Badolati, Ennio; Ciccone, Sandra On Cramér’s first contributions to ruin theory. (English) Zbl 1414.91160 N. Am. Actuar. J. 21, No. 2, 193-203 (2017). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Badolati} and \textit{S. Ciccone}, N. Am. Actuar. J. 21, No. 2, 193--203 (2017; Zbl 1414.91160) Full Text: DOI
Ramsay, Colin M.; Oguledo, Victor I. Optimal disability insurance with moral hazards: absenteeism, presenteeism, and shirking. (English) Zbl 1414.91228 N. Am. Actuar. J. 19, No. 3, 143-173 (2015). MSC: 91B30 PDFBibTeX XMLCite \textit{C. M. Ramsay} and \textit{V. I. Oguledo}, N. Am. Actuar. J. 19, No. 3, 143--173 (2015; Zbl 1414.91228) Full Text: DOI
Kolkiewicz, Adam; Liu, Yan Semi-static hedging for GMWB in variable annuities. (English) Zbl 1291.91205 N. Am. Actuar. J. 16, No. 1, 112-140 (2012). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{A. Kolkiewicz} and \textit{Y. Liu}, N. Am. Actuar. J. 16, No. 1, 112--140 (2012; Zbl 1291.91205) Full Text: DOI
Huh, Joonghee; Kolkiewicz, Adam Computation of multivariate barrier crossing probability and its applications in credit risk models. (English) Zbl 1481.91219 N. Am. Actuar. J. 12, No. 3, 263-291 (2008). MSC: 91G60 91G40 91G20 60F10 60J70 PDFBibTeX XMLCite \textit{J. Huh} and \textit{A. Kolkiewicz}, N. Am. Actuar. J. 12, No. 3, 263--291 (2008; Zbl 1481.91219) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung On the class of Erlang mixtures with risk theoretic applications. (English) Zbl 1480.91253 N. Am. Actuar. J. 11, No. 2, 99-115 (2007). MSC: 91G05 62P05 60E05 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, N. Am. Actuar. J. 11, No. 2, 99--115 (2007; Zbl 1480.91253) Full Text: DOI
Yao, Yong State price density, Esscher transforms, and pricing options on stocks, bonds, and foreign exchange rates. (English) Zbl 1083.62548 N. Am. Actuar. J. 5, No. 3, 104-117 (2001). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{Y. Yao}, N. Am. Actuar. J. 5, No. 3, 104--117 (2001; Zbl 1083.62548) Full Text: DOI