دانلود مقالات ISI درباره Ie10 + ترجمه فارسی

A joint valuation of premium payment and surrender options in participating life insurance contracts

Keywords: G22; G23; G13; IM10; IB10; IE10; IE50; Participating life insurance contracts; Embedded options; Paid-up and resumption; Surrender; Monte Carlo method; Optimal stopping problem;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal premium policy of an insurance firm: Full and partial information

Keywords: IM10; IM30; IE10; 60G35; 62P20; 91B30; 93E20; Backward separation technique; Forward-backward stochastic differential equation; Optimal premium policy; Partial information; Stochastic control;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2010 سفارش ترجمه

Longevity bond premiums: The extreme value approach and risk cubic pricing

Keywords: IB13; G12; G22; IM01; IM10; IE10; Securitization; Longevity risk; Extreme value theory; Bond spreads;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Pricing life insurance contracts with early exercise features

Keywords: IE10; IE50; IB10Insurance contracts; Surrender options; Least squares Monte Carlo method; American contingent claims

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

On option pricing under a completely random measure via a generalized Esscher transform

Keywords: G13; IM10; IE10; Option pricing; Kernel-biased completely random measures; Generalized Gamma processes; Esscher transform; Laplace functionals;

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

Optimal reinsurance under VaR and CTE risk measures

Keywords: C02; C61; IM52; IE10; IB90; Value-at-risk (VaR); Conditional tail expectation (CTE); Ceded loss; Retained loss; Increasing convex function; Expectation premium principle; Stop-loss reinsurance; Quota-share reinsurance; Change-loss reinsurance;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies

Keywords: G10; G13; G22; IM10; IE10; IE50; IB10; Net loss; Discrete-time risk-minimizing hedging strategies; Pure endowment equity-linked life insurance; Ruin probability;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Integrating long-term care insurance purchase decisions with saving and investment for retirement

Keywords: IB20; C61; D91; E21; G11; D01; IE10; IE12; IE13; IE50; IE53; Strategy/planning; Mathematical programming/optimization; Investment-consumption; Long-term care insurance; Mixed-integer program; Heuristic;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Default risk, bankruptcy procedures and the market value of life insurance liabilities

Keywords: G13; G22; G33; IM10; IE10; IE50; IB10; Equity-linked life insurance; Default risk; Liquidation risk; Contingent claims pricing; Parisian options; Bankruptcy procedures;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2007 سفارش ترجمه

Fair valuation of participating policies with surrender options and regime switching

Keywords: G13; G22; IM10; IE10; Participating American policies; Perpetual contracts; Change of measures; Second-order piecewise linear ODEs; Regime switching;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2005 سفارش ترجمه

Endogenous model of surrender conditions in equity-linked life insurance

Keywords: C61; G13; G22 and G23; IE10; IE50; IB10; Surrender option; Equity-linked life insurance; Exogenous and endogenous guarantees; Single and annual premium contracts; Binomial trees;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2005 سفارش ترجمه