Landriault, David; Li, Bin; Li, Shu Analysis of a drawdown-based regime-switching Lévy insurance model. (English) Zbl 1308.91086 Insur. Math. Econ. 60, 98-107 (2015). MSC: 91B30 60G40 60G51 62P05 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 60, 98--107 (2015; Zbl 1308.91086) Full Text: DOI
Bohnert, Alexander; Gatzert, Nadine; Jørgensen, Peter Løchte On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes. (English) Zbl 1308.91076 Insur. Math. Econ. 60, 83-97 (2015). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{A. Bohnert} et al., Insur. Math. Econ. 60, 83--97 (2015; Zbl 1308.91076) Full Text: DOI
Landriault, David; Shi, Tianxiang Occupation times in the MAP risk model. (English) Zbl 1308.91087 Insur. Math. Econ. 60, 75-82 (2015). MSC: 91B30 60J28 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{T. Shi}, Insur. Math. Econ. 60, 75--82 (2015; Zbl 1308.91087) Full Text: DOI
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio Optimal reinsurance under risk and uncertainty. (English) Zbl 1308.91075 Insur. Math. Econ. 60, 61-74 (2015). MSC: 91B30 90C05 90C46 90C48 PDFBibTeX XMLCite \textit{A. Balbás} et al., Insur. Math. Econ. 60, 61--74 (2015; Zbl 1308.91075) Full Text: DOI Link
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization. (English) Zbl 1308.91077 Insur. Math. Econ. 60, 47-60 (2015). MSC: 91B30 60J25 60G35 60G55 PDFBibTeX XMLCite \textit{C. Ceci} et al., Insur. Math. Econ. 60, 47--60 (2015; Zbl 1308.91077) Full Text: DOI arXiv
Li, Shu; Landriault, David; Lemieux, Christiane A risk model with varying premiums: its risk management implications. (English) Zbl 1308.91089 Insur. Math. Econ. 60, 38-46 (2015). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{S. Li} et al., Insur. Math. Econ. 60, 38--46 (2015; Zbl 1308.91089) Full Text: DOI
Dierkes, Thomas; Ortmann, Karl Michael On the efficient utilisation of duration. (English) Zbl 1308.91160 Insur. Math. Econ. 60, 29-37 (2015). MSC: 91G20 91G30 91B30 PDFBibTeX XMLCite \textit{T. Dierkes} and \textit{K. M. Ortmann}, Insur. Math. Econ. 60, 29--37 (2015; Zbl 1308.91160) Full Text: DOI
Fard, Farzad Alavi Analytical pricing of vulnerable options under a generalized jump-diffusion model. (English) Zbl 1308.91161 Insur. Math. Econ. 60, 19-28 (2015). MSC: 91G20 91G40 60J75 PDFBibTeX XMLCite \textit{F. A. Fard}, Insur. Math. Econ. 60, 19--28 (2015; Zbl 1308.91161) Full Text: DOI
Asimit, Alexandru V.; Chen, Yiqing Asymptotic results for conditional measures of association of a random sum. (English) Zbl 1309.62103 Insur. Math. Econ. 60, 11-18 (2015). MSC: 62H20 62G30 62G20 60G70 91B30 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{Y. Chen}, Insur. Math. Econ. 60, 11--18 (2015; Zbl 1309.62103) Full Text: DOI Link
Fellingham, Gilbert W.; Kottas, Athanasios; Hartman, Brian M. Bayesian nonparametric predictive modeling of group health claims. (English) Zbl 1308.91080 Insur. Math. Econ. 60, 1-10 (2015). MSC: 91B30 62G05 62F15 62P05 PDFBibTeX XMLCite \textit{G. W. Fellingham} et al., Insur. Math. Econ. 60, 1--10 (2015; Zbl 1308.91080) Full Text: DOI