Lu, Yang; Zhang, Jinggong; Zhu, Wenjun Cyber risk modeling: a discrete multivariate count process approach. (English) Zbl 07896852 Scand. Actuar. J. 2024, No. 6, 625-655 (2024). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Lu} et al., Scand. Actuar. J. 2024, No. 6, 625--655 (2024; Zbl 07896852) Full Text: DOI
Guan, Guohui; Liang, Zongxia; Xia, Yi Optimal management of DB pension fund under both underfunded and overfunded cases. (English) Zbl 07896851 Scand. Actuar. J. 2024, No. 6, 583-624 (2024). MSC: 91B30 91G05 91G10 91B05 PDFBibTeX XMLCite \textit{G. Guan} et al., Scand. Actuar. J. 2024, No. 6, 583--624 (2024; Zbl 07896851) Full Text: DOI arXiv
van Kreveld, Lucas; Mandjes, Michel; Dorsman, Jan-Pieter Cramér-Lundberg asymptotics for spectrally positive Markov additive processes. (English) Zbl 07896850 Scand. Actuar. J. 2024, No. 6, 561-582 (2024). MSC: 91B30 PDFBibTeX XMLCite \textit{L. van Kreveld} et al., Scand. Actuar. J. 2024, No. 6, 561--582 (2024; Zbl 07896850) Full Text: DOI OA License
Ahmad, Jamaal; Bladt, Mogens Aggregate Markov models in life insurance: estimation via the EM algorithm. (English) Zbl 07896849 Scand. Actuar. J. 2024, No. 6, 533-560 (2024). MSC: 91B30 62M05 60J27 60J28 91G70 PDFBibTeX XMLCite \textit{J. Ahmad} and \textit{M. Bladt}, Scand. Actuar. J. 2024, No. 6, 533--560 (2024; Zbl 07896849) Full Text: DOI arXiv
Chen, Yanhong; Miao, Liangliang Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps. (English) Zbl 07881557 Commun. Stat., Theory Methods 53, No. 14, 5092-5116 (2024). MSC: 91B30 60G07 91B32 60J60 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{L. Miao}, Commun. Stat., Theory Methods 53, No. 14, 5092--5116 (2024; Zbl 07881557) Full Text: DOI
Rincón, Luis; Santana, David J. Ruin probability for finite negative binomial mixture claims via recurrence sequences. (English) Zbl 07772211 Commun. Stat., Theory Methods 53, No. 2, 557-573 (2024). MSC: 91B30 91G99 60G99 PDFBibTeX XMLCite \textit{L. Rincón} and \textit{D. J. Santana}, Commun. Stat., Theory Methods 53, No. 2, 557--573 (2024; Zbl 07772211) Full Text: DOI
Moreno-Franco, Harold A.; Pérez, Jose-Luis On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs. arXiv:2403.16077 Preprint, arXiv:2403.16077 [math.OC] (2024). MSC: 91B30 60G51 93E20 BibTeX Cite \textit{H. A. Moreno-Franco} and \textit{J.-L. Pérez}, ``On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs'', Preprint, arXiv:2403.16077 [math.OC] (2024) Full Text: arXiv OA License
Song, Zhan-Jie; Sun, Fu-Yun The dual risk model under a mixed ratcheting and periodic dividend strategy. (English) Zbl 07706253 Commun. Stat., Theory Methods 52, No. 10, 3526-3540 (2023). MSC: 91B30 97M30 60J75 PDFBibTeX XMLCite \textit{Z.-J. Song} and \textit{F.-Y. Sun}, Commun. Stat., Theory Methods 52, No. 10, 3526--3540 (2023; Zbl 07706253) Full Text: DOI
Chen, Yanhong; Hu, Yijun Optimal insurance design under Vajda condition and exclusion clauses. (English) Zbl 07571127 Commun. Stat., Theory Methods 51, No. 18, 6268-6295 (2022). MSC: 91B30 91B32 91B70 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Hu}, Commun. Stat., Theory Methods 51, No. 18, 6268--6295 (2022; Zbl 07571127) Full Text: DOI
Zeng, Xianfu; Song, Haiyan; Chen, Yanhong; Hu, Yijun Multivariate shortfall risk statistics with scenario analysis. (English) Zbl 07532297 Commun. Stat., Theory Methods 51, No. 3, 649-668 (2022). MSC: 91B30 91B32 91B70 62-XX PDFBibTeX XMLCite \textit{X. Zeng} et al., Commun. Stat., Theory Methods 51, No. 3, 649--668 (2022; Zbl 07532297) Full Text: DOI
Lin, Jianxi Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims. (English) Zbl 07532943 Commun. Stat., Theory Methods 50, No. 5, 1200-1209 (2021). MSC: 91B30 62E20 60G50 62-XX PDFBibTeX XMLCite \textit{J. Lin}, Commun. Stat., Theory Methods 50, No. 5, 1200--1209 (2021; Zbl 07532943) Full Text: DOI
Chen, Yanhong; Hu, Yijun Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition. (English) Zbl 07531008 Commun. Stat., Theory Methods 50, No. 15, 3677-3694 (2021). MSC: 91B30 91B32 91B70 62-XX PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Hu}, Commun. Stat., Theory Methods 50, No. 15, 3677--3694 (2021; Zbl 07531008) Full Text: DOI
Qiu, Qinjing; Kawai, Reiichiro A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes. arXiv:2105.13015 Preprint, arXiv:2105.13015 [math.PR] (2021). MSC: 91B30 60G51 65M15 65N15 BibTeX Cite \textit{Q. Qiu} and \textit{R. Kawai}, ``A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes'', Preprint, arXiv:2105.13015 [math.PR] (2021) Full Text: DOI arXiv OA License
Chen, Yanhong; Hu, Yijun Systemic risk statistics with scenario analysis. (English) Zbl 07539732 Commun. Stat., Theory Methods 48, No. 14, 3558-3569 (2019). MSC: 91B30 91B32 91B70 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Hu}, Commun. Stat., Theory Methods 48, No. 14, 3558--3569 (2019; Zbl 07539732) Full Text: DOI
Lu, Dawei; Song, Lixin; Li, Fuqi Uniform asymptotics for discounted aggregate claims in dependent multi-risk model. (English) Zbl 07530624 Commun. Stat., Theory Methods 48, No. 4, 781-793 (2019). MSC: 91B30 60G51 60K05 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 48, No. 4, 781--793 (2019; Zbl 07530624) Full Text: DOI
Liu, Wei; Wei, Linxiao; Hu, Yijun Multivariate convex risk statistics with scenario analysis. (English) Zbl 07529875 Commun. Stat., Theory Methods 48, No. 22, 5585-5601 (2019). MSC: 91B30 91B32 91B70 62-XX PDFBibTeX XMLCite \textit{W. Liu} et al., Commun. Stat., Theory Methods 48, No. 22, 5585--5601 (2019; Zbl 07529875) Full Text: DOI
Chang, Yiming; Zhao, Shangmei; Hu, Fei The payouts choice for deposit insurance system. (English) Zbl 1425.91216 J. Syst. Sci. Complex. 32, No. 5, 1404-1425 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Chang} et al., J. Syst. Sci. Complex. 32, No. 5, 1404--1425 (2019; Zbl 1425.91216) Full Text: DOI
Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John The valuation of no-negative equity guarantees and equity release mortgages. (English) Zbl 1422.91340 Econ. Lett. 184, Article ID 108669, 4 p. (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{K. Dowd} et al., Econ. Lett. 184, Article ID 108669, 4 p. (2019; Zbl 1422.91340) Full Text: DOI Link
Dong, Bing; Xu, Wei; Kwok, Yue Kuen Willow tree algorithms for pricing guaranteed minimum withdrawal benefits under jump-diffusion and CEV models. (English) Zbl 1422.91339 Quant. Finance 19, No. 10, 1741-1761 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{B. Dong} et al., Quant. Finance 19, No. 10, 1741--1761 (2019; Zbl 1422.91339) Full Text: DOI
Liu, Desu; Menegatti, Mario Optimal saving and health prevention. (English) Zbl 1425.91229 J. Econ. 128, No. 2, 177-191 (2019). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{D. Liu} and \textit{M. Menegatti}, J. Econ. 128, No. 2, 177--191 (2019; Zbl 1425.91229) Full Text: DOI
Tong, Bin; Diao, Xundi; Wu, Chongfeng Operational risk quantified with spectral risk measures: a refined closed-form approximation. (English) Zbl 1420.91145 Quant. Finance 19, No. 7, 1221-1242 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{B. Tong} et al., Quant. Finance 19, No. 7, 1221--1242 (2019; Zbl 1420.91145) Full Text: DOI
Lim, Byung Hwa; Kwak, Minsuk The impact of a partial borrowing limit on financial decisions. (English) Zbl 1420.91138 Quant. Finance 19, No. 5, 859-883 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{B. H. Lim} and \textit{M. Kwak}, Quant. Finance 19, No. 5, 859--883 (2019; Zbl 1420.91138) Full Text: DOI
Gudkov, Nikolay; Ignatieva, Katja; Ziveyi, Jonathan Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method. (English) Zbl 1420.91130 Quant. Finance 19, No. 3, 501-518 (2019). MSC: 91B30 91G30 PDFBibTeX XMLCite \textit{N. Gudkov} et al., Quant. Finance 19, No. 3, 501--518 (2019; Zbl 1420.91130) Full Text: DOI
Dong, Hua; Zhou, Xiaowen On a spectrally negative Lévy risk process with periodic dividends and capital injections. (English) Zbl 1425.91221 Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{H. Dong} and \textit{X. Zhou}, Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019; Zbl 1425.91221) Full Text: DOI
