Psarrakos, Georgios On the DFR property of the compound geometric distribution with applications in risk theory. (English) Zbl 1231.91229 Insur. Math. Econ. 47, No. 3, 428-433 (2010). MSC: 91B30 60K05 60E15 PDF BibTeX XML Cite \textit{G. Psarrakos}, Insur. Math. Econ. 47, No. 3, 428--433 (2010; Zbl 1231.91229) Full Text: DOI OpenURL
Willmot, Gordon E. Distributional analysis of a generalization of the Pólya process. (English) Zbl 1231.60077 Insur. Math. Econ. 47, No. 3, 423-427 (2010). MSC: 60J27 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 47, No. 3, 423--427 (2010; Zbl 1231.60077) Full Text: DOI OpenURL
Xu, Guoping; Zheng, Harry Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method. (English) Zbl 1231.91451 Insur. Math. Econ. 47, No. 3, 415-422 (2010). MSC: 91G20 91G60 35R09 60J75 91B70 PDF BibTeX XML Cite \textit{G. Xu} and \textit{H. Zheng}, Insur. Math. Econ. 47, No. 3, 415--422 (2010; Zbl 1231.91451) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe Asymptotics of random contractions. (English) Zbl 1231.91196 Insur. Math. Econ. 47, No. 3, 405-414 (2010). MSC: 91B30 60F05 60G70 91B25 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Insur. Math. Econ. 47, No. 3, 405--414 (2010; Zbl 1231.91196) Full Text: DOI arXiv OpenURL
Stadje, Mitja Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach. (English) Zbl 1231.91240 Insur. Math. Econ. 47, No. 3, 391-404 (2010). MSC: 91B30 91B70 60F25 60H10 PDF BibTeX XML Cite \textit{M. Stadje}, Insur. Math. Econ. 47, No. 3, 391--404 (2010; Zbl 1231.91240) Full Text: DOI Link OpenURL
Labuschagne, Coenraad C. A.; Offwood, Theresa M. A note on the connection between the Esscher-Girsanov transform and the Wang transform. (English) Zbl 1231.60062 Insur. Math. Econ. 47, No. 3, 385-390 (2010). MSC: 60H30 28A12 91B30 91G20 PDF BibTeX XML Cite \textit{C. C. A. Labuschagne} and \textit{T. M. Offwood}, Insur. Math. Econ. 47, No. 3, 385--390 (2010; Zbl 1231.60062) Full Text: DOI OpenURL
Liew, Chuin Ching; Siu, Tak Kuen A hidden Markov regime-switching model for option valuation. (English) Zbl 1231.91443 Insur. Math. Econ. 47, No. 3, 374-384 (2010). MSC: 91G20 60J27 PDF BibTeX XML Cite \textit{C. C. Liew} and \textit{T. K. Siu}, Insur. Math. Econ. 47, No. 3, 374--384 (2010; Zbl 1231.91443) Full Text: DOI OpenURL
Chen, Bingzheng; Zhang, Lihong; Zhao, Lin On the robustness of longevity risk pricing. (English) Zbl 1231.91426 Insur. Math. Econ. 47, No. 3, 358-373 (2010). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{B. Chen} et al., Insur. Math. Econ. 47, No. 3, 358--373 (2010; Zbl 1231.91426) Full Text: DOI OpenURL
Russo, Ralph P.; Shyamalkumar, Nariankadu D. Bounds for the bias of the empirical CTE. (English) Zbl 1231.91231 Insur. Math. Econ. 47, No. 3, 352-357 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. P. Russo} and \textit{N. D. Shyamalkumar}, Insur. Math. Econ. 47, No. 3, 352--357 (2010; Zbl 1231.91231) Full Text: DOI OpenURL
Ma, Jin; Yun, Youngyun Correlated intensity, counter party risks, and dependent mortalities. (English) Zbl 1231.91214 Insur. Math. Econ. 47, No. 3, 337-351 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Ma} and \textit{Y. Yun}, Insur. Math. Econ. 47, No. 3, 337--351 (2010; Zbl 1231.91214) Full Text: DOI OpenURL
Debón, A.; Martínez-Ruiz, F.; Montes, F. A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities. (English) Zbl 1231.91173 Insur. Math. Econ. 47, No. 3, 327-336 (2010). MSC: 91B30 62P05 86A32 PDF BibTeX XML Cite \textit{A. Debón} et al., Insur. Math. Econ. 47, No. 3, 327--336 (2010; Zbl 1231.91173) Full Text: DOI Link OpenURL
Edoli, Enrico; Runggaldier, Wolfgang J. On optimal investment in a reinsurance context with a point process market model. (English) Zbl 1231.91180 Insur. Math. Econ. 47, No. 3, 315-326 (2010). MSC: 91B30 93E20 91G10 90C40 PDF BibTeX XML Cite \textit{E. Edoli} and \textit{W. J. Runggaldier}, Insur. Math. Econ. 47, No. 3, 315--326 (2010; Zbl 1231.91180) Full Text: DOI Link OpenURL
Shi, Peng; Frees, Edward W. Long-tail longitudinal modeling of insurance company expenses. (English) Zbl 1231.91236 Insur. Math. Econ. 47, No. 3, 303-314 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Shi} and \textit{E. W. Frees}, Insur. Math. Econ. 47, No. 3, 303--314 (2010; Zbl 1231.91236) Full Text: DOI OpenURL
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. Decision principles derived from risk measures. (English) Zbl 1231.91191 Insur. Math. Econ. 47, No. 3, 294-302 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 47, No. 3, 294--302 (2010; Zbl 1231.91191) Full Text: DOI OpenURL
Delong, Łukasz An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process. (English) Zbl 1231.91491 Insur. Math. Econ. 47, No. 3, 278-293 (2010). MSC: 91G80 93E20 49N90 60G51 PDF BibTeX XML Cite \textit{Ł. Delong}, Insur. Math. Econ. 47, No. 3, 278--293 (2010; Zbl 1231.91491) Full Text: DOI OpenURL
van Haastrecht, Alexander; Plat, Richard; Pelsser, Antoon Valuation of guaranteed annuity options using a stochastic volatility model for equity prices. (English) Zbl 1231.91490 Insur. Math. Econ. 47, No. 3, 266-277 (2010). MSC: 91G70 91G30 91B70 PDF BibTeX XML Cite \textit{A. van Haastrecht} et al., Insur. Math. Econ. 47, No. 3, 266--277 (2010; Zbl 1231.91490) Full Text: DOI OpenURL
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa Evaluating the goodness of fit of stochastic mortality models. (English) Zbl 1231.91179 Insur. Math. Econ. 47, No. 3, 255-265 (2010). MSC: 91B30 91B70 62P05 PDF BibTeX XML Cite \textit{K. Dowd} et al., Insur. Math. Econ. 47, No. 3, 255--265 (2010; Zbl 1231.91179) Full Text: DOI OpenURL