-
1
-
-
0040184441
-
An economic approach to valuation of single premium deferred annuities
-
Cambridge University Press, Cambridge, UK, S.A. Zenios (Ed.)
-
Asay M.R., Bouyoucos P.J., Marciano A.M. An economic approach to valuation of single premium deferred annuities. Financial Optimization 1993, 100-135. Cambridge University Press, Cambridge, UK. S.A. Zenios (Ed.).
-
(1993)
Financial Optimization
, pp. 100-135
-
-
Asay, M.R.1
Bouyoucos, P.J.2
Marciano, A.M.3
-
2
-
-
33644562951
-
Asset/liability management for insurers in the new era: Focus on value
-
Fall
-
Babbel D.F. Asset/liability management for insurers in the new era: Focus on value. Journal of Risk Finance 2001, 3(1):9-17. Fall.
-
(2001)
Journal of Risk Finance
, vol.3
, Issue.1
, pp. 9-17
-
-
Babbel, D.F.1
-
3
-
-
85011479675
-
Fair pricing of life insurance participating policies with a minimum guarantee
-
Bacinello A.R. Fair pricing of life insurance participating policies with a minimum guarantee. Astin Bulletin 2001, 31(2):275-297.
-
(2001)
Astin Bulletin
, vol.31
, Issue.2
, pp. 275-297
-
-
Bacinello, A.R.1
-
4
-
-
0031573356
-
Reserving for maturity guarantees: Two approaches
-
Boyle P.P., Hardy M.R. Reserving for maturity guarantees: Two approaches. Insurance: Mathematics & Economics 1997, 21(2):113-127.
-
(1997)
Insurance: Mathematics & Economics
, vol.21
, Issue.2
, pp. 113-127
-
-
Boyle, P.P.1
Hardy, M.R.2
-
5
-
-
0010935217
-
Equilibrium prices of guarantees under equity-linked contracts
-
Boyle P.P., Schwartz E.S. Equilibrium prices of guarantees under equity-linked contracts. Journal of Risk and Insurance 1977, 44:639-660.
-
(1977)
Journal of Risk and Insurance
, vol.44
, pp. 639-660
-
-
Boyle, P.P.1
Schwartz, E.S.2
-
6
-
-
0001018312
-
The pricing of equity-linked life insurance policies with an asset value guarantee
-
Brennan M.J., Schwartz E.S. The pricing of equity-linked life insurance policies with an asset value guarantee. Journal of Financial Economics 1976, 3:195-213.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 195-213
-
-
Brennan, M.J.1
Schwartz, E.S.2
-
7
-
-
0008643888
-
Alternative investment strategies for the issuers of equity linked life insurance policies with an asset value guarantee
-
Brennan M.J., Schwartz E.S. Alternative investment strategies for the issuers of equity linked life insurance policies with an asset value guarantee. Journal of Business 1979, 52:63-93.
-
(1979)
Journal of Business
, vol.52
, pp. 63-93
-
-
Brennan, M.J.1
Schwartz, E.S.2
-
8
-
-
0032115323
-
Formulation of the Russel-Yasuda Kasai financial planning model
-
Carinõ D.R., Ziemba W.T. Formulation of the Russel-Yasuda Kasai financial planning model. Operations Research 1998, 46(4):433-449.
-
(1998)
Operations Research
, vol.46
, Issue.4
, pp. 433-449
-
-
Carinõ, D.R.1
Ziemba, W.T.2
-
9
-
-
0005019683
-
Parallel Optimization: Theory, Algorithms, and Applications
-
Oxford University Press, New York
-
Censor Y., Zenios S.A. Parallel Optimization: Theory, Algorithms, and Applications. Numerical Mathematics and Scientific Computation 1997, Oxford University Press, New York.
-
(1997)
Numerical Mathematics and Scientific Computation
-
-
Censor, Y.1
Zenios, S.A.2
-
10
-
-
33144474201
-
The use of capital, bonus policy and investment policy in the control of solvency for with-profits life insurance companies in the UK
-
City University, London
-
Chadburn R.G. The use of capital, bonus policy and investment policy in the control of solvency for with-profits life insurance companies in the UK. Technical report 1997, City University, London.
-
(1997)
Technical report
-
-
Chadburn, R.G.1
-
11
-
-
0011357090
-
The CALM stochastic programming model for dynamic asset and liability management
-
Cambridge University Press, Cambridge, UK, W. Ziemba, J.M. Mulvey (Eds.)
-
Consigli G., Dempster M.A.H. The CALM stochastic programming model for dynamic asset and liability management. Worldwide Asset and Liability Modeling 1998, 464-500. Cambridge University Press, Cambridge, UK. W. Ziemba, J.M. Mulvey (Eds.).
-
(1998)
Worldwide Asset and Liability Modeling
, pp. 464-500
-
-
Consigli, G.1
Dempster, M.A.H.2
-
12
-
-
84882492604
-
Asset and liability modeling for participating policies with guarantees
-
The Wharton Financial Institutions Center, University of Pennsylvania
-
Consiglio A., Cocco F., Zenios S.A. Asset and liability modeling for participating policies with guarantees. Working Paper 00-41-c 2000, The Wharton Financial Institutions Center, University of Pennsylvania.
-
(2000)
Working Paper 00-41-c
-
-
Consiglio, A.1
Cocco, F.2
Zenios, S.A.3
-
13
-
-
33847316772
-
The value of integrative risk management for insurance products with minimum guarantees
-
Consiglio A., Cocco F., Zenios S.A. The value of integrative risk management for insurance products with minimum guarantees. Journal of Risk Finance 2001, 2(3):1-11.
