Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime ruin under borrowing constraints. (English) Zbl 1119.91041 Insur. Math. Econ. 41, No. 1, 196-221 (2007). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, Insur. Math. Econ. 41, No. 1, 196--221 (2007; Zbl 1119.91041) Full Text: DOI arXiv OpenURL
Li, Junhai; Liu, Zaiming; Tang, Qihe On the ruin probabilities of a bidimensional perturbed risk model. (English) Zbl 1119.91056 Insur. Math. Econ. 41, No. 1, 185-195 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Li} et al., Insur. Math. Econ. 41, No. 1, 185--195 (2007; Zbl 1119.91056) Full Text: DOI OpenURL
Thonhauser, Stefan; Albrecher, Hansjörg Dividend maximization under consideration of the time value of ruin. (English) Zbl 1119.91047 Insur. Math. Econ. 41, No. 1, 163-184 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Thonhauser} and \textit{H. Albrecher}, Insur. Math. Econ. 41, No. 1, 163--184 (2007; Zbl 1119.91047) Full Text: DOI Link OpenURL
Bratiychuk, M. S.; Derfla, D. On a modification of the classical risk process. (English) Zbl 1119.91049 Insur. Math. Econ. 41, No. 1, 156-162 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{M. S. Bratiychuk} and \textit{D. Derfla}, Insur. Math. Econ. 41, No. 1, 156--162 (2007; Zbl 1119.91049) Full Text: DOI OpenURL
Hainaut, Donatien; Devolder, Pierre Management of a pension fund under mortality and financial risks. (English) Zbl 1119.91053 Insur. Math. Econ. 41, No. 1, 134-155 (2007). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{D. Hainaut} and \textit{P. Devolder}, Insur. Math. Econ. 41, No. 1, 134--155 (2007; Zbl 1119.91053) Full Text: DOI OpenURL
Xiao, Yuntao; Guo, Junyi The compound binomial risk model with time-correlated claims. (English) Zbl 1119.91059 Insur. Math. Econ. 41, No. 1, 124-133 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Xiao} and \textit{J. Guo}, Insur. Math. Econ. 41, No. 1, 124--133 (2007; Zbl 1119.91059) Full Text: DOI OpenURL
Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. Optimal dividends in the dual model. (English) Zbl 1131.91026 Insur. Math. Econ. 41, No. 1, 111-123 (2007). Reviewer: Antonis Papapantoleon (Wien) MSC: 91G50 91B30 60G51 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 41, No. 1, 111--123 (2007; Zbl 1131.91026) Full Text: DOI OpenURL
Gupta, Aparna; Li, Zhisheng Integrating optimal annuity planning with consumption-investment selections in retirement planning. (English) Zbl 1119.91052 Insur. Math. Econ. 41, No. 1, 96-110 (2007). MSC: 91B30 91B42 91B28 PDF BibTeX XML Cite \textit{A. Gupta} and \textit{Z. Li}, Insur. Math. Econ. 41, No. 1, 96--110 (2007; Zbl 1119.91052) Full Text: DOI OpenURL
Date, P.; Mamon, R.; Wang, I. C. Valuation of cash flows under random rates of interest: a linear algebraic approach. (English) Zbl 1119.91043 Insur. Math. Econ. 41, No. 1, 84-95 (2007). MSC: 91B28 91B70 PDF BibTeX XML Cite \textit{P. Date} et al., Insur. Math. Econ. 41, No. 1, 84--95 (2007; Zbl 1119.91043) Full Text: DOI OpenURL
Ayuso, Mercedes; Santolino, Miguel Predicting automobile claims bodily injury severity with sequential ordered logit models. (English) Zbl 1119.91048 Insur. Math. Econ. 41, No. 1, 71-83 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Ayuso} and \textit{M. Santolino}, Insur. Math. Econ. 41, No. 1, 71--83 (2007; Zbl 1119.91048) Full Text: DOI OpenURL
Jang, Jiwook Jump diffusion processes and their applications in insurance and finance. (English) Zbl 1119.91054 Insur. Math. Econ. 41, No. 1, 62-70 (2007). MSC: 91B30 91G20 60J75 91B70 PDF BibTeX XML Cite \textit{J. Jang}, Insur. Math. Econ. 41, No. 1, 62--70 (2007; Zbl 1119.91054) Full Text: DOI OpenURL
Asimit, Alexandru V.; Jones, Bruce L. Extreme behavior of bivariate elliptical distributions. (English) Zbl 1117.60014 Insur. Math. Econ. 41, No. 1, 53-61 (2007). MSC: 60E05 60G70 PDF BibTeX XML Cite \textit{A. V. Asimit} and \textit{B. L. Jones}, Insur. Math. Econ. 41, No. 1, 53--61 (2007; Zbl 1117.60014) Full Text: DOI Link OpenURL
Chadjiconstantinidis, Stathis; Politis, Konstadinos Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model. (English) Zbl 1119.91050 Insur. Math. Econ. 41, No. 1, 41-52 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{K. Politis}, Insur. Math. Econ. 41, No. 1, 41--52 (2007; Zbl 1119.91050) Full Text: DOI OpenURL
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung A time-series risk model with constant interest for dependent classes of business. (English) Zbl 1119.91060 Insur. Math. Econ. 41, No. 1, 32-40 (2007). MSC: 91B30 91B84 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Insur. Math. Econ. 41, No. 1, 32--40 (2007; Zbl 1119.91060) Full Text: DOI OpenURL
Willmot, Gordon E. On the discounted penalty function in the renewal risk model with general interclaim times. (English) Zbl 1119.91058 Insur. Math. Econ. 41, No. 1, 17-31 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 41, No. 1, 17--31 (2007; Zbl 1119.91058) Full Text: DOI OpenURL
Filipović, Damir; Kupper, Michael Monotone and cash-invariant convex functions and hulls. (English) Zbl 1119.91051 Insur. Math. Econ. 41, No. 1, 1-16 (2007). MSC: 91B30 91B84 PDF BibTeX XML Cite \textit{D. Filipović} and \textit{M. Kupper}, Insur. Math. Econ. 41, No. 1, 1--16 (2007; Zbl 1119.91051) Full Text: DOI OpenURL