On a Mean Reverting Dividend Strategy with Brownian Motion Insurance: Mathematics and Economics, Vol. 51, No. 2, pp. 229-238 Benjamin Avanzi
and
Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: April 13, 2012 Last Revised: May 17, 2012
Accepted Paper Series 32 downloads
The Morality of Risk Modeling Journal of Business Ethics, Vol. 103, No. 7, 2011 Nicos Scordis
St. John's University - School of Risk Management, Insurance and Actuarial Science
Date Posted: April 12, 2012
Accepted Paper Series 48 downloads
Lifetime Dependence Modelling Using a Truncated Multivariate Gamma Distribution UNSW Australian School of Business Research Paper No. AIPAR 2012/3 Daniel H. Alai
,
Zinoviy Landsman
and
Michael Sherris
Australian School of Business at UNSW
,
University of Haifa, Department of Statistics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 02, 2012 Last Revised: March 26, 2013
Working Paper Series 54 downloads
Risk Aversion Influence on Insurance Market Economics and Finance Review, Forthcoming Viviana Daniela Raduna
and
Mihai Daniel Roman
Bucharest Academy of Economic Studies - Faculty of Economic Cybernetics, Statistics and Informatics (ECSI)
and
Bucharest Academy of Economic Studies
Date Posted: April 02, 2012
Accepted Paper Series 25 downloads
The Cost of Financial Frictions for Life Insurers Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper Ralph S. J. Koijen
and
Motohiro Yogo
London Business School - Department of Finance
and
Federal Reserve Bank of Minneapolis
Date Posted: March 31, 2012 Last Revised: April 16, 2013
Working Paper Series 332 downloads
Affect, Heuristics and the Demand for Insurance Munich Risk and Insurance Center Working Paper 8 Johannes Gerd Jaspersen
and
Vijay Aseervatham
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
and
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: March 27, 2012 Last Revised: December 14, 2012
Working Paper Series 88 downloads
An Analysis of Reinsurance Optimisation in Life Insurance UNSW Australian School of Business Research Paper No. AIPAR 2012/2 Michael Sherris
and
Elena Veprauskaite
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of Bath - School of Management
Date Posted: March 26, 2012
Working Paper Series 130 downloads
Living with Ambiguity: Pricing Mortality-Linked Securities with Smooth Ambiguity Preferences Journal of Risk and Insurance, Forthcoming Hua Chen
,
Michael Sherris
,
Tao Sun
and
Wenge Zhu
Temple University - Department of Risk, Insurance and Healthcare Management
,
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
,
Temple University
and
Shanghai University of Finance and Economics
Date Posted: February 18, 2012 Last Revised: February 24, 2013
Accepted Paper Series 35 downloads
Optimal Demand for Insurance with Consumption Commitments Asia-Pacific Journal of Risk and Insurance, Forthcoming Hua Chen
and
Reza S. Mahani
Temple University - Department of Risk, Insurance and Healthcare Management
and
Georgia State University - Department of Finance
Date Posted: February 18, 2012 Last Revised: February 19, 2012
Accepted Paper Series 28 downloads
Pricing European Options on Deferred Annuities UNSW Australian School of Business Research Paper No. AIPAR 2012/1 Jonathan Ziveyi ,
Craig Blackburn and
Michael Sherris
Univesity of New South Wales - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 15, 2012 Last Revised: February 04, 2013
Working Paper Series 105 downloads
Optimal Risk Sharing with Limited Liability Swiss Finance Institute Research Paper No. 12-05 Semyon Malamud
,
Huaxia Rui
and
Andrew B. Whinston
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
,
University of Rochester - Simon School of Business
and
University of Texas at Austin - Department of Information, Risk and Operations Management
Date Posted: February 11, 2012
Working Paper Series 83 downloads
