| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A compound renewal model for medical malpractice insurance
|
Léveillé, Ghislain
|
|
2013
|
|
2 |
p. 471-490
|
artikel
|
| 2 |
A compound trend renewal model for medical/professional liabilities
|
Léveillé, Ghislain
|
|
2017
|
|
2 |
p. 435-463
|
artikel
|
| 3 |
A double-exponential GARCH model for stochastic mortality
|
Chai, Celeste M. H.
|
|
2013
|
|
2 |
p. 385-406
|
artikel
|
| 4 |
A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes
|
Graf, Stefan
|
|
|
|
2 |
p. 273-293
|
artikel
|
| 5 |
A market- and time-consistent extension for the EIOPA risk-margin
|
Salahnejhad Ghalehjooghi, Ahmad
|
|
|
|
2 |
p. 517-539
|
artikel
|
| 6 |
Analysis of Finnish and Swedish mortality data with stochastic mortality models
|
Lovász, Enrico
|
|
2011
|
|
2 |
p. 259-289
|
artikel
|
| 7 |
Analytical validation formulas for best estimate calculation in traditional life insurance
|
Hochgerner, Simon
|
|
2019
|
|
2 |
p. 423-443
|
artikel
|
| 8 |
An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance
|
Vilar-Zanón, José L.
|
|
|
|
2 |
p. 361-375
|
artikel
|
| 9 |
A new measure of mortality differentials based on precedence probability
|
Cadena, Meitner
|
|
|
|
2 |
p. 717-724
|
artikel
|
| 10 |
An individual claims reserving model for reported claims
|
Gabrielli, Andrea
|
|
|
|
2 |
p. 541-577
|
artikel
|
| 11 |
A nonparametric sequential learning procedure for estimating the pure premium
|
Hu, Jun
|
|
|
|
2 |
p. 485-502
|
artikel
|
| 12 |
Application of machine learning methods to predict drought cost in France
|
Heranval, Antoine
|
|
|
|
2 |
p. 731-753
|
artikel
|
| 13 |
Applications of the central limit theorem for pricing Cliquet-style options
|
Korn, Ralf
|
|
2017
|
|
2 |
p. 465-480
|
artikel
|
| 14 |
A recommendation system for car insurance
|
Lesage, Laurent
|
|
|
|
2 |
p. 377-398
|
artikel
|
| 15 |
A resimulation framework for event loss tables based on clustering
|
Funke, Benedikt
|
|
|
|
2 |
p. 755-774
|
artikel
|
| 16 |
A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance
|
Zhao, Jinbo
|
|
|
|
2 |
p. 775-813
|
artikel
|
| 17 |
A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula
|
Alfonsi, Aurélien
|
|
|
|
2 |
p. 457-498
|
artikel
|
| 18 |
A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds
|
Aburto Barrera, Laura Iveth
|
|
|
|
2 |
p. 653-701
|
artikel
|
| 19 |
Bayesian Poisson log-bilinear models for mortality projections with multiple populations
|
Antonio, Katrien
|
|
2015
|
|
2 |
p. 245-281
|
artikel
|
| 20 |
Between DB and DC: optimal hybrid PAYG pension schemes
|
Devolder, Pierre
|
|
2019
|
|
2 |
p. 463-482
|
artikel
|
| 21 |
Bivariate compound renewal sums with discounted claims
|
Léveillé, Ghislain
|
|
2012
|
|
2 |
p. 273-288
|
artikel
|
| 22 |
Bivariate lower and upper orthant value-at-risk
|
Cossette, Hélène
|
|
2013
|
|
2 |
p. 321-357
|
artikel
|
| 23 |
Calibrating intensities for long-term care multiple-state Markov insurance model
|
Fleischmann, Anselm
|
|
2015
|
|
2 |
p. 327-354
|
artikel
|
| 24 |
Characterization theorems for customer equivalent utility insurance premium calculation principle
|
Pratsiovytyi, Mykola
|
|
2014
|
|
2 |
p. 437-451
|
artikel
|
| 25 |
Constructing entity specific projected mortality table: adjustment to a reference
|
Tomas, Julien
|
|
2014
|
|
2 |
p. 247-279
|
artikel
|
| 26 |
Correction to: The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration
|
Berninger, Christoph
|
|
|
|
2 |
p. 707
|
artikel
|
| 27 |
Correction to: Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
|
Diez, Franziska
|
|
|
|
2 |
p. 735-742
|
artikel
|
| 28 |
Correlated age-specific mortality model: an application to annuity portfolio management
|
Lin, Tzuling
|
|
|
|
2 |
p. 413-440
|
artikel
|
| 29 |
Creating portfolio-specific mortality tables: a case study
|
Richards, S. J.
