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Results: 17
Number of items: 17
  • Plat, R. (2009). Stochastische ervaringssterfte. Actuaris, 16(6), 36-38.
  • Plat, R. (2009). Een nieuw stochastisch (bevolkings)sterftemodel. Actuaris, 16(4), 40-43.
  • Plat, R., & Pelsser, A. (2009). Analytical approximations for prices of swap rate dependent embedded options in insurance products. Insurance: Mathematics & Economics, 44(1), 124-134. https://doi.org/10.1016/j.insmatheco.2008.11.003
  • Plat, R. (2009). Stochastic portfolio specific mortality and the quantification of mortality basis risk. Insurance: Mathematics & Economics, 45(1), 123-132. https://doi.org/10.1016/j.insmatheco.2009.05.002
  • Plat, R. (2009). On stochastic mortality modeling. Insurance: Mathematics & Economics, 45(3), 393-404. https://doi.org/10.1016/j.insmatheco.2009.08.006
  • van Haastrecht, A., & Plat, R. (2008). Pricing guaranteed annuity options under stochastic volatility. (Netspar/UvA working paper). Afdeling Kwantitatieve Economie.
  • Plat, R., & Gregorkiewicz, F. (2007). Keuze rentemodel voor waardering embedded opties. Actuaris, 14(4), 46-49. http://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=324
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