ASTIN BulletinThe Journal of the International Actuarial Association Short Title: ASTIN Bull. Publisher: Cambridge University Press, Cambridge ISSN: 0515-0361; 1783-1350/e Online: https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/all-issueshttp://poj.peeters-leuven.be/content.php?url=journal&journal_code=ASThttp://www.casact.org/library/astin/ Comments: Journal Documents Indexed: 668 Publications (since 1998) References Indexed: 598 Publications with 16,002 References. all top 5 Latest Issues 54, No. 2 (2024) 54, No. 1 (2024) 53, No. 3 (2023) 53, No. 2 (2023) 53, No. 1 (2023) 52, No. 3 (2022) 52, No. 2 (2022) 52, No. 1 (2022) 51, No. 3 (2021) 51, No. 2 (2021) 51, No. 1 (2021) 50, No. 3 (2020) 50, No. 2 (2020) 50, No. 1 (2020) 49, No. 3 (2019) 49, No. 2 (2019) 49, No. 1 (2019) 48, No. 3 (2018) 48, No. 2 (2018) 48, No. 1 (2018) 47, No. 3 (2017) 47, No. 2 (2017) 47, No. 1 (2017) 46, No. 3 (2016) 46, No. 2 (2016) 46, No. 1 (2016) 45, No. 3 (2015) 45, No. 2 (2015) 45, No. 1 (2015) 44, No. 3 (2014) 44, No. 2 (2014) 44, No. 1 (2014) 43, No. 3 (2013) 43, No. 2 (2013) 43, No. 1 (2013) 42, No. 2 (2012) 42, No. 1 (2012) 41, No. 2 (2011) 41, No. 1 (2011) 40, No. 2 (2010) 40, No. 1 (2010) 39, No. 2 (2009) 39, No. 1 (2009) 38, No. 2 (2008) 38, No. 1 (2008) 37, No. 2 (2007) 37, No. 1 (2007) 36, No. 2 (2006) 36, No. 1 (2006) 35, No. 2 (2005) 35, No. 1 (2005) 34, No. 2 (2004) 34, No. 1 (2004) 33, No. 2 (2003) 33, No. 1 (2003) 32, No. 2 (2002) 32, No. 1 (2002) 31, No. 2 (2001) 31, No. 1 (2001) 30, No. 2 (2000) 30, No. 1 (2000) 29, No. 2 (1999) 29, No. 1 (1999) 28, No. 2 (1998) 28, No. 1 (1998) all top 5 Authors 18 Denuit, Michel M. 18 Wüthrich, Mario Valentin 12 Yang, Hailiang 11 Hürlimann, Werner 10 Bühlmann, Hans 10 Tan, Ken Seng 10 Taylor, Greg 9 Lin, X. Sheldon 8 Avanzi, Benjamin 8 Chi, Yichun 8 Haberman, Steven 8 Hardy, Mary Rosalyn 8 Sherris, Michael 8 Walhin, Jean-François 7 Boonen, Tim J. 7 Devolder, Pierre 7 Nielsen, Jens Perch 7 Tang, Qihe 7 Tsanakas, Andreas 7 Wong, Bernard 6 Boucher, Jean-Philippe 6 Chen, An 6 Furman, Edward 6 Gómez-Déniz, Emilio 6 Landsman, Zinoviy M. 6 Macdonald, Angus S. 6 Mack, Thomas 6 Steffensen, Mogens 6 Venter, Gary G. 6 Young, Virginia R. 5 Albrecher, Hansjörg 5 Antonio, Katrien 5 Chan, Jennifer So Kuen 5 Cheung, Ka Chun 5 Christiansen, Marcus Christian 5 Cossette, Hélène 5 Delong, Łukasz 5 Dickson, David C. M. 5 Embrechts, Paul 5 Gisler, Alois 5 Guillen, Montserrat 5 Hainaut, Donatien 5 Hieber, Peter 5 Paris, Jose F. 5 Verrall, Richard J. 5 Waters, Howard R. 5 Willmot, Gordon E. 5 Zhu, Dan 5 Zitikis, Ričardas 4 Aase, Knut Kristian 4 Avram, Florin 4 Badescu, Andrei L. 4 Cai, Jun 4 Cairns, Andrew J. G. 4 De Lourdes Centeno, Maria 4 Dhaene, Jan 4 Donnelly, Catherine 4 Egídio dos Reis, Alfredo D. 4 Hofert, Marius 4 Kałuszka, Marek 4 Lemaire, Jean-Jacques 4 Marceau, Étienne 4 Meng, Shengwang 4 Pinquet, Jean 4 Riegel, Ulrich 4 Robert, Christian-Yann 4 Shi, Yanlin 4 Usábel, Miguel A. 4 Vernic, Raluca 4 Zhu, Xiaobai 4 Ziveyi, Jonathan 3 Afonso, Lourdes B. 3 Bauer, Daniel J. 3 Beirlant, Jan 3 Blake, David 3 Brazauskas, Vytaras 3 Calderín Ojeda, Enrique 3 Cheung, Eric C. K. 3 Choy, S. T. Boris 3 de Jong, Piet 3 Deelstra, Griselda 3 Desjardins, Denise 3 Dionne, Georges 3 Drekic, Steve 3 Forsyth, Peter A. 3 Frangos, Nikos E. 3 Frees, Edward W. 3 Gao, Guangyuan 3 Gerber, Hans U. 3 Godin, Frédéric 3 Hamel, Emmanuel 3 Hössjer, Ola G. 3 Jiang, Wenjun 3 Joshi, Mark S. 3 Kleinow, Torsten 3 Kling, Alexander 3 Li, Johnny Siu-Hang 3 Li, Shuanming 3 Liang, Xiaoqing 3 Lindskog, Filip ...and 741 more Authors all top 5 Fields 609 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 305 Statistics (62-XX) 79 Probability theory and stochastic processes (60-XX) 21 Numerical analysis (65-XX) 21 Systems theory; control (93-XX) 11 Computer science (68-XX) 10 History and biography (01-XX) 9 Operations research, mathematical programming (90-XX) 7 Biology and other