Fan, Qi; Tan, Ken Seng; Zhang, Jinggong Empirical tail risk management with model-based annealing random search. (English) Zbl 07676624 Insur. Math. Econ. 110, 106-124 (2023). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{Q. Fan} et al., Insur. Math. Econ. 110, 106--124 (2023; Zbl 07676624) Full Text: DOI OpenURL
Xing, Jie; Ma, Jingtang; Yang, Wensheng Optimal entry decision of unemployment insurance under partial information. (English) Zbl 07676620 Insur. Math. Econ. 110, 31-52 (2023). MSC: 91G05 60G40 PDF BibTeX XML Cite \textit{J. Xing} et al., Insur. Math. Econ. 110, 31--52 (2023; Zbl 07676620) Full Text: DOI OpenURL
Park, Kyunghyun; Wong, Hoi Ying; Yan, Tingjin Robust retirement and life insurance with inflation risk and model ambiguity. (English) Zbl 07676619 Insur. Math. Econ. 110, 1-30 (2023). MSC: 91G05 90C17 PDF BibTeX XML Cite \textit{K. Park} et al., Insur. Math. Econ. 110, 1--30 (2023; Zbl 07676619) Full Text: DOI OpenURL
Xu, Zuo Quan Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory. (English) Zbl 07675710 Scand. Actuar. J. 2023, No. 3, 269-289 (2023). MSC: 91G05 91B41 91B16 49N90 62P05 PDF BibTeX XML Cite \textit{Z. Q. Xu}, Scand. Actuar. J. 2023, No. 3, 269--289 (2023; Zbl 07675710) Full Text: DOI arXiv OpenURL
Birghila, Corina; Boonen, Tim J.; Ghossoub, Mario Optimal insurance under maxmin expected utility. (English) Zbl 07673721 Finance Stoch. 27, No. 2, 467-501 (2023). MSC: 91G05 90C90 PDF BibTeX XML Cite \textit{C. Birghila} et al., Finance Stoch. 27, No. 2, 467--501 (2023; Zbl 07673721) Full Text: DOI arXiv OpenURL
Chen, Fenge; He, Zhiqiang; Peng, Xingchun A non-zero-sum stochastic differential game between two mean-variance insurers with inside information. (English) Zbl 07669003 J. Ind. Manag. Optim. 19, No. 8, 6130-6158 (2023). MSC: 97M30 91G80 93E20 60H30 PDF BibTeX XML Cite \textit{F. Chen} et al., J. Ind. Manag. Optim. 19, No. 8, 6130--6158 (2023; Zbl 07669003) Full Text: DOI OpenURL
Zhou, Xia; Chen, Peimin; Zhang, Jiawei; Tu, Jingwen; He, Yong The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment. (English) Zbl 07668935 J. Ind. Manag. Optim. 19, No. 6, 4551-4590 (2023). MSC: 91G15 91B16 97M30 35F21 PDF BibTeX XML Cite \textit{X. Zhou} et al., J. Ind. Manag. Optim. 19, No. 6, 4551--4590 (2023; Zbl 07668935) Full Text: DOI OpenURL
Zhou, Guoyong; Qiu, Zhijian; Li, Sheng A Stackelberg reinsurance-investment game under Heston’s stochastic volatility model. (English) Zbl 07668927 J. Ind. Manag. Optim. 19, No. 6, 4350-4380 (2023). MSC: 91A23 93E20 97M30 PDF BibTeX XML Cite \textit{G. Zhou} et al., J. Ind. Manag. Optim. 19, No. 6, 4350--4380 (2023; Zbl 07668927) Full Text: DOI OpenURL
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 07668906 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 07668906) Full Text: DOI OpenURL
Li, Sheng; Yuan, Wei; Chen, Peimin Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market. (English) Zbl 07668862 J. Ind. Manag. Optim. 19, No. 4, 2855-2888 (2023). MSC: 91B30 93E20 62P05 PDF BibTeX XML Cite \textit{S. Li} et al., J. Ind. Manag. Optim. 19, No. 4, 2855--2888 (2023; Zbl 07668862) Full Text: DOI OpenURL
Lee, Hangsuck; Song, Seongjoo; Lee, Gaeun Insurance guaranty premiums and exchange options. (English) Zbl 1508.91476 Math. Financ. Econ. 17, No. 1, 49-77 (2023). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{H. Lee} et al., Math. Financ. Econ. 17, No. 1, 49--77 (2023; Zbl 1508.91476) Full Text: DOI OpenURL
Liu, Wenyue; Cadenillas, Abel Optimal insurance contracts for a shot-noise Cox claim process and persistent insured’s actions. (English) Zbl 1508.91479 Insur. Math. Econ. 109, 69-93 (2023). MSC: 91G05 91B41 93E20 PDF BibTeX XML Cite \textit{W. Liu} and \textit{A. Cadenillas}, Insur. Math. Econ. 109, 69--93 (2023; Zbl 1508.91479) Full Text: DOI OpenURL
Gao, Guangyuan; Li, Jiahong Dependence modeling of frequency-severity of insurance claims using waiting time. (English) Zbl 1508.91471 Insur. Math. Econ. 109, 29-51 (2023). MSC: 91G05 62P05 62H05 60G55 PDF BibTeX XML Cite \textit{G. Gao} and \textit{J. Li}, Insur. Math. Econ. 109, 29--51 (2023; Zbl 1508.91471) Full Text: DOI OpenURL
