2024 Insur math econ

Insur math econ

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NettetAbstract Finite mixture models have recently been considered for analyzing positive support economical data streams with non-normal features. In this paper, a new mixture model based on the novel c... Nettet2. mar. 2024 · J. Comput. Appl. Math. 2024, 325, 198–221. [Google Scholar] [Green Version] Li, J. Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return. Insur. Math. Econ. 2016, 71, 195–204. [Google Scholar]

Robust optimal excess-of-loss reinsurance and investment …

Nettet24. apr. 2014 · Insur Math Econ 37 (2):173–196 Article MathSciNet MATH Google Scholar Ben Salah Z, Momeya R (2011) The minimal entropy martinagale measure (MEMM) for a Markov-exponential Lévy model. Asia Pacific Financial markets. doi: 10.1007/s10690-011-9142-8 Bollen NPB (1998) Valuing options in regime-switching … Nettet16. apr. 2024 · INSUR MATH ECON Jose Garrido C. Genest Juliana Schulz View Show abstract Predictive compound risk models with dependence Article Aug 2024 INSUR … rotator cuff tendons pictures

A modified insurance risk process with uncertainty

Nettet31. okt. 2024 · Suppose that both parties would invest a stock and a risk-free asset for capital appreciation, the insurer could purchase reinsurance and trade derivatives, the optimization problem is formulated by maximizing the expected exponential utility of two parties' wealth processes. NettetDownloadable (with restrictions)! It has been shown in the empirical literature that operational losses of financial firms can cause severe reputational losses, which, however, are typically not taken into account when modeling and assessing operational risk. The aim of this paper is to fill this gap by assessing the consequences of operational risk for a … Nettet27. mai 2024 · Insurance: Mathematics and Economics is a journal published by Elsevier. Check Insurance: Mathematics and Economics Impact Factor, Overall Ranking, … stoxxo intelligent trading bridge download

Optimal investment-reinsurance strategy with derivatives trading …

Nettet16. jan. 2024 · Insur. Math. Econ. 2000, 26, 223–238. [Google Scholar] Robert, C. On the de Vylder and Goovaerts conjecture about ruin for equalized claims. J. Appl. Probab. … Nettet1. des. 2024 · Insur. Math. Econ. (2008) American Academy of Actuaries Catastrophe management work group Management Practice (2001) D.R. Anderson The national flood insurance program: problems and potential. J. Risk Insur. (1963) K.J. Arrow Uncertainty and welfare economics of medical care. Am. Econ. Rev. stoxx indicesNettetInsur Math Econ. 2024 Jul 11. doi: 10.1016/j.insmatheco.2024.06.002. Online ahead of print. Authors Fen-Ying Chen 1 , Sharon S Yang 2 , Hong-Chih Huang 3 Affiliations 1 … stoxx insurance index

"NettetWe study the optimal investment-reinsurance strategies for insurer, who is assumed to be ambiguous about factors related to the stock process and surplus process. In the financial market, the stock and derivatives are traded freely, the optimal investment-reinsurance strategies are obtained under the worst-case scenario with or without derivative trading. " - Insur math econ

Insur math econ

Computation Free Full-Text Some Remarks on Malicious and …

Nettet14. jul. 2009 · Insur. Math. Econ. 44, 199–213 (2009) Article MATH Google Scholar Genz, A.: Numerical computation of multivariate normal probabilities. J. Comput. Graph. Stat. … Nettet1. mai 2024 · This paper studies an investment-consumption problem under inflation. The consumption price level, the prices of the available assets, and the coefficient of the power utility are assumed to be...

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Nettet1. des. 2010 · INSUR MATH ECON Jinzhu Li View Show abstract CVA calculation for CDS under a contagion model with regime-switching intensities Article Jan 2015 Yinghui Dong View A Reduced-Form Model for... Nettet14. mar. 2024 · Insur. Math. Econ., 51 (2012), 239–248. P. Embrechts, C. Klüppelberg and T. Mikosch, Modelling Extremal Events for Insurance and Finance, Springer (Berlin, 1997). K. A. Fu, Y. Liu and J. Wang, Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times, Statist. Probab.

NettetThe class of log-elliptical distributions is well used and studied in risk measurement and actuarial science. The reason is that risks are often skewed and positive when they describe pure risks, i.e., risks in which there is no possibility of profit. In practice, risk managers confront a system of mutually dependent risks, not only one risk. Thus, it is … Nettet1. mar. 2024 · [1] Asmussen S, Christensen B J and Thøgersen J 2024 Nash Equilibrium Premium Strategies for Push-Pull Competition in a Frictional Non-Life Insurance Market Insur. Math Econ 87 92-100. Google Scholar [2] Brears R 2024 Natural Resource Management and the Circular Economy (Palgrave Macmillan) Google Scholar [3] …

NettetThere are three types of Articles in Press: Journal pre-proofs: versions of an article that have undergone enhancements after acceptance, such as the addition of a cover page … Nettet1. aug. 2024 · INSUR MATH ECON Bruno Remillard Christian Genest David Beaudoin View Show abstract Statistical Inference Procedures for Bivariate Archimedean Copulas Article Sep 1993 Christian Genest Louis-Paul...

Nettet17. apr. 2009 · Recently, Escudero and Ortega (Insur. Math. Econ. 43:255–262, 2008) have considered an extension of the largest claims reinsurance with arbitrary random …

Nettet11. jan. 2024 · Insur Math Econ 78:246–254. Article MathSciNet Google Scholar Levantesi S, Menzietti M (2012) Managing longevity and disability risks in life annuities … stoxx investingNettet12. apr. 2024 · Article MathSciNet MATH Google Scholar H.R.Waters and A. Papatriandafylou, Ruin probabilities allowing for delay in claims settlement, Insur. Math. Econ., 4(2):113–122, 1985. Article MathSciNet MATH Google Scholar rotator cuff theraband exercise pdfNettet30. jan. 2024 · The ISO4 abbreviation of Insurance: Mathematics and Economics is Insur Math Econ . It is the standardised abbreviation to be used for abstracting, indexing and referencing purposes and meets all criteria of the ISO 4 standard for abbreviating names of scientific journals. ISO4 Abbreviation of Insurance: Mathematics and … stoxx global smart city infrastructure indexNettet30. mai 2010 · Insur Math Econ 43: 227–233 Article MATH MathSciNet Google Scholar He L, Liang Z (2008) Optimal financing and dividend control of the insurance company with proportional reinsurance policy. Insur Math Econ 42: 976–983 Article MATH MathSciNet Google Scholar rotator cuff testingNettetDigitization offers great opportunities as well as new challenges. Indeed, these opportunities entail increased cyber risks, both from deliberate cyberattacks and ... rotator cuff tendons tearNettet16. des. 2024 · Totalt får norsk idrett nå i desember utbetalt 637,2 millioner kroner i momskompensasjon, basert på regnskapsåret 2024, en økning på 15 millioner kroner … stoxx global select dividend 100 net returnNettet1. mar. 2016 · Ballotta L (2005) A Lévy process-based framework for the fair valuation of participating life insurance contracts. Insur Math Econ 37(2):173–196 Google Scholar; Ben Salah Z, Momeya R (2011) The minimal entropy martinagale measure (MEMM) for a Markov-exponential Lévy model. Asia Pacific Financial markets. doi: 10.1007/s10690 … stoxxo youtube