DIGIBIB
Documentation Center

Todas las obras relacionadas: Bernard, Carole

Record image

Where less is more : reducing variable annuity fees to benefit policyholder and insurer
  • Bernard, Carole
  • Articles and Chapters
  • Where less is more : reducing variable annuity fees to benefit policyholder and insurer
Record image

Measuring portfolio risk under partial dependence information
  • Bernard, Carole
  • Articles and Chapters
  • Measuring portfolio risk under partial dependence information
Record image

Value-at-risk bounds with variance constraints
  • Bernard, Carole
  • Articles and Chapters
  • Value-at-risk bounds with variance constraints
Record image

lmpact of flexible periodic premiums on variable annuity guarantees
  • Bernard, Carole
  • Articles and Chapters
  • lmpact of flexible periodic premiums on variable annuity guarantees
Record image

State-dependent fees for variable annuity guarantees
  • Bernard, Carole
  • Articles and Chapters
  • State-dependent fees for variable annuity guarantees

Optimal surrender policy for variable annuity guarantees

Financial bounds for insurance claims

Risk aggregation with dependence uncertainty
Record image

Impact of counterparty risk on the reinsurance market
  • Bernard, Carole
  • Articles and Chapters
  • Impact of counterparty risk on the reinsurance market

Improving the design of financial prodcts in a multidimensional black-scholes market
Record image

Insurance market effects of risk Management metrics
  • Bernard, Carole
  • Articles and Chapters
  • Insurance market effects of risk Management metrics

Protection of a company issuing a certain class of participating policies in a complete market...

Optimal reinsurance arrangements under tail risk measures
Record image

A Study of mutual insurance for bank deposits
  • Bernard, Carole
  • Articles and Chapters
  • A Study of mutual insurance for bank deposits