Golubin, A. Y.; Gridin, V. N. Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process. (English) Zbl 1508.91472 Scand. Actuar. J. 2023, No. 1, 20-37 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Y. Golubin} and \textit{V. N. Gridin}, Scand. Actuar. J. 2023, No. 1, 20--37 (2023; Zbl 1508.91472) Full Text: DOI OpenURL
Falden, Debbie Kusch; Nyegaard, Anna Kamille Reserve-dependent management actions in life insurance. (English) Zbl 1508.91469 Scand. Actuar. J. 2023, No. 1, 1-19 (2023). MSC: 91G05 35Q91 PDF BibTeX XML Cite \textit{D. K. Falden} and \textit{A. K. Nyegaard}, Scand. Actuar. J. 2023, No. 1, 1--19 (2023; Zbl 1508.91469) Full Text: DOI OpenURL
Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (English) Zbl 1507.91174 Insur. Math. Econ. 108, 46-59 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Y. Robert}, Insur. Math. Econ. 108, 46--59 (2023; Zbl 1507.91174) Full Text: DOI OpenURL
Li, Xun; Yu, Xiang; Zhang, Qinyi Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (English) Zbl 1507.91188 Insur. Math. Econ. 108, 25-45 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Li} et al., Insur. Math. Econ. 108, 25--45 (2023; Zbl 1507.91188) Full Text: DOI arXiv OpenURL
Carvajal, Andrés; Thereze, João Insurance contracts and financial markets. (English) Zbl 1506.91150 Math. Soc. Sci. 121, 8-19 (2023). MSC: 91G05 91G15 PDF BibTeX XML Cite \textit{A. Carvajal} and \textit{J. Thereze}, Math. Soc. Sci. 121, 8--19 (2023; Zbl 1506.91150) Full Text: DOI OpenURL
Huh, Jeonggyu; Jeon, Junkee; Park, Kyunghyun Variable annuity with a surrender option under multiscale stochastic volatility. (English) Zbl 1506.35245 Japan J. Ind. Appl. Math. 40, No. 1, 1-39 (2023). Reviewer: Piotr Biler (Wrocław) MSC: 35Q91 91G05 35B20 35R60 PDF BibTeX XML Cite \textit{J. Huh} et al., Japan J. Ind. Appl. Math. 40, No. 1, 1--39 (2023; Zbl 1506.35245) Full Text: DOI OpenURL
Antoci, Angelo; Galeotti, Marcello; Rabitti, Giovanni; Russu, Paolo A coevolution model of defensive medicine, litigation and medical malpractice insurance. (English) Zbl 1505.91072 Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106935, 16 p. (2023). MSC: 91A22 91G05 PDF BibTeX XML Cite \textit{A. Antoci} et al., Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106935, 16 p. (2023; Zbl 1505.91072) Full Text: DOI OpenURL
Yong, Yaodi; Yang, Hailiang Valuation of cliquet-style guarantees with death benefits. (English) Zbl 07599078 J. Ind. Manag. Optim. 19, No. 1, 359-375 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Yong} and \textit{H. Yang}, J. Ind. Manag. Optim. 19, No. 1, 359--375 (2023; Zbl 07599078) Full Text: DOI OpenURL
Chiaradonna, Stefano; Lanchier, Nicolas Exact insurance premiums for cyber risk of small and medium-sized enterprises. (English) Zbl 07688733 Math. Model. Nat. Phenom. 17, Paper No. 40, 23 p. (2022). MSC: 60K35 91G05 PDF BibTeX XML Cite \textit{S. Chiaradonna} and \textit{N. Lanchier}, Math. Model. Nat. Phenom. 17, Paper No. 40, 23 p. (2022; Zbl 07688733) Full Text: DOI arXiv OpenURL
Wang, Jianli; Su, Yingrong; Li, Jingyuan; Yick, Ho Yin Demand for insurance with nonadditive probabilistic beliefs. (English) Zbl 07687010 Bull. Econ. Res. 74, No. 3, 854-862 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Wang} et al., Bull. Econ. Res. 74, No. 3, 854--862 (2022; Zbl 07687010) Full Text: DOI OpenURL
Shi, Peng; Lee, Gee Y. Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing. (English) Zbl 1506.62417 J. Am. Stat. Assoc. 117, No. 539, 1094-1109 (2022). MSC: 62P05 PDF BibTeX XML Cite \textit{P. Shi} and \textit{G. Y. Lee}, J. Am. Stat. Assoc. 117, No. 539, 1094--1109 (2022; Zbl 1506.62417) Full Text: DOI OpenURL
Riad, Fathy H.; Hussam, Eslam; Gemeay, Ahmed M.; Aldallal, Ramy A.; Afify, Ahmed Z. Classical and Bayesian inference of the weighted-exponential distribution with an application to insurance data. (English) Zbl 1508.91484 Math. Biosci. Eng. 19, No. 7, 6551-6581 (2022). MSC: 91G05 62P05 62F15 PDF BibTeX XML Cite \textit{F. H. Riad} et al., Math. Biosci. Eng. 19, No. 7, 6551--6581 (2022; Zbl 1508.91484) Full Text: DOI OpenURL
Lesage, Laurent; Deaconu, Madalina; Lejay, Antoine; Meira, Jorge Augusto; Nichil, Geoffrey; State, Radu Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance. (English) Zbl 1506.60053 Methodol. Comput. Appl. Probab. 24, No. 4, 2509-2537 (2022). MSC: 60G55 91G05 PDF BibTeX XML Cite \textit{L. Lesage} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2509--2537 (2022; Zbl 1506.60053) Full Text: DOI OpenURL
