4 results
Extended reduced-form framework for non-life insurance
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
- Published online by Cambridge University Press:
- 14 June 2022, pp. 945-973
- Print publication:
- September 2022
-
- Article
- Export citation
HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS*
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 2 / May 2013
- Published online by Cambridge University Press:
- 18 June 2013, pp. 123-157
- Print publication:
- May 2013
-
- Article
- Export citation
Asymptotics for Operational Risk Quantified with Expected Shortfall
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 2 / November 2009
- Published online by Cambridge University Press:
- 09 August 2013, pp. 735-752
- Print publication:
- November 2009
-
- Article
- Export citation
Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 831-845
- Print publication:
- September 2008
-
- Article
-
- You have access
- Export citation