دانلود مقالات ISI درباره G22 + ترجمه فارسی

Is there a link between the American S&L crisis of the 80s and the subprime crisis? An analysis of bank returns

Keywords: G22; G30; G32; G38Subprimes; Savings and Loans; Securitization; Bank returns; Credit riskG22; G30; G32; G38Subprimes; Caisses d'épargne américaines; rentabilités bancaires; risque de crédit

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2010 سفارش ترجمه

Long time behaviour of stochastic interest rate models

Keywords: G21; G22; IM10; Long time behaviour; Poisson random measure; Jump; Affine process; Interest rate model; Convergence; Almost surely;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2009 سفارش ترجمه

A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts

Keywords: C65; G22; IM11; IM52; Reinsurance models with delays; Invariance properties of spatial point processes; Order statistic property; Intensity of a Spatial Mixed Poisson Process;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Ruin probability in the presence of interest earnings and tax payments

Keywords: C65; G22; G32; IM10; IM11; IM13; IM20; IE23; IE51; Classical risk model; Compound interest; Ruin probability; Subexponential distributions; Tax payments;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders

Keywords: G22; 46N10; 60E05; 60E15; 91B28; 91B30; Choquet integral; (Concave) distortion; Risk measure; Stochastic orders; Coherent;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application

Keywords: C02; G22; IM01; IB21; Multi state model; Duration model;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Optimal investment and reinsurance of an insurer with model uncertainty

Keywords: C73; G11; G22; IM52; IM50; IB90; IB91; IE53; Optimal investment; Proportional reinsurance; Model uncertainty; Stochastic differential game; Exponential utility; Penalty of ruin; HJBI equations;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Health system reform in China: What role for private insurance?

Keywords: I10; I18; G22; H51; China; Health-care reform;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

Keywords: G22; C60; Finite-time ruin probability; Robustness; Solvency II; Reliable ruin probability; Asymptotic normality; Influence function; Estimation Risk Solvency Margin (ERSM); Partly shifted risk process;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Optimal risk sharing with different reference probabilities

Keywords: IM51; IE12; D81; G22; 91B06; 91B16; 91B30; Optimal risk sharing; Law-invariance; Convolution;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints

Keywords: G11; G22; Cramér-Lundberg process; Ruin probability; Insurance; Portfolio optimization; Borrowing constraints; Hamilton-Jacobi-Bellman equation;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

Valuation and hedging of participating life-insurance policies under management discretion

Keywords: G11; G13; G22; IE54; IE10; IE43; IB13; Participating life insurance policy; With-profits contract; Profit-sharing; Risk-neutral valuation; Hedging;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Minimum standards for investment performance: A new perspective on non-life insurer solvency

Keywords: G22; G28; G31; IM01; IM20; IE46; IE53; IB50; Solvency; Regulation; Investment performance; Non-life insurance; Normal power approximation;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Stochastic portfolio specific mortality and the quantification of mortality basis risk

Keywords: G22; G23; IM10; IE43; IB10; Portfolio specific mortality; Stochastic mortality models; Mortality basis risk; Longevity risk; Solvency 2;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model

Keywords: IB11; G22; IM01; IM30; Equity-linked policies; Bivariate model; Surrender option;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Optimal reinsurance with general risk measures

Keywords: G22; G11; 91B30; 91B28; 90C48; Optimal reinsurance; Risk measure and deviation measure; Optimality conditions;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Insurance, credit, and technology adoption: Field experimental evidencefrom Malawi

Keywords: G22; O12; O13; O16; O33; Q14; Q16; Q54; Risk-sharing; Insurance; Credit; Microfinance; Technology adoption;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Analytical approximations for prices of swap rate dependent embedded options in insurance products

Keywords: G13; G22; IE43; IE54; IB10; Embedded options; Insurance products; Analytical approximation; Gaussian interest rate model; Fair Value of Liabilities;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

On stochastic mortality modeling

Keywords: G22; G23; J11; IM10; IE43; IB10; Stochastic mortality models; Longevity risk; Pricing; Solvency 2; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

When prices hardly matter: Incomplete insurance contracts and markets for repair goods

Keywords: D43; D62; G22; I11; Insurance; Repair markets; Incomplete contracts;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Shifted deductibles for high risks: More effective in reducing moral hazard than traditional deductibles

Keywords: D84; G22; I10Health insurance; Deductibles; Moral hazard; Health status; Risk

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

The determinants of sick leave durations of Dutch self-employed

Keywords: I19; C41; G22; Sick leave durations; Self-employed; Case management;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2009 سفارش ترجمه

Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance

Keywords: C63; G22; IB10; IM22; Numerical integration; Quasi-Monte Carlo; Sparse grids; Effective dimension;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2009 سفارش ترجمه

On moral hazard and nonexclusive contracts

Keywords: D43; D82; G22; Non-exclusivity; Insurance; Moral hazard;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Foreign exchange exposure: Evidence from the U.S. insurance industry

