Bahl, Raj Kumari; Sabanis, Sotirios Model-independent price bounds for catastrophic mortality bonds. (English) Zbl 1460.91209 Insur. Math. Econ. 96, 276-291 (2021). MSC: 91G05 91G20 60G44 PDF BibTeX XML Cite \textit{R. K. Bahl} and \textit{S. Sabanis}, Insur. Math. Econ. 96, 276--291 (2021; Zbl 1460.91209) Full Text: DOI arXiv OpenURL
Roch, Oriol; Valdez, Emiliano A. Lower convex order bound approximations for sums of log-skew normal random variables. (English) Zbl 1274.60042 Appl. Stoch. Models Bus. Ind. 27, No. 5, 487-502 (2011). MSC: 60E05 62H10 91G60 91G10 PDF BibTeX XML Cite \textit{O. Roch} and \textit{E. A. Valdez}, Appl. Stoch. Models Bus. Ind. 27, No. 5, 487--502 (2011; Zbl 1274.60042) Full Text: DOI OpenURL
Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven Bounds and approximations for sums of dependent log-elliptical random variables. (English) Zbl 1162.91440 Insur. Math. Econ. 44, No. 3, 385-397 (2009). MSC: 91B30 91B28 62P05 PDF BibTeX XML Cite \textit{E. A. Valdez} et al., Insur. Math. Econ. 44, No. 3, 385--397 (2009; Zbl 1162.91440) Full Text: DOI OpenURL
Deelstra, Griselda; Diallo, Ibrahima; Vanmaele, Michèle Bounds for Asian basket options. (English) Zbl 1151.91500 J. Comput. Appl. Math. 218, No. 2, 215-228 (2008). MSC: 91B28 60E15 60J65 PDF BibTeX XML Cite \textit{G. Deelstra} et al., J. Comput. Appl. Math. 218, No. 2, 215--228 (2008; Zbl 1151.91500) Full Text: DOI OpenURL
Ahcan, Ales; Darkiewicz, Grzegorz; Goovaerts, Marc; Hoedemakers, Tom Computation of convex bounds for present value functions with random payments. (English) Zbl 1119.91039 J. Comput. Appl. Math. 186, No. 1, 23-42 (2006). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{A. Ahcan} et al., J. Comput. Appl. Math. 186, No. 1, 23--42 (2006; Zbl 1119.91039) Full Text: DOI OpenURL
Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan Comparing approximations for risk measures of sums of nonindependent lognormal random variables. (English) Zbl 1215.91038 N. Am. Actuar. J. 9, No. 4, 71-82 (2005). MSC: 91B30 62E17 62E10 PDF BibTeX XML Cite \textit{S. Vanduffel} et al., N. Am. Actuar. J. 9, No. 4, 71--82 (2005; Zbl 1215.91038) Full Text: DOI OpenURL
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc Approximations for life annuity contracts in a stochastic financial environment. (English) Zbl 1125.91064 Insur. Math. Econ. 37, No. 2, 239-269 (2005). MSC: 91B30 91B28 62P05 PDF BibTeX XML Cite \textit{T. Hoedemakers} et al., Insur. Math. Econ. 37, No. 2, 239--269 (2005; Zbl 1125.91064) Full Text: DOI OpenURL
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: applications. (English) Zbl 1037.62107 Insur. Math. Econ. 31, No. 2, 133-161 (2002). MSC: 62P05 91B28 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 31, No. 2, 133--161 (2002; Zbl 1037.62107) Full Text: DOI OpenURL