Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Manuel Ventura-Marco, Carlos Vidal-Meliá, Juan Manuel Pérez-Salamero González
Author Archives: ScienceDirect Publication: Insurance: Mathematics and Economics
Intergenerational sharing of unhedgeable inflation risk
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Damiaan H.J. Chen, Roel M.W.J. Beetsma, Sweder J.G. van Wijnbergen
Intergenerational actuarial fairness when longevity increases: Amending the retirement age
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Jorge M. Bravo, Mercedes Ayuso, Robert Holzmann, Edward Palmer
Diversification quotients based on VaR and ES
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Xia Han, Liyuan Lin, Ruodu Wang
IME’s Editorial Board
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Rob Kaas, Roger J.A. Laeven, Sheldon Lin, Qihe Tang, Gordon Willmot, Hailiang Yang
Multi-constrained optimal reinsurance model from the duality perspectives
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Ka Chun Cheung, Wanting He, He Wang
Bivariate distribution regression with application to insurance data
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Yunyun Wang, Tatsushi Oka, Dan Zhu
European option pricing with market frictions, regime switches and model uncertainty
Publication date: November 2023
Source: Insurance: Mathematics and Economics, Volume 113
Author(s): Tak Kuen Siu