Wang, Hao; Wang, Ning; Xu, Lin; Hu, Shujie; Yan, Xingyu Household investment-consumption-insurance policies under the age-dependent risk preferences. (English) Zbl 07750955 Int. J. Control 96, No. 10, 2542-2554 (2023). MSC: 91B42 91G05 60G46 PDF BibTeX XML Cite \textit{H. Wang} et al., Int. J. Control 96, No. 10, 2542--2554 (2023; Zbl 07750955) Full Text: DOI
González-Fernández, Ana Isabel; Rubio-Misas, María; Ruiz, Francisco Multi-objective reference point techniques to optimize profitability, growth, and risk in the non-life insurance industry: international analysis. (English) Zbl 07744761 Int. Trans. Oper. Res. 30, No. 5, 2546-2570 (2023). MSC: 90-XX PDF BibTeX XML Cite \textit{A. I. González-Fernández} et al., Int. Trans. Oper. Res. 30, No. 5, 2546--2570 (2023; Zbl 07744761) Full Text: DOI OA License
Hoshiea, M.; Mousa, A. S.; Pinto, A. A. Optimal social welfare policy within financial and life insurance markets. (English) Zbl 07740125 Optimization 72, No. 9, 2367-2391 (2023). MSC: 91B15 93E20 91G15 91G05 49L20 PDF BibTeX XML Cite \textit{M. Hoshiea} et al., Optimization 72, No. 9, 2367--2391 (2023; Zbl 07740125) Full Text: DOI
Arabmaldar, Aliasghar; Sahoo, Biresh K.; Ghiyasi, Mojtaba A generalized robust data envelopment analysis model based on directional distance function. (English) Zbl 07737890 Eur. J. Oper. Res. 311, No. 2, 617-632 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{A. Arabmaldar} et al., Eur. J. Oper. Res. 311, No. 2, 617--632 (2023; Zbl 07737890) Full Text: DOI
Gu, Ailing; He, Xinya; Chen, Shumin; Yao, Haixiang Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity. (English) Zbl 1517.91201 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023). MSC: 91G10 90C39 91G05 PDF BibTeX XML Cite \textit{A. Gu} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023; Zbl 1517.91201) Full Text: DOI
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; Shao, Adam W. Insuring longevity risk and long-term care: bequest, housing and liquidity. (English) Zbl 1520.91358 Insur. Math. Econ. 111, 121-141 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Xu} et al., Insur. Math. Econ. 111, 121--141 (2023; Zbl 1520.91358) Full Text: DOI
Pavía, Jose M.; Lledó, Josep Shortcuts for the construction of sub-annual life tables. (English) Zbl 1520.91348 ASTIN Bull. 53, No. 2, 332-350 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{J. M. Pavía} and \textit{J. Lledó}, ASTIN Bull. 53, No. 2, 332--350 (2023; Zbl 1520.91348) Full Text: DOI
Eckert, Jonas; Graf, Stefan; Kling, Alexander; Ruß, Jochen Cross-subsidizing effects between existing and new policyholders in traditional life insurance. (English) Zbl 1520.91324 Eur. Actuar. J. 13, No. 1, 183-211 (2023). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Eckert} et al., Eur. Actuar. J. 13, No. 1, 183--211 (2023; Zbl 1520.91324) Full Text: DOI
Diehl, Maximilian; Horsky, Roman; Reetz, Susanne; Sass, Jörn Long-term stability of a life insurer’s balance sheet. (English) Zbl 1521.91329 Eur. Actuar. J. 13, No. 1, 147-182 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 PDF BibTeX XML Cite \textit{M. Diehl} et al., Eur. Actuar. J. 13, No. 1, 147--182 (2023; Zbl 1521.91329) Full Text: DOI
Jeon, Junkee; Kwak, Minsuk; Park, Kyunghyun Horizon effect on optimal retirement decision. (English) Zbl 1518.91222 Quant. Finance 23, No. 1, 123-148 (2023). MSC: 91G05 60G40 35R35 PDF BibTeX XML Cite \textit{J. Jeon} et al., Quant. Finance 23, No. 1, 123--148 (2023; Zbl 1518.91222) Full Text: DOI