natural sciences (92-XX) 3 Partial differential equations (35-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Combinatorics (05-XX) 2 Integral equations (45-XX) 2 Mathematics education (97-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 550 Publications have been cited 6,334 times in 3,807 Documents Cited by ▼ Year ▼ A primer on copulas for count data. Zbl 1274.62398 Genest, Christian; Nešlehová, Johanna 163 2007 Some optimal dividends problems. Zbl 1097.91040 Dickson, David C. M.; Waters, Howard R. 128 2004 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402 Cai, Jun; Tan, Ken Seng 128 2007 Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403 Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 124 2006 A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399 Bauer, Daniel; Kling, Alexander; Russ, Jochen 123 2008 Common Poisson shock models: applications to insurance and credit risk modelling. Zbl 1087.91030 Lindskog, Filip; McNeil, Alexander J. 83 2003 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078 Chi, Yichun; Tan, Ken Seng 81 2011 Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070 Cheung, Ka Chun 76 2010 Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 74 2011 Erlangian approximations for finite-horizon ruin probabilities. Zbl 1081.60028 Asmussen, Soren; Avram, Florin; Usabel, Miguel 70 2002 Some notes on the dynamics and optimal control of stochastic pension fund models in continuous time. Zbl 1018.91028 Cairns, Andrew 68 2000 Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373 Furman, Edward; Landsman, Zinoviy 68 2006 Risk-minimizing hedging strategies for unit-linked life insurance contracts. Zbl 1168.91417 Møller, Thomas 68 1998 Fitting Tweedie’s compound Poisson model to insurance claims data: dispersion modelling. Zbl 1094.91514 Smyth, Gordon K.; Jørgensen, Bent 67 2002 A universal framework for pricing financial and insurance risks. Zbl 1090.91555 Wang, Shaun S. 66 2002 Optimal dividends in the dual model with diffusion. Zbl 1274.91463 Avanzi, Benjamin; Gerber, Hans U. 60 2008 On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430 Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia 59 2014 Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484 Bäuerle, N.; Müller, A. 57 1998 A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374 Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang 57 2006 On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170 Chen, Lv; Shen, Yang 57 2018 Modelling adult mortuality in small populations the saint model. Zbl 1239.91128 Søren, Fiig Jarner; Kryger, Ebsen Masotti 51 2011 Fair pricing of life insurance participating policies with a minimum interest rate guaranteed. Zbl 1098.91537 Bacinello, Anna Rita 50 2001 On optimal dividends in the dual model. Zbl 1283.91192 Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi 49 2013 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113 Dickson, David C. M.; Willmot, Gordon E. 48 2005 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113 Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 48 2009 Prediction of outstanding liabilities. II: Model variations and extensions. Zbl 1162.91428 Norberg, R. 48 1999 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167 Cai, Jun; Lemieux, Christiane; Liu, Fangda 44 2016 On the tail behaviour of sums of dependent risks. Zbl 1162.91395 Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 42 2006 Optimal dynamic XL reinsurance. Zbl 1059.93135 Hipp, Christian; Vogt, Michael 39 2003 On the calculation of the solvency capital requirement based on nested simulations. Zbl 1277.91074 Bauer, Daniel; Reuss, Andreas; Singer, Daniela 37 2012 On Esscher transforms in discrete finance models. Zbl 1162.91367 Buehlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A. N. 36 1998 A Neyman-Pearson perspective on optimal reinsurance with constraints. Zbl 1390.91199 Lo, Ambrose 36 2017 Guaranteed annuity options. Zbl 1098.91527 Boyle, Phelim; Hardy, Mary 36 2003 Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089 Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard 35 2011 Modeling dependent risks with multivariate Erlang mixtures. Zbl 1277.62255 Lee, Simon C. K.; Lin, X. Sheldon 35 2012 Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077 Chi, Yichun 35 2012 Tail conditional expectations for exponential dispersion models. Zbl 1099.62122 Landsman, Zinoviy; Valdez, Emiliano A. 35 2005 Key q-duration: a framework for hedging longevity risk. Zbl 1277.91089 Li, Johnny Siu-Hang; Luo, Ancheng 33 2012 The devil is in the tails: actuarial mathematics and the subprime mortgage crisis. Zbl 1230.91181 Donnelly, Catherine; Embrechts, Paul 33 2010 Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211 Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 33 2015 Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263 Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 32 2013 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505 Ng, K. W.; Tang, Q. H.; Yang, Hailiang 32 2002 Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data. Zbl 1058.62030 Brazauskas, Vytaras; Serfling, Robert 32 2003 Risk measures and efficient use of capital. Zbl 1203.91110 Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo 31 2009 Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. Zbl 1390.62227 Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon 31 2015 A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215 Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro 31 2017 Design of optimal bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance. Zbl 1035.62108 Frangos, Nicholas E.; Vrontos, Spyridon D. 31 2001 The quantitative modeling of operational risk: between \(g\)-and-\(h\) and EVT. Zbl 1154.62077 Degen, Matthias; Embrechts, Paul; Lambrigger, Dominik D. 30 2007 A review on phase-type distributions and their use in risk theory. Zbl 1123.62013 Bladt, Mogens 29 2005 A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511 Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M. 28 2002 On the maximisation of the adjustment coefficient under proportional reinsurance. Zbl 1095.91033 Hald, Morten; Schmidli, Hanspeter 28 2004 The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. Zbl 1169.91390 Li, Shuanming; Lu, Yi 28 2008 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007 Drekic, Steve; Willmot, Gordon E. 28 2003 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078 Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 27 2005 Model uncertainty in claims reserving within Tweedie’s compound Poisson models. Zbl 1203.91114 Peters, Gareth W.; Shevchenko, Pavel V.; Wüthrich, Mario V. 27 2009 The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400 Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V. 26 2006 On the distribution of the surplus prior to and at ruin. Zbl 1129.62425 Schmidli, Hanspeter 25 1999 Double chain ladder. Zbl 1277.91092 Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard 25 2012 From ruin to bankruptcy for compound Poisson surplus processes. Zbl 1283.91084 Albrecher, Hansjörg; Lautscham, Volkmar 25 2013 Prediction of RBNS and IBNR claims using claim amounts and claim counts. Zbl 1235.91109 Verrall, Richard; Nielsen, Jens Perch; Jessen, Anders Hedegaard 25 2010 Maximizing dividends without bankruptcy. Zbl 1162.91375 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 25 2006 Actuarial fairness and solidarity in pooled annuity funds. Zbl 1390.91177 Donnelly, Catherine 25 2015 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092 Willmot, Gordon E.; Woo, Jae-Kyung 25 2015 Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379 Furman, Edward; Landsman, Zinoviy 24 2008 Option pricing in a jump-diffusion model with regime-switching. Zbl 1180.91298 Yuen, Fei Lung; Yang, Hailiang 24 2009 An individual claims