Feng, Runhuan (ed.); Laeven, Roger J. A. (ed.); Lin, X. Sheldon (ed.) Editorial to the virtual special issue on emerging risks and insurance technology. (English) Zbl 07648752 Insur. Math. Econ. 107, 418-421 (2022). MSC: 00Bxx 91G05 PDF BibTeX XML Cite \textit{R. Feng} (ed.) et al., Insur. Math. Econ. 107, 418--421 (2022; Zbl 07648752) Full Text: DOI OpenURL
Verschuren, Robert Matthijs Frequency-severity experience rating based on latent Markovian risk profiles. (English) Zbl 1507.91192 Insur. Math. Econ. 107, 379-392 (2022). MSC: 91G05 62P05 62M05 PDF BibTeX XML Cite \textit{R. M. Verschuren}, Insur. Math. Econ. 107, 379--392 (2022; Zbl 1507.91192) Full Text: DOI arXiv OpenURL
Christiansen, Marcus C.; Furrer, Christian Extension of as-if-Markov modeling to scaled payments. (English) Zbl 1507.91171 Insur. Math. Econ. 107, 288-306 (2022). MSC: 91G05 62N02 62G05 62P05 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{C. Furrer}, Insur. Math. Econ. 107, 288--306 (2022; Zbl 1507.91171) Full Text: DOI OpenURL
Gao, Lisa; Shi, Peng Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns. (English) Zbl 07648740 Insur. Math. Econ. 107, 161-179 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{L. Gao} and \textit{P. Shi}, Insur. Math. Econ. 107, 161--179 (2022; Zbl 07648740) Full Text: DOI OpenURL
Li, Shu; Zhou, Xiaowen The Parisian and ultimate drawdowns of Lévy insurance models. (English) Zbl 1508.91478 Insur. Math. Econ. 107, 140-160 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{S. Li} and \textit{X. Zhou}, Insur. Math. Econ. 107, 140--160 (2022; Zbl 1508.91478) Full Text: DOI OpenURL
Mercè Claramunt, M.; Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre Basis risk management and randomly scaled uncertainty. (English) Zbl 1508.91481 Insur. Math. Econ. 107, 123-139 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{M. Mercè Claramunt} et al., Insur. Math. Econ. 107, 123--139 (2022; Zbl 1508.91481) Full Text: DOI OpenURL
Hillairet, Caroline; Lopez, Olivier; d’Oultremont, Louise; Spoorenberg, Brieuc Cyber-contagion model with network structure applied to insurance. (English) Zbl 1507.91182 Insur. Math. Econ. 107, 88-101 (2022). MSC: 91G05 92D30 68M25 PDF BibTeX XML Cite \textit{C. Hillairet} et al., Insur. Math. Econ. 107, 88--101 (2022; Zbl 1507.91182) Full Text: DOI OpenURL
Bermúdez, Lluís; Karlis, Dimitris Copula-based bivariate finite mixture regression models with an application for insurance claim count data. (English) Zbl 1502.62058 Test 31, No. 4, 1082-1099 (2022). MSC: 62H05 62H12 62J05 62P05 PDF BibTeX XML Cite \textit{L. Bermúdez} and \textit{D. Karlis}, Test 31, No. 4, 1082--1099 (2022; Zbl 1502.62058) Full Text: DOI OpenURL
Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert Semi-Markov modeling for cancer insurance. (English) Zbl 1502.91052 Eur. Actuar. J. 12, No. 2, 813-837 (2022). MSC: 91G05 92C50 PDF BibTeX XML Cite \textit{A. Soetewey} et al., Eur. Actuar. J. 12, No. 2, 813--837 (2022; Zbl 1502.91052) Full Text: DOI OpenURL
Schmitt, M. Matthias Derivation of biometrically dependent cash flows. (English) Zbl 1505.91340 Eur. Actuar. J. 12, No. 2, 779-812 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{M. M. Schmitt}, Eur. Actuar. J. 12, No. 2, 779--812 (2022; Zbl 1505.91340) Full Text: DOI OpenURL
Jiang, Wenjun; Ren, Jiandong The effect of risk constraints on the optimal insurance policy. (English) Zbl 1503.91090 Eur. Actuar. J. 12, No. 2, 529-558 (2022). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{J. Ren}, Eur. Actuar. J. 12, No. 2, 529--558 (2022; Zbl 1503.91090) Full Text: DOI OpenURL
Manski, Scott; Yang, Kaixu; Lee, Gee Y.; Maiti, Tapabrata Loss amount prediction from textual data using a double GLM with shrinkage and selection. (English) Zbl 1505.91335 Eur. Actuar. J. 12, No. 2, 503-528 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Manski} et al., Eur. Actuar. J. 12, No. 2, 503--528 (2022; Zbl 1505.91335) Full Text: DOI OpenURL