Yu, Luyang; Lin, Liyuan; Guan, Guohui; Liu, Jingzhen Time-consistent lifetime portfolio selection under smooth ambiguity. (English) Zbl 1518.91253 Math. Control Relat. Fields 13, No. 3, 967-987 (2023). MSC: 91G10 91G05 PDF BibTeX XML Cite \textit{L. Yu} et al., Math. Control Relat. Fields 13, No. 3, 967--987 (2023; Zbl 1518.91253) Full Text: DOI
Striani, Fabrizio Life-cycle consumption and life insurance: empirical evidence from Italian survey. (English) Zbl 07689667 Physica A 619, Article ID 128719, 15 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{F. Striani}, Physica A 619, Article ID 128719, 15 p. (2023; Zbl 07689667) Full Text: DOI
Park, Kyunghyun; Wong, Hoi Ying; Yan, Tingjin Robust retirement and life insurance with inflation risk and model ambiguity. (English) Zbl 1517.91193 Insur. Math. Econ. 110, 1-30 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 90C17 PDF BibTeX XML Cite \textit{K. Park} et al., Insur. Math. Econ. 110, 1--30 (2023; Zbl 1517.91193) Full Text: DOI
Shi, Ailing; Li, Xingyi; Li, Zhongfei Optimal portfolio selection with life insurance under subjective survival belief and habit formation. (English) Zbl 07668845 J. Ind. Manag. Optim. 19, No. 4, 2464-2484 (2023). MSC: 91G10 91G05 93E20 PDF BibTeX XML Cite \textit{A. Shi} et al., J. Ind. Manag. Optim. 19, No. 4, 2464--2484 (2023; Zbl 07668845) Full Text: DOI
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
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
Yong, Yaodi; Yang, Hailiang Valuation of cliquet-style guarantees with death benefits. (English) Zbl 1513.91067 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 1513.91067) Full Text: DOI
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
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
Jetses, Julian; Christiansen, Marcus C. A general surplus decomposition principle in life insurance. (English) Zbl 1510.91149 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 1510.91149) Full Text: DOI arXiv
Zubchenko, V. P.; Tkachenko, A. V. Mathematical model of financial dynamics of an insurance company. (Ukrainian. English summary) Zbl 1513.91069 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 1513.91069) Full Text: DOI
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
Wang, Wei; Shen, Yang; Qian, Linyi; Yang, Zhixin Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering. (English) Zbl 1513.91064 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 1513.91064) Full Text: DOI
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
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
Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi An innovative design of flexible, bequest-enhanced life annuity with natural hedging. (English) Zbl 07587498 Scand. Actuar. J. 2022, No. 6, 488-509 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Zhou} et al., Scand. Actuar. J. 2022, No. 6, 488--509 (2022; Zbl 07587498) Full Text: DOI
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 60G51 60G46 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
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
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
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
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
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
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
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
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
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
