Works matching IS 22279091 AND DT 2017 AND VI 5 AND IP 1
Results: 19
Optimal Time to Enter a Retirement Village.
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- Risks, 2017, v. 5, n. 1, p. 20, doi. 10.3390/risks5010020
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- Article
Immunization and Hedging of Post Retirement Income Annuity Products.
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- Risks, 2017, v. 5, n. 1, p. 19, doi. 10.3390/risks5010019
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- Article
Context Moderates Priming Effects on Financial Risk Taking.
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- Risks, 2017, v. 5, n. 1, p. 18, doi. 10.3390/risks5010018
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The Impact of Changes to the Unemployment Rate on Australian Disability Income Insurance Claim Incidence.
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- Risks, 2017, v. 5, n. 1, p. 17, doi. 10.3390/risks5010017
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- Article
Evaluating Extensions to Coherent Mortality Forecasting Models.
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- Risks, 2017, v. 5, n. 1, p. 16, doi. 10.3390/risks5010016
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- Article
Change Point Detection and Estimation of the Two-Sided Jumps of Asset Returns Using a Modified Kalman Filter.
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- Risks, 2017, v. 5, n. 1, p. 15, doi. 10.3390/risks5010015
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- Article
Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks.
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- Risks, 2017, v. 5, n. 1, p. 14, doi. 10.3390/risks5010014
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- Article
Mathematical Analysis of Replication by Cash Flow Matching.
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- Risks, 2017, v. 5, n. 1, p. 13, doi. 10.3390/risks5010013
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- Article
A Discussion of a Risk-Sharing Pension Plan.
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- Risks, 2017, v. 5, n. 1, p. 12, doi. 10.3390/risks5010012
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- Article
Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account.
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- Risks, 2017, v. 5, n. 1, p. 11, doi. 10.3390/risks5010011
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- Article
Distinguishing Log-Concavity from Heavy Tails.
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- Risks, 2017, v. 5, n. 1, p. 10, doi. 10.3390/risks5010010
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- Article
The Shifting Shape of Risk: Endogenous Market Failure for Insurance.
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- Risks, 2017, v. 5, n. 1, p. 9, doi. 10.3390/risks5010009
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- Article
n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes.
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- Risks, 2017, v. 5, n. 1, p. 8, doi. 10.3390/risks5010008
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- Article
Change Point Estimation in Panel Data without Boundary Issue.
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- Risks, 2017, v. 5, n. 1, p. 7, doi. 10.3390/risks5010007
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- Article
Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model.
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- Risks, 2017, v. 5, n. 1, p. 6, doi. 10.3390/risks5010006
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- Article
Minimum Protection in DC Funding Pension Plans and Margrabe Options.
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- Risks, 2017, v. 5, n. 1, p. 5, doi. 10.3390/risks5010005
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- Article
The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation.
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- Risks, 2017, v. 5, n. 1, p. 3, doi. 10.3390/risks5010003
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- Article
On Comparison of Stochastic Reserving Methods with Bootstrapping.
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- Risks, 2017, v. 5, n. 1, p. 2, doi. 10.3390/risks5010002
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- Article
Optimal Retention Level for Infinite Time Horizons under MADM.
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- Risks, 2017, v. 5, n. 1, p. 1, doi. 10.3390/risks5010001
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- Article