Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi Optimal reinsurance under VaR and CTE risk measures. (English) Zbl 1140.91417 Insur. Math. Econ. 43, No. 1, 185-196 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., Insur. Math. Econ. 43, No. 1, 185--196 (2008; Zbl 1140.91417) Full Text: DOI OpenURL
Gourieroux, C.; Monfort, A. Quadratic stochastic intensity and prospective mortality tables. (English) Zbl 1140.91418 Insur. Math. Econ. 43, No. 1, 174-184 (2008). MSC: 91B30 91B82 PDF BibTeX XML Cite \textit{C. Gourieroux} and \textit{A. Monfort}, Insur. Math. Econ. 43, No. 1, 174--184 (2008; Zbl 1140.91418) Full Text: DOI Link OpenURL
Chen, Z.; Vetzal, K.; Forsyth, P. A. The effect of modelling parameters on the value of GMWB guarantees. (English) Zbl 1141.91024 Insur. Math. Econ. 43, No. 1, 165-173 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Chen} et al., Insur. Math. Econ. 43, No. 1, 165--173 (2008; Zbl 1141.91024) Full Text: DOI Link OpenURL
Hashorva, Enkelejd Tail asymptotic results for elliptical distributions. (English) Zbl 1145.62040 Insur. Math. Econ. 43, No. 1, 158-164 (2008). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G32 62H10 62E20 PDF BibTeX XML Cite \textit{E. Hashorva}, Insur. Math. Econ. 43, No. 1, 158--164 (2008; Zbl 1145.62040) Full Text: DOI arXiv OpenURL
Hoermann, Gudrun; Ruß, Jochen Enhanced annuities and the impact of individual underwriting on an insurer’s profit situation. (English) Zbl 1140.91420 Insur. Math. Econ. 43, No. 1, 150-157 (2008). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{G. Hoermann} and \textit{J. Ruß}, Insur. Math. Econ. 43, No. 1, 150--157 (2008; Zbl 1140.91420) Full Text: DOI OpenURL
Albrecher, Hansjörg; Thonhauser, Stefan Optimal dividend strategies for a risk process under force of interest. (English) Zbl 1140.91371 Insur. Math. Econ. 43, No. 1, 134-149 (2008). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Thonhauser}, Insur. Math. Econ. 43, No. 1, 134--149 (2008; Zbl 1140.91371) Full Text: DOI Link OpenURL
Paulsen, Jostein; Lunde, Astrid; Skaug, Hans Julius Fitting mixed-effects models when data are left truncated. (English) Zbl 1140.91426 Insur. Math. Econ. 43, No. 1, 121-133 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Paulsen} et al., Insur. Math. Econ. 43, No. 1, 121--133 (2008; Zbl 1140.91426) Full Text: DOI OpenURL
Hao, Xuemiao; Tang, Qihe A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. (English) Zbl 1142.62090 Insur. Math. Econ. 43, No. 1, 116-120 (2008). MSC: 62P05 60K10 91B30 PDF BibTeX XML Cite \textit{X. Hao} and \textit{Q. Tang}, Insur. Math. Econ. 43, No. 1, 116--120 (2008; Zbl 1142.62090) Full Text: DOI OpenURL
Yan, Jia; Liu, John J.; Li, Kevin X. Threshold control of mutual insurance with limited commitment. (English) Zbl 1140.91430 Insur. Math. Econ. 43, No. 1, 108-115 (2008). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{J. Yan} et al., Insur. Math. Econ. 43, No. 1, 108--115 (2008; Zbl 1140.91430) Full Text: DOI OpenURL
Lau, John W.; Siu, Tak Kuen On option pricing under a completely random measure via a generalized Esscher transform. (English) Zbl 1140.91400 Insur. Math. Econ. 43, No. 1, 99-107 (2008). MSC: 91G20 PDF BibTeX XML Cite \textit{J. W. Lau} and \textit{T. K. Siu}, Insur. Math. Econ. 43, No. 1, 99--107 (2008; Zbl 1140.91400) Full Text: DOI OpenURL
Hua, Lei; Cheung, Ka Chun Worst allocations of policy limits and deductibles. (English) Zbl 1140.91421 Insur. Math. Econ. 43, No. 1, 93-98 (2008). MSC: 91B30 91B32 91B28 PDF BibTeX XML Cite \textit{L. Hua} and \textit{K. C. Cheung}, Insur. Math. Econ. 43, No. 1, 93--98 (2008; Zbl 1140.91421) Full Text: DOI OpenURL
Robert, Christian Y.; Segers, Johan Tails of random sums of a heavy-tailed number of light-tailed terms. (English) Zbl 1154.60032 Insur. Math. Econ. 43, No. 1, 85-92 (2008). Reviewer: Michael Högele (Berlin) MSC: 60G50 60A10 91B30 PDF BibTeX XML Cite \textit{C. Y. Robert} and \textit{J. Segers}, Insur. Math. Econ. 43, No. 1, 85--92 (2008; Zbl 1154.60032) Full Text: DOI arXiv OpenURL
Badescu, Alexandru M.; Kulperger, Reg J. GARCH option pricing: A semiparametric approach. (English) Zbl 1140.91374 Insur. Math. Econ. 43, No. 1, 69-84 (2008). MSC: 91G20 PDF BibTeX XML Cite \textit{A. M. Badescu} and \textit{R. J. Kulperger}, Insur. Math. Econ. 43, No. 1, 69--84 (2008; Zbl 1140.91374) Full Text: DOI OpenURL
Stamos, Michael Z. Optimal consumption and portfolio choice for pooled annuity funds. (English) Zbl 1140.91411 Insur. Math. Econ. 43, No. 1, 56-68 (2008). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{M. Z. Stamos}, Insur. Math. Econ. 43, No. 1, 56--68 (2008; Zbl 1140.91411) Full Text: DOI OpenURL
Barbarin, Jérôme Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios. (English) Zbl 1140.91377 Insur. Math. Econ. 43, No. 1, 41-55 (2008). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{J. Barbarin}, Insur. Math. Econ. 43, No. 1, 41--55 (2008; Zbl 1140.91377) Full Text: DOI OpenURL
Zaglauer, Katharina; Bauer, Daniel Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment. (English) Zbl 1140.91431 Insur. Math. Econ. 43, No. 1, 29-40 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{K. Zaglauer} and \textit{D. Bauer}, Insur. Math. Econ. 43, No. 1, 29--40 (2008; Zbl 1140.91431) Full Text: DOI Link OpenURL
Nielsen, Peter Holm; Steffensen, Mogens Optimal investment and life insurance strategies under minimum and maximum constraints. (English) Zbl 1140.91425 Insur. Math. Econ. 43, No. 1, 15-28 (2008). MSC: 91B30 49L20 91B28 93E20 PDF BibTeX XML Cite \textit{P. H. Nielsen} and \textit{M. Steffensen}, Insur. Math. Econ. 43, No. 1, 15--28 (2008; Zbl 1140.91425) Full Text: DOI OpenURL
Berry-Stölzle, Thomas R. The impact of illiquidity on the asset management of insurance companies. (English) Zbl 1140.91416 Insur. Math. Econ. 43, No. 1, 1-14 (2008). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{T. R. Berry-Stölzle}, Insur. Math. Econ. 43, No. 1, 1--14 (2008; Zbl 1140.91416) Full Text: DOI OpenURL