Chang, Hsiaoyin; Schmeiser, Hato Life insurance surrender and liquidity risks. (English) Zbl 1491.91105 Quant. Finance 22, No. 4, 761-776 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Chang} and \textit{H. Schmeiser}, Quant. Finance 22, No. 4, 761--776 (2022; Zbl 1491.91105) Full Text: DOI
Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; Froyn, Sindre; Piacek, Daniel Spatial modelling of risk premiums for water damage insurance. (English) Zbl 1496.91078 Scand. Actuar. J. 2022, No. 3, 216-233 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. C. Wahl} et al., Scand. Actuar. J. 2022, No. 3, 216--233 (2022; Zbl 1496.91078) Full Text: DOI
Ahmad, Jamaal; Buchardt, Kristian; Furrer, Christian Computation of bonus in multi-state life insurance. (English) Zbl 1484.91364 ASTIN Bull. 52, No. 1, 291-331 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Ahmad} et al., ASTIN Bull. 52, No. 1, 291--331 (2022; Zbl 1484.91364) Full Text: DOI arXiv
Furrer, Christian Scaled insurance cash flows: representation and computation via change of measure techniques. (English) Zbl 1484.91384 Finance Stoch. 26, No. 2, 359-382 (2022). MSC: 91G05 60G57 60J28 PDF BibTeX XML Cite \textit{C. Furrer}, Finance Stoch. 26, No. 2, 359--382 (2022; Zbl 1484.91384) Full Text: DOI
Desmettre, Sascha; Hochgerner, Simon; Omerovic, Sanela; Thonhauser, Stefan A mean-field extension of the LIBOR market model. (English) Zbl 1484.91495 Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250005, 35 p. (2022). MSC: 91G30 91A16 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250005, 35 p. (2022; Zbl 1484.91495) Full Text: DOI arXiv
Gómez, Fabio; Londoño, Jaime A. Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach. (English) Zbl 1499.91093 Int. J. Comput. Math. 99, No. 2, 185-203 (2022). MSC: 91G05 91G15 PDF BibTeX XML Cite \textit{F. Gómez} and \textit{J. A. Londoño}, Int. J. Comput. Math. 99, No. 2, 185--203 (2022; Zbl 1499.91093) Full Text: DOI
Gerhold, Stefan A note on large deviations in insurance risk. (English) Zbl 1499.91091 Appl. Appl. Math. 16, No. 2, 867-880 (2021). MSC: 91G05 60F10 PDF BibTeX XML Cite \textit{S. Gerhold}, Appl. Appl. Math. 16, No. 2, 867--880 (2021; Zbl 1499.91091) Full Text: Link
Melnikov, Alexander; Wan, Hongxi CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs. (English) Zbl 1492.91383 Probab. Uncertain. Quant. Risk 6, No. 4, 343-368 (2021). MSC: 91G20 91G05 62P05 60J74 PDF BibTeX XML Cite \textit{A. Melnikov} and \textit{H. Wan}, Probab. Uncertain. Quant. Risk 6, No. 4, 343--368 (2021; Zbl 1492.91383) Full Text: DOI
Belolipetskiy, A. A.; Sychev, A. A. A mathematical model of insurer bankruptcy on a finite time interval. (English. Russian original) Zbl 1491.91103 Comput. Math. Model. 32, No. 3, 259-275 (2021); translation from Prikl. Mat. Inf. 67, 4-18 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDF BibTeX XML Cite \textit{A. A. Belolipetskiy} and \textit{A. A. Sychev}, Comput. Math. Model. 32, No. 3, 259--275 (2021; Zbl 1491.91103); translation from Prikl. Mat. Inf. 67, 4--18 (2021) Full Text: DOI
Ghanavatinegad, Vida; Esmaeelzade Aghdam, Yones; Neisy, Abdolsadeh Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate. (English) Zbl 1499.91092 Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 258, 11 p. (2021). MSC: 91G05 91G10 35Q91 PDF BibTeX XML Cite \textit{V. Ghanavatinegad} et al., Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 258, 11 p. (2021; Zbl 1499.91092) Full Text: DOI
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 1485.91211 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDF BibTeX XML Cite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 1485.91211) Full Text: DOI
Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu On fitting dependent nonhomogeneous loss models to unearned premium risk. (English) Zbl 1489.91220 N. Am. Actuar. J. 25, No. 4, 524-542 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Jessup} et al., N. Am. Actuar. J. 25, No. 4, 524--542 (2021; Zbl 1489.91220) Full Text: DOI
Rödel, Karen Tanja; Graf, Stefan; Kling, Alexander Multi-year analysis of solvency capital in life insurance. (English) Zbl 1482.91187 Eur. Actuar. J. 11, No. 2, 463-501 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{K. T. Rödel} et al., Eur. Actuar. J. 11, No. 2, 463--501 (2021; Zbl 1482.91187) Full Text: DOI
Christiansen, Marcus C. On the calculation of prospective and retrospective reserves in non-Markov models. (English) Zbl 1482.91180 Eur. Actuar. J. 11, No. 2, 441-462 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{M. C. Christiansen}, Eur. Actuar. J. 11, No. 2, 441--462 (2021; Zbl 1482.91180) Full Text: DOI
Rödel, Karen Tanja; Graf, Stefan; Kling, Alexander; Reuß, Andreas Measuring profitability of life insurance products under Solvency II. (English) Zbl 1482.91188 Eur. Actuar. J. 11, No. 2, 349-376 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 PDF BibTeX XML Cite \textit{K. T. Rödel} et al., Eur. Actuar. J. 11, No. 2, 349--376 (2021; Zbl 1482.91188) Full Text: DOI
Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason Applying economic measures to lapse risk management with machine learning approaches. (English) Zbl 1480.91224 ASTIN Bull. 51, No. 3, 839-871 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{S. Loisel} et al., ASTIN Bull. 51, No. 3, 839--871 (2021; Zbl 1480.91224) Full Text: DOI arXiv
Eckert, Jonas; Graf, Stefan; Kling, Alexander A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio. (English) Zbl 1483.91190 Eur. Actuar. J. 11, No. 1, 87-112 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDF BibTeX XML Cite \textit{J. Eckert} et al., Eur. Actuar. J. 11, No. 1, 87--112 (2021; Zbl 1483.91190) Full Text: DOI
Weinert, Jan-Hendrik; Gründl, Helmut The modern tontine. An innovative instrument for longevity risk management in an aging society. (English) Zbl 1480.91252 Eur. Actuar. J. 11, No. 1, 49-86 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 PDF BibTeX XML Cite \textit{J.-H. Weinert} and \textit{H. Gründl}, Eur. Actuar. J. 11, No. 1, 49--86 (2021; Zbl 1480.91252) Full Text: DOI
Melnikov, Alexander; Wan, Hongxi CVaR hedging in defaultable jump-diffusion markets. (English) Zbl 1479.91409 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 309-333 (2021). MSC: 91G20 91G05 91G70 PDF BibTeX XML Cite \textit{A. Melnikov} and \textit{H. Wan}, Springer Proc. Math. Stat. 358, 309--333 (2021; Zbl 1479.91409) Full Text: DOI
Genest, Christian; Kolev, Nikolai A law of uniform seniority for dependent lives. (English) Zbl 1480.91205 Scand. Actuar. J. 2021, No. 8, 726-743 (2021). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Genest} and \textit{N. Kolev}, Scand. Actuar. J. 2021, No. 8, 726--743 (2021; Zbl 1480.91205) Full Text: DOI
Liu, Guo; Jin, Zhuo; Li, Shuanming Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (English) Zbl 1475.91310 Insur. Math. Econ. 101, 508-524 (2021). MSC: 91G05 60G55 90C39 PDF BibTeX XML Cite \textit{G. Liu} et al., Insur. Math. Econ. 101, 508--524 (2021; Zbl 1475.91310) Full Text: DOI
Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications. (English) Zbl 1475.91302 Insur. Math. Econ. 101, 342-358 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Gobbi} et al., Insur. Math. Econ. 101, 342--358 (2021; Zbl 1475.91302) Full Text: DOI
Ruß, Jochen; Schelling, Stefan Return smoothing in life insurance from a client perspective. (English) Zbl 1475.91314 Insur. Math. Econ. 101, 91-106 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Ruß} and \textit{S. Schelling}, Insur. Math. Econ. 101, 91--106 (2021; Zbl 1475.91314) Full Text: DOI
Bosserhoff, Frank; Stadje, Mitja Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting. (English) Zbl 1479.91306 Insur. Math. Econ. 100, 130-146 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91G10 45K05 49L12 PDF BibTeX XML Cite \textit{F. Bosserhoff} and \textit{M. Stadje}, Insur. Math. Econ. 100, 130--146 (2021; Zbl 1479.91306) Full Text: DOI arXiv
Yu, Xiaohang; He, Hua Multiple life insurance purchase and consumption/investment under partial information. (Chinese. English summary) Zbl 1488.91108 Chin. J. Appl. Probab. Stat. 37, No. 2, 155-173 (2021). MSC: 91G05 91B42 PDF BibTeX XML Cite \textit{X. Yu} and \textit{H. He}, Chin. J. Appl. Probab. Stat. 37, No. 2, 155--173 (2021; Zbl 1488.91108) 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 PDF BibTeX XML Cite \textit{C. De Rosa} et al., ASTIN Bull. 51, No. 2, 375--410 (2021; Zbl 1471.91456) Full Text: DOI
Christiansen, Marcus C. Time-dynamic evaluations under non-monotone information generated by marked point processes. (English) Zbl 1470.91302 Finance Stoch. 25, No. 3, 563-596 (2021). MSC: 91G40 60G48 91G05 PDF BibTeX XML Cite \textit{M. C. Christiansen}, Finance Stoch. 25, No. 3, 563--596 (2021; Zbl 1470.91302) Full Text: DOI arXiv
Di Francesco, Marco Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints. (English) Zbl 1470.91239 Decis. Econ. Finance 44, No. 1, 269-294 (2021). MSC: 91G10 91G05 PDF BibTeX XML Cite \textit{M. Di Francesco}, Decis. Econ. Finance 44, No. 1, 269--294 (2021; Zbl 1470.91239) Full Text: DOI
Kiermayer, Mark; Weiß, Christian Grouping of contracts in insurance using neural networks. (English) Zbl 1470.91231 Scand. Actuar. J. 2021, No. 4, 295-322 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{M. Kiermayer} and \textit{C. Weiß}, Scand. Actuar. J. 2021, No. 4, 295--322 (2021; Zbl 1470.91231) Full Text: DOI arXiv
Peng, Ling; Kloeden, Peter E. Time-consistent portfolio optimization. (English) Zbl 1487.91127 Eur. J. Oper. Res. 288, No. 1, 183-193 (2021). MSC: 91G10 49L20 PDF BibTeX XML Cite \textit{L. Peng} and \textit{P. E. Kloeden}, Eur. J. Oper. Res. 288, No. 1, 183--193 (2021; Zbl 1487.91127) Full Text: DOI
Liu, Guo; Jin, Zhuo; Li, Shuanming Household lifetime strategies under a self-contagious market. (English) Zbl 1487.91123 Eur. J. Oper. Res. 288, No. 3, 935-952 (2021). MSC: 91G10 93E20 60G55 PDF BibTeX XML Cite \textit{G. Liu} et al., Eur. J. Oper. Res. 288, No. 3, 935--952 (2021; Zbl 1487.91123) Full Text: DOI
Glazyrina, Anna; Melnikov, Alexander Quantile hedging in a defaultable market with life insurance applications. (English) Zbl 1466.91258 Scand. Actuar. J. 2021, No. 3, 248-265 (2021). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{A. Glazyrina} and \textit{A. Melnikov}, Scand. Actuar. J. 2021, No. 3, 248--265 (2021; Zbl 1466.91258) Full Text: DOI
Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. Genetics, insurance and hypertrophic cardiomyopathy. (English) Zbl 1466.91259 Scand. Actuar. J. 2021, No. 1, 54-81 (2021). MSC: 91G05 92C60 92D10 62P10 PDF BibTeX XML Cite \textit{O. Haçarız} et al., Scand. Actuar. J. 2021, No. 1, 54--81 (2021; Zbl 1466.91259) Full Text: DOI