Wen, Li-min; Zhuang, Xiao-hong; Mei, Guo-ping; Zhang, Yi Asymptotic normality of nonparametric estimate for zero-utility premiums. (English) Zbl 1420.91148 Acta Math. Appl. Sin., Engl. Ser. 35, No. 3, 607-619 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{L.-m. Wen} et al., Acta Math. Appl. Sin., Engl. Ser. 35, No. 3, 607--619 (2019; Zbl 1420.91148) Full Text: DOI
Ramsden, Lewis; Papaioannou, Apostolos D. Ruin probabilities under capital constraints. (English) Zbl 1425.91232 Insur. Math. Econ. 88, 273-282 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{L. Ramsden} and \textit{A. D. Papaioannou}, Insur. Math. Econ. 88, 273--282 (2019; Zbl 1425.91232) Full Text: DOI Link
Guibert, Quentin; Lopez, Olivier; Piette, Pierrick Forecasting mortality rate improvements with a high-dimensional VAR. (English) Zbl 1425.91223 Insur. Math. Econ. 88, 255-272 (2019). MSC: 91B30 62P05 62M20 91D20 PDFBibTeX XMLCite \textit{Q. Guibert} et al., Insur. Math. Econ. 88, 255--272 (2019; Zbl 1425.91223) Full Text: DOI Link
Burnecki, Krzysztof; Giuricich, Mario Nicoló; Palmowski, Zbigniew Valuation of contingent convertible catastrophe bonds – the case for equity conversion. (English) Zbl 1425.91215 Insur. Math. Econ. 88, 238-254 (2019). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{K. Burnecki} et al., Insur. Math. Econ. 88, 238--254 (2019; Zbl 1425.91215) Full Text: DOI arXiv
Dembińska, Anna; Buraczyńska, Aneta The long-term behavior of number of near-maximum insurance claims. (English) Zbl 1425.91220 Insur. Math. Econ. 88, 226-237 (2019). MSC: 91B30 60F17 PDFBibTeX XMLCite \textit{A. Dembińska} and \textit{A. Buraczyńska}, Insur. Math. Econ. 88, 226--237 (2019; Zbl 1425.91220) Full Text: DOI arXiv
Boonen, Tim J.; Ghossoub, Mario On the existence of a representative reinsurer under heterogeneous beliefs. (English) Zbl 1425.91214 Insur. Math. Econ. 88, 209-225 (2019). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{T. J. Boonen} and \textit{M. Ghossoub}, Insur. Math. Econ. 88, 209--225 (2019; Zbl 1425.91214) Full Text: DOI Link
Delong, Łukasz; Dhaene, Jan; Barigou, Karim Fair valuation of insurance liability cash-flow streams in continuous time: theory. (English) Zbl 1425.91219 Insur. Math. Econ. 88, 196-208 (2019). MSC: 91B30 35Q91 PDFBibTeX XMLCite \textit{Ł. Delong} et al., Insur. Math. Econ. 88, 196--208 (2019; Zbl 1425.91219) Full Text: DOI Link
Jevtić, Petar; Regis, Luca A continuous-time stochastic model for the mortality surface of multiple populations. (English) Zbl 1425.91226 Insur. Math. Econ. 88, 181-195 (2019). MSC: 91B30 62P05 91D20 93E11 PDFBibTeX XMLCite \textit{P. Jevtić} and \textit{L. Regis}, Insur. Math. Econ. 88, 181--195 (2019; Zbl 1425.91226) Full Text: DOI Link
Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. (English) Zbl 1425.91238 Insur. Math. Econ. 88, 159-180 (2019). MSC: 91B30 91G40 91A80 PDFBibTeX XMLCite \textit{H. Zhao} et al., Insur. Math. Econ. 88, 159--180 (2019; Zbl 1425.91238) Full Text: DOI
Kim, Bara; Kim, Jeongsim Stochastic ordering of Gini indexes for multivariate elliptical risks. (English) Zbl 1425.91227 Insur. Math. Econ. 88, 151-158 (2019). MSC: 91B30 60E15 91B82 60F10 PDFBibTeX XMLCite \textit{B. Kim} and \textit{J. Kim}, Insur. Math. Econ. 88, 151--158 (2019; Zbl 1425.91227) Full Text: DOI
Lledó, Josep; Pavía, Jose M.; Morillas-Jurado, Francisco G. Incorporating big microdata in life table construction: A hypothesis-free estimator. (English) Zbl 1425.91230 Insur. Math. Econ. 88, 138-150 (2019); corrigendum ibid. 101, 639 (2021). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{J. Lledó} et al., Insur. Math. Econ. 88, 138--150 (2019; Zbl 1425.91230) Full Text: DOI
Chen, Lv; Shen, Yang Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. (English) Zbl 1425.91217 Insur. Math. Econ. 88, 120-137 (2019). MSC: 91B30 91A15 91A65 93E20 91A23 91A05 PDFBibTeX XMLCite \textit{L. Chen} and \textit{Y. Shen}, Insur. Math. Econ. 88, 120--137 (2019; Zbl 1425.91217) Full Text: DOI
Gao, Guangyuan; Wüthrich, Mario V.; Yang, Hanfang Evaluation of driving risk at different speeds. (English) Zbl 1425.91222 Insur. Math. Econ. 88, 108-119 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{G. Gao} et al., Insur. Math. Econ. 88, 108--119 (2019; Zbl 1425.91222) Full Text: DOI
