Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel The connection between distortion risk measures and ordered weighted averaging operators. (English) Zbl 1284.91204 Insur. Math. Econ. 52, No. 2, 411-420 (2013). MSC: 91B30 03E72 68T37 PDF BibTeX XML Cite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 52, No. 2, 411--420 (2013; Zbl 1284.91204) Full Text: DOI Link OpenURL
He, Lin; Liang, Zongxia Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase. (English) Zbl 1284.91521 Insur. Math. Econ. 52, No. 2, 404-410 (2013). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{L. He} and \textit{Z. Liang}, Insur. Math. Econ. 52, No. 2, 404--410 (2013; Zbl 1284.91521) Full Text: DOI OpenURL
Pitselis, Georgios Pure robust versus robust portfolio unbiased – credibility and asymptotic optimality. (English) Zbl 1284.91264 Insur. Math. Econ. 52, No. 2, 391-403 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Pitselis}, Insur. Math. Econ. 52, No. 2, 391--403 (2013; Zbl 1284.91264) Full Text: DOI OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano Claims reserving in the hierarchical generalized linear model framework. (English) Zbl 1284.91234 Insur. Math. Econ. 52, No. 2, 381-390 (2013). MSC: 91B30 62J12 PDF BibTeX XML Cite \textit{P. Gigante} et al., Insur. Math. Econ. 52, No. 2, 381--390 (2013; Zbl 1284.91234) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. Level premium rates as a function of initial capital. (English) Zbl 1284.91254 Insur. Math. Econ. 52, No. 2, 370-380 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 52, No. 2, 370--380 (2013; Zbl 1284.91254) Full Text: DOI OpenURL
Mao, Hong; Carson, James M.; Ostaszewski, Krzysztof M.; Wen, Zhongkai Optimal decision on dynamic insurance price and investment portfolio of an insurer. (English) Zbl 1284.91255 Insur. Math. Econ. 52, No. 2, 359-369 (2013). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{H. Mao} et al., Insur. Math. Econ. 52, No. 2, 359--369 (2013; Zbl 1284.91255) Full Text: DOI OpenURL
Wüthrich, Mario V. Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model. (English) Zbl 1284.62645 Insur. Math. Econ. 52, No. 2, 352-358 (2013). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{M. V. Wüthrich}, Insur. Math. Econ. 52, No. 2, 352--358 (2013; Zbl 1284.62645) Full Text: DOI OpenURL
Gijbels, Irène; Sznajder, Dominik Testing tail monotonicity by constrained copula estimation. (English) Zbl 1284.62313 Insur. Math. Econ. 52, No. 2, 338-351 (2013). MSC: 62H05 62G10 62H20 PDF BibTeX XML Cite \textit{I. Gijbels} and \textit{D. Sznajder}, Insur. Math. Econ. 52, No. 2, 338--351 (2013; Zbl 1284.62313) Full Text: DOI OpenURL
Hatzopoulos, P.; Haberman, S. Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data. (English) Zbl 1284.91238 Insur. Math. Econ. 52, No. 2, 320-337 (2013); corrigendum ibid. 53, No. 3, 919 (2013). MSC: 91B30 91D20 62P05 62J12 62H30 PDF BibTeX XML Cite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 52, No. 2, 320--337 (2013; Zbl 1284.91238) Full Text: DOI Link OpenURL
Yang, Yang; Hashorva, Enkelejd Extremes and products of multivariate AC-product risks. (English) Zbl 1284.60108 Insur. Math. Econ. 52, No. 2, 312-319 (2013). MSC: 60G70 62E20 62H20 91B30 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{E. Hashorva}, Insur. Math. Econ. 52, No. 2, 312--319 (2013; Zbl 1284.60108) Full Text: DOI Link OpenURL
Ziveyi, Jonathan; Blackburn, Craig; Sherris, Michael Pricing European options on deferred annuities. (English) Zbl 1284.91557 Insur. Math. Econ. 52, No. 2, 300-311 (2013). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{J. Ziveyi} et al., Insur. Math. Econ. 52, No. 2, 300--311 (2013; Zbl 1284.91557) Full Text: DOI OpenURL
Singor, Stefan N.; Grzelak, Lech A.; van Bragt, David D. B.; Oosterlee, Cornelis W. Pricing inflation products with stochastic volatility and stochastic interest rates. (English) Zbl 1284.91554 Insur. Math. Econ. 52, No. 2, 286-299 (2013). MSC: 91G20 91G30 91B70 PDF BibTeX XML Cite \textit{S. N. Singor} et al., Insur. Math. Econ. 52, No. 2, 286--299 (2013; Zbl 1284.91554) Full Text: DOI Link OpenURL
Mitchell, Daniel; Brockett, Patrick; Mendoza-Arriaga, Rafael; Muthuraman, Kumar Modeling and forecasting mortality rates. (English) Zbl 1284.91259 Insur. Math. Econ. 52, No. 2, 275-285 (2013). MSC: 91B30 91B84 91D20 62M20 PDF BibTeX XML Cite \textit{D. Mitchell} et al., Insur. Math. Econ. 52, No. 2, 275--285 (2013; Zbl 1284.91259) Full Text: DOI OpenURL