-
(2001)
Journal of Risk Finance
, vol.2
, Issue.3
, pp. 1-11
-
-
Consiglio, A.1
Cocco, F.2
Zenios, S.A.3
-
15
-
-
33144475956
-
Asset and liability management for insurance products with minimum guarantees: The UK case
-
Consiglio A., Saunders D., Zenios S.A. Asset and liability management for insurance products with minimum guarantees: The UK case. Journal of Banking and Finance 2006, 30:645-667.
-
(2006)
Journal of Banking and Finance
, vol.30
, pp. 645-667
-
-
Consiglio, A.1
Saunders, D.2
Zenios, S.A.3
-
16
-
-
0010868489
-
-
May, Algorithmics Publications
-
Dembo R., Aziz A., Rosen D., Zerbs M. Mark to Future-A Framework for Measuring Risk and Reward 2000, May, Algorithmics Publications.
-
(2000)
Mark to Future-A Framework for Measuring Risk and Reward
-
-
Dembo, R.1
Aziz, A.2
Rosen, D.3
Zerbs, M.4
-
17
-
-
0141831411
-
Actuarial versus financial pricing of insurance
-
Embrechts P. Actuarial versus financial pricing of insurance. Journal of Risk Finance 2000, 1(4):17-26.
-
(2000)
Journal of Risk Finance
, vol.1
, Issue.4
, pp. 17-26
-
-
Embrechts, P.1
-
18
-
-
38649137071
-
Insurance optional
-
(Chapter 35), Risk Books, A. Lipton (Ed.)
-
Giraldi C., Susinno G., Berti G., Brunello J., Buttarazzi S., Cenciarelli G., Daroda C., Stamegna G. Insurance optional. Exotic Options: The Cutting-Edge Collection Technical Papers Published in Risk 1999-2003 2003, (Chapter 35), Risk Books. A. Lipton (Ed.).
-
(2003)
Exotic Options: The Cutting-Edge Collection Technical Papers Published in Risk 1999-2003
-
-
Giraldi, C.1
Susinno, G.2
Berti, G.3
Brunello, J.4
Buttarazzi, S.5
Cenciarelli, G.6
Daroda, C.7
Stamegna, G.8
-
19
-
-
0003019365
-
Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
-
Grosen A., Jørgensen P.L. Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Insurance: Mathematics & Economics 2000, 26:37-57.
-
(2000)
Insurance: Mathematics & Economics
, vol.26
, pp. 37-57
-
-
Grosen, A.1
Jørgensen, P.L.2
-
21
-
-
0039516986
-
-
Cambridge University Press, Cambridge, England, P.T. Harker, S.A. Zenios (Eds.)
-
Performance of Financial Institutions: Efficiency, Innovation, Regulations 2000, Cambridge University Press, Cambridge, England. P.T. Harker, S.A. Zenios (Eds.).
-
(2000)
Performance of Financial Institutions: Efficiency, Innovation, Regulations
-
-
-
22
-
-
0000189144
-
The productivity of financial intermediation and the technology of financial product management
-
Holmer M.R., Zenios S.A. The productivity of financial intermediation and the technology of financial product management. Operations Research 1995, 43(6):970-982.
-
(1995)
Operations Research
, vol.43
, Issue.6
, pp. 970-982
-
-
Holmer, M.R.1
Zenios, S.A.2
-
23
-
-
0344047165
-
Asset liability management for a life insurance company: A stochastic programming approach
-
Norwegian University of Science and Technology, Trondheim, Norway
-
Høyland K. Asset liability management for a life insurance company: A stochastic programming approach. PhD thesis 1998, Norwegian University of Science and Technology, Trondheim, Norway.
-
(1998)
PhD thesis
-
-
Høyland, K.1
-
24
-
-
0001217415
-
Complete prepayment models for mortgage-backed securities
-
November
-
Kang P., Zenios S.A. Complete prepayment models for mortgage-backed securities. Management Science 1992, 38(11):1665-1685. November.
-
(1992)
Management Science
, vol.38
, Issue.11
, pp. 1665-1685
-
-
Kang, P.1
Zenios, S.A.2
-
26
-
-
0038927298
-
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
-
Miltersen K.R., Persson S. Pricing rate of return guarantees in a Heath-Jarrow-Morton framework. Insurance: Mathematics & Economics 1999, 25:307-325.
-
(1999)
Insurance: Mathematics & Economics
, vol.25
, pp. 307-325
-
-
Miltersen, K.R.1
Persson, S.2
-
27
-
-
0003330076
-
The Towers Perrin global capital market scenario generation system
-
Cambridge University Press, Cambridge, UK, W. Ziemba, J.M. Mulvey (Eds.)
-
Mulvey J.M., Thorlacius A.E. The Towers Perrin global capital market scenario generation system. Worldwide Asset and Liability Modeling 1998, 286-312. Cambridge University Press, Cambridge, UK. W. Ziemba, J.M. Mulvey (Eds.).
-
(1998)
Worldwide Asset and Liability Modeling
, pp. 286-312
-
-
Mulvey, J.M.1
Thorlacius, A.E.2
-
29
-
-
0346638652
-
Consequences of the reduction of interest rates on insurance
-
Siglienti S. Consequences of the reduction of interest rates on insurance. The Geneva Papers on Risk and Insurance 2000, 25(1):63-77.
-
(2000)
The Geneva Papers on Risk and Insurance
, vol.25
, Issue.1
, pp. 63-77
-
-
Siglienti, S.1
-
31
-
-
0000648229
-
More on a stochastic asset model for actuarial use
-
Wilkie A.D. More on a stochastic asset model for actuarial use. British Actuarial Journal 1995, 1(5):777-964.
-
(1995)
British Actuarial Journal
, vol.1
, Issue.5
, pp. 777-964
-
-
Wilkie, A.D.1
|