reserving model. Zbl 1162.91421 Larsen, Christian Roholte 24 2007 Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352 Chen, An; Hieber, Peter; Klein, Jakob K. 24 2019 Allowance for the age of claims in bonus-malus systems. Zbl 1098.91544 Pinquet, Jean; Cuillén, Montserrat; Bolancé, Catalina 24 2001 State-dependent fees for variable annuity guarantees. Zbl 1431.91318 Bernard, Carole; Hardy, Mary; Mackay, Anne 24 2014 Analytic solution for return of premium and rollup guaranteed minimum death benefit options under some simple mortality laws. Zbl 1256.91035 Ulm, Eric R. 23 2008 Optimal risk control for the excess of loss reinsurance policies. Zbl 1230.91079 Meng, Hui; Zhang, Xin 23 2010 Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171 Chen, Shumin; Yang, Hailiang; Zeng, Yan 23 2018 The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor. Zbl 1277.62256 Mack, Th. 22 1999 Risk exchange with distorted probabilities. Zbl 1162.91439 Tsanakas, Andreas; Christofides, Nicos 22 2006 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 22 2016 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570 Wüthrich, Mario V. 22 2003 EM algorithm for mixed Poisson and other discrete distributions. Zbl 1100.62026 Karlis, Dimitris 21 2005 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026 Cheung, Eric C. K.; Drekic, Steve 21 2008 On stop-loss order and the distortion pricing principle. Zbl 1168.91414 Hürlimann, Werner 21 1998 Optimal consumption and insurance: a continuous-time Markov chain approach. Zbl 1169.91329 Kraft, Holger; Steffensen, Mogens 21 2008 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353 Chi, Yichun 21 2019 Equitable retirement income tontines: mixing cohorts without discriminating. Zbl 1390.91201 Milevsky, Moshe A.; Salisbury, Thomas S. 21 2016 Analysis of the expected shortfall of aggregate dependent risks. Zbl 1101.62092 Alink, Stan; Löwe, Matthias; Wütherich, Mario V. 20 2005 Equilibrium pricing transforms: new results using Bühlmann’s 1980 economic model. Zbl 1098.91551 Wang, Shaun S. 20 2003 Credibility for the chain ladder reserving method. Zbl 1274.91486 Gisler, Alois; Wüthrich, Mario V. 20 2008 Stochastic mortality: the impact on target capital. Zbl 1179.91108 Olivieri, Annamaria; Pitacco, Ermanno 20 2009 Optimal reinsurance for variance related premium calculation principles. Zbl 1230.91073 Guerra, Manuel; de Lourdes Centeno, Maria 20 2010 Largest claims reinsurance premiums under possible claims dependence. Zbl 1162.91420 Kremer, Erhard 20 1998 Optimal bonus-malus systems using finite mixture models. Zbl 1288.91120 Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas 20 2014 The prediction error of the chain ladder method applied to correlated run-off triangles. Zbl 1274.62689 Braun, Christian 19 2004 The Markov chain market. Zbl 1098.91531 Norberg, Ragnar 19 2003 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225 Denuit, Michel 19 2019 A neural-network analyzer for mortality forecast. Zbl 1390.91186 Hainaut, Donatien 19 2018 Dependence in dynamic claim frequency credibility models. Zbl 1098.62567 Purcaru, Oana; Denuit, Michel 19 2003 Pricing general insurance using optimal control theory. Zbl 1155.91401 Emms, Paul; Haberman, Steven 18 2005 Market consistent pricing of insurance products. Zbl 1256.91018 Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 18 2008 Optimal pricing of a heterogeneous portfolio for a given risk level. Zbl 1162.91390 Zaks, Yaniv; Frostig, Esther; Levikson, Benny 18 2006 Designing optimal bonus-malus systems from different types of claims. Zbl 1162.91430 Pinquet, Jean 18 1998 Competitive equilibria with distortion risk measures. Zbl 1390.91331 Boonen, Tim J. 18 2015 Coherent forecasting of mortality rates: a sparse vector-autoregression approach. Zbl 1390.62215 Li, Hong; Lu, Yang 18 2017 Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims. Zbl 1520.91321 