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Sachelarie Vlad
  • Equity Indexed Ideas for Formal Systems of Old Age Security

  • Sandrine Aim
  • Stochastic Modelling of the Dependence of Lifetimes and Application to Life Insurance

  • Satoshi Sugita
  • Plan Design and Investment Policy of Cash Balance Pension Plan in Japan

  • Saunier Julien
  • Courbes d'exposition: étude par les fonctions de la classe MBBEFD et analyse en fonction du capital assuré

  • Savelli Nino
  • Dynamic Financial Analysis and Risk-Based Capital for a General Insurer

  • Scaillet O.
  • False Discoveries in Mutual Fund Performance: Finding Lucky Alphas

  • Shamsuddinov Bakhodir R
  • Actuarial aspects of pension reform in Uzbekistan

  • Sherris Michael
  • Insurer risk management in the presence of frictional costs

  • Shi Junning
  • Political Risk Reinsurance Pricing – A Capital Market Approach

  • Sibillo Marilena
  • The VaR of the mathematical provision: critical issues

  • Skucaite Aldona
  • On calculation of surplus value using stochastic modeling

  • Slutzky Marc
  • Preparing for Solvency II – Theoretical and Practical issues in Building Internal Economic Capital Models Using Nested Stochastic Projections

  • Smith Lee
  • The Changing Foundations of Actuarial Mathematics

  • Spivak Semyen
  • Inverse Problems in Markov Models and Actuarial Calculations

  • Spreitzer Uli Willibald
  • On the optimization of a CAPM-portfolio considering the possibility of safeguarding its loss

  • Steffensen Mogens
  • Accounting for Intervention Options: A Note on the Free Policy Reserve

  • Sunamoto Naoki
  • Cohort Effect Structure in the Lee-Carter Residual Term

  • Scheinerman David
  • The Fair Value of Insurance Contracts