Chong, Wing Fung Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences. (English) Zbl 1425.91218 Insur. Math. Econ. 88, 93-107 (2019). MSC: 91B30 91G20 60H10 91G10 PDFBibTeX XMLCite \textit{W. F. Chong}, Insur. Math. Econ. 88, 93--107 (2019; Zbl 1425.91218) Full Text: DOI
Laudagé, Christian; Desmettre, Sascha; Wenzel, Jörg Severity modeling of extreme insurance claims for tariffication. (English) Zbl 1425.91228 Insur. Math. Econ. 88, 77-92 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Laudagé} et al., Insur. Math. Econ. 88, 77--92 (2019; Zbl 1425.91228) Full Text: DOI OA License
Alonso-García, Jennifer; Devolder, Pierre Continuous time model for notional defined contribution pension schemes: liquidity and solvency. (English) Zbl 1425.91210 Insur. Math. Econ. 88, 57-76 (2019). MSC: 91B30 91D20 91B62 PDFBibTeX XMLCite \textit{J. Alonso-García} and \textit{P. Devolder}, Insur. Math. Econ. 88, 57--76 (2019; Zbl 1425.91210) Full Text: DOI Link
Jang, Bong-Gyu; Koo, Hyeng Keun; Park, Seyoung Optimal consumption and investment with insurer default risk. (English) Zbl 1425.91225 Insur. Math. Econ. 88, 44-56 (2019). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{B.-G. Jang} et al., Insur. Math. Econ. 88, 44--56 (2019; Zbl 1425.91225) Full Text: DOI Link
Birghila, Corina; Pflug, Georg Ch. Optimal XL-insurance under Wasserstein-type ambiguity. (English) Zbl 1425.91213 Insur. Math. Econ. 88, 30-43 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Birghila} and \textit{G. Ch. Pflug}, Insur. Math. Econ. 88, 30--43 (2019; Zbl 1425.91213) Full Text: DOI Link
Barigou, Karim; Chen, Ze; Dhaene, Jan Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency. (English) Zbl 1425.91212 Insur. Math. Econ. 88, 19-29 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{K. Barigou} et al., Insur. Math. Econ. 88, 19--29 (2019; Zbl 1425.91212) Full Text: DOI Link
Zhang, Nan; Jin, Zhuo; Qian, Linyi; Fan, Kun Stochastic differential reinsurance games with capital injections. (English) Zbl 1425.91237 Insur. Math. Econ. 88, 7-18 (2019). MSC: 91B30 91A15 91A23 PDFBibTeX XMLCite \textit{N. Zhang} et al., Insur. Math. Econ. 88, 7--18 (2019; Zbl 1425.91237) Full Text: DOI
Wang, Jianli; Wang, Hongxia; Yick, Ho Yin How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences? (English) Zbl 1425.91234 Insur. Math. Econ. 88, 1-6 (2019). MSC: 91B30 91B06 91B08 PDFBibTeX XMLCite \textit{J. Wang} et al., Insur. Math. Econ. 88, 1--6 (2019; Zbl 1425.91234) Full Text: DOI
Hatcher, Michael Should a pension reform be announced? A reply. (English) Zbl 1420.91132 Econ. Lett. 183, Article ID 108583, 3 p. (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Hatcher}, Econ. Lett. 183, Article ID 108583, 3 p. (2019; Zbl 1420.91132) Full Text: DOI Link
Wang, Yuanping; Mu, Congming Can ambiguity about rare disasters explain equity premium puzzle? (English) Zbl 1420.91147 Econ. Lett. 183, Article ID 108555, 6 p. (2019). MSC: 91B30 91B06 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{C. Mu}, Econ. Lett. 183, Article ID 108555, 6 p. (2019; Zbl 1420.91147) Full Text: DOI
Lkabous, Mohamed Amine; Renaud, Jean-François A unified approach to ruin probabilities with delays for spectrally negative Lévy processes. (English) Zbl 1422.91361 Scand. Actuar. J. 2019, No. 8, 711-728 (2019). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{M. A. Lkabous} and \textit{J.-F. Renaud}, Scand. Actuar. J. 2019, No. 8, 711--728 (2019; Zbl 1422.91361) Full Text: DOI arXiv
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Multivariate Cox hidden Markov models with an application to operational risk. (English) Zbl 1422.91346 Scand. Actuar. J. 2019, No. 8, 686-710 (2019). MSC: 91B30 60J28 62P05 PDFBibTeX XMLCite \textit{T. C. Fung} et al., Scand. Actuar. J. 2019, No. 8, 686--710 (2019; Zbl 1422.91346) Full Text: DOI
Pascariu, Marius D.; Lenart, Adam; Canudas-Romo, Vladimir The maximum entropy mortality model: forecasting mortality using statistical moments. (English) Zbl 1422.91370 Scand. Actuar. J. 2019, No. 8, 661-685 (2019). MSC: 91B30 62P05 62M20 PDFBibTeX XMLCite \textit{M. D. Pascariu} et al., Scand. Actuar. J. 2019, No. 8, 661--685 (2019; Zbl 1422.91370) Full Text: DOI OA License