Pézier, Jacques; Scheller, Johanna Best portfolio insurance for long-term investment strategies in realistic conditions. (English) Zbl 1284.91262 Insur. Math. Econ. 52, No. 2, 263-274 (2013). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{J. Pézier} and \textit{J. Scheller}, Insur. Math. Econ. 52, No. 2, 263--274 (2013; Zbl 1284.91262) Full Text: DOI OpenURL
Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat A nonparametric approach to calculating value-at-risk. (English) Zbl 1284.62635 Insur. Math. Econ. 52, No. 2, 255-262 (2013). MSC: 62P05 62G05 91B30 PDF BibTeX XML Cite \textit{R. Alemany} et al., Insur. Math. Econ. 52, No. 2, 255--262 (2013; Zbl 1284.62635) Full Text: DOI OpenURL
Ma, Zong-Gang; Ma, Chao-Qun Pricing catastrophe risk bonds: a mixed approximation method. (English) Zbl 1284.91551 Insur. Math. Econ. 52, No. 2, 243-254 (2013). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{Z.-G. Ma} and \textit{C.-Q. Ma}, Insur. Math. Econ. 52, No. 2, 243--254 (2013; Zbl 1284.91551) Full Text: DOI OpenURL
Yang, Sharon S.; Dai, Tian-Shyr A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions. (English) Zbl 1284.91279 Insur. Math. Econ. 52, No. 2, 231-242 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{S. S. Yang} and \textit{T.-S. Dai}, Insur. Math. Econ. 52, No. 2, 231--242 (2013; Zbl 1284.91279) Full Text: DOI OpenURL
Madan, Dilip B.; Schoutens, Wim Systemic risk tradeoffs and option prices. (English) Zbl 1284.91552 Insur. Math. Econ. 52, No. 2, 222-230 (2013). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{D. B. Madan} and \textit{W. Schoutens}, Insur. Math. Econ. 52, No. 2, 222--230 (2013; Zbl 1284.91552) Full Text: DOI OpenURL
Owadally, Iqbal; Landsman, Zinoviy A characterization of optimal portfolios under the tail mean-variance criterion. (English) Zbl 1284.91528 Insur. Math. Econ. 52, No. 2, 213-221 (2013). MSC: 91G10 PDF BibTeX XML Cite \textit{I. Owadally} and \textit{Z. Landsman}, Insur. Math. Econ. 52, No. 2, 213--221 (2013; Zbl 1284.91528) Full Text: DOI OpenURL
Wong, Man Hong; Zhang, Shuzhong Computing best bounds for nonlinear risk measures with partial information. (English) Zbl 1284.91278 Insur. Math. Econ. 52, No. 2, 204-212 (2013). MSC: 91B30 60E05 62P05 90C22 PDF BibTeX XML Cite \textit{M. H. Wong} and \textit{S. Zhang}, Insur. Math. Econ. 52, No. 2, 204--212 (2013; Zbl 1284.91278) Full Text: DOI OpenURL
Gupta, Pankaj; Mittal, Garima; Mehlawat, Mukesh Kumar Expected value multiobjective portfolio rebalancing model with fuzzy parameters. (English) Zbl 1284.91519 Insur. Math. Econ. 52, No. 2, 190-203 (2013). MSC: 91G10 90C29 PDF BibTeX XML Cite \textit{P. Gupta} et al., Insur. Math. Econ. 52, No. 2, 190--203 (2013; Zbl 1284.91519) Full Text: DOI OpenURL
Chi, Yichun; Tan, Ken Seng Optimal reinsurance with general premium principles. (English) Zbl 1284.91216 Insur. Math. Econ. 52, No. 2, 180-189 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{K. S. Tan}, Insur. Math. Econ. 52, No. 2, 180--189 (2013; Zbl 1284.91216) Full Text: DOI OpenURL
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI OpenURL
Yang, Sharon S.; Wang, Chou-Wen Pricing and securitization of multi-country longevity risk with mortality dependence. (English) Zbl 1284.91556 Insur. Math. Econ. 52, No. 2, 157-169 (2013). MSC: 91G20 91D20 91B30 PDF BibTeX XML Cite \textit{S. S. Yang} and \textit{C.-W. Wang}, Insur. Math. Econ. 52, No. 2, 157--169 (2013; Zbl 1284.91556) Full Text: DOI OpenURL
Chen, Zhi-ping; Li, Gang; Guo, Ju-e Optimal investment policy in the time consistent mean-variance formulation. (English) Zbl 1284.91514 Insur. Math. Econ. 52, No. 2, 145-156 (2013). MSC: 91G10 91B30 91B70 90C39 PDF BibTeX XML Cite \textit{Z.-p. Chen} et al., Insur. Math. Econ. 52, No. 2, 145--156 (2013; Zbl 1284.91514) Full Text: DOI OpenURL
Barrieu, Pauline; Loubergé, Henri Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. (English) Zbl 1284.91203 Insur. Math. Econ. 52, No. 2, 135-144 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Barrieu} and \textit{H. Loubergé}, Insur. Math. Econ. 52, No. 2, 135--144 (2013; Zbl 1284.91203) Full Text: DOI Link OpenURL
Li, Shuanming; Lu, Yi On the generalized Gerber-Shiu function for surplus processes with interest. (English) Zbl 1284.91248 Insur. Math. Econ. 52, No. 2, 127-134 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 52, No. 2, 127--134 (2013; Zbl 1284.91248) Full Text: DOI OpenURL