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