Grün, Bettina; Miljkovic, Tatjana Extending composite loss models using a general framework of advanced computational tools. (English) Zbl 1422.91351 Scand. Actuar. J. 2019, No. 8, 642-660 (2019). MSC: 91B30 62P05 62G32 91-08 PDFBibTeX XMLCite \textit{B. Grün} and \textit{T. Miljkovic}, Scand. Actuar. J. 2019, No. 8, 642--660 (2019; Zbl 1422.91351) Full Text: DOI
Woundjiagué, Apollinaire; Mbele Bidima, Martin Le Doux; Mwangi, Ronald Waweru An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance. (English) Zbl 1420.91149 Adv. Fuzzy Syst. 2019, Article ID 1393946, 14 p. (2019). MSC: 91B30 62F10 62J86 90C20 PDFBibTeX XMLCite \textit{A. Woundjiagué} et al., Adv. Fuzzy Syst. 2019, Article ID 1393946, 14 p. (2019; Zbl 1420.91149) Full Text: DOI OA License
Chen, Yiqing; Yang, Yang Bivariate regular variation among randomly weighted sums in general insurance. (English) Zbl 1422.91334 Eur. Actuar. J. 9, No. 1, 301-322 (2019). MSC: 91B30 62P05 62E20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Yang}, Eur. Actuar. J. 9, No. 1, 301--322 (2019; Zbl 1422.91334) Full Text: DOI
Avram, F.; Banik, A. D.; Horvath, A. Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. (English) Zbl 1422.91323 Eur. Actuar. J. 9, No. 1, 273-299 (2019). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{F. Avram} et al., Eur. Actuar. J. 9, No. 1, 273--299 (2019; Zbl 1422.91323) Full Text: DOI
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew Optimal dividend payments for a two-dimensional insurance risk process. (English) Zbl 1422.91324 Eur. Actuar. J. 9, No. 1, 241-272 (2019). MSC: 91B30 60J75 PDFBibTeX XMLCite \textit{P. Azcue} et al., Eur. Actuar. J. 9, No. 1, 241--272 (2019; Zbl 1422.91324) Full Text: DOI arXiv OA License
Baskakov, Valery; Bartunova, Anna Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data. (English) Zbl 1422.91326 Eur. Actuar. J. 9, No. 1, 209-239 (2019). MSC: 91B30 62P05 62G05 62H05 62N02 PDFBibTeX XMLCite \textit{V. Baskakov} and \textit{A. Bartunova}, Eur. Actuar. J. 9, No. 1, 209--239 (2019; Zbl 1422.91326) Full Text: DOI arXiv
Hainaut, Donatien A self-organizing predictive map for non-life insurance. (English) Zbl 1422.91352 Eur. Actuar. J. 9, No. 1, 173-207 (2019). MSC: 91B30 62P05 91-08 PDFBibTeX XMLCite \textit{D. Hainaut}, Eur. Actuar. J. 9, No. 1, 173--207 (2019; Zbl 1422.91352) Full Text: DOI Link
Carlehed, Magnus Practical aspects of the aggregation of two risks in the Solvency II standard formula. (English) Zbl 1422.91330 Eur. Actuar. J. 9, No. 1, 155-171 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Carlehed}, Eur. Actuar. J. 9, No. 1, 155--171 (2019; Zbl 1422.91330) Full Text: DOI
Dhaene, Jan; Hanbali, Hamza Measuring medical inflation for health insurance portfolios in Belgium. (English) Zbl 1422.91338 Eur. Actuar. J. 9, No. 1, 139-153 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} and \textit{H. Hanbali}, Eur. Actuar. J. 9, No. 1, 139--153 (2019; Zbl 1422.91338) Full Text: DOI Link
Arnold, Séverine; Jijiie, Anca Generational transfers within the occupational pension system in Switzerland. (English) Zbl 1422.91322 Eur. Actuar. J. 9, No. 1, 109-138 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{S. Arnold} and \textit{A. Jijiie}, Eur. Actuar. J. 9, No. 1, 109--138 (2019; Zbl 1422.91322) Full Text: DOI
Duong, Quang Dien Application of Bayesian penalized spline regression for internal modeling in life insurance. (English) Zbl 1422.91342 Eur. Actuar. J. 9, No. 1, 67-107 (2019). MSC: 91B30 62P05 62G08 PDFBibTeX XMLCite \textit{Q. D. Duong}, Eur. Actuar. J. 9, No. 1, 67--107 (2019; Zbl 1422.91342) Full Text: DOI
Pitacco, Ermanno Heterogeneity in mortality: a survey with an actuarial focus. (English) Zbl 1422.91373 Eur. Actuar. J. 9, No. 1, 3-30 (2019). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{E. Pitacco}, Eur. Actuar. J. 9, No. 1, 3--30 (2019; Zbl 1422.91373) Full Text: DOI
