Insurance Mathematics and Economics
Latest Publications

TOTAL DOCUMENTS

4829
(FIVE YEARS 147)

H-INDEX

70
(FIVE YEARS 1)

Published By Elsevier

0167-6687
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

scholarly journals Editorial Board

2022 ◽  
Vol 102 ◽  
pp. ii

scholarly journals Risk aggregation and capital allocation using a new generalized Archimedean copula

2022 ◽  
Vol 102 ◽  
pp. 75-90
Author(s):  
Fouad Marri ◽  
Khouzeima Moutanabbir
Keyword(s):  
Capital Allocation ◽  
Archimedean Copula ◽  
Risk Aggregation

Multi-population Mortality Modeling: When the Data is Too Much and Not Enough

2022 ◽  
Author(s):  
Ko-Lun Kung ◽  
Richard D. MacMinn ◽  
Weiyu Kuo ◽  
Chenghsien Jason Tsai
Keyword(s):  
Population Mortality

scholarly journals Risk measures induced by efficient insurance contracts

2022 ◽  
Author(s):  
Qiuqi Wang ◽  
Ruodu Wang ◽  
Ričardas Zitikis
Keyword(s):  
Risk Measures ◽  
Insurance Contracts

On non-negative equity guarantee calculations with macroeconomic variables related to house prices

2022 ◽  
Author(s):  
Alexandru Badescu ◽  
Enoch Quaye ◽  
Radu Tunaru
Keyword(s):  
House Prices ◽  
Macroeconomic Variables

Portfolio Risk Analysis of Excess of Loss Reinsurance

2021 ◽  
Author(s):  
Qihe Tang ◽  
Zhiwei Tong ◽  
Li Xun
Keyword(s):  
Risk Analysis ◽  
Portfolio Risk

Valuing guaranteed minimum accumulation benefits by a change of numéraire approach

2021 ◽  
Author(s):  
Yiming Huang ◽  
Rogemar Mamon ◽  
Heng Xiong

Risk transference constraints in optimal reinsurance

2021 ◽  
Author(s):  
Alejandro Balbás ◽  
Beatriz Balbás ◽  
Raquel Balbás ◽  
Antonio Heras
Keyword(s):  
Optimal Reinsurance

Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims

2021 ◽  
Author(s):  
Raluca Vernic ◽  
Catalina Bolancé ◽  
Ramon Alemany
Keyword(s):  
Insurance Claims
Load More ...
Sign in / Sign up

Export Citation Format

Share Document