Crevecoeur, Jonas; Antonio, Katrien; Desmedt, Stijn; Masquelein, Alexandre 2 2023 Modelling mortality: a Bayesian factor-augmented VAR (FAVAR) approach. Zbl 1519.91215 Lu, Yang; Zhu, Dan 1 2023 Target benefit pension plan with longevity risk and intergenerational equity. Zbl 1519.91221 Rong, Ximin; Tao, Cheng; Zhao, Hui 1 2023 The 3-step hedge-based valuation: fair valuation in the presence of systematic risks. Zbl 1520.91338 Linders, Daniël 1 2023 Worst-case moments under partial ambiguity. Zbl 1520.91351 Tang, Qihe; Yang, Yunshen 1 2023 Measuring non-exchangeable tail dependence using tail copulas. Zbl 1520.91335 Koike, Takaaki; Kato, Shogo; Hofert, Marius 1 2023 Risk allocation through Shapley decompositions, with applications to variable annuities. Zbl 1520.91327 Godin, Frédéric; Hamel, Emmanuel; Gaillardetz, Patrice; Hon-Man Ng, Edwin 1 2023 The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices. Zbl 1520.91305 Arık, Ayşe; Uğur, Ömür; Kleinow, Torsten 1 2023 Discrimination-free insurance pricing. Zbl 1484.91396 Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. 8 2022 Point and interval forecasts of death rates using neural networks. Zbl 1484.91404 Schnürch, Simon; Korn, Ralf 8 2022 Modern life-care tontines. Zbl 1492.91296 Hieber, Peter; Lucas, Nathalie 7 2022 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401 Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 6 2022 Mean-variance insurance design with counterparty risk and incentive compatibility. Zbl 1492.91272 Boonen, Tim J.; Jiang, Wenjun 6 2022 Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks. Zbl 1492.91314 Scognamiglio, Salvatore 4 2022 Mortality credits within large survivor funds. Zbl 1506.91151 Denuit, Michel; Hieber, Peter; Robert, Christian Y. 3 2022 Target volatility strategies for group self-annuity portfolios. Zbl 1492.91309 Olivieri, Annamaria; Thirurajah, Samuel; Ziveyi, Jonathan 3 2022 Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach. Zbl 1506.91153 Miyata, Akihiro; Matsuyama, Naoki 2 2022 A new multivariate zero-inflated hurdle model with applications in automobile insurance. Zbl 1498.91373 Zhang, Pengcheng; Pitt, David; Wu, Xueyuan 2 2022 A collective reserving model with claim openness. Zbl 1484.91395 Lindholm, Mathias; Zakrisson, Henning 1 2022 Insurance valuation: A two-step generalised regression approach. Zbl 1484.91371 Barigou, Karim; Bignozzi, Valeria; Tsanakas, Andreas 1 2022 A group regularisation approach for constructing generalised age-period-cohort mortality projection models. Zbl 1484.91405 Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan 1 2022 Computation of bonus in multi-state life insurance. Zbl 1484.91364 Ahmad, Jamaal; Buchardt, Kristian; Furrer, Christian 1 2022 Tree-based machine learning methods for modeling and forecasting mortality. Zbl 1504.91242 Bjerre, Dorethe Skovgaard 1 2022 Geographic ratemaking with spatial embeddings. Zbl 1484.91375 Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne 1 2022 Joint modeling of claim frequencies and behavioral signals in motor insurance. Zbl 1485.91207 Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; Grari, Vincent; Sammarco, Matteo; Trufin, Julien 1 2022 Improving automobile insurance claims frequency prediction with telematics car driving data. Zbl 1492.91306 Meng, Shengwang; Wang, He; Shi, Yanlin; Gao, Guangyuan 1 2022 Phase-type distributions for claim severity regression modeling. Zbl 1493.62457 Bladt, Martin 1 2022 The SAINT model: a decade later. Zbl 1492.91298 Jarner, Søren F.; Jallbjørn, Snorre 1 2022 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163 Chi, Yichun; Tan, Ken Seng 9 2021 Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting. Zbl 1471.91466 Lee, Simon C. K. 6 2021 Neighbouring prediction for mortality. Zbl 1480.91248 Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun 5 2021 Mortality forecasting with a spatially penalized smoothed VAR model. Zbl 1471.91452 Chang, Le; Shi, Yanlin 