Bernard, Carole; De Gennaro Aquino, Luca; Levante, Lucia Optimal annuity demand for general expected utility agents. (English) Zbl 1475.91284 Insur. Math. Econ. 101, 70-79 (2021). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{C. Bernard} et al., Insur. Math. Econ. 101, 70--79 (2021; Zbl 1475.91284) Full Text: DOI OpenURL
Bernard, Carole; Cui, Zhenyu; Vanduffel, Steven Impact of flexible periodic premiums on variable annuity guarantees. (English) Zbl 1414.91165 N. Am. Actuar. J. 21, No. 1, 63-86 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Bernard} et al., N. Am. Actuar. J. 21, No. 1, 63--86 (2017; Zbl 1414.91165) Full Text: DOI OpenURL
Bernard, Carole; Kwak, Minsuk Semi-static hedging of variable annuities. (English) Zbl 1348.91128 Insur. Math. Econ. 67, 173-186 (2016). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{C. Bernard} and \textit{M. Kwak}, Insur. Math. Econ. 67, 173--186 (2016; Zbl 1348.91128) Full Text: DOI OpenURL
Bernard, Carole; Vanduffel, Steven Quantile of a mixture with application to model risk assessment. (English) Zbl 1355.60019 Depend. Model. 3, 172-181 (2015). MSC: 60E05 60E15 PDF BibTeX XML Cite \textit{C. Bernard} and \textit{S. Vanduffel}, Depend. Model. 3, 172--181 (2015; Zbl 1355.60019) Full Text: DOI OpenURL
Bernard, Carole; Hardy, Mary; Mackay, Anne State-dependent fees for variable annuity guarantees. (English) Zbl 1431.91318 ASTIN Bull. 44, No. 3, 559-585 (2014). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Bernard} et al., ASTIN Bull. 44, No. 3, 559--585 (2014; Zbl 1431.91318) Full Text: DOI Link OpenURL
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven Optimal claims with fixed payoff structure. (English) Zbl 1331.91156 J. Appl. Probab. 51A, Spec. Vol., 175-188 (2014). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{C. Bernard} et al., J. Appl. Probab. 51A, 175--188 (2014; Zbl 1331.91156) Full Text: DOI Euclid OpenURL
Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven Optimal portfolios under worst-case scenarios. (English) Zbl 1308.91136 Quant. Finance 14, No. 4, 657-671 (2014). MSC: 91G10 60H30 62P05 PDF BibTeX XML Cite \textit{C. Bernard} et al., Quant. Finance 14, No. 4, 657--671 (2014; Zbl 1308.91136) Full Text: DOI OpenURL
Bernard, Carole; MacKay, Anne; Muehlbeyer, Max Optimal surrender policy for variable annuity guarantees. (English) Zbl 1296.91144 Insur. Math. Econ. 55, 116-128 (2014). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{C. Bernard} et al., Insur. Math. Econ. 55, 116--128 (2014; Zbl 1296.91144) 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