SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal strategies for pricing general insurance
16 references·4 citing·38 second hop
Optimal strategies for pricing general insurance (2006)Optimal strategies for pricing general in…Numerical solution of stochastic differential equations (2016)Numerical solution of stochas…Types of dependence and time-dependent association between two lifetimes in single parameter copula models (2006)Types of dependence and time-…Modelling the joint distribution of competing risks survival times using copula functions (2006)Modelling the joint distribut…Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option (2006)Guarantees in With‐Profit and…Excess of loss reinsurance under joint survival optimality (2006)Excess of loss reinsurance un…Lee-Carter Goes Risk-Neutral (2005)Lee-Carter Goes Risk-NeutralA Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)A Bayesian Generalized Linear…Valuation of guaranteed annuity conversion options (2003)Valuation of guaranteed annui…On the forecasting of mortality reduction factors (2003)On the forecasting of mortali…Interest Rate Models Theory and Practice (2001)Interest Rate Models Theory a…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Analytic and bootstrap estima…Practical Risk Theory for Actuaries. (1994)Practical Risk Theory for Act…An International Analysis of Underwriting Cycles in Property-Liability Insurance (1992)An International Analysis of …Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…An International Analysis of Underwriting Cycles in Property-Liability Insurance (1987)An International Analysis of …CHAPMAN AND HALL (1985)CHAPMAN AND HALLOptimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (2019)Optimal excess-of-loss reinsu…Robust reinsurance contracts in continuous time (2016)Robust reinsurance contracts …An extended CEV model and the Legendre transform–dual–asymptotic solutions for annuity contracts (2010)An extended CEV model and the…Pricing General Insurance Using Optimal Control Theory (2005)Pricing General Insurance Usi…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)Bootstrap Methodology in Claim Reserving (2003)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Trends and random walks in macroeconmic time series (1982)Fundamental methods of mathematical economics (1984)Trends and random walks in macroeconomic time series (1988)The Liability Insurance Market (1991)External Impacts on the Property-Liability Insurance Cycle (1995)Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets (2013)An equilibrium characterization of the term structure (1977)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)The fair value of guaranteed annuity options (2005)Pricing Annuity Guarantees Under a Regime-Switching Model (2009)Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (2009)Modeling and Forecasting U. S. Mortality (1992)A universal pattern of mortality decline in the G7 countries (2000)Evaluating the Performance of the Lee-Carter Method for Forecasting Mortality (2001)Survival models in a dynamic context: a survey (2004)Non Mean Reverting Affine Processes for Stochastic Mortality (2005)Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting (2007)Martingale Methods in Financial Modelling (1997)Alternative models for stock price dynamics (2003)Multilevel Monte Carlo Path Simulation (2008)Pricing and Hedging Spread Options (2003)A Benchmark Approach to Quantitative Finance (2006)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)Sex differences in human mate preferences: Evolutionary hypotheses tested in 37 cultures (1989)Origins of the modern mind: three stages in the evolution of culture and cognition (1992)Methods to account for spatial autocorrelation in the analysis of species distributional data: a review (2007)Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)A discussion of parameter and model uncertainty in insurance (2000)Optimal reinsurance under mean-variance premium principles (2001)Interest rates and insurance price cycles (1988)
this work references cited by second hop

References

  • 2016Numerical solution of stochastic differential equations5,001 cited
  • 1985CHAPMAN AND HALL4,352 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 2001Interest Rate Models Theory and Practice1,148 cited
  • 1999Analytic and bootstrap estimates of prediction errors in claims reserving207 cited
  • 1994Practical Risk Theory for Actuaries.197 cited
  • 1992An International Analysis of Underwriting Cycles in Property-Liability Insurance163 cited
  • 1987An International Analysis of Underwriting Cycles in Property-Liability Insurance159 cited
  • 2003On the forecasting of mortality reduction factors146 cited
  • 2003Valuation of guaranteed annuity conversion options108 cited
  • 2006Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option96 cited
  • 2004A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving87 cited
  • 2006Modelling the joint distribution of competing risks survival times using copula functions80 cited
  • 2006Excess of loss reinsurance under joint survival optimality56 cited
  • 2006Types of dependence and time-dependent association between two lifetimes in single parameter copula models

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

45 cited
  • 2005Lee-Carter Goes Risk-Neutral24 cited
  • Cited by

    • 2019Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model45 cited
    • 2005Pricing General Insurance Using Optimal Control Theory42 cited
    • 2016Robust reinsurance contracts in continuous time40 cited
    • 2010An extended CEV model and the Legendre transform–dual–asymptotic solutions for annuity contracts37 cited