Is the Insurance Cost-of-Capital Fair? Mathieu Gatumel
French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Date Posted: September 10, 2011 Last Revised: April 03, 2012
Working Paper Series 77 downloads
Portfolio Risk Management with CVaR-Like Constraints North American Actuarial Journal, Vol. 14, No. 1, pp. 86-106, 2010 Samuel H. Cox ,
Yijia Lin
,
Ruilin Tian and
Luis Zuluaga
University of Manitoba - Asper School of Business
,
University of Nebraska at Lincoln - Department of Finance
,
North Dakota State University - Dept. of Accounting, Finance, & Information System
and
University of New Brunswick - Fredericton
Date Posted: August 28, 2011 Last Revised: April 16, 2012
Accepted Paper Series 80 downloads
To Own or not Own Your Life Insurance Policy? David Joulfaian
Government of the United States of America - Department of the Treasury - Office of Tax Analysis
Date Posted: August 28, 2011 Last Revised: December 08, 2011
Working Paper Series 257 downloads
Adverse Selection in Reinsurance Markets James R. Garven and
Martin F. Grace
Baylor University - Department of Finance, Insurance & Real Estate
and
Georgia State University - Robinson College of Business
Date Posted: August 18, 2011 Last Revised: August 25, 2011
Working Paper Series 121 downloads
Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk UNSW Australian School of Business Research Paper No. 2011ACTL10 Katja Hanewald
,
John Piggott and
Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - Australian School of Business, School of Economics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: August 17, 2011
Accepted Paper Series 79 downloads
Modelling Dependence in Insurance Claims Processes with Lévy Copulas UNSW Australian School of Business Research Paper No. 2011ACTL01 Benjamin Avanzi
,
Luke Cameron Cassar
and
Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: August 04, 2011
Working Paper Series 231 downloads
Modelling Dependence in Insurance Claims Processes with Lévy Copulas ASTIN Bulletin, Vol. 41, No. 2, pp. 575-609 Benjamin Avanzi
,
Luke Cameron Cassar
and
Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: August 03, 2011 Last Revised: January 06, 2012
Accepted Paper Series 91 downloads
Optimal Insurance Design Under Rank-Dependent Expected Utility Carole Bernard
,
Xue Dong He ,
Jia-an Yan
and
Xun Yu Zhou
University of Waterloo
,
Columbia University - Department of Industrial Engineering and Operations Research
,
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
and
Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Date Posted: July 11, 2011 Last Revised: December 11, 2012
Working Paper Series 248 downloads
The Sad Triology - The Crisis of a Nation: The Delirium National Security and Foreign Relations Law Journal, Vol. 8, Issue 56, July 22, 2011 Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: June 27, 2011 Last Revised: July 23, 2011
Accepted Paper Series 12 downloads
Directors’ and Officers’ Liability Insurance and Loan Spreads Journal of Financial Economics (JFE), Forthcoming Chen Lin
,
Micah S. Officer ,
Rui Wang
and
Hong Zou
Chinese University of Hong Kong (CUHK) - Department of Finance
,
Loyola Marymount University - Department of Finance and Computer Information Systems
,
City University of Hong Kong
and
City University of Hong Kong
Date Posted: June 20, 2011 Last Revised: November 20, 2012
Accepted Paper Series 281 downloads
Date Posted: June 14, 2011 Last Revised: February 02, 2012
Working Paper Series 411 downloads
Infrastructure as an Asset Class EIB Papers, Vol. 15, No. 1, pp. 70-105, 2010 Georg Inderst
Inderst Advisory (Georg Inderst)
Date Posted: June 11, 2011
Accepted Paper Series 448 downloads
