Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Andreas Reuß"'
Publikováno v:
Risks, Vol 4, Iss 2, p 11 (2016)
Traditional participating life insurance contracts with year-to-year (cliquet-style) guarantees have come under pressure in the current situation of low interest rates and volatile capital markets, in particular when priced in a market-consistent val
Externí odkaz:
https://doaj.org/article/b242f69b6bf4419c92cf5237f27c6fb0
Publikováno v:
European Actuarial Journal.
Lapse risk is a key risk driver for life and pensions business with a material impact on the cash flow profile and the profitability. The application of data science methods can replace the largely manual and time-consuming process of estimating a la
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65d15c3f0adce4c30a536ddb4f31f7ed
https://doi.org/10.1007/s13385-022-00325-1
https://doi.org/10.1007/s13385-022-00325-1
Publikováno v:
European Actuarial Journal. 11:349-376
In this paper, we propose an enhanced method for the measurement of profitability of life insurance products. In contrast to most of the existing literature, we consider the development of the insurance contracts over their entire lifetime under the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9b9337cfb1552b469f85694211a413e
https://doi.org/10.1007/s13385-021-00268-z
https://doi.org/10.1007/s13385-021-00268-z
Autor:
Helmut Seidl, Andreas Reuß
Publikováno v:
Mathematical Structures in Computer Science. 28:1786-1846
It is well known that satisfiability is decidable for Horn clauses of the class . Since arbitrary Horn clauses can naturally be approximated by -clauses, can be used for realizing any program analysis which can be specified by means of Horn clauses.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdad9f780d7bd7b0b9e3949ee7f54c12
https://doi.org/10.1017/s096012951700024x
https://doi.org/10.1017/s096012951700024x
Autor:
Annaïse J. Jauch, Ilaria Alborelli, Andreas Reusser, Albert Baschong, Cyrill Rütsche, Olivier Bignucolo, Jakob Passweg, Stefan Dirnhofer, Fatime Krasniqi
Publikováno v:
Frontiers in Oncology, Vol 14 (2024)
BackgroundRichter transformation refers to the progression of an initially slow-growing small lymphocytic lymphoma/chronic lymphocytic leukemia (SLL/CLL) into an aggressive lymphoma, typically diffuse large B-cell lymphoma (DLBCL) or Hodgkin lymphoma
Externí odkaz:
https://doaj.org/article/91c5635665dc4cb18da3ffbbf03d7a41
Publikováno v:
European Actuarial Journal. 5:203-244
Some details of the Solvency II framework are still under discussion. A crucial aspect in the debate is the appropriate reflection of surplus participation mechanisms that apply to traditional participating life insurance contracts. In particular, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f075051a4d8a644548cb7966dc1195b7
https://doi.org/10.1007/s13385-015-0116-5
https://doi.org/10.1007/s13385-015-0116-5
Publikováno v:
Risks, Vol 4, Iss 2, p 11 (2016)
Risks; Volume 4; Issue 2; Pages: 11
Risks; Volume 4; Issue 2; Pages: 11
Traditional participating life insurance contracts with year-to-year (cliquet-style) guarantees have come under pressure in the current situation of low interest rates and volatile capital markets, in particular when priced in a market-consistent val
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e744a491eb84986832c1f1a43cac65e
https://hdl.handle.net/10419/167881
https://hdl.handle.net/10419/167881
This article tries to enhance the current Gaussian distribution paradigm for modeling asset returns by emphasizing two points. It proposes a model which captures fat tails and skewness, and takes into account distinct market regimes. Therefore, an al
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be9799c98156af1d8fdf5d5e9410932f
https://mediatum.ub.tum.de/1377791
https://mediatum.ub.tum.de/1377791
Publikováno v:
The Journal of Risk Finance. 13:320-346
Purpose – The purpose of this paper is to transfer the concept of market‐consistent embedded value (MCEV) from life to non‐life insurance. This is an important undertaking since differences in management techniques between life and non‐life i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a75da21b2d2074618d402ebb6b9e1c25
https://doi.org/10.1108/15265941211254453
https://doi.org/10.1108/15265941211254453
Publikováno v:
OECD Journal: Financial Market Trends. 2008:197-219
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a00211b07da0e566d42bfdbb52cf5dce
https://doi.org/10.1787/fmt-v2008-art8-en
https://doi.org/10.1787/fmt-v2008-art8-en