Volume 4; Issue 3

Risks

Volume 4; Issue 3
2

An Optimal Turkish Private Pension Plan with a Guarantee Feature

İşcanog̃lu-Çekiç, Ayşegül
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 374 KB
english, 2016
3

Survey on Log-Normally Distributed Market-Technical Trend Data

Brenner, René, Maier-Paape, Stanislaus
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 2.79 MB
english, 2016
4

The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts

Dowd, Kevin, Blake, David, Cairns, Andrew
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 1.03 MB
english, 2016
5

A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework

Shevchenko, Pavel, Luo, Xiaolin
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 735 KB
english, 2016
6

Risk Minimization for Insurance Products via F-Doubly Stochastic Markov Chains

Biagini, Francesca, Groll, Andreas, Widenmann, Jan
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 510 KB
english, 2016
7

Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner

Buncic, Daniel
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 305 KB
english, 2016
8

Understanding Reporting Delay in General Insurance

Verrall, Richard, Wüthrich, Mario
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 2.68 MB
english, 2016
11

Choosing Markovian Credit Migration Matrices by Nonlinear Optimization

Hughes, Maximilian, Werner, Ralf
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 929 KB
english, 2016
12

The Wasserstein Metric and Robustness in Risk Management

Kiesel, Rüdiger, Rühlicke, Robin, Stahl, Gerhard, Zheng, Jinsong
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 1.30 MB
english, 2016
13

Optimal Reinsurance with Heterogeneous Reference Probabilities

Boonen, Tim
Journal:
Risks
Year:
2016
Language:
english
File:
PDF, 817 KB
english, 2016