Financial Bounds for Insurance Claims-Reference-Cited by-同舟云学术

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Financial Bounds for Insurance Claims

Published:2012-12-25 Issue:1 Volume:81 Page:27-56
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:Journal of Risk and Insurance

Author:

Bernard Carole,Vanduffel Steven

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2012.01495.x/fullpdf

Reference41 articles.

1. Coherent Measures of Risk;Artzner;Mathematical Finance,1999

2. Risk Measure and Fair Valuation of an Investment Guarantee in Life Insurance;Barbarin;Insurance: Mathematics and Economics,2005

3. Insurance Market Effects of Risk Management Metrics;Bernard;Geneva Risk and Insurance Review,2010

4. Bernard , C. P. P. Boyle S. Vanduffel 2011

5. Improving the Design of Financial Products in a Multidimensional Black-Scholes Market;Bernard;North American Actuarial Journal,2010

Cited by 28 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

1. On the unfairness of actuarial fair annuities;Decisions in Economics and Finance;2023-05-24

2. The optimal payoff for a Yaari investor;Quantitative Finance;2022-07-28

3. Cost-efficiency in Incomplete Markets;SSRN Electronic Journal;2022

4. Optimal insurance design under narrow framing;Journal of Economic Behavior & Organization;2020-12

5. Optimal insurance in the presence of multiple policyholders;Journal of Economic Behavior & Organization;2020-12

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