Mimra, Wanda; Wambach, Achim Contract withdrawals and equilibrium in competitive markets with adverse selection. (English) Zbl 1422.91366 Econ. Theory 67, No. 4, 875-907 (2019). MSC: 91B30 91B40 PDFBibTeX XMLCite \textit{W. Mimra} and \textit{A. Wambach}, Econ. Theory 67, No. 4, 875--907 (2019; Zbl 1422.91366) Full Text: DOI
Zilberman, Eduardo; Carrasco, Vinicius; Hemsley, Pedro Risk sharing contracts with private information and one-sided commitment. (English) Zbl 1422.91383 Econ. Theory 68, No. 1, 53-81 (2019). MSC: 91B30 91B40 PDFBibTeX XMLCite \textit{E. Zilberman} et al., Econ. Theory 68, No. 1, 53--81 (2019; Zbl 1422.91383) Full Text: DOI
Ferrari, Giorgio; Schuhmann, Patrick An optimal dividend problem with capital injections over a finite horizon. (English) Zbl 1422.91344 SIAM J. Control Optim. 57, No. 4, 2686-2719 (2019). MSC: 91B30 93E20 60G40 PDFBibTeX XMLCite \textit{G. Ferrari} and \textit{P. Schuhmann}, SIAM J. Control Optim. 57, No. 4, 2686--2719 (2019; Zbl 1422.91344) Full Text: DOI arXiv Link
Duan, Yinying; Ye, Yong; Liu, Zhichao Risk assessment for enterprise merger and acquisition via multiple classifier fusion. (English) Zbl 1422.91341 Discrete Contin. Dyn. Syst., Ser. S 12, No. 4-5, 747-759 (2019). MSC: 91B30 90B50 PDFBibTeX XMLCite \textit{Y. Duan} et al., Discrete Contin. Dyn. Syst., Ser. S 12, No. 4--5, 747--759 (2019; Zbl 1422.91341) Full Text: DOI OA License
Kartashov, M. V.; Golomozyĭ, V. V. Some inequalities for the risk function in the time and space nonhomogeneous Cramér-Lundberg risk model. (English. Ukrainian original) Zbl 1418.91244 Theory Probab. Math. Stat. 98, 243-254 (2019); translation from Teor. Jmovirn. Mat. Stat. 98, 228-238 (2018). MSC: 91B30 60J25 PDFBibTeX XMLCite \textit{M. V. Kartashov} and \textit{V. V. Golomozyĭ}, Theory Probab. Math. Stat. 98, 243--254 (2019; Zbl 1418.91244); translation from Teor. Jmovirn. Mat. Stat. 98, 228--238 (2018) Full Text: DOI
Liang, Zhibin; Young, Virginia R. Optimal dividends with an affine penalty. (English) Zbl 1422.91359 J. Appl. Math. Comput. 60, No. 1-2, 703-730 (2019). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{Z. Liang} and \textit{V. R. Young}, J. Appl. Math. Comput. 60, No. 1--2, 703--730 (2019; Zbl 1422.91359) Full Text: DOI
Neuhaus, Walther One-year estimation uncertainty in some claim development models. (English) Zbl 1422.91368 Scand. Actuar. J. 2019, No. 7, 621-635 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{W. Neuhaus}, Scand. Actuar. J. 2019, No. 7, 621--635 (2019; Zbl 1422.91368) Full Text: DOI
Medford, Anthony; Vaupel, James W. An introduction to gevistic regression mortality models. (English) Zbl 1422.91364 Scand. Actuar. J. 2019, No. 7, 604-620 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A. Medford} and \textit{J. W. Vaupel}, Scand. Actuar. J. 2019, No. 7, 604--620 (2019; Zbl 1422.91364) Full Text: DOI
Syring, Nicholas; Hong, Liang; Martin, Ryan Gibbs posterior inference on value-at-risk. (English) Zbl 1422.91376 Scand. Actuar. J. 2019, No. 7, 548-557 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{N. Syring} et al., Scand. Actuar. J. 2019, No. 7, 548--557 (2019; Zbl 1422.91376) Full Text: DOI
Ungolo, Francesco; Christiansen, Marcus C.; Kleinow, Torsten; MacDonald, Angus S. Survival analysis of pension scheme mortality when data are missing. (English) Zbl 1422.91379 Scand. Actuar. J. 2019, No. 6, 523-547 (2019). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{F. Ungolo} et al., Scand. Actuar. J. 2019, No. 6, 523--547 (2019; Zbl 1422.91379) Full Text: DOI
Hieber, Peter; Natolski, Jan; Werner, Ralf Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios. (English) Zbl 1422.91354 Scand. Actuar. J. 2019, No. 6, 478-507 (2019). MSC: 91B30 91G30 91G20 PDFBibTeX XMLCite \textit{P. Hieber} et al., Scand. Actuar. J. 2019, No. 6, 478--507 (2019; Zbl 1422.91354) Full Text: DOI
López-Díaz, María Concepción; López-Díaz, Miguel; Martínez-Fernández, Sergio A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances. (English) Zbl 1422.91362 Scand. Actuar. J. 2019, No. 6, 453-477 (2019). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{M. C. López-Díaz} et al., Scand. Actuar. J. 2019, No. 6, 453--477 (2019; Zbl 1422.91362) Full Text: DOI Link