Lim, Byung Hwa; Lee, Ho-Seok Household utility maximization with life insurance: a CES utility case. (English) Zbl 1461.91278 Japan J. Ind. Appl. Math. 38, No. 1, 271-295 (2021). MSC: 91G10 91G05 91B42 PDF BibTeX XML Cite \textit{B. H. Lim} and \textit{H.-S. Lee}, Japan J. Ind. Appl. Math. 38, No. 1, 271--295 (2021; Zbl 1461.91278) Full Text: DOI
Guo, Qiheng; Bauer, Daniel Different shades of risk: mortality trends implied by term insurance prices. (English) Zbl 1467.91140 N. Am. Actuar. J. 25, Suppl. 1, S156-S169 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Q. Guo} and \textit{D. Bauer}, N. Am. Actuar. J. 25, S156--S169 (2021; Zbl 1467.91140) Full Text: DOI
Bulinskaya, E. V.; Shigida, B. I. Sensitivity analysis of some applied probability models. (English. Russian original) Zbl 1462.62527 J. Math. Sci., New York 254, No. 4, 456-468 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 19-35 (2018). MSC: 62M10 62P20 91B84 PDF BibTeX XML Cite \textit{E. V. Bulinskaya} and \textit{B. I. Shigida}, J. Math. Sci., New York 254, No. 4, 456--468 (2021; Zbl 1462.62527); translation from Fundam. Prikl. Mat. 22, No. 3, 19--35 (2018) Full Text: DOI Link
Christiansen, Marcus C.; Furrer, Christian Dynamics of state-wise prospective reserves in the presence of non-monotone information. (English) Zbl 1460.91216 Insur. Math. Econ. 97, 81-98 (2021). MSC: 91G05 60G48 60H10 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{C. Furrer}, Insur. Math. Econ. 97, 81--98 (2021; Zbl 1460.91216) Full Text: DOI arXiv
Pycke, Jean-Renaud On a generalization of the Rényi-Srivastava characterization of the Poisson law. (English) Zbl 1457.60028 J. Appl. Probab. 58, No. 1, 68-82 (2021). MSC: 60E05 60E10 91G05 PDF BibTeX XML Cite \textit{J.-R. Pycke}, J. Appl. Probab. 58, No. 1, 68--82 (2021; Zbl 1457.60028) Full Text: DOI
González-Fernández, Ana Isabel; Rubio-Misas, María; Ruiz, Francisco Goal programming to evaluate the profile of the most profitable insurers: an application to the Spanish insurance industry. (English) Zbl 07767662 Int. Trans. Oper. Res. 27, No. 6, 2976-3006 (2020). MSC: 90-XX PDF BibTeX XML Cite \textit{A. I. González-Fernández} et al., Int. Trans. Oper. Res. 27, No. 6, 2976--3006 (2020; Zbl 07767662) Full Text: DOI
Nair, N. Unnikrishnan; Sunoj, S. M.; Vipin, N. On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms. (English) Zbl 07549040 Commun. Stat., Theory Methods 49, No. 2, 403-420 (2020). MSC: 62N05 91B30 PDF BibTeX XML Cite \textit{N. U. Nair} et al., Commun. Stat., Theory Methods 49, No. 2, 403--420 (2020; Zbl 07549040) Full Text: DOI
Yang, Zhaoqiang Optimal investment and life insurance strategies in a mixed jump-diffusion framework. (English) Zbl 1511.91139 Commun. Stat., Theory Methods 49, No. 16, 4002-4029 (2020). MSC: 91G10 91G05 93E20 PDF BibTeX XML Cite \textit{Z. Yang}, Commun. Stat., Theory Methods 49, No. 16, 4002--4029 (2020; Zbl 1511.91139) Full Text: DOI
Alpman, Burcu; Ünal, Deniz Accelerating the premiums for annuities, life annuities and life insurance. (English) Zbl 1511.91111 Commun. Stat., Theory Methods 49, No. 7, 1665-1694 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{B. Alpman} and \textit{D. Ünal}, Commun. Stat., Theory Methods 49, No. 7, 1665--1694 (2020; Zbl 1511.91111) Full Text: DOI
Bauer, Daniel; Russ, Jochen; Zhu, Nan Asymmetric information in secondary insurance markets: evidence from the life settlements market. (English) Zbl 1466.91249 Quant. Econ. 11, No. 3, 1143-1175 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Bauer} et al., Quant. Econ. 11, No. 3, 1143--1175 (2020; Zbl 1466.91249) Full Text: DOI