Hu, Jun; Hong, Liang A nonparametric sequential learning procedure for estimating the pure premium. (English) Zbl 1505.91329 Eur. Actuar. J. 12, No. 2, 485-502 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. Hu} and \textit{L. Hong}, Eur. Actuar. J. 12, No. 2, 485--502 (2022; Zbl 1505.91329) Full Text: DOI OpenURL
Delcaillau, Dimitri; Ly, Antoine; Papp, Alize; Vermet, Franck Model transparency and interpretability: survey and application to the insurance industry. (English) Zbl 1505.91324 Eur. Actuar. J. 12, No. 2, 443-484 (2022). MSC: 91G05 91A80 68T05 PDF BibTeX XML Cite \textit{D. Delcaillau} et al., Eur. Actuar. J. 12, No. 2, 443--484 (2022; Zbl 1505.91324) Full Text: DOI arXiv OpenURL
Sinha, Ram Pratap; Cvetkovska, Violeta; Peovski, Filip Efficiency of Indian general insurance companies: a convex nonparametric least squares approach. (English) Zbl 07638568 Croat. Oper. Res. Rev. (CRORR) 13, No. 2, 187-201 (2022). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{R. P. Sinha} et al., Croat. Oper. Res. Rev. (CRORR) 13, No. 2, 187--201 (2022; Zbl 07638568) Full Text: DOI OpenURL
Jetses, Julian; Christiansen, Marcus C. A general surplus decomposition principle in life insurance. (English) Zbl 07637621 Scand. Actuar. J. 2022, No. 10, 901-925 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Jetses} and \textit{M. C. Christiansen}, Scand. Actuar. J. 2022, No. 10, 901--925 (2022; Zbl 07637621) Full Text: DOI arXiv OpenURL
Wang, Zhigao; Liu, Wenchen Stochastic reserving using policyholder information via EM algorithm. (English) Zbl 1505.62513 Appl. Math. Modelling 112, 199-214 (2022). MSC: 62P20 65C99 91G05 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{W. Liu}, Appl. Math. Modelling 112, 199--214 (2022; Zbl 1505.62513) Full Text: DOI OpenURL
Zubchenko, V. P.; Tkachenko, A. V. Mathematical model of financial dynamics of an insurance company. (Ukrainian. English summary) Zbl 07633592 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 28-36 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{V. P. Zubchenko} and \textit{A. V. Tkachenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 28--36 (2022; Zbl 07633592) Full Text: DOI OpenURL
Biagini, Francesca; Zhang, Yinglin Extended reduced-form framework for non-life insurance. (English) Zbl 1505.91321 Adv. Appl. Probab. 54, No. 3, 945-973 (2022). MSC: 91G05 91G40 60H30 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{Y. Zhang}, Adv. Appl. Probab. 54, No. 3, 945--973 (2022; Zbl 1505.91321) Full Text: DOI arXiv OpenURL
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI OpenURL
Pei, Yun; Xie, Zoe Timing and time inconsistency in search models. (English) Zbl 1501.91089 Econ. Lett. 220, Article ID 110846, 6 p. (2022). MSC: 91B39 91G05 90B40 PDF BibTeX XML Cite \textit{Y. Pei} and \textit{Z. Xie}, Econ. Lett. 220, Article ID 110846, 6 p. (2022; Zbl 1501.91089) Full Text: DOI OpenURL
Arrouy, Pierre-Edouard; Boumezoued, Alexandre; Lapeyre, Bernard; Mehalla, Sophian Economic scenario generators: a risk management tool for insurance. (English) Zbl 1508.91465 MathS In Action 11, 43-60 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 PDF BibTeX XML Cite \textit{P.-E. Arrouy} et al., MathS In Action 11, 43--60 (2022; Zbl 1508.91465) Full Text: DOI OpenURL
Dong, Yumo; Frees, Edward W.; Huang, Fei; Hui, Francis K. C. Multi-state modelling of customer churn. (English) Zbl 1508.91468 ASTIN Bull. 52, No. 3, 735-764 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G05 62P05 60J20 62J12 62M05 91B42 PDF BibTeX XML Cite \textit{Y. Dong} et al., ASTIN Bull. 52, No. 3, 735--764 (2022; Zbl 1508.91468) Full Text: DOI OpenURL
Boonen, Tim J.; Liu, Fangda Insurance with heterogeneous preferences. (English) Zbl 1501.91152 J. Math. Econ. 102, Article ID 102742, 16 p. (2022). MSC: 91G05 91B41 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{F. Liu}, J. Math. Econ. 102, Article ID 102742, 16 p. (2022; Zbl 1501.91152) Full Text: DOI OpenURL
Wang, Wei; Shen, Yang; Qian, Linyi; Yang, Zhixin Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering. (English) Zbl 07607730 J. Ind. Manag. Optim. 18, No. 4, 2369-2399 (2022). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Ind. Manag. Optim. 18, No. 4, 2369--2399 (2022; Zbl 07607730) Full Text: DOI OpenURL
