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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~subject:"Life insurance"
~type:"article"
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Life insurance
Risikomanagement
215
Risk management
215
Theorie
201
Theory
201
Risiko
122
Risk
122
Portfolio selection
112
Portfolio-Management
112
Risk measure
98
Risikomaß
97
Risikomodell
86
Risk model
86
Insurance
84
Versicherung
80
Measurement
47
Messung
47
Reinsurance
41
Rückversicherung
41
Statistical distribution
39
Statistische Verteilung
39
Stochastic process
36
Stochastischer Prozess
36
Mortality
31
Sterblichkeit
31
Hedging
25
Multivariate Verteilung
23
Multivariate distribution
23
Lebensversicherung
20
Probability theory
18
Wahrscheinlichkeitsrechnung
18
Capital allocation
16
Option pricing theory
16
Optionspreistheorie
16
Pension fund
14
Pensionskasse
14
Value-at-Risk
14
Altersvorsorge
13
Credit risk
13
EU-Versicherungsrecht
13
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English
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Sherris, Michael
4
Gatzert, Nadine
2
Bensusan, Harry
1
Bohnert, Alexander
1
Bosserhoff, Frank
1
Boyer, Martin
1
Bravo, Jorge Miguel Ventura
1
Bruszas, Sandy
1
Cairns, Andrew
1
Cox, Samuel H.
1
Eckert, Johanna
1
El Karoui, Nicole
1
Escobar, Marcos
1
Feng, Runhuan
1
Fung, Man Chung
1
Hanewald, Katja
1
Havrylenko, Yevhen
1
Ignatieva, Ekaterina
1
Karabey, Uǧur
1
Kaschützke, Barbara
1
Kleinow, Torsten
1
Kschonnek, Michel
1
Li, Johnny Siu-Hang
1
Lin, Tzuling
1
Lin, Yijia
1
Liu, Yanxin
1
Loisel, Stéphane
1
Luciano, Elisa
1
Løchte Jørgensen, Peter
1
Martin, Michael
1
Maurer, Raimond
1
Mekkaoui-de Freitas, Najat el-
1
Meyricke, Ramona
1
Nga, Andrew
1
Palmowski, Zbigniew
1
Pedersen, Hal
1
Piggott, John
1
Regis, Luca
1
Salhi, Yahia
1
Siegelin, Ivonne
1
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Insurance / Mathematics & economics
Cogent economics & finance
3
International business and economics research journal
3
International journal of business and economics
3
International journal of the economics of business
3
The empirical economics letters : a monthly international journal of economics
3
Economics and business review
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
2
International journal of economics and business research
2
Advances in applied economics, business and development
1
American business review
1
Annals of public and cooperative economics
1
Applied financial economics
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Chulalongkorn journal of economics
1
Cogent business & management
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economics of disasters and climate change
1
Eurasian journal of business and economics : EJBE
1
Indian journal of economics & business : IJEB
1
International journal of business and economics research : IJBER
1
International journal of economics and business research : IJEBR
1
International review of economics & finance : IREF
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of Eastern Europe research in business & economics : JEERBE
1
Journal of academic research in economics
1
Journal of banking & finance
1
Journal of business & economics research
1
Journal of business economics and management
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of economics & business
1
Journal of economics & management
1
Journal of risk and financial management : JRFM
1
Journal of travel and tourism marketing
1
Nebraska journal of economics and business : NJEB
1
North central journal of agricultural economics : NCJAE ; publ. semi-annualy
1
Revista de métodos cuantitativos para la economía y la empresa
1
Scientific Annals of Economics and Business
1
Selected papers July 2010 Business & Economics Society International Conference ; Volume 2, issue 2
1
Spudai / University of Piraeus : journal of economics and business
1
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1
Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos
;
Havrylenko, Yevhen
;
Kschonnek, Michel
; …
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 14-40
Persistent link: https://www.econbiz.de/10013348899
Saved in:
2
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
3
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
4
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
5
Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura
;
Mekkaoui-de Freitas, Najat el-
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
Saved in:
6
Pricing insurance drawdown-type contracts with underlying Lévy assets
Palmowski, Zbigniew
;
Tumilewicz, Joanna
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011825327
Saved in:
7
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Saved in:
8
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Saved in:
9
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
10
On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes
Bohnert, Alexander
;
Gatzert, Nadine
;
Løchte …
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 83-97
Persistent link: https://www.econbiz.de/10010484826
Saved in:
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