The Impact of Management Fees on the Pricing of Variable Annuity Guarantees.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 103, doi. 10.3390/risks6030103
- By:
- Publication type:
- Article
Works matching IS 22279091 AND DT 2018 AND VI 6 AND IP 3
Results: 41
1
2
Fluctuation Theory for Upwards Skip-Free Lévy Chains.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 102, doi. 10.3390/risks6030102
- By:
- Publication type:
- Article
3
The Interaction of Borrower and Loan Characteristics in Predicting Risks of Subprime Automobile Loans.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 101, doi. 10.3390/risks6030101
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- Publication type:
- Article
4
A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 100, doi. 10.3390/risks6030100
- By:
- Publication type:
- Article
5
A Quantum-Type Approach to Non-Life Insurance Risk Modelling.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 99, doi. 10.3390/risks6030099
- By:
- Publication type:
- Article
6
Optimum Technology Product Life Cycle Technology Innovation Investment-Using Compound Binomial Options.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 98, doi. 10.3390/risks6030098
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- Publication type:
- Article
7
General Quantile Time Series Regressions for Applications in Population Demographics.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 97, doi. 10.3390/risks6030097
- By:
- Publication type:
- Article
8
Bootstrapping Average Value at Risk of Single and Collective Risks.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 96, doi. 10.3390/risks6030096
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- Publication type:
- Article
9
CoRisk: Credit Risk Contagion with Correlation Network Models.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 95, doi. 10.3390/risks6030095
- By:
- Publication type:
- Article
10
Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 94, doi. 10.3390/risks6030094
- By:
- Publication type:
- Article
11
Some Results on Measures of Interaction between Paired Risks.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 88, doi. 10.3390/risks6030088
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- Publication type:
- Article
12
On the Basel Liquidity Formula for Elliptical Distributions.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 92, doi. 10.3390/risks6030092
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- Publication type:
- Article
13
The Stability of the Aggregate Loss Distribution.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 91, doi. 10.3390/risks6030091
- By:
- Publication type:
- Article
14
Mean Field Game with Delay: A Toy Model.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 90, doi. 10.3390/risks6030090
- By:
- Publication type:
- Article
15
The Determinants of CDS Spreads in Multiple Industry Sectors: A Comparison between the US and Europe.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 89, doi. 10.3390/risks6030089
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- Publication type:
- Article
16
Linear Regression for Heavy Tails.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 93, doi. 10.3390/risks6030093
- By:
- Publication type:
- Article
17
On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 87, doi. 10.3390/risks6030087
- By:
- Publication type:
- Article
18
Moments of Compound Renewal Sums with Dependent Risks Using Mixing Exponential Models.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 86, doi. 10.3390/risks6030086
- By:
- Publication type:
- Article
19
A VaR-Type Risk Measure Derived from Cumulative Parisian Ruin for the Classical Risk Model.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 85, doi. 10.3390/risks6030085
- By:
- Publication type:
- Article
20
The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 84, doi. 10.3390/risks6030084
- By:
- Publication type:
- Article
21
Bayesian Adjustment for Insurance Misrepresentation in Heavy-Tailed Loss Regression.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 83, doi. 10.3390/risks6030083
- By:
- Publication type:
- Article
22
Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks' Financial Fragility †.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 82, doi. 10.3390/risks6030082
- By:
- Publication type:
- Article
23
Health Insurance in Myanmar: The Views and Perception of Healthcare Consumers and Health System Informants on the Establishment of a Nationwide Health Insurance System.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 81, doi. 10.3390/risks6030081
- By:
- Publication type:
- Article
24
Where is the Risk Reward? The Impact of Volatility-Based Fund Classification on Performance.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 80, doi. 10.3390/risks6030080
- By:
- Publication type:
- Article
25
On a Multiplicative Multivariate Gamma Distribution with Applications in Insurance.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 79, doi. 10.3390/risks6030079
- By:
- Publication type:
- Article
26
On Fund Mapping Regressions Applied to Segregated Funds Hedging Under Regime-Switching Dynamics.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 78, doi. 10.3390/risks6030078
- By:
- Publication type:
- Article
27
Calendar Spread Exchange Options Pricing with Gaussian Random Fields.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 77, doi. 10.3390/risks6030077
- By:
- Publication type:
- Article
28
A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 76, doi. 10.3390/risks6030076
- By:
- Publication type:
- Article
29
One-Year Change Methodologies for Fixed-Sum Insurance Contracts.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 75, doi. 10.3390/risks6030075
- By:
- Publication type:
- Article
30
Systemic Risk and Insurance Regulation †.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 74, doi. 10.3390/risks6030074
- By:
- Publication type:
- Article
31
Company Value with Ruin Constraint in Lundberg Models.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 73, doi. 10.3390/risks6030073
- By:
- Publication type:
- Article
32
Extreme Portfolio Loss Correlations in Credit Risk.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 72, doi. 10.3390/risks6030072
- By:
- Publication type:
- Article
33
Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 71, doi. 10.3390/risks6030071
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- Publication type:
- Article
34
Log-Normal or Over-Dispersed Poisson?.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 70, doi. 10.3390/risks6030070
- By:
- Publication type:
- Article
35
Association Rules for Understanding Policyholder Lapses.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 69, doi. 10.3390/risks6030069
- By:
- Publication type:
- Article
36
Hedging and Cash Flows in the Presence of Taxes and Expenses in Life and Pension Insurance.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 68, doi. 10.3390/risks6030068
- By:
- Publication type:
- Article
37
Can Pension Funds Partially Manage Longevity Risk by Investing in a Longevity Megafund?.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 67, doi. 10.3390/risks6030067
- By:
- Publication type:
- Article
38
Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 66, doi. 10.3390/risks6030066
- By:
- Publication type:
- Article
39
Masked Instability: Within-Sector Financial Risk in the Presence of Wealth Inequality.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 65, doi. 10.3390/risks6030065
- By:
- Publication type:
- Article
40
Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 64, doi. 10.3390/risks6030064
- By:
- Publication type:
- Article
41
Hierarchical Markov Model in Life Insurance and Social Benefit Schemes.
- Published in:
- Risks, 2018, v. 6, n. 3, p. 63, doi. 10.3390/risks6030063
- By:
- Publication type:
- Article