Zhang, Yanguo; Song, Chunyan; Li, Shilong Net premium reserve in life insurance under Vasicek model with jumps. (Chinese. English summary) Zbl 1474.91169 J. Shandong Univ., Nat. Sci. 55, No. 9, 81-88 (2020). MSC: 91G05 91G30 60G55 60J60 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Shandong Univ., Nat. Sci. 55, No. 9, 81--88 (2020; Zbl 1474.91169)
Liu, Jingzhen; Lin, Liyuan; Meng, Hui Optimal consumption, life insurance and investment decision with habit formation. (Chinese. English summary) Zbl 1474.91089 Acta Math. Appl. Sin. 43, No. 3, 517-534 (2020). MSC: 91B42 91G05 91G10 91B16 PDF BibTeX XML Cite \textit{J. Liu} et al., Acta Math. Appl. Sin. 43, No. 3, 517--534 (2020; Zbl 1474.91089)
Shoaee, Shirin On a new class of bivariate survival distributions based on the model of dependent lives and its generalization. (English) Zbl 1455.62101 Appl. Appl. Math. 15, No. 2, 801-829 (2020). MSC: 62H10 62H12 62E15 62N05 62P20 PDF BibTeX XML Cite \textit{S. Shoaee}, Appl. Appl. Math. 15, No. 2, 801--829 (2020; Zbl 1455.62101) Full Text: Link
Fang, Hanming; Wu, Zenan Life insurance and life settlement markets with overconfident policyholders. (English) Zbl 1454.91183 J. Econ. Theory 189, Article ID 105093, 72 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{H. Fang} and \textit{Z. Wu}, J. Econ. Theory 189, Article ID 105093, 72 p. (2020; Zbl 1454.91183) Full Text: DOI Link
Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens Matrix representations of life insurance payments. (English) Zbl 1452.91262 Eur. Actuar. J. 10, No. 1, 29-67 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Eur. Actuar. J. 10, No. 1, 29--67 (2020; Zbl 1452.91262) Full Text: DOI
Adékambi, Franck; Christiansen, Marcus Probability distributions of multi-states insurance models under semi-Markov assumptions. (English) Zbl 1457.60137 Markov Process. Relat. Fields 26, No. 3, 517-534 (2020). MSC: 60K20 91G05 PDF BibTeX XML Cite \textit{F. Adékambi} and \textit{M. Christiansen}, Markov Process. Relat. Fields 26, No. 3, 517--534 (2020; Zbl 1457.60137) Full Text: Link
Tzougas, George; Karlis, Dimitris An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. (English) Zbl 1447.91149 ASTIN Bull. 50, No. 2, 555-583 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Tzougas} and \textit{D. Karlis}, ASTIN Bull. 50, No. 2, 555--583 (2020; Zbl 1447.91149) Full Text: DOI Link
Glazyrina, Anna; Melnikov, Alexander Bachelier model with stopping time and its insurance application. (English) Zbl 1446.91060 Insur. Math. Econ. 93, 156-167 (2020). MSC: 91G05 91G20 60G40 PDF BibTeX XML Cite \textit{A. Glazyrina} and \textit{A. Melnikov}, Insur. Math. Econ. 93, 156--167 (2020; Zbl 1446.91060) Full Text: DOI
Le Courtois, Olivier; Quittard-Pinon, François; Su, Xiaoshan Pricing and hedging defaultable participating contracts with regime switching and jump risk. (English) Zbl 1444.91192 Decis. Econ. Finance 43, No. 1, 303-339 (2020). MSC: 91G05 91G40 60J74 PDF BibTeX XML Cite \textit{O. Le Courtois} et al., Decis. Econ. Finance 43, No. 1, 303--339 (2020; Zbl 1444.91192) Full Text: DOI
Martins, Ana Patrícia An overview on the history of actuarial calculus in Portugal until the late 19th century. (English) Zbl 1455.01015 Hist. Math. 51, 49-90 (2020). Reviewer: Christopher Hollings (Oxford) MSC: 01A55 91-03 91G05 97M30 PDF BibTeX XML Cite \textit{A. P. Martins}, Hist. Math. 51, 49--90 (2020; Zbl 1455.01015) Full Text: DOI
