Optimal insurance control for insurers with jump-diffusion risk processes.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 198, doi. 10.1017/S1748499518000192
- By:
- Publication type:
- Article
Works matching IS 17484995 AND DT 2019 AND VI 13 AND IP 1
Results: 11
1
2
Modelling multi-state health transitions in China: a generalised linear model with time trends.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 145, doi. 10.1017/S1748499518000167
- By:
- Publication type:
- Article
3
Cohort effects in mortality modelling: a Bayesian state-space approach.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 109, doi. 10.1017/S1748499518000131
- By:
- Publication type:
- Article
4
Assessing basis risk in index-based longevity swap transactions.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 166, doi. 10.1017/S1748499518000179
- By:
- Publication type:
- Article
5
Financial Enterprise Risk Management.
- Published in:
- 2019
- By:
- Publication type:
- Book Review
6
An analysis of power law distributions and tipping points during the global financial crisis.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 80, doi. 10.1017/S1748499518000088
- By:
- Publication type:
- Article
7
Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 92, doi. 10.1017/S1748499518000106
- By:
- Publication type:
- Article
8
Real-time Bayesian non-parametric prediction of solvency risk.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 67, doi. 10.1017/S1748499518000039
- By:
- Publication type:
- Article
9
Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 36, doi. 10.1017/S1748499518000027
- By:
- Publication type:
- Article
10
An actuarial investigation into maternal out-of-hospital cost risk factors.
- Published in:
- Annals of Actuarial Science, 2019, v. 13, n. 1, p. 1, doi. 10.1017/S1748499518000015
- By:
- Publication type:
- Article
11
Leases for Lives – Life Contingent Contracts and the Emergence of Actuarial Science in 18<sup>th</sup>-Century England.
- Published in:
- 2019
- By:
- Publication type:
- Book Review