Keywords: G22; F31; Insurance; Financial services; Foreign exchange exposure; Currency risk management;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2009 سفارش ترجمه

Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities

Keywords: G13; G22; C60; Stochastic mortality; Pricing; Annuities; Sharpe ratio; Non-linear partial differential equations; Market price of risk; Equivalent martingale measures;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2009 سفارش ترجمه

An event study analysis of international ventures between banks and insurance firms

Keywords: G14; G21; G22; Bank-insurance interface; Divestments; Financial conglomerates; Event study; Abnormal returns;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2009 سفارش ترجمه

Extending health insurance to the rural population: An impact evaluation of China's new cooperative medical scheme

Keywords: G22; I1China; Health insurance; Cooperative medical scheme; Impact evaluation

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Financial conglomeration and monitoring incentives

Keywords: G21; G22; G38; L40Financial conglomerates; Banking; Insurance; Capital regulation

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

Keywords: IB70; G22; IM13; Sparre Andersen model; Time of ruin; Exponential claims;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2008 سفارش ترجمه

Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy

Keywords: G22; IM13; Multi-layer dividend strategy; Integro-differential equation; Gerber-Shiu discounted penalty function; Time to ruin;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Combining fair pricing and capital requirements for non-life insurance companies

Keywords: G13; G22; H25; Insurance regulation; Fair valuation; Solvency capital requirement; Jump-diffusion process;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Enhanced annuities and the impact of individual underwriting on an insurer's profit situation

Keywords: D14; D91; G11; G22; IM12; IM22; IB13; Enhanced annuity; Individual underwriting; Adverse selection;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Threshold control of mutual insurance with limited commitment

Keywords: C61; G22; Stochastic programming; Mutual insurance; Threshold control; Limited commitment; Diffusion process;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Coherent risk measures, coherent capital allocations and the gradient allocation principle

Keywords: D81; G21; G22; IM00; IM12; IE43; Risk capital allocation; Gradient allocation principle; Coherent risk measures; Coherent capital allocations;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Indifference prices of structured catastrophe (CAT) bonds

Keywords: G22; G13; Catastrophe (CAT) bond; Structured derivative security; Indifference price; Exponential utility; Jump-diffusion; Reinsurance strategy;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Error bounds in approximations of random sums using gamma-type operators

Keywords: IM10; IM11; G22; Random sum; Compound distribution; Laplace transform; Kolmogorov distance; Error bound; Positive linear operator; Gamma mixture;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Finite-time dividend-ruin models

Keywords: G12; G22; 49K05; 60J70; 91B30; Dividend-ruin model; Dividend payouts; Reflecting and absorbing barriers; Survival probability;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Assessing the cost of capital for longevity risk

Keywords: G22; IM01; IM12; IB10; IB13; Risk reward; Embedded value; Market-consistent valuation; Risk-neutral setting; Life annuities;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

The influence of corporate taxes on pricing and capital structure in property-liability insurance

Keywords: G13; G22; H25; IM11; IM30; IE23; IE50; IB50; Property-liability insurance; Corporate taxation; Contingent claims valuation;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

The effect of modelling parameters on the value of GMWB guarantees

Keywords: IM10; IE43; IB13; G22; Variable annuities; Pensions; GMWB guarantees;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Do accounting measurement regimes matter? A discussion of mark-to-market accounting and liquidity pricing

Keywords: D52; G12; G21; G22; M41; Mark-to-market; Historical cost; Liquidity pricing; Accounting measurement; Financial contagion;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

Keywords: G22; IM10; IM11; IM13; Renewal risk model; Expected discounted penalty function; Defective renewal equation; Arbitrary interclaim times; Coxian distributions;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Insuring a risky investment project

Keywords: D21; D80; G22; Insurance coverage; Risk aversion; Normality; Giffen good; Actuarially fair premium;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market

Keywords: G22; G11; IB10; IE43; IM12; Unit-linked; Local risk-minimization; Hedging strategy; Lévy process;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian modelling of financial guarantee insurance

Keywords: C11; G22; G32; IM22; IM41; Business cycle; Gibbs sampler; Hamilton model; Risk capital; Surety insurance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

A sensitivity analysis of typical life insurance contracts with respect to the technical basis

Keywords: G22; IM30; IM40; IM43; IB11; Life insurance; Variations in the technical basis; Prospective reserve; Premium level; Sensitivity analysis; Insurance packages;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Controlling-minority shareholder incentive conflicts and directors' and officers' liability insurance: Evidence from China

Keywords: G22; D&O insurance; Private securities litigation; Expropriation; Tunneling; China;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Valuation of life insurance surrender and exchange options

Keywords: G18; G22; Surrender options; Exchange options; Life and pension insurance;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

The compound Poisson risk model with multiple thresholds

Keywords: G22; IM12; IM13; Compound Poisson model; Expected discounted penalty function; Integro-differential equation; Multiple threshold strategy; Probability of ruin;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه