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What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
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Portfolio selection by mutual insurance companies and optimal participating insurance policies
Gollier, Christian - In: Insurance / Mathematics & economics 11 (1992) 3, pp. 237-245
Persistent link: https://www.econbiz.de/10001134245
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Portfolio insurance : a simulation under different market conditions
Bird, Ron (contributor) - In: Insurance / Mathematics & economics 9 (1990) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001095327
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Immunization of multiple liabilities
Shiu, Elias S. W. - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 219-224
Persistent link: https://www.econbiz.de/10001069523
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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Optimal investment and risk control for an insurer under inside information
Peng, Xingchun; Wang, Wenyuan - In: Insurance / Mathematics & economics 69 (2016), pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 89 (2019), pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
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Stochastic utilities with subsistence and satiation : optimal life insurance purchase, consumption and investment
Ye, Jinchun - In: Insurance / Mathematics & economics 89 (2019), pp. 193-212
Persistent link: https://www.econbiz.de/10012133531
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Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, WenJun - In: Insurance / Mathematics & economics 88 (2019), pp. 159-180
Persistent link: https://www.econbiz.de/10012105537