Pešta, Michal; Peštová, Barbora; Maciak, Matúš Changepoint estimation for dependent and non-stationary panels. (English) Zbl 07217112 Appl. Math., Praha 65, No. 3, 299-310 (2020). MSC: 62F10 62H12 62P05 PDF BibTeX XML Cite \textit{M. Pešta} et al., Appl. Math., Praha 65, No. 3, 299--310 (2020; Zbl 07217112) Full Text: DOI
Xu, Jiahua Dating death: an empirical comparison of medical underwriters in the U.S. life settlements market. (English) Zbl 1437.91401 N. Am. Actuar. J. 24, No. 1, 36-56 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Xu}, N. Am. Actuar. J. 24, No. 1, 36--56 (2020; Zbl 1437.91401) Full Text: DOI
Glazyrina, Anna; Melnikov, Alexander Quantile hedging in models with dividends and application to equity-linked life insurance contracts. (English) Zbl 1437.91429 Math. Financ. Econ. 14, No. 2, 207-224 (2020). MSC: 91G20 91G05 PDF BibTeX XML Cite \textit{A. Glazyrina} and \textit{A. Melnikov}, Math. Financ. Econ. 14, No. 2, 207--224 (2020; Zbl 1437.91429) Full Text: DOI
Aguirre Nolsøe, Kim; Degrijse, Dieter; Ahm, Sofie; Brix, Kristoffer; Storgaard, Mads; Strodl, Jesper Cash flow techniques for asset liability management. (English) Zbl 1436.91099 Scand. Actuar. J. 2020, No. 3, 196-217 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Aguirre Nolsøe} et al., Scand. Actuar. J. 2020, No. 3, 196--217 (2020; Zbl 1436.91099) Full Text: DOI
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. (English) Zbl 1435.91164 Insur. Math. Econ. 91, 244-256 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. Wei} et al., Insur. Math. Econ. 91, 244--256 (2020; Zbl 1435.91164) Full Text: DOI
Asmussen, Søren; Steffensen, Mogens Risk and insurance. A graduate text. (English) Zbl 1447.91001 Probability Theory and Stochastic Modelling 96. Cham: Springer (ISBN 978-3-030-35175-5/hbk; 978-3-030-35176-2/ebook). xv, 505 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-01 60-01 91G05 91B05 60G70 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Steffensen}, Risk and insurance. A graduate text. Cham: Springer (2020; Zbl 1447.91001) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. (English) Zbl 1431.91338 ASTIN Bull. 50, No. 1, 187-221 (2020). MSC: 91G05 93E20 93B35 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 50, No. 1, 187--221 (2020; Zbl 1431.91338) Full Text: DOI
Baños, David; Bølviken, Erik; Duedahl, Sindre; Proske, Frank Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes. (English) Zbl 1430.91072 Scand. Actuar. J. 2020, No. 1, 44-83 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Baños} et al., Scand. Actuar. J. 2020, No. 1, 44--83 (2020; Zbl 1430.91072) Full Text: DOI Link
Chen, An; Hieber, Peter; Lämmlein, Lars Regulatory measures for distressed insurance undertakings: a comparative study. (English) Zbl 1430.91074 Scand. Actuar. J. 2020, No. 1, 30-43 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Chen} et al., Scand. Actuar. J. 2020, No. 1, 30--43 (2020; Zbl 1430.91074) Full Text: DOI
Aizawa, Naoki Labor market sorting and health insurance system design. (English) Zbl 1452.91174 Quant. Econ. 10, No. 4, 1401-1451 (2019). MSC: 91B39 91G05 PDF BibTeX XML Cite \textit{N. Aizawa}, Quant. Econ. 10, No. 4, 1401--1451 (2019; Zbl 1452.91174) Full Text: DOI
Yang, Liang; Meng, Shengwang Assessment of outstanding reserving based on Bayesian hierarchical quantile regression. (Chinese. English summary) Zbl 1449.62242 J. Syst. Eng. 34, No. 5, 672-682 (2019). MSC: 62P05 91G05 62G08 PDF BibTeX XML Cite \textit{L. Yang} and \textit{S. Meng}, J. Syst. Eng. 34, No. 5, 672--682 (2019; Zbl 1449.62242) Full Text: DOI