Huang, Yuxia; Yin, Chuancun A unifying approach to constrained and unconstrained optimal reinsurance. (English) Zbl 1422.91356 J. Comput. Appl. Math. 360, 1-17 (2019). MSC: 91B30 49N90 PDFBibTeX XMLCite \textit{Y. Huang} and \textit{C. Yin}, J. Comput. Appl. Math. 360, 1--17 (2019; Zbl 1422.91356) Full Text: DOI arXiv
Cronin, Christopher J. Insurance-Induced moral hazard: a dynamic model of within-year medical care decision making under uncertainty. (English) Zbl 1422.91336 Int. Econ. Rev. 60, No. 1, 187-218 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{C. J. Cronin}, Int. Econ. Rev. 60, No. 1, 187--218 (2019; Zbl 1422.91336) Full Text: DOI
Harenberg, Daniel; Ludwig, Alexander Idiosyncratic risk, aggregate risk, and the welfare effects of social security. (English) Zbl 1422.91353 Int. Econ. Rev. 60, No. 2, 661-692 (2019). MSC: 91B30 91B15 PDFBibTeX XMLCite \textit{D. Harenberg} and \textit{A. Ludwig}, Int. Econ. Rev. 60, No. 2, 661--692 (2019; Zbl 1422.91353) Full Text: DOI Link
Braun, R. Anton; Kopecky, Karen A.; Koreshkova, Tatyana Old, frail, and uninsured: accounting for features of the U.S. long-term care insurance market. (English) Zbl 1422.91328 Econometrica 87, No. 3, 981-1019 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{R. A. Braun} et al., Econometrica 87, No. 3, 981--1019 (2019; Zbl 1422.91328) Full Text: DOI
Morillas Jurado, F. G.; Baeza Sampere, I. Using wavelet techniques to approximate the subjacent risk of death. Generating alternative scenarios via bootstrap. (English) Zbl 1418.91251 Sadovnichiy, Victor A. (ed.) et al., Modern mathematics and mechanics. Fundamentals, problems and challenges. Cham: Springer. Underst. Complex Syst., 541-557 (2019). MSC: 91B30 91D20 91-08 PDFBibTeX XMLCite \textit{F. G. Morillas Jurado} and \textit{I. Baeza Sampere}, in: Modern mathematics and mechanics. Fundamentals, problems and challenges. Cham: Springer. 541--557 (2019; Zbl 1418.91251) Full Text: DOI
Laun, Tobias; Markussen, Simen; Vigtel, Trond Christian; Wallenius, Johanna Health, longevity and retirement reform. (English) Zbl 1418.91246 J. Econ. Dyn. Control 103, 123-157 (2019). MSC: 91B30 91D20 PDFBibTeX XMLCite \textit{T. Laun} et al., J. Econ. Dyn. Control 103, 123--157 (2019; Zbl 1418.91246) Full Text: DOI
Azevedo, Eduardo M.; Gottlieb, Daniel An example of non-existence of Riley equilibrium in markets with adverse selection. (English) Zbl 1417.91261 Games Econ. Behav. 116, 152-157 (2019). MSC: 91B30 91B24 PDFBibTeX XMLCite \textit{E. M. Azevedo} and \textit{D. Gottlieb}, Games Econ. Behav. 116, 152--157 (2019; Zbl 1417.91261) Full Text: DOI Link
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng Number of claims and ruin time for a refracted risk process. (English) Zbl 1417.91277 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Li} et al., MATRIX Book Ser. 2, 559--578 (2019; Zbl 1417.91277) Full Text: DOI arXiv
Zhang, Zhimin; Yong, Yaodi Valuing guaranteed equity-linked contracts by Laguerre series expansion. (English) Zbl 1417.91289 J. Comput. Appl. Math. 357, 329-348 (2019). MSC: 91B30 91G20 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{Y. Yong}, J. Comput. Appl. Math. 357, 329--348 (2019; Zbl 1417.91289) Full Text: DOI
Zhang, Qiang; Chen, Ping Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps. (English) Zbl 1410.91295 J. Comput. Appl. Math. 356, 46-66 (2019). MSC: 91B30 93E20 60J75 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{P. Chen}, J. Comput. Appl. Math. 356, 46--66 (2019; Zbl 1410.91295) Full Text: DOI
Gao, Qingwu; Zhuang, Jun; Huang, Zhongquan Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest. (English) Zbl 1419.91363 J. Comput. Appl. Math. 353, 219-231 (2019). MSC: 91B30 62P05 62E20 60J60 PDFBibTeX XMLCite \textit{Q. Gao} et al., J. Comput. Appl. Math. 353, 219--231 (2019; Zbl 1419.91363) Full Text: DOI
Fan, Yulian The solution of the optimal insurance problem with background risk. (English) Zbl 1410.91265 J. Funct. Spaces 2019, Article ID 2759398, 5 p. (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Fan}, J. Funct. Spaces 2019, Article ID 2759398, 5 p. (2019; Zbl 1410.91265) Full Text: DOI OA License
Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena Improving the forecast of longevity by combining models. (English) Zbl 1410.91253 N. Am. Actuar. J. 23, No. 2, 298-319 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{G. Apicella} et al., N. Am. Actuar. J. 23, No. 2, 298--319 (2019; Zbl 1410.91253) Full Text: DOI
Klein, Florian; Schmeiser, Hato Heterogeneous premiums for homogeneous risks? Asset liability management under default probability and price-demand functions. (English) Zbl 1410.91270 N. Am. Actuar. J. 23, No. 2, 276-297 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{F. Klein} and \textit{H. Schmeiser}, N. Am. Actuar. J. 23, No. 2, 276--297 (2019; Zbl 1410.91270) Full Text: DOI
Ragin, Marc A.; Xu, Jianren An ex post assessment of investor response to catastrophes. (English) Zbl 1410.91283 N. Am. Actuar. J. 23, No. 2, 250-275 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. A. Ragin} and \textit{J. Xu}, N. Am. Actuar. J. 23, No. 2, 250--275 (2019; Zbl 1410.91283) Full Text: DOI
Xu, Maochao; Hua, Lei Cybersecurity insurance: modeling and pricing. (English) Zbl 1410.91291 N. Am. Actuar. J. 23, No. 2, 220-249 (2019). MSC: 91B30 94A62 62P05 PDFBibTeX XMLCite \textit{M. Xu} and \textit{L. Hua}, N. Am. Actuar. J. 23, No. 2, 220--249 (2019; Zbl 1410.91291) Full Text: DOI
Xu, Mengyi; Sherris, Michael; Meyricke, Ramona Systematic mortality improvement trends and mortality heterogeneity: insights from individual-level HRS data. (English) Zbl 1410.91292 N. Am. Actuar. J. 23, No. 2, 197-219 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Xu} et al., N. Am. Actuar. J. 23, No. 2, 197--219 (2019; Zbl 1410.91292) Full Text: DOI
Diao, Liqun; Weng, Chengguo Regression tree credibility model. (English) Zbl 1410.91264 N. Am. Actuar. J. 23, No. 2, 169-196 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{L. Diao} and \textit{C. Weng}, N. Am. Actuar. J. 23, No. 2, 169--196 (2019; Zbl 1410.91264) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI
Li, Danping; Young, Virginia R. Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. (English) Zbl 1410.91274 Insur. Math. Econ. 87, 143-152 (2019). MSC: 91B30 90C15 35Q91 PDFBibTeX XMLCite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 87, 143--152 (2019; Zbl 1410.91274) Full Text: DOI
Lee, Gee Y.; Shi, Peng A dependent frequency-severity approach to modeling longitudinal insurance claims. (English) Zbl 1410.91271 Insur. Math. Econ. 87, 115-129 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{G. Y. Lee} and \textit{P. Shi}, Insur. Math. Econ. 87, 115--129 (2019; Zbl 1410.91271) Full Text: DOI
Asmussen, Søren; Christensen, Bent Jesper; Thøgersen, Julie Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market. (English) Zbl 1410.91255 Insur. Math. Econ. 87, 92-100 (2019). MSC: 91B30 91A15 60J75 PDFBibTeX XMLCite \textit{S. Asmussen} et al., Insur. Math. Econ. 87, 92--100 (2019; Zbl 1410.91255) Full Text: DOI
Preischl, M.; Thonhauser, S. Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. (English) Zbl 1410.91282 Insur. Math. Econ. 87, 82-91 (2019). MSC: 91B30 93E20 60K10 60J75 PDFBibTeX XMLCite \textit{M. Preischl} and \textit{S. Thonhauser}, Insur. Math. Econ. 87, 82--91 (2019; Zbl 1410.91282) Full Text: DOI arXiv
Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao Optimal robust insurance with a finite uncertainty set. (English) Zbl 1410.91254 Insur. Math. Econ. 87, 67-81 (2019). MSC: 91B30 90C90 49N90 91G60 PDFBibTeX XMLCite \textit{A. V. Asimit} et al., Insur. Math. Econ. 87, 67--81 (2019; Zbl 1410.91254) Full Text: DOI Link
Ghossoub, Mario Optimal insurance under rank-dependent expected utility. (English) Zbl 1410.91266 Insur. Math. Econ. 87, 51-66 (2019). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{M. Ghossoub}, Insur. Math. Econ. 87, 51--66 (2019; Zbl 1410.91266) Full Text: DOI
Wahl, Felix; Lindholm, Mathias; Verrall, Richard The collective reserving model. (English) Zbl 1410.91290 Insur. Math. Econ. 87, 34-50 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{F. Wahl} et al., Insur. Math. Econ. 87, 34--50 (2019; Zbl 1410.91290) Full Text: DOI