Jiang, Wenjun Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility. (English) Zbl 1501.91155 Scand. Actuar. J. 2022, No. 9, 775-793 (2022). MSC: 91G05 49N90 PDF BibTeX XML Cite \textit{W. Jiang}, Scand. Actuar. J. 2022, No. 9, 775--793 (2022; Zbl 1501.91155) Full Text: DOI OpenURL
Stringer, Alex Automatic differentiation of Box-Cox transformations with application to random effects models for continuous non-normal response. (English) Zbl 1496.62023 Stat. Comput. 32, No. 5, Paper No. 89, 7 p. (2022). MSC: 62-08 62P05 PDF BibTeX XML Cite \textit{A. Stringer}, Stat. Comput. 32, No. 5, Paper No. 89, 7 p. (2022; Zbl 1496.62023) Full Text: DOI OpenURL
Rusilko, Tat’yana Vladimirovna Application of queueing network models in insurance. (English) Zbl 1503.91093 Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 22, No. 3, 315-321 (2022). MSC: 91G05 90B22 60K30 PDF BibTeX XML Cite \textit{T. V. Rusilko}, Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 22, No. 3, 315--321 (2022; Zbl 1503.91093) Full Text: DOI MNR OpenURL
Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V. Optimal control of investment in a collective pension insurance model: study of singular nonlinear problems for integro-differential equations. (English. Russian original) Zbl 1500.91110 Comput. Math. Math. Phys. 62, No. 9, 1438-1454 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 9, 1473-1490 (2022). MSC: 91G05 93E20 49L25 45K05 PDF BibTeX XML Cite \textit{T. A. Belkina} et al., Comput. Math. Math. Phys. 62, No. 9, 1438--1454 (2022; Zbl 1500.91110); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 9, 1473--1490 (2022) Full Text: DOI OpenURL
Zariņa-Cīrule, Ilze; Pettere, Gaida; Voronova, Irina Efficient capital management using an internal model: a case of non-life insurance. (English) Zbl 1505.91342 Proc. Est. Acad. Sci. 71, No. 3, 289-306 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{I. Zariņa-Cīrule} et al., Proc. Est. Acad. Sci. 71, No. 3, 289--306 (2022; Zbl 1505.91342) Full Text: DOI OpenURL
Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. (English) Zbl 1498.91369 J. Appl. Probab. 59, No. 3, 849-859 (2022). MSC: 91G05 60G55 62P05 PDF BibTeX XML Cite \textit{M. Tomita} et al., J. Appl. Probab. 59, No. 3, 849--859 (2022; Zbl 1498.91369) Full Text: DOI OpenURL
Bladt, Martin Fractional inhomogeneous multi-state models in life insurance. (English) Zbl 1498.91350 Scand. Actuar. J. 2022, No. 6, 510-531 (2022). MSC: 91G05 26A33 PDF BibTeX XML Cite \textit{M. Bladt}, Scand. Actuar. J. 2022, No. 6, 510--531 (2022; Zbl 1498.91350) Full Text: DOI arXiv OpenURL
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin Stackelberg differential game for insurance under model ambiguity. (English) Zbl 1498.91352 Insur. Math. Econ. 106, 128-145 (2022). MSC: 91G05 91A65 91A23 91A80 PDF BibTeX XML Cite \textit{J. Cao} et al., Insur. Math. Econ. 106, 128--145 (2022; Zbl 1498.91352) Full Text: DOI OpenURL
Meng, Shengwang; Gao, Yaqian; Huang, Yifan Actuarial intelligence in auto insurance: claim frequency modeling with driving behavior features and improved boosted trees. (English) Zbl 1503.91092 Insur. Math. Econ. 106, 115-127 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{S. Meng} et al., Insur. Math. Econ. 106, 115--127 (2022; Zbl 1503.91092) Full Text: DOI OpenURL
Malavasi, Matteo; Peters, Gareth W.; Shevchenko, Pavel V.; Trück, Stefan; Jang, Jiwook; Sofronov, Georgy Cyber risk frequency, severity and insurance viability. (English) Zbl 1498.91365 Insur. Math. Econ. 106, 90-114 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Malavasi} et al., Insur. Math. Econ. 106, 90--114 (2022; Zbl 1498.91365) Full Text: DOI arXiv OpenURL
Hu, Changyue; Quan, Zhiyu; Chong, Wing Fung Imbalanced learning for insurance using modified loss functions in tree-based models. (English) Zbl 1498.91360 Insur. Math. Econ. 106, 13-32 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Hu} et al., Insur. Math. Econ. 106, 13--32 (2022; Zbl 1498.91360) Full Text: DOI OpenURL
Pai, Jeffrey; Li, Yunxian; Yang, Aijun; Li, Chenxu Earthquake parametric insurance with Bayesian spatial quantile regression. (English) Zbl 1498.91366 Insur. Math. Econ. 106, 1-12 (2022). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{J. Pai} et al., Insur. Math. Econ. 106, 1--12 (2022; Zbl 1498.91366) Full Text: DOI OpenURL