5 2021 Applying economic measures to lapse risk management with machine learning approaches. Zbl 1480.91224 Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason 4 2021 Predictive claim scores for dynamic multi-product risk classification in insurance. Zbl 1472.91042 Verschuren, Robert Matthijs 4 2021 Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039 Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang 4 2021 The impacts of individual information on loss reserving. Zbl 1471.91487 Wang, Zhigao; Wu, Xianyi; Qiu, Chunjuan 4 2021 Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. Zbl 1480.91243 So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A. 3 2021 Quantifying the trade-off between income stability and the number of members in a pooled annuity fund. Zbl 1471.91447 Bernhardt, Thomas; Donnelly, Catherine 3 2021 Robust estimation of loss models for lognormal insurance payment severity data. Zbl 1479.91339 Poudyal, Chudamani 3 2021 Optimal reinsurance from the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition. Zbl 1479.91313 Chen, Yanhong 3 2021 Fair transition from defined benefit to target benefit. Zbl 1480.91259 Zhu, Xiaobai; Hardy, Mary; Saunders, David 2 2021 A mixed bond and equity fund model for the valuation of variable annuities. Zbl 1471.91444 Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel 2 2021 Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis. Zbl 1471.91482 Shimizu, Yasutaka; Minami, Yuki; Ito, Ryunosuke 2 2021 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472 Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 2 2021 Geographical diversification and longevity risk mitigation in annuity portfolios. Zbl 1471.91456 De Rosa, Clemente; Luciano, Elisa; Regis, Luca 2 2021 Dynamic asset allocation for target date funds under the benchmark approach. Zbl 1471.91515 Sun, Jin; Zhu, Dan; Platen, Eckhard 2 2021 Asymptotics for systemic risk with dependent heavy-tailed losses. Zbl 1471.91610 Liu, Jiajun; Yang, Yang 2 2021 Diversification in catastrophe insurance markets. Zbl 1480.91197 Cui, Hengxin; Tan, Ken Seng; Yang, Fan 1 2021 On complex economic scenario generators: is less more? Zbl 1480.91184 Bégin, Jean-François 1 2021 Test for changes in the modeled solvency capital requirement of an internal risk model. Zbl 1480.91203 Gaigall, Daniel 1 2021 Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. Zbl 1476.65280 Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham 1 2021 Applying state space models to stochastic claims reserving. Zbl 1471.91462 Hendrych, Radek; Cipra, Tomas 1 2021 Optimal reinsurance design with distortion risk measures and asymmetric information. Zbl 1478.91161 Boonen, Tim J.; Zhang, Yiying 1 2021 Distortion riskmetrics on general spaces. Zbl 1454.91208 Wang, Qiuqi; Wang, Ruodu; Wei, Yunran 13 2020 Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178 Denuit, Michel; Robert, Christian Y. 9 2020 On the optimal combination of annuities and tontines. Zbl 1431.91320 Chen, An; Rach, Manuel; Sehner, Thorsten 9 2020 Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. Zbl 1454.91177 Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter 8 2020 Actuarial applications of word embedding models. Zbl 1431.91337 Lee, Gee Y.; Manski, Scott; Maiti, Tapabrata 8 2020 A neural network boosted double overdispersed Poisson claims reserving model. Zbl 1431.91328 Gabrielli, Andrea 8 2020 An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. Zbl 1447.91149 Tzougas, George; Karlis, Dimitris 7 2020 Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129 Cheng, Xiang; Jin, Zhuo; Yang, Hailiang 6 2020 Optimal insurance contracts under distortion risk measures with ambiguity aversion. Zbl 1447.91140 Jiang, Wenjun; Escobar-Anel, Marcos; Ren, Jiandong 6 2020 Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets. Zbl 1454.91202 Lin, X. Sheldon; Yang, Shuai 6 2020 Bilateral risk sharing with