Copertina

A note on bequest preferences in utility maximisation for modern tontines

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Bernhardt, Thomas
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Risk Management 91G05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Robust optimal consumption, investment and reinsurance for recursive preferences
di: Dadzie, Elizabeth, et al.
Pubblicazione: (2025)

A novel k-generation propagation model for cyber risk and its application to cyber insurance
di: Ren, Na, et al.
Pubblicazione: (2024)

Cost-of-capital valuation with risky assets
di: Albrecher, Hansjörg, et al.
Pubblicazione: (2025)

Pareto-optimal reinsurance under dependence uncertainty
di: Boonen, Tim J., et al.
Pubblicazione: (2025)

Extended Convolution Bounds on the Fréchet Problem: Robust Risk Aggregation and Risk Sharing
di: Liu, Peng, et al.
Pubblicazione: (2025)

Risk sharing with Lambda value at risk under heterogeneous beliefs
di: Liu, Peng, et al.
Pubblicazione: (2024)

Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model
di: Klinge, Jonathan, et al.
Pubblicazione: (2026)

On data-driven robust distortion risk measures for non-negative risks with partial information
di: Han, Xiangyu, et al.
Pubblicazione: (2025)

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
di: Sarantsev, Andrey, et al.
Pubblicazione: (2025)

Coherent estimation of risk measures
di: Aichele, Martin, et al.
Pubblicazione: (2025)

A General Theory of Risk Sharing
di: Melnikov, Vasily
Pubblicazione: (2025)

Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing
di: Aditri
Pubblicazione: (2026)

Robust distortion risk metrics and portfolio optimization
di: Liu, Peng, et al.
Pubblicazione: (2025)

Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach
di: Melnikov, Vasily
Pubblicazione: (2025)

Quantiles under ambiguity and risk sharing
di: Liu, Peng, et al.
Pubblicazione: (2024)

Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
di: Avanzi, Benjamin, et al.
Pubblicazione: (2023)

Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
di: Hu, Minxuan, et al.
Pubblicazione: (2026)

Robust distortion risk measures with linear penalty under distribution uncertainty
di: Du, Yuxin, et al.
Pubblicazione: (2025)

Set-valued Star-Shaped Risk Measures
di: Nie, Bingchu, et al.
Pubblicazione: (2024)

Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures
di: Ghossoub, Mario, et al.
Pubblicazione: (2024)

Ensemble distributional forecasting for insurance loss reserving
di: Avanzi, Benjamin, et al.
Pubblicazione: (2022)

Reinforcement Learning for Micro-Level Claims Reserving
di: Avanzi, Benjamin, et al.
Pubblicazione: (2026)

Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management
di: Rindori, Davide
Pubblicazione: (2026)

Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics
di: Casto, Gabriele
Pubblicazione: (2025)

A note on continuity and asymptotic consistency of measures of risk and variability
di: Gao, Niushan, et al.
Pubblicazione: (2024)

Foundations of a Time-Consistent Counterfactual Actuarial Runtime for Autonomous AI Agents
di: Chen, Hao-Hsuan
Pubblicazione: (2026)

Minimizing Spectral Risk Measures Applied to Markov Decision Processes
di: Bäuerle, Nicole, et al.
Pubblicazione: (2020)

A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
di: Imamura, Yuri, et al.
Pubblicazione: (2025)

Distributional Refinement Network: Distributional Forecasting via Deep Learning
di: Avanzi, Benjamin, et al.
Pubblicazione: (2024)

Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
di: Gaigall, Daniel, et al.
Pubblicazione: (2025)

Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask
di: Silotto, Lorenzo, et al.
Pubblicazione: (2021)

Mean Field Analysis of Mutual Insurance Market
di: Li, Bohan, et al.
Pubblicazione: (2025)

On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
di: Avanzi, Benjamin, et al.
Pubblicazione: (2023)

No Fear of Discounting How to Manage the Transition from EONIA to ESTR
di: Bianchetti, Marco, et al.
Pubblicazione: (2025)

Accelerated Computations of Sensitivities for xVA
di: Deelstra, Griselda, et al.
Pubblicazione: (2022)

Impact of Climate transition on Credit portfolio's loss with stochastic collateral
di: Sopgoui, Lionel
Pubblicazione: (2024)

Optimal risk mitigation by deep reinsurance
di: Arandjelović, Aleksandar, et al.
Pubblicazione: (2024)

Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
di: Boumezoued, Alexandre, et al.
Pubblicazione: (2025)

Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
di: Liang, Yunqi, et al.
Pubblicazione: (2026)

Hedging American Put Options with Deep Reinforcement Learning
di: Pickard, Reilly, et al.
Pubblicazione: (2024)