Rolski, T.; Tomanek, A. A continuous-time model for claims reserving. (English) Zbl 1309.91077 Appl. Math. 41, No. 4, 277-300 (2014). MSC: 91B30 60K30 60G55 PDFBibTeX XMLCite \textit{T. Rolski} and \textit{A. Tomanek}, Appl. Math. 41, No. 4, 277--300 (2014; Zbl 1309.91077) Full Text: DOI
Antoniak, W.; Kałuszka, M. On optimal credibility premiums in multiperiod insurance. (English) Zbl 1357.91017 Appl. Math. 41, No. 1, 33-42 (2014). MSC: 91B30 62C10 62P05 PDFBibTeX XMLCite \textit{W. Antoniak} and \textit{M. Kałuszka}, Appl. Math. 41, No. 1, 33--42 (2014; Zbl 1357.91017) Full Text: DOI Link
Kiesel, Swen; Rüschendorf, Ludger On the optimal reinsurance problem. (English) Zbl 1285.91059 Appl. Math. 40, No. 3, 259-280 (2013). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B30 PDFBibTeX XMLCite \textit{S. Kiesel} and \textit{L. Rüschendorf}, Appl. Math. 40, No. 3, 259--280 (2013; Zbl 1285.91059) Full Text: DOI Link
Barski, Michał Integral representations of risk functions for basket derivatives. (English) Zbl 1254.91718 Appl. Math. 39, No. 4, 489-514 (2012). MSC: 91G20 91B30 91B24 91B70 PDFBibTeX XMLCite \textit{M. Barski}, Appl. Math. 39, No. 4, 489--514 (2012; Zbl 1254.91718) Full Text: DOI arXiv
Delong, Łukasz Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance. (English) Zbl 1254.49024 Appl. Math. 39, No. 4, 463-488 (2012). MSC: 49N90 60H30 60G99 91G10 91G20 91B30 PDFBibTeX XMLCite \textit{Ł. Delong}, Appl. Math. 39, No. 4, 463--488 (2012; Zbl 1254.49024) Full Text: DOI arXiv
Kociński, Marek Andrzej The martingale method of shortfall risk minimization in a discrete time market. (English) Zbl 1254.91724 Appl. Math. 39, No. 4, 413-424 (2012). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{M. A. Kociński}, Appl. Math. 39, No. 4, 413--424 (2012; Zbl 1254.91724) Full Text: DOI
Delong, Łukasz Exponential utility optimization, indifference pricing and hedging for a payment process. (English) Zbl 1236.91124 Appl. Math. 39, No. 2, 211-229 (2012). MSC: 91G20 91B16 93E20 PDFBibTeX XMLCite \textit{Ł. Delong}, Appl. Math. 39, No. 2, 211--229 (2012; Zbl 1236.91124) Full Text: DOI Link
Kuciński, Łukasz Optimal risk sharing as a cooperative game. (English) Zbl 1218.91013 Appl. Math. 38, No. 2, 219-242 (2011). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91A12 91A30 91A80 91B06 91B30 91B32 PDFBibTeX XMLCite \textit{Ł. Kuciński}, Appl. Math. 38, No. 2, 219--242 (2011; Zbl 1218.91013) Full Text: DOI
Pantelous, Athanasios A.; Zimbidis, Alexandros A. Dynamic reforming of a quasi Pay-As-You-Go social security system within a discrete stochastic multidimensional framework using optimal control methods. (English) Zbl 1153.91823 Appl. Math. 35, No. 2, 121-144 (2008). MSC: 91D10 91B30 91B62 93E20 PDFBibTeX XMLCite \textit{A. A. Pantelous} and \textit{A. A. Zimbidis}, Appl. Math. 35, No. 2, 121--144 (2008; Zbl 1153.91823) Full Text: DOI
Gajek, L.; Miś, P.; Słowińska, J. Optimal streams of premiums in multiperiod credibility models. (English) Zbl 1116.62113 Appl. Math. 34, No. 2, 223-235 (2007). MSC: 62P05 91B30 62C99 PDFBibTeX XMLCite \textit{L. Gajek} et al., Appl. Math. 34, No. 2, 223--235 (2007; Zbl 1116.62113) Full Text: DOI
Huang, Jianhui; Li, Na Valuation and optimal design to defaultable security. (English) Zbl 1134.49021 Appl. Math. 33, No. 3-4, 305-321 (2006). MSC: 49K45 60G35 60H10 91B30 PDFBibTeX XMLCite \textit{J. Huang} and \textit{N. Li}, Appl. Math. 33, No. 3--4, 305--321 (2006; Zbl 1134.49021) Full Text: DOI
Jaworski, Piotr On uniform tail expansions of multivariate copulas and wide convergence of measures. (English) Zbl 1102.62053 Appl. Math. 33, No. 2, 159-184 (2006). MSC: 62H05 62G32 60B10 91B28 91B30 28C10 28A33 60E05 PDFBibTeX XMLCite \textit{P. Jaworski}, Appl. Math. 33, No. 2, 159--184 (2006; Zbl 1102.62053) Full Text: DOI
Kondratiuk-Janyska, Alina; Kałuszka, Marek Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model. (English) Zbl 1153.91528 Appl. Math. 33, No. 2, 145-157 (2006). MSC: 91B28 62P05 91B30 PDFBibTeX XMLCite \textit{A. Kondratiuk-Janyska} and \textit{M. Kałuszka}, Appl. Math. 33, No. 2, 145--157 (2006; Zbl 1153.91528) Full Text: DOI
Delong, Łukasz Optimal investment strategy for a non-life insurance company: quadratic loss. (English) Zbl 1140.91385 Appl. Math. 32, No. 3, 263-277 (2005). MSC: 91B28 91B30 93E20 PDFBibTeX XMLCite \textit{Ł. Delong}, Appl. Math. 32, No. 3, 263--277 (2005; Zbl 1140.91385) Full Text: DOI
Burnecki, Krzysztof; Miśta, Paweł; Weron, Aleksander What is the best approximation of ruin probability in infinite time? (English) Zbl 1075.62093 Appl. Math. 32, No. 2, 155-176 (2005). MSC: 62P05 62E17 91B30 PDFBibTeX XMLCite \textit{K. Burnecki} et al., Appl. Math. 32, No. 2, 155--176 (2005; Zbl 1075.62093) Full Text: DOI
Motoczyński, Michał Risk minimization in the model with transaction costs. (English) Zbl 1141.91019 Appl. Math. 30, No. 2, 209-216 (2003). Reviewer: Bogdan A. Choczewski (Kraków) MSC: 91B28 91B26 91B30 60K25 60K30 90B22 90B50 PDFBibTeX XMLCite \textit{M. Motoczyński}, Appl. Math. 30, No. 2, 209--216 (2003; Zbl 1141.91019) Full Text: DOI
Nagaev, A. V.; Nagaev, S. A. Asymptotics of riskless profit under selling of discrete time call options. (English) Zbl 1055.91031 Appl. Math. 30, No. 2, 173-191 (2003). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G20 91B30 62P05 60F17 60G50 PDFBibTeX XMLCite \textit{A. V. Nagaev} and \textit{S. A. Nagaev}, Appl. Math. 30, No. 2, 173--191 (2003; Zbl 1055.91031) Full Text: DOI
Dudek, Zbigniew From isotonic Banach functionals to coherent risk measures. (English) Zbl 1032.46005 Appl. Math. 28, No. 4, 427-436 (2001). MSC: 46A22 91B30 PDFBibTeX XMLCite \textit{Z. Dudek}, Appl. Math. 28, No. 4, 427--436 (2001; Zbl 1032.46005) Full Text: DOI