Chi, Yichun; Liu, Fangda Optimal insurance design in the presence of exclusion clauses. (English) Zbl 1396.91296 Insur. Math. Econ. 76, 185-195 (2017). MSC: 91B30 62P05 91G70 PDFBibTeX XMLCite \textit{Y. Chi} and \textit{F. Liu}, Insur. Math. Econ. 76, 185--195 (2017; Zbl 1396.91296) Full Text: DOI
Menoncin, Francesco; Vigna, Elena Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (English) Zbl 1396.91307 Insur. Math. Econ. 76, 172-184 (2017). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{F. Menoncin} and \textit{E. Vigna}, Insur. Math. Econ. 76, 172--184 (2017; Zbl 1396.91307) Full Text: DOI
Mezőfi, Balázs; Niedermayer, Andras; Niedermayer, Daniel; Süli, Balázs Márton Solvency II reporting: how to interpret funds’ aggregate solvency capital requirement figures. (English) Zbl 1396.91308 Insur. Math. Econ. 76, 164-171 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Mezőfi} et al., Insur. Math. Econ. 76, 164--171 (2017; Zbl 1396.91308) Full Text: DOI
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra Unit-linked life insurance policies: optimal hedging in partially observable market models. (English) Zbl 1395.91247 Insur. Math. Econ. 76, 149-163 (2017). MSC: 91B30 60G35 60G48 91G20 PDFBibTeX XMLCite \textit{C. Ceci} et al., Insur. Math. Econ. 76, 149--163 (2017; Zbl 1395.91247) Full Text: DOI arXiv
Wei, Wei Joint stochastic orders of high degrees and their applications in portfolio selections. (English) Zbl 1395.60027 Insur. Math. Econ. 76, 141-148 (2017). MSC: 60E15 91B30 91G10 PDFBibTeX XMLCite \textit{W. Wei}, Insur. Math. Econ. 76, 141--148 (2017; Zbl 1395.60027) Full Text: DOI
Boratyńska, Agata Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function. (English) Zbl 1395.62321 Insur. Math. Econ. 76, 135-140 (2017). MSC: 62P05 62F15 62C10 62C20 91B30 PDFBibTeX XMLCite \textit{A. Boratyńska}, Insur. Math. Econ. 76, 135--140 (2017; Zbl 1395.62321) Full Text: DOI
Gan, Guojun; Valdez, Emiliano A. Modeling partial Greeks of variable annuities with dependence. (English) Zbl 1395.91251 Insur. Math. Econ. 76, 118-134 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{G. Gan} and \textit{E. A. Valdez}, Insur. Math. Econ. 76, 118--134 (2017; Zbl 1395.91251) Full Text: DOI
Shevchenko, Pavel V.; Luo, Xiaolin Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate. (English) Zbl 1395.91503 Insur. Math. Econ. 76, 104-117 (2017). MSC: 91G60 91G20 91B30 93E20 60H10 PDFBibTeX XMLCite \textit{P. V. Shevchenko} and \textit{X. Luo}, Insur. Math. Econ. 76, 104--117 (2017; Zbl 1395.91503) Full Text: DOI arXiv
Hao, Xuemiao; Liang, Chunli; Wei, Linghua Evaluation of credit value adjustment in K-forward. (English) Zbl 1395.91252 Insur. Math. Econ. 76, 95-103 (2017). MSC: 91B30 91G40 62P05 PDFBibTeX XMLCite \textit{X. Hao} et al., Insur. Math. Econ. 76, 95--103 (2017; Zbl 1395.91252) Full Text: DOI
Sak, Halis; Başoğlu, İsmail Efficient randomized quasi-Monte Carlo methods for portfolio market risk. (English) Zbl 1395.91502 Insur. Math. Econ. 76, 87-94 (2017). MSC: 91G60 65C05 91G10 62P05 PDFBibTeX XMLCite \textit{H. Sak} and \textit{İ. Başoğlu}, Insur. Math. Econ. 76, 87--94 (2017; Zbl 1395.91502) Full Text: DOI arXiv
Menoncin, Francesco; Regis, Luca Longevity-linked assets and pre-retirement consumption/portfolio decisions. (English) Zbl 1395.91258 Insur. Math. Econ. 76, 75-86 (2017). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{F. Menoncin} and \textit{L. Regis}, Insur. Math. Econ. 76, 75--86 (2017; Zbl 1395.91258) Full Text: DOI
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen On taxed spectrally negative Lévy processes with draw-down stopping. (English) Zbl 1395.91245 Insur. Math. Econ. 76, 69-74 (2017). MSC: 91B30 60G40 60G51 PDFBibTeX XMLCite \textit{F. Avram} et al., Insur. Math. Econ. 76, 69--74 (2017; Zbl 1395.91245) Full Text: DOI
Su, Jianxi; Furman, Edward Multiple risk factor dependence structures: distributional properties. (English) Zbl 1395.91261 Insur. Math. Econ. 76, 56-68 (2017). MSC: 91B30 62P05 62G32 PDFBibTeX XMLCite \textit{J. Su} and \textit{E. Furman}, Insur. Math. Econ. 76, 56--68 (2017; Zbl 1395.91261) Full Text: DOI arXiv
Hu, Xiang; Duan, Baige; Zhang, Lianzeng De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information. (English) Zbl 1395.91253 Insur. Math. Econ. 76, 48-55 (2017). MSC: 91B30 62P05 62E17 PDFBibTeX XMLCite \textit{X. Hu} et al., Insur. Math. Econ. 76, 48--55 (2017; Zbl 1395.91253) Full Text: DOI
Liu, Qing; Peng, Liang; Wang, Xing Haezendonck-Goovaerts risk measure with a heavy tailed loss. (English) Zbl 1395.91256 Insur. Math. Econ. 76, 28-47 (2017). MSC: 91B30 62G32 62P05 PDFBibTeX XMLCite \textit{Q. Liu} et al., Insur. Math. Econ. 76, 28--47 (2017; Zbl 1395.91256) Full Text: DOI
Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël; Chen, Ze Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency. (English) Zbl 1395.91249 Insur. Math. Econ. 76, 14-27 (2017). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 76, 14--27 (2017; Zbl 1395.91249) Full Text: DOI
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre Hierarchical Archimedean copulas through multivariate compound distributions. (English) Zbl 1395.62112 Insur. Math. Econ. 76, 1-13 (2017). MSC: 62H05 60E05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 76, 1--13 (2017; Zbl 1395.62112) Full Text: DOI