Ulm, Eric R. The effect of policyholder transfer behavior on the value of guaranteed minimum death benefits. (English) Zbl 1219.91073 N. Am. Actuar. J. 14, No. 1, 16-37 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{E. R. Ulm}, N. Am. Actuar. J. 14, No. 1, 16--37 (2010; Zbl 1219.91073) Full Text: DOI OpenURL
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F. Portfolio risk management with CVaR-like constraints. (English) Zbl 1219.91132 N. Am. Actuar. J. 14, No. 1, 86-106 (2010). MSC: 91G10 91B30 90C90 91G50 PDF BibTeX XML Cite \textit{R. Tian} et al., N. Am. Actuar. J. 14, No. 1, 86--106 (2010; Zbl 1219.91132) Full Text: DOI OpenURL
Bernard, Carole; Le Courtois, Olivier; Quittard-Pinon, François Protection of a company issuing a certain class of participating policies in a complete market framework. (English) Zbl 1219.91065 N. Am. Actuar. J. 14, No. 1, 131-156 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Bernard} et al., N. Am. Actuar. J. 14, No. 1, 131--156 (2010; Zbl 1219.91065) Full Text: DOI OpenURL