Strong stability in a two-dimensional classical risk model with independent claims

By Benouaret Zina   Aissani Djamil  

Scandinavian Actuarial Journal, Vol. 2010, Iss. 2, 2010-06 ,pp. : 83-92

Taylor & Francis Ltd

Access to resources Recommend Favorite

Pricing two dimensional derivatives under stochastic correlation

By Alvarez Alexander  

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. : 265-287

Inderscience Publishers

Access to resources Recommend Favorite

Modelling longevity risk in practice

By Schiller Frank   Lepschi Susanne  

Journal of Risk Management in Financial Institutions, Vol. 4, Iss. 3, 2011-06 ,pp. : 275-285

Henry Stewart Publications

Access to resources Recommend Favorite

A partial internal model for longevity risk

By Jarner Søren fiig   Møller Thomas  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 4, 2015-05 ,pp. : 352-382

Taylor & Francis Ltd

Access to resources Recommend Favorite

Longevity risk and survivor derivative pricing

By Dawson Paul   Lin Hai   Liu Yangshu  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 14, Iss. 2, 2013-02 ,pp. : 140-158

Emerald Group Publishing Ltd

Access to resources Recommend Favorite