|
|
2013
|
|
2 |
p. 295-319
|
artikel
|
| 30 |
Credit risk and solvency capital requirements
|
Allali, Jeremy
|
|
2018
|
|
2 |
p. 487-515
|
artikel
|
| 31 |
Cyber risk research in business and actuarial science
|
Eling, Martin
|
|
|
|
2 |
p. 303-333
|
artikel
|
| 32 |
Derivation of biometrically dependent cash flows
|
Schmitt, M. Matthias
|
|
|
|
2 |
p. 779-812
|
artikel
|
| 33 |
Discussion on “A guide to Monte Carlo simulation concepts for assessment of risk‑return profiles for regulatory purposes” (Graf and Korn, 2020)
|
Quapp, Norbert
|
|
|
|
2 |
p. 299-301
|
artikel
|
| 34 |
Discussion on “A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes” (Graf and Korn)
|
Bierbaum, Jürgen
|
|
|
|
2 |
p. 295-298
|
artikel
|
| 35 |
Discussion on ‘A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach’ (Fleichmann et al.)
|
Biessy, Guillaume
|
|
|
|
2 |
p. 439-442
|
artikel
|
| 36 |
Discussion on “Exchangeable mortality projection” (Shapovalov et al.)
|
Boumezoued, Alexandre
|
|
|
|
2 |
p. 731-733
|
artikel
|
| 37 |
Discussion on “Measuring profitability of life insurance products under Solvency II” (Rödel et al.)
|
Schiller, Frank
|
|
|
|
2 |
p. 377-379
|
artikel
|
| 38 |
Discussion on “Mortality by socio‑economic class and its impact on the retirement schemes: how to render the systems fairer?”
|
D’Ambrogi-Ola, Barbara
|
|
|
|
2 |
p. 745-747
|
artikel
|
| 39 |
Discussion on ‘Multivariate modelling of multiple guarantees in motor insurance of a household’ (Pechon et al.)
|
Roth, Stanislas
|
|
2019
|
|
2 |
p. 603-605
|
artikel
|
| 40 |
Discussion on “Periodic or generational actuarial tables: which one to choose?” (by Arnold et al.)
|
Bertschi, Ljudmila
|
|
2019
|
|
2 |
p. 555-558
|
artikel
|
| 41 |
Discussion on “PRIIP-KID: Providing Retail Investors with Inappropriate Product Information?” (Graf)
|
Bidell, Matthias
|
|
2019
|
|
2 |
p. 387-390
|
artikel
|
| 42 |
Discussion on “Selection effect modification to the Lee-Carter model” (J. C. Yue et al.)
|
Ionescu, Razvan
|
|
|
|
2 |
p. 879-881
|
artikel
|
| 43 |
Discussion on “Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues.” (Louloudis et al)
|
Pothon, Adrien
|
|
|
|
2 |
p. 883-885
|
artikel
|
| 44 |
Duration gap with multiple liabilities for nonparallel shifts
|
Barber, Joel R.
|
|
|
|
2 |
p. 637-651
|
artikel
|
| 45 |
Dynamic surplus optimization with performance- and index-linked liabilities
|
Desmettre, Sascha
|
|
|
|
2 |
p. 607-645
|
artikel
|
| 46 |
Editorial
|
|
|
|
|
2 |
p. 271
|
artikel
|
| 47 |
Editorial
|
|
|
|
|
2 |
p. 495
|
artikel
|
| 48 |
Efficient use of data for LSTM mortality forecasting
|
Lindholm, M.
|
|
|
|
2 |
p. 749-778
|
artikel
|
| 49 |
Empirical likelihood inference for Haezendonck-Goovaerts risk measure
|
Peng, Liang
|
|
2015
|
|
2 |
p. 427-445
|
artikel
|
| 50 |
Equity-linked life insurance based on traditional products: the case of Select Products
|
Alexandrova, Maria
|
|
2017
|
|
2 |
p. 379-404
|
artikel
|
| 51 |
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
|
Gaillardetz, Patrice
|
|
2012
|
|
2 |
p. 243-258
|
artikel
|
| 52 |
Equivalence principle and Jewell’s inequality
|
Gerber, Hans U.
|
|
|
|
2 |
p. 725-730
|
artikel
|
| 53 |
Ermanno Pitacco, 1947–2022
|
|
|
|
|
2 |
p. 435-437
|
artikel
|
| 54 |
Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
|
Pigeon, Mathieu
|
|
2014
|
|
2 |
p. 383-409
|
artikel
|
| 55 |
Examining the impact on mortality arising from climate change: important findings for the insurance industry
|
Miljkovic, Tatjana
|
|
2018
|
|
2 |
p. 363-381
|
artikel
|
| 56 |
Extremes for a general contagion risk measure
|
Ling, Chengxiu
|
|
|
|
2 |
p. 579-605
|
artikel
|
| 57 |
Feature extraction from telematics car driving heatmaps
|
Gao, Guangyuan
|
|
2018
|
|
2 |
p. 383-406
|
artikel
|
| 58 |
Further comments on the paper “Setting a bonus–malus scale in the presence of other rating factors” by Taylor
|
Lemaire, Jean
|
|
2016
|
|
2 |
p. 495-499
|
artikel
|
| 59 |
Gerber–Shiu analysis of a risk model with capital injections
|
Dickson, David C. M.
|
|
2016
|
|
2 |
p. 409-440
|
artikel
|
| 60 |
Gompertz–Makeham parameter estimations and valuation approaches: Turkish life insurance sector
|
Terzioğlu, M. Kenan
|
|
2015
|
|
2 |
p. 447-468
|
artikel
|
| 61 |
Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees
|
Kling, Alexander
|
|
2017
|
|
2 |
p. 353-377
|
artikel
|
| 62 |
Health policyholder clustering using medical consumption
|
Gauchon, Romain
|
|
|
|
2 |
p. 599-626
|
artikel
|
| 63 |
Holt–Winters method for run-off triangles in claims reserving
|
Cipra, Tomáš
|
|
|
|
2 |
p. 815-836
|
artikel
|
| 64 |
Identifying the determinants of lapse rates in life insurance: an automated Lasso approach
|
Reck, Lucas
|
|
|
|
2 |
p. 541-569
|
artikel
|
| 65 |
Individual claims reserving using activation patterns
|
Michaelides, Marie
|
|
|
|
2 |
p. 837-869
|
artikel
|
| 66 |
Insurance: models, digitalization, and data science
|
Albrecher, Hansjörg
|
|
2019
|
|
2 |
p. 349-360
|
artikel
|
| 67 |
Insurance pricing under ambiguity
|
Pichler, Alois
|
|
2014
|
|
2 |
p. 335-364
|
artikel
|
| 68 |
Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns
|
Hürlimann, Werner
|
|
2011
|
|
2 |
p. 215-235
|
artikel
|
| 69 |
Interest rate risk: dimension reduction in the Swiss Solvency Test
|
Ambrus, Marcel
|
|
2011
|
|
2 |
p. 159-172
|
artikel
|
| 70 |
Investing in your own and peers’ risks: the simple analytics of P2P insurance
|
Denuit, Michel
|
|
|
|
2 |
p. 335-359
|
artikel
|
| 71 |
Long-term insurance products and volatility under the Solvency II Framework
|
van den Broek, Korneel
|
|
2014
|
|
2 |
p. 315-334
|
artikel
|
| 72 |
Loss amount prediction from textual data using a double GLM with shrinkage and selection
|
Manski, Scott
|
|
|
|
2 |
p. 503-528
|
artikel
|
| 73 |
Lévy systems and the time value of ruin for Markov additive processes
|
Ben Salah, Zied
|
|
2012
|
|
2 |
p. 289-317
|
artikel
|
| 74 |
Machine learning techniques for mortality modeling
|
Deprez, Philippe
|
|
2017
|
|
2 |
p. 337-352
|
artikel
|
| 75 |
Matching tower information with piecewise Pareto
|
Riegel, Ulrich
|
|
2018
|
|
2 |
p. 437-460
|
artikel
|
| 76 |
Mathematical analysis of different approaches for replicating portfolios
|
Natolski, Jan
|
|
2014
|
|
2 |
p. 411-435
|
artikel
|
| 77 |
Mean reversion in stochastic mortality: why and how?
|
Zeddouk, Fadoua
|
|
|
|
2 |
p. 499-525
|
artikel
|
| 78 |
Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets
|
Asadi, Saeed
|
|
|
|
2 |
p. 425-456
|
artikel
|
| 79 |
Measuring profitability of life insurance products under Solvency II
|
Rödel, Karen Tanja
|
|
|
|
2 |
p. 349-376
|
artikel
|
| 80 |
Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance
|
Planchet, Frédéric
|
|
2012
|
|
2 |
p. 205-226
|
artikel
|
| 81 |
Modeling accounting year dependence in runoff triangles
|
Salzmann, Robert
|
|
2012
|
|
2 |
p. 227-242
|
artikel
|
| 82 |
Modelling and forecasting mortality improvement rates with random effects
|
Renshaw, Arthur
|
|
|
|
2 |
p. 381-412
|
artikel
|
| 83 |
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
|
Denuit, Michel
|
|
|
|
2 |
p. 871-878
|
artikel
|
| 84 |
Model transparency and interpretability: survey and application to the insurance industry
|
Delcaillau, Dimitri
|
|
|
|
2 |
p. 443-484
|
artikel
|
| 85 |
Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?
|
Jijiie, Anca
|
|
|
|
2 |
p. 701-743
|
artikel
|
| 86 |
Mortality projections for non-converging groups of populations
|
Hahn, Lukas Josef
|
|
2019
|
|
2 |
p. 483-518
|
artikel
|
| 87 |
Multivariate modelling of multiple guarantees in motor insurance of a household
|
Pechon, Florian
|
|
2019
|
|
2 |
p. 575-602
|
artikel
|
| 88 |
Multi-year analysis of solvency capital in life insurance
|
Rödel, Karen Tanja
|
|
|
|
2 |
p. 463-501
|
artikel
|
| 89 |
Natural hedging in continuous time life insurance
|
Nyegaard, Anna Kamille
|
|
|
|
2 |
p. 497-515
|
artikel
|
| 90 |
Neural networks applied to chain–ladder reserving
|
Wüthrich, Mario V.
|
|
2018
|
|
2 |
p. 407-436
|
artikel
|
| 91 |
Observations on industry practice in the construction of large correlation structures for risk and capital margins
|
Taylor, Gregory Clive
|
|
2018
|
|
2 |
p. 517-543
|
artikel
|
| 92 |
Old-age care prevalence in Switzerland: drivers and future development
|
Fuino, Michel
|
|
2018
|
|
2 |
p. 321-362
|
artikel
|
| 93 |
Old-age provision: past, present, future
|
Albrecher, Hansjörg
|
|
2016
|
|
2 |
p. 287-306
|
artikel
|
| 94 |
Old-age provision: past, present, future
|
Albrecher, Hansjörg
|
|
|
|
2 |
p. 287-306
|
artikel
|
| 95 |
On a dividend problem with random funding
|
Strini, Josef Anton
|
|
2019
|
|
2 |
p. 607-633
|
artikel
|
| 96 |
On asset allocation for a threshold model with dependent returns
|
Amini-Seresht, Ebrahim
|
|
2019
|
|
2 |
p. 559-574
|
artikel
|
| 97 |
On optimal dividends with penalty payments in the Cramér–Lundberg model
|
Vierkötter, Matthias
|
|
2017
|
|
2 |
p. 535-552
|
artikel
|
| 98 |
On the calculation of prospective and retrospective reserves in non-Markov models
|
Christiansen, Marcus C.
|
|
|
|
2 |
p. 441-462
|
artikel
|
| 99 |
On the characteristics of reporting ADL limitations and formal LTC usage across Europe
|
Fuino, Michel
|
|
|
|
2 |
p. 557-597
|
artikel
|
| 100 |
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory
|
Ben-Salah, Zied
|
|
2015
|
|
2 |
p. 381-425
|
artikel
|
| 101 |
On the gain of collaboration in a two dimensional ruin problem
|
Grandits, Peter
|
|
2019
|
|
2 |
p. 635-644
|
artikel
|
| 102 |
On the optimal hedge ratio in index-based longevity risk hedging
|
Li, Jackie
|
|
2019
|
|
2 |
p. 445-461
|
artikel
|
| 103 |
On the risk consistency and monotonicity of ruin theory
|
Assa, Hirbod
|
|
|
|
2 |
p. 709-715
|
artikel
|
| 104 |
On the robust stability of pricing models for non-life insurance products
|
Pantelous, Athanasios A.
|
|
2013
|
|
2 |
p. 535-550
|
artikel
|
| 105 |
Optimal dynamic reinsurance with worst-case default of the reinsurer
|
Korn, Ralf
|
|
|
|
2 |
p. 879-885
|
artikel
|
| 106 |
Optimal insurance for a prudent decision maker under heterogeneous beliefs
|
Ghossoub, Mario
|
|
|
|
2 |
p. 703-730
|
artikel
|
| 107 |
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
|
Lichtenstern, Andreas
|
|
|
|
2 |
p. 647-700
|
artikel
|
| 108 |
Optimal investment under transaction costs for an insurer
|
Thonhauser, Stefan
|
|
2013
|
|
2 |
p. 359-383
|
artikel
|
| 109 |
Optimal management of immunized portfolios
|
Cesari, Riccardo
|
|
2018
|
|
2 |
p. 461-485
|
artikel
|
| 110 |
Optimal multidimensional reinsurance policies under a common shock dependency structure
|
Azarbad, M.
|
|
|
|
2 |
p. 559-577
|
artikel
|
| 111 |
Parameter reduction in log-normal chain-ladder models
|
Verrall, Richard J.
|
|
2015
|
|
2 |
p. 355-380
|
artikel
|
| 112 |
Participating life insurance contracts under Solvency II: inheritance effects and allowance for a Going Concern Reserve
|
Burkhart, Tobias
|
|
2015
|
|
2 |
p. 203-244
|
artikel
|
| 113 |
Periodic or generational actuarial tables: which one to choose?
|
Arnold, Séverine
|
|
2019
|
|
2 |
p. 519-554
|
artikel
|
| 114 |
Phase-type representations of stochastic interest rates with applications to life insurance
|
Ahmad, Jamaal
|
|
|
|
2 |
p. 571-606
|
artikel
|
| 115 |
Poisson regression and Zero-inflated Poisson regression: application to private health insurance data
|
Mouatassim, Younès
|
|
2012
|
|
2 |
p. 187-204
|
artikel
|
| 116 |
Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win?
|
Mirza, Charbel
|
|
2018
|
|
2 |
p. 291-320
|
artikel
|
| 117 |
Prediction error for credible claims reserves: an h-likelihood approach
|
Gigante, Patrizia
|
|
2013
|
|
2 |
p. 453-470
|
artikel
|
| 118 |
Pricing a guaranteed annuity option under correlated and regime-switching risk factors
|
Gao, Huan
|
|
2015
|
|
2 |
p. 309-326
|
artikel
|
| 119 |
PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products
|
Graf, Stefan
|
|
|
|
2 |
p. 527-555
|
artikel
|
| 120 |
PRIIP-KID: providing retail investors with inappropriate product information?
|
Graf, Stefan
|
|
2019
|
|
2 |
p. 361-385
|
artikel
|
| 121 |
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
|
Antonio, Katrien
|
|
2017
|
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Quantile hedging pension payoffs: an analysis of investment incentives
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MacKay, Anne
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2017
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p. 481-514
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Quantiles in a multi-stage nested classification credibility model
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Pitselis, Georgios
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p. 399-423
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Rank-based methods for modeling dependence between loss triangles
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Côté, Marie-Pier
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2016
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p. 377-408
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Remarks on quantiles and distortion risk measures
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Dhaene, Jan
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2012
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p. 319-328
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Reserve-dependent surrender rates
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Gad, Kamille Sofie Tågholt
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2015
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Revised version of: Solvency requirement for a long-term guarantee: risk measures versus probability of ruin
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Devolder, Pierre
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2011
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p. 199-214
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Scenario-based life insurance prognoses in a multi-state Markov model
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Jensen, Ninna Reitzel
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2016
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p. 307-330
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Semi-markov modeling for cancer insurance
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Soetewey, Antoine
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p. 813-837
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Shot-noise driven multivariate default models
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Scherer, Matthias
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2012
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p. 161-186
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artikel
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| 131 |
Solvency capital requirement for hybrid products
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Kochanski, Michael
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2011
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p. 173-198
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Solvency II solvency capital requirement for life insurance companies based on expected shortfall
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Boonen, Tim J.
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2017
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p. 405-434
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| 133 |
Some remarks on capital allocation by percentile layer
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Hong, Liang
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2013
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p. 439-452
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Statistical methods to compare mortality for a group with non-divergent populations: an application to Spanish regions
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Debón, Ana
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2011
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p. 291-308
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Surplus participation schemes for life annuities under Solvency II
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Both, Sandy
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2019
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p. 391-421
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Sustainable retirement spending: the Czech case
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Kalaš, Martin
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2014
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p. 365-381
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Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade
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Fardilha, Tiago
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2016
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p. 331-349
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The Crash-NIG factor model
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Schlösser, Anna
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2013
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p. 407-438
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The difference between LSMC and replicating portfolio in insurance liability modeling
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Pelsser, Antoon
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2016
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p. 441-494
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The effect of risk constraints on the optimal insurance policy
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Jiang, Wenjun
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p. 529-558
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The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration
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Berninger, Christoph
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p. 677-705
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The impact of longevity and investment risk on a portfolio of life insurance liabilities
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Bacinello, Anna Rita
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2018
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p. 257-290
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The impact of policyholder behavior on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities
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Kling, Alexander
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p. 281-314
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The Omega model: from bankruptcy to occupation times in the red
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Gerber, Hans U.
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2012
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p. 259-272
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The only constant is change: opportunities and challenges for actuaries in a changing world
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Schiller, Frank
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The slowdown in mortality improvement rates 2011–2017: a multi-country analysis
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The 1-year premium risk
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Threshold dividend strategies for a Markov-additive risk model
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Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data
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Tree-based methods: an application to disability probabilities
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Bauer, Marcus
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2013
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p. 491-513
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Tweedie double GLM loss triangles with dependence within and across business lines
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Araiza Iturria, Carlos Andrés
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Two-part models for assessing misrepresentation on risk status
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Undertaking specific parameters under solvency II: reduction of capital requirement or not?
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Cerchiara, Rocco Roberto
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p. 351-376
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Utility indifference pricing of insurance catastrophe derivatives
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Eichler , Andreas
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p. 515-534
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Valuing the profit share in participating pure-endowment policies with return of premiums
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Ramos, Ana Rita
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2013
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p. 515-533
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What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products
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Ruß, Jochen
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