2017