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Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices 其他
2017-01-01
Zou, Tao; Chen, Song Xi
收藏  |  浏览/下载:7/0  |  提交时间:2017/12/03
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models 期刊论文
Science China(Mathematics), 2017, 卷号: 第60卷, 页码: P317-344
作者:  Zhao Hui1;  Weng Chengguo2;  Shen Yang3;  Zeng Yan4;  *
收藏  |  浏览/下载:6/0  |  提交时间:2019/11/26
Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017
作者:  Li, Shilong;  Yin, Chuancun;  Zhao, Xia;  Dai, Hongshuai
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Optimal reinsurance: minimize the expected time to reach a goal 期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2016, 期号: 8, 页码: 741-762
作者:  Luo, Shangzhen;  Wang, Mingming;  Zeng, Xudong
收藏  |  浏览/下载:8/0  |  提交时间:2019/08/22
The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles 期刊论文
NORTH AMERICAN ACTUARIAL JOURNAL, 2016, 卷号: 20, 期号: 4, 页码: 327-340
作者:  Eckles, David L.;  McCarthy, David G.;  Zeng, Xudong
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Empirical likelihood confidence regions for one- or two-samples with doubly censored data 其他
2016-01-01
Shen, Junshan; Yuen, Kam Chuen; Liu, Chunling
收藏  |  浏览/下载:5/0  |  提交时间:2017/12/03
Actuarial model and its application for implicit pension debt in China 会议论文
作者:  Wang, Lijian
收藏  |  浏览/下载:7/0  |  提交时间:2019/11/26
The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula 期刊论文
Scandinavian Actuarial Journal, 2016, 卷号: Vol.2016 No.5, 页码: 385-397
作者:  Jiang, WY;  Yang, ZJ
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/31
Dynamic Portfolio Choice with Stochastic Wage and Life Insurance 期刊论文
NORTH AMERICAN ACTUARIAL JOURNAL, 2015, 卷号: 19, 期号: 4, 页码: 256-272
作者:  Zeng, Xudong;  Wang, Yuling;  Carson, James
收藏  |  浏览/下载:2/0  |  提交时间:2019/08/22
Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 卷号: 44, 期号: 11, 页码: 2207-2221
作者:  Yan, Huahui;  Shu, Huisheng;  Kan, Xiu
收藏  |  浏览/下载:2/0  |  提交时间:2019/08/22


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