Understanding Relationships Using Copulas | 1998/01/01 | English | 683 |
On the Time Value of Ruin | 1998/01/01 | English | 576 |
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States | 2009/01/01 | English | 450 |
A Regime-Switching Model of Long-Term Stock Returns | 2001/04/01 | English | 267 |
Tail Conditional Expectations for Elliptical Distributions | 2003/10/01 | English | 237 |
Optimal Dividends | 2004/01/01 | English | 214 |
The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications | 2000/01/01 | English | 212 |
Extreme Value Theory as a Risk Management Tool | 1999/04/01 | English | 210 |
The Time Value of Ruin in a Sparre Andersen Model | 2005/04/01 | English | 188 |
Measuring Basis Risk in Longevity Hedges | 2011/04/01 | English | 182 |
On Optimal Dividend Strategies In The Compound Poisson Model | 2006/04/01 | English | 162 |
Strategies for Dividend Distribution: A Review | 2009/04/01 | English | 154 |
Natural Hedging of Life and Annuity Mortality Risks | 2007/07/01 | English | 147 |
A Gravity Model of Mortality Rates for Two Related Populations | 2011/04/01 | English | 126 |
Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift | 2005/07/01 | English | 122 |
Economic Capital Allocation Derived from Risk Measures | 2003/04/01 | English | 116 |
Application of Coherent Risk Measures to Capital Requirements in Insurance | 1999/04/01 | English | 112 |
Utility Functions | 1998/07/01 | English | 106 |
Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions | 2010/01/01 | English | 104 |
Longevity Hedging 101 | 2011/04/01 | English | 102 |
Valuing Equity-Indexed Annuities | 2000/10/01 | English | 88 |
Backtesting Stochastic Mortality Models | 2010/07/01 | English | 88 |
“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 | 1998/07/01 | English | 85 |
Optimal Investment for an Insurer to Minimize Its Probability of Ruin | 2004/04/01 | English | 84 |
Empirical Estimation of Risk Measures and Related Quantities | 2003/10/01 | English | 83 |
On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England | 2014/01/02 | English | 82 |
Catastrophe Risk Bonds | 2000/10/01 | English | 82 |
Self-Annuitization and Ruin in Retirement | 2000/10/01 | English | 82 |
Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) | 2005/10/01 | English | 81 |
Mortality Measurement at Advanced Ages | 2011/07/01 | English | 79 |