Author:
Dhaene Jan,Stassen Ben,Barigou Karim,Linders Daniël,Chen Ze
Funder
Onderzoeksfonds KU Leuven
CIAS (China Institute of Actuarial Science) at CUFE (Central University of Finance and Economics), Beijng, China
Bilateral Cooperation Project Tsinghua University - KU Leuven
Life Insurance Project from the Insurance Institute of China
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference28 articles.
1. Artzner, P., Eisele, K., 2010. Supervisory accounting: comparison between Solvency 2 and coherent risk measures. In: Actuarial and Financial Mathematics Conference: Interplay Between Finance and Insurance, pp. 3–15.
2. Inf-convolution of risk measures and optimal risk transfer;Barrieu;Finance Stoch.,2005
3. Pricing, Hedging, and Designing Derivatives with Risk Measures. Indifference Pricing: Theory and Applications;Barrieu,2009
4. The pricing of equity-linked life insurance policies with an asset value guarantee;Brennan;J. Financ. Econ.,1976
5. Alternative investment strategies for the issuers of equity-linked life insurance with an asset value guarantee;Brennan;J. Bus.,1979
Cited by
43 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献