Chen, Mi; Nie, Changwei; Liu, Haiyan Randomized dividends in a discrete risk model with time-correlated claims. (Chinese. English summary) Zbl 07572913 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 631-640 (2022). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{M. Chen} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 631--640 (2022; Zbl 07572913) Full Text: Link OpenURL
Chen, Xu Optimal life insurance, consumption and investment problem in a Lévy model. (Chinese. English summary) Zbl 07572534 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 306-320 (2022). MSC: 91G05 60H30 PDF BibTeX XML Cite \textit{X. Chen}, Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 306--320 (2022; Zbl 07572534) Full Text: Link OpenURL
Cummins, J. David; Rubio-Misas, María Integration and convergence in efficiency and technology gap of European life insurance markets. (English) Zbl 1497.91263 Ann. Oper. Res. 315, No. 1, 93-119 (2022). MSC: 91G05 90C08 PDF BibTeX XML Cite \textit{J. D. Cummins} and \textit{M. Rubio-Misas}, Ann. Oper. Res. 315, No. 1, 93--119 (2022; Zbl 1497.91263) Full Text: DOI OpenURL
Zeller, Gabriela; Scherer, Matthias A comprehensive model for cyber risk based on marked point processes and its application to insurance. (English) Zbl 1492.91086 Eur. Actuar. J. 12, No. 1, 33-85 (2022). MSC: 91B05 60G55 91G05 PDF BibTeX XML Cite \textit{G. Zeller} and \textit{M. Scherer}, Eur. Actuar. J. 12, No. 1, 33--85 (2022; Zbl 1492.91086) Full Text: DOI OpenURL
Esmaeili, Fatemeh Sadat Seyed; Rostamy-Malkhalifeh, Mohsen; Lotfi, Farhad Hosseinzadeh Interval network Malmquist productivity index for examining productivity changes of insurance companies under data uncertainty: a case study. (English) Zbl 1491.90093 J. Math. Ext. 16, No. 8, Paper No. 9, 27 p. (2022). MSC: 90B50 90C05 91G05 PDF BibTeX XML Cite \textit{F. S. S. Esmaeili} et al., J. Math. Ext. 16, No. 8, Paper No. 9, 27 p. (2022; Zbl 1491.90093) Full Text: DOI OpenURL
S., Sai Krishnan; Iyer, Subramanian S. Can waste aversion affect demand for insurance? Evidence from experiment and survey. (English) Zbl 1493.91107 Econ. Lett. 216, Article ID 110594, 5 p. (2022). MSC: 91G05 91-05 PDF BibTeX XML Cite \textit{S. K. S.} and \textit{S. S. Iyer}, Econ. Lett. 216, Article ID 110594, 5 p. (2022; Zbl 1493.91107) Full Text: DOI OpenURL
Ko, Ami An equilibrium analysis of the long-term care insurance market. (English) Zbl 1497.91265 Rev. Econ. Stud. 89, No. 4, 1993-2025 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Ko}, Rev. Econ. Stud. 89, No. 4, 1993--2025 (2022; Zbl 1497.91265) Full Text: DOI OpenURL
Ng, Cherie; Sanders, Barbara; Bégin, Jean-François Controlling the effects of adverse selection in flexible benefit plans: a pricing-based approach. (English) Zbl 1492.91308 Insur. Math. Econ. 105, 293-312 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Ng} et al., Insur. Math. Econ. 105, 293--312 (2022; Zbl 1492.91308) Full Text: DOI OpenURL
Chi, Yichun; Zheng, Jiakun; Zhuang, Shengchao S-shaped narrow framing, skewness and the demand for insurance. (English) Zbl 1492.91280 Insur. Math. Econ. 105, 279-292 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Chi} et al., Insur. Math. Econ. 105, 279--292 (2022; Zbl 1492.91280) Full Text: DOI OpenURL
Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao Annuity and insurance choice under habit formation. (English) Zbl 1492.91273 Insur. Math. Econ. 105, 211-237 (2022). MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{P. Boyle} et al., Insur. Math. Econ. 105, 211--237 (2022; Zbl 1492.91273) Full Text: DOI OpenURL
Mildenhall, Stephen J. Similar risks have similar prices: a useful and exact quantification. (English) Zbl 1492.91434 Insur. Math. Econ. 105, 203-210 (2022). MSC: 91G70 91G05 PDF BibTeX XML Cite \textit{S. J. Mildenhall}, Insur. Math. Econ. 105, 203--210 (2022; Zbl 1492.91434) Full Text: DOI OpenURL
Henckaerts, Roel; Antonio, Katrien The added value of dynamically updating motor insurance prices with telematics collected driving behavior data. (English) Zbl 1492.91295 Insur. Math. Econ. 105, 79-95 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Henckaerts} and \textit{K. Antonio}, Insur. Math. Econ. 105, 79--95 (2022; Zbl 1492.91295) Full Text: DOI OpenURL
