| Daniel Bauer, Alexander Kling & Jochen Russ |
A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities |
| Eduardo Fraga Lima de Melo |
Valuation of Bivariate Minimum Guarantees through Option Modelling and Copulas |
| Gary Young & Emiliano Valdez |
Multivariate probit models for conditional claim-types |
| Laura Balotta |
Pricing and capital requrements for with profit contracts: modelling considerations |
| Rik Frehen, Roy Hoevenaars, Franz Palm & Peter Schotman |
Regret Aversion and Annuity Risk in Defined Contribution Pension Plans |
| Roy Hoevenaars & Eduard Ponds |
Valuation of intergenerational transfer in funded collective pension schemes |
| Wenge Zhu |
Ambiguity Aversion, Generalized Esscher Transform, And Catastrophe Risk Pricing |
| Werner Hurlimann |
On robust parameter-free pricing principle: Fair value and risk adjusted premium |
| Aalabaf-Sabaghi Morteza |
Risk Perception and Rationality in Measures of Risk |
| Kenji Shirai |
Interest rate risk modelling using extended lognormal distribution with variable volatility |
| Frédéric Planchet & Pierre-E. Therond |
Risque de modele et determination du capital economique dans le projet solvabilite 2 |
| Perrine Kaltwasser & Pierre Le Moine |
Modèles de Risques et Solvabilité en assurance Vie |
| Leo de Haan & Jan Kakes |
Solvency of stock versus mutual insurers: Evidence from Dutch panel data |
| Martin Eling & Denis Toplek |
Modeling and management of nonlinear dependencies - copulas in dynamic financial analysis |
| Nadine Gatzert, Hato Schmeiser, Stefan Schuckmann |
Enterprise Risk Management in Insurance Groups: Measuring Risk Concentration and Default Risk |
| Per Simon Voldsgaard & Sarah Rasmussen |
Managing Economic Capital within the Provider and Consumer Framework |
| Piera Mazzoleni |
Variable strike options in life insurance guarantees |
| Rosa Cocozza, Emilia Di Lorenzo, Albina Orlando & Marilena Sibillo |
Risk-adjusted Perfomance Indicators in Life Insurance |
| Kasimir Kaliva, Lasse Koskinen, Vesa Ronkainen |
Internal models and arbitrage-free calibration |
| Nadine Gatzert & Stefan Kassberger |
Risk assessment of life insurance contracts: A comparative study in a Lévy framework |
| Peter Vlaar |
Term structure Modeling for Pension Funds: What to do in Practice? |
| Carl Lindberg |
Robust portfolio optimization |
| Efim Bronshtein |
Limitary profitability of financial operations |
| Eric Ralaimiadana |
Asset and Liability Management by CADES, a manager of public debt |
| Giovanna De Medici, Jacques Janssen & Raimondo Manca |
The Aggregate Claim Amount Discrete Time Semi-Markov Model |
| Holger Kraft & Mogens Steffensen |
Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach |
| Jiwook Jang |
Measuring CDS rate with copula-dependent default intensity |
| Shaun Levitan & Rob Thomson |
The application of expected-utility theory to the choice of investment channels in a defined-contribution retirement fund |
| Torsten Kleinow |
Fair Valuation and Hedging of Participating Life-Insurance Policies under Management Discretion |
| Vladimir Reznik & Uli Spreitzer |
Optimization of portfolios with longer investment period |
| An Chen & Antje B. Mahayni |
Hedging endowment assurance products under interest rate and mortality risk |
| Elisa Luciano, Jaap Spreeuw & Elena Vigna |
Modelling stochastic mortality for dependent lives |
| Jiajia Cui |
Longevity Risk Pricing |
| Lukasz Delong |
Indifference pricing of a life insurance portfolio with a systematic mortality risk in a market with an asset driven by a Lévy process |
| Mikkel Dahl, Martin Melchior, Thomas Moller |
On systematic mortality risk and risk-minimization with survivor swaps |