heterogeneous beliefs and exposure constraints. Zbl 1431.91094 Boonen, Tim J.; Ghossoub, Mario 6 2020 Poisson models with dynamic random effects and nonnegative credibilities per period. Zbl 1447.91145 Pinquet, Jean 5 2020 Testing for random effects in compound risk models via Bregman divergence. Zbl 1454.91194 Jeong, Himchan 5 2020 An effective bias-corrected bagging method for the valuation of large variable annuity portfolios. Zbl 1454.91189 Gweon, Hyukjun; Li, Shu; Mamon, Rogemar 5 2020 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169 Cai, Jun; Mao, Tiantian 4 2020 Multivariate long-memory cohort mortality models. Zbl 1431.91346 Yan, Hongxuan; Peters, Gareth W.; Chan, Jennifer S. K. 4 2020 Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148 Shang, Han Lin; Haberman, Steven 3 2020 Optimal asset allocation for DC pension decumulation with a variable spending rule. Zbl 1447.91138 Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham 3 2020 A generalised property exposure rating framework that incorporates scale-independent losses and maximum possible loss uncertainty. Zbl 1447.91144 Parodi, Pietro 3 2020 A new inference strategy for general population mortality tables. Zbl 1444.91190 Boumezoued, Alexandre; Hoffmann, Marc; Jeunesse, Paulien 3 2020 Wavelet-based feature extraction for mortality projection. Zbl 1454.91190 Hainaut, Donatien; Denuit, Michel 3 2020 Multivariate geometric tail- and range-value-at-risk. Zbl 1431.91441 Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina 3 2020 The effect of the assumed interest rate and smoothing on variable annuities. Zbl 1431.91316 Balter, Anne G.; Werker, Bas J. M. 3 2020 Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339 Lin, Tzuling; Tsai, Cary Chi-liang 3 2020 Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. Zbl 1431.91338 Liang, Xiaoqing; Young, Virginia R. 3 2020 Weighted comonotonic risk sharing under heterogeneous beliefs. Zbl 1447.91143 Liu, Haiyan 2 2020 Joint optimization of transition rules and the premium scale in a bonus-malus system. Zbl 1454.91164 Ágoston, Kolos Csaba; Gyetvai, Márton 2 2020 A statistical methodology for assessing the maximal strength of tail dependence. Zbl 1459.62074 Sun, Ning; Yang, Chen; Zitikis, Ričardas 2 2020 A method for constructing and interpreting some weighted premium principles. Zbl 1454.91170 Castaño-Martínez, Antonia; López-Blazquez, Fernando; Pigueiras, Gema; Sordo, Miguel Á. 2 2020 Risk-based capital for variable annuity under stochastic interest rate. Zbl 1454.91207 Wang, Jindong; Xu, Wei 1 2020 Taxation of a GMWB variable annuity in a stochastic interest rate model. Zbl 1451.91169 Molent, Andrea 1 2020 Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352 Chen, An; Hieber, Peter; Klein, Jakob K. 24 2019 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353 Chi, Yichun 21 2019 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225 Denuit, Michel 19 2019 Fair valuation of insurance liability cash-flow streams in continuous time: applications. Zbl 1410.91262 Delong, Łukasz; Dhaene, Jan; Barigou, Karim 14 2019 Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201 Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin 13 2019 A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 13 2019 A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218 Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng 13 2019 Ordering properties of extreme claim amounts from heterogeneous portfolios. Zbl 1410.91296 Zhang, Yiying; Cai, Xiong; Zhao, Peng 13 2019 A tree-based algorithm adapted to microlevel reserving and long development claims. Zbl 1427.91238 Lopez, Olivier; Milhaud, Xavier; Thérond, Pierre-E. 10 2019 Joint life insurance pricing using extended Marshall-Olkin models. Zbl 1410.91267 Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina 9 2019 Dynamic principal component regression: application to age-specific mortality forecasting. