Results 81 to 90 of about 2,003,362 (204)
Longevity risks and capital markets: The 2010-2011 update [PDF]
This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets.
Blake, David +3 more
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Longevity impact on life insurers in low interest rate environment [PDF]
, 2018 This paper aims at shedding some light on the interplay between two key risk factors affecting most life insurance products, namely biometric and investment risk. We enhance the pioneering model by Briys and de Varenne, featuring a stylized participating
Bacinello, A. R. +2 more
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates [PDF]
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can invest in a savings account, in a risky stock and in a bond, with the aim ...
Juan Pablo Rincon-Zapatero +1 more
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BarekengThe disease of the genitourinary system is one of the most common diseases in Indonesia. The disease shows some risk, especially in health and economic aspect.
Kurnia Novita Sari +3 more
doaj +1 more source
Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility [PDF]
, 2008 A defined contribution pension plan allows consumption to be redistributed from the plan member’s working life to retirement in a manner that is consistent with the member’s personal preferences.
Blake, D., Wright, I. D., Zhang, Y.
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International Journal of Mathematics and Mathematical SciencesThe morbidity of children under five years due to diarrhea is very prevalent in Nairobi County. Mathematical models can be used to study the dynamics of infections and suggest possible control strategies in the process.
Veronicah Nyokabi Njenga +3 more
doaj +1 more source
On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
, 2018 We consider a risk model where deficits after ruin are covered by a new type of reinsurance contract that provides capital injections. To allow the insurance company's survival after ruin, the reinsurer injects capital only at ruin times caused by jumps ...
Garrido, José, Salah, Zied Ben
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On Premium Estimation Using the C&RT/Poisson Model and Its Extensions
Lithuanian Journal of Statistics, 2012 Premium estimation is a key concept in insurance mathematics. Estimation of the mean andvariance of a total claim amount of a portfolio can be considered as necessary prerequisites for this.
Meelis K¨a¨arik, Ants Kaasik
doaj +1 more source
Copulas in finance and insurance [PDF]
, 2008 Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance.
Molanes, Elisa M., Romera, Rosario
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