Chi, Yichun; Tan, Ken Seng Optimal incentive-compatible insurance with background risk. (English) Zbl 1478.91163 ASTIN Bull. 51, No. 2, 661-688 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91B05 PDFBibTeX XMLCite \textit{Y. Chi} and \textit{K. S. Tan}, ASTIN Bull. 51, No. 2, 661--688 (2021; Zbl 1478.91163) Full Text: DOI
Chen, Yanhong Optimal reinsurance from the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition. (English) Zbl 1479.91313 ASTIN Bull. 51, No. 2, 631-659 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91B05 91B32 91B70 PDFBibTeX XMLCite \textit{Y. Chen}, ASTIN Bull. 51, No. 2, 631--659 (2021; Zbl 1479.91313) Full Text: DOI
Boonen, Tim J.; Zhang, Yiying Optimal reinsurance design with distortion risk measures and asymmetric information. (English) Zbl 1478.91161 ASTIN Bull. 51, No. 2, 607-629 (2021). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 PDFBibTeX XMLCite \textit{T. J. Boonen} and \textit{Y. Zhang}, ASTIN Bull. 51, No. 2, 607--629 (2021; Zbl 1478.91161) Full Text: DOI
Liu, Jiajun; Yang, Yang Asymptotics for systemic risk with dependent heavy-tailed losses. (English) Zbl 1471.91610 ASTIN Bull. 51, No. 2, 571-605 (2021). MSC: 91G45 62P05 PDFBibTeX XMLCite \textit{J. Liu} and \textit{Y. Yang}, ASTIN Bull. 51, No. 2, 571--605 (2021; Zbl 1471.91610) Full Text: DOI
Hu, Jie; Chen, Yu; Tan, Keqi Estimation of high conditional tail risk based on expectile regression. (English) Zbl 1479.91328 ASTIN Bull. 51, No. 2, 539-570 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 62G08 PDFBibTeX XMLCite \textit{J. Hu} et al., ASTIN Bull. 51, No. 2, 539--570 (2021; Zbl 1479.91328) Full Text: DOI
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Tempered Pareto-type modelling using Weibull distributions. (English) Zbl 1479.91301 ASTIN Bull. 51, No. 2, 509-538 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{H. Albrecher} et al., ASTIN Bull. 51, No. 2, 509--538 (2021; Zbl 1479.91301) Full Text: DOI arXiv
Poudyal, Chudamani Robust estimation of loss models for lognormal insurance payment severity data. (English) Zbl 1479.91339 ASTIN Bull. 51, No. 2, 475-507 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{C. Poudyal}, ASTIN Bull. 51, No. 2, 475--507 (2021; Zbl 1479.91339) Full Text: DOI arXiv
Sun, Jin; Zhu, Dan; Platen, Eckhard Dynamic asset allocation for target date funds under the benchmark approach. (English) Zbl 1471.91515 ASTIN Bull. 51, No. 2, 449-474 (2021). MSC: 91G10 91G05 PDFBibTeX XMLCite \textit{J. Sun} et al., ASTIN Bull. 51, No. 2, 449--474 (2021; Zbl 1471.91515) Full Text: DOI
Freimann, Arne Pricing longevity-linked securities in the presence of mortality trend changes. (English) Zbl 1475.91298 ASTIN Bull. 51, No. 2, 411-447 (2021). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G05 91G30 62P10 PDFBibTeX XMLCite \textit{A. Freimann}, ASTIN Bull. 51, No. 2, 411--447 (2021; Zbl 1475.91298) Full Text: DOI
De Rosa, Clemente; Luciano, Elisa; Regis, Luca Geographical diversification and longevity risk mitigation in annuity portfolios. (English) Zbl 1471.91456 ASTIN Bull. 51, No. 2, 375-410 (2021). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{C. De Rosa} et al., ASTIN Bull. 51, No. 2, 375--410 (2021; Zbl 1471.91456) Full Text: DOI
Li, Jackie; Lee, Maggie; Guthrie, Simon A double common factor model for mortality projection using best-performance mortality rates as reference. (English) Zbl 1471.91471 ASTIN Bull. 51, No. 2, 349-374 (2021). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{J. Li} et al., ASTIN Bull. 51, No. 2, 349--374 (2021; Zbl 1471.91471) Full Text: DOI