Escobar-Anel, Marcos; Havrylenko, Yevhen; Kschonnek, Michel; Zagst, Rudi Decrease of capital guarantees in life insurance products: can reinsurance stop it? (English) Zbl 1492.91287 Insur. Math. Econ. 105, 14-40 (2022). MSC: 91G05 91G10 91G70 PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Insur. Math. Econ. 105, 14--40 (2022; Zbl 1492.91287) Full Text: DOI arXiv OpenURL
Hou, Yanxi; Kang, Seul Ki; Lo, Chia Chun; Peng, Liang Three-step risk inference in insurance ratemaking. (English) Zbl 1493.62584 Insur. Math. Econ. 105, 1-13 (2022). MSC: 62P05 62G08 62J12 62G09 91G05 PDF BibTeX XML Cite \textit{Y. Hou} et al., Insur. Math. Econ. 105, 1--13 (2022; Zbl 1493.62584) Full Text: DOI OpenURL
Fernández-Blanco, Javier Unemployment risks and intra-household insurance. (English) Zbl 1497.91153 J. Econ. Theory 203, Article ID 105477, 34 p. (2022). MSC: 91B39 91G05 PDF BibTeX XML Cite \textit{J. Fernández-Blanco}, J. Econ. Theory 203, Article ID 105477, 34 p. (2022; Zbl 1497.91153) Full Text: DOI OpenURL
Johnson, Michael; Cao, Jiongyi; Kang, Hyunseung Detecting heterogeneous treatment effects with instrumental variables and application to the Oregon Health Insurance Experiment. (English) Zbl 1498.62034 Ann. Appl. Stat. 16, No. 2, 1111-1129 (2022). MSC: 62D20 62G05 62P05 68T05 PDF BibTeX XML Cite \textit{M. Johnson} et al., Ann. Appl. Stat. 16, No. 2, 1111--1129 (2022; Zbl 1498.62034) Full Text: DOI OpenURL
Jung, Juergen; Tran, Chung Social health insurance: a quantitative exploration. (English) Zbl 1492.91302 J. Econ. Dyn. Control 139, Article ID 104374, 31 p. (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Jung} and \textit{C. Tran}, J. Econ. Dyn. Control 139, Article ID 104374, 31 p. (2022; Zbl 1492.91302) Full Text: DOI OpenURL
Sheng, De-Lei; Shi, Linfeng; Li, Danping; Zhao, Yanping Manage pension deficit with heterogeneous insurance. (English) Zbl 1489.91226 Methodol. Comput. Appl. Probab. 24, No. 2, 1119-1141 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{D.-L. Sheng} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1119--1141 (2022; Zbl 1489.91226) Full Text: DOI OpenURL
Moutanabbir, Khouzeima; Abdelrahman, Hassan Bivariate Sarmanov phase-type distributions for joint lifetimes modeling. (English) Zbl 1489.62331 Methodol. Comput. Appl. Probab. 24, No. 2, 1093-1118 (2022). MSC: 62P05 62N05 60E05 62H20 91G05 PDF BibTeX XML Cite \textit{K. Moutanabbir} and \textit{H. Abdelrahman}, Methodol. Comput. Appl. Probab. 24, No. 2, 1093--1118 (2022; Zbl 1489.62331) Full Text: DOI OpenURL
Mesfioui, Mhamed; Trufin, Julien Bounds on multivariate Kendall’s tau and Spearman’s rho for zero-inflated continuous variables and their application to insurance. (English) Zbl 1490.62135 Methodol. Comput. Appl. Probab. 24, No. 2, 1051-1059 (2022). MSC: 62H20 62P05 PDF BibTeX XML Cite \textit{M. Mesfioui} and \textit{J. Trufin}, Methodol. Comput. Appl. Probab. 24, No. 2, 1051--1059 (2022; Zbl 1490.62135) Full Text: DOI Link OpenURL
Lefèvre, Claude; Simon, Matthieu On the risk of ruin in a SIS type epidemic. (English) Zbl 1489.91223 Methodol. Comput. Appl. Probab. 24, No. 2, 939-961 (2022). MSC: 91G05 92D30 60J28 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 24, No. 2, 939--961 (2022; Zbl 1489.91223) Full Text: DOI OpenURL
Hu, Wentao; Chen, Cuixia; Shi, Yufeng; Chen, Ze A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy. (English) Zbl 1489.91219 Methodol. Comput. Appl. Probab. 24, No. 2, 831-874 (2022). MSC: 91G05 91G40 PDF BibTeX XML Cite \textit{W. Hu} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 831--874 (2022; Zbl 1489.91219) Full Text: DOI OpenURL
Errais, Eymen Pricing insurance premia: a top down approach. (English) Zbl 1494.91122 Ann. Oper. Res. 313, No. 2, 899-914 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{E. Errais}, Ann. Oper. Res. 313, No. 2, 899--914 (2022; Zbl 1494.91122) Full Text: DOI OpenURL
Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance. (English) Zbl 1491.91108 Scand. Actuar. J. 2022, No. 2, 94-114 (2022). MSC: 91G05 92D30 92D10 PDF BibTeX XML Cite \textit{O. Haçarız} et al., Scand. Actuar. J. 2022, No. 2, 94--114 (2022; Zbl 1491.91108) Full Text: DOI OpenURL
