Issue 1/2013
Content (12 Articles)
Original Research Paper
Equalization reserves for natural catastrophes and shareholder value: a simulation study
Michel M. Dacorogna, Hansjörg Albrecher, Michael Moller, Suzane Sahiti
Original Research Paper
Quadratic hedging: an actuarial view extended to solvency control
Ragnar Norberg
Original Research Paper
The optimal asset and liability portfolio for a financial institution with multiple lines of businesses
Yaniv Zaks
Original Research Paper
Capturing parameter risk with convex risk measures
Karl F. Bannör, Matthias Scherer
Original Research Paper
Foreign-currency interest-rate swaps in asset–liability management for insurers
Jonas Alm, Filip Lindskog
Original Research Paper
Optimal risk transfers in insurance groups
Alexandru V. Asimit, Alexandru M. Badescu, Andreas Tsanakas
Original Research Paper
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
Michel Denuit, Steven Haberman, Arthur E. Renshaw
Original Research Paper
Return distributions of equity-linked retirement plans under jump and interest rate risk
Nils Detering, Andreas Weber, Uwe Wystup
Original Research Paper
A Joint Stock and Bond Market based on the Hyperbolic Gaussian Model
Nicole Bäuerle, Robin Pfeiffer
Original Research Paper
The finite-time ruin probability under the compound binomial risk model
Shuanming Li, Kristina P. Sendova
Original Research Paper
On the analysis of a class of loss models incorporating time dependence
Ling Guo, David Landriault, Gordon E. Willmot