Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Ko-Lun Kung"'
Publikováno v:
Insurance: Mathematics and Economics. 103:41-55
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cca600a5e27adf440548e33aa4ac6ae8
https://doi.org/10.1016/j.insmatheco.2021.12.005
https://doi.org/10.1016/j.insmatheco.2021.12.005
Publikováno v:
Insurance: Mathematics and Economics. 99:341-354
We propose a novel mortality improvement model with the difference of death counts follows the Skellam distribution. We extend Mitchell et al. (2013) by considering the difference in Poisson death counts instead of the ratio of subsequent mortality r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12bcc0a158ceedda0a88b6150a4b824d
https://doi.org/10.1016/j.insmatheco.2021.04.002
https://doi.org/10.1016/j.insmatheco.2021.04.002
Autor:
Shang-Yin Yang, Ko-Lun Kung
Publikováno v:
Journal of Risk and Insurance. 87:143-171
This study considers the optimal consumption‐investment‐insurance problem incorporating housing decisions of a household when interest rates and labor income are stochastic. Under the complete market assumption, we derive the closed‐form soluti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5cf589fcd7de7cc7029551fc93d1931a
https://doi.org/10.1111/jori.12270
https://doi.org/10.1111/jori.12270
Publikováno v:
Insurance: Mathematics and Economics. 78:255-266
This study conducts a cross-system and cross-plan comparison of reverse mortgages. We compare the systematic distinctions and analyze the risk and profitability of reverse mortgages in two prominent types of market arrangements: (1) A market where a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c46052584ac43cc4309073471a4e57ea
https://doi.org/10.1016/j.insmatheco.2017.09.019
https://doi.org/10.1016/j.insmatheco.2017.09.019
Publikováno v:
Pacific-Basin Finance Journal. 68:101574
Life settlements may facilitate a more efficient insurance market, generate diversification benefits to investors, and even provide hedging benefits to Asia life insurers. The literature does not investigate what determines the risk premiums of life
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::00c7d55efdd19858a4f12d3c9487cb0c
https://doi.org/10.1016/j.pacfin.2021.101574
https://doi.org/10.1016/j.pacfin.2021.101574
Publikováno v:
Academia Economic Papers; Dec2016, Vol. 44 Issue 4, p537-578, 42p