Chudziak, Jacek Characterization of positive homogeneity for the principle of equivalent utility. (English) Zbl 1492.91282 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 127, 13 p. (2022). MSC: 91G05 91B16 39B72 PDF BibTeX XML Cite \textit{J. Chudziak}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 127, 13 p. (2022; Zbl 1492.91282) Full Text: DOI OpenURL
Boonen, Tim J.; Jiang, Wenjun Mean-variance insurance design with counterparty risk and incentive compatibility. (English) Zbl 1492.91272 ASTIN Bull. 52, No. 2, 645-667 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{W. Jiang}, ASTIN Bull. 52, No. 2, 645--667 (2022; Zbl 1492.91272) Full Text: DOI OpenURL
Hieber, Peter; Lucas, Nathalie Modern life-care tontines. (English) Zbl 1492.91296 ASTIN Bull. 52, No. 2, 563-589 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{P. Hieber} and \textit{N. Lucas}, ASTIN Bull. 52, No. 2, 563--589 (2022; Zbl 1492.91296) Full Text: DOI OpenURL
Maciak, Matúš; Mizera, Ivan; Pešta, Michal Functional profile techniques for claims reserving. (English) Zbl 1497.91267 ASTIN Bull. 52, No. 2, 449-482 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Maciak} et al., ASTIN Bull. 52, No. 2, 449--482 (2022; Zbl 1497.91267) Full Text: DOI OpenURL
Zhang, Pengcheng; Pitt, David; Wu, Xueyuan A new multivariate zero-inflated hurdle model with applications in automobile insurance. (English) Zbl 1498.91373 ASTIN Bull. 52, No. 2, 393-416 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{P. Zhang} et al., ASTIN Bull. 52, No. 2, 393--416 (2022; Zbl 1498.91373) Full Text: DOI OpenURL
Meng, Shengwang; Wang, He; Shi, Yanlin; Gao, Guangyuan Improving automobile insurance claims frequency prediction with telematics car driving data. (English) Zbl 1492.91306 ASTIN Bull. 52, No. 2, 363-391 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{S. Meng} et al., ASTIN Bull. 52, No. 2, 363--391 (2022; Zbl 1492.91306) Full Text: DOI OpenURL
Hanna, Vanessa; Hieber, Peter; Devolder, Pierre Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. (English) Zbl 1492.91294 Scand. Actuar. J. 2022, No. 5, 421-446 (2022). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{V. Hanna} et al., Scand. Actuar. J. 2022, No. 5, 421--446 (2022; Zbl 1492.91294) Full Text: DOI Link OpenURL
Ahmad, Jamaal Multivariate higher order moments in multi-state life insurance. (English) Zbl 1492.91267 Scand. Actuar. J. 2022, No. 5, 399-420 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Ahmad}, Scand. Actuar. J. 2022, No. 5, 399--420 (2022; Zbl 1492.91267) Full Text: DOI arXiv OpenURL
Hambel, Christoph; Kraft, Holger; Munk, Claus Solving life-cycle problems with biometric risk by artificial insurance markets. (English) Zbl 1494.91124 Scand. Actuar. J. 2022, No. 4, 307-327 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 90C39 PDF BibTeX XML Cite \textit{C. Hambel} et al., Scand. Actuar. J. 2022, No. 4, 307--327 (2022; Zbl 1494.91124) Full Text: DOI OpenURL
Zhang, Yan; Wu, Yonghong; Yao, Haixiang Optimal health insurance with constraints under utility of health, wealth and income. (English) Zbl 1499.91108 J. Ind. Manag. Optim. 18, No. 3, 1519-1540 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 18, No. 3, 1519--1540 (2022; Zbl 1499.91108) Full Text: DOI OpenURL
Feng, Zhigang; Villamil, Anne Funding employer-based insurance: regressive taxation and premium exclusions. (English) Zbl 1492.91289 Econ. Theory 73, No. 2-3, 509-540 (2022). MSC: 91G05 91B64 PDF BibTeX XML Cite \textit{Z. Feng} and \textit{A. Villamil}, Econ. Theory 73, No. 2--3, 509--540 (2022; Zbl 1492.91289) Full Text: DOI OpenURL
Jing, Haojie; Peng, Jiangyan; Jiang, Zhiquan; Bao, Qian Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations. (English) Zbl 07533658 Commun. Stat., Theory Methods 51, No. 11, 3761-3786 (2022). MSC: 62P05 62E20 62-XX PDF BibTeX XML Cite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI OpenURL
Peng, Xingchun Expected utility maximization for an insurer with investment and risk control under inside information. (English) Zbl 07533592 Commun. Stat., Theory Methods 51, No. 4, 1029-1053 (2022). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{X. Peng}, Commun. Stat., Theory Methods 51, No. 4, 1029--1053 (2022; Zbl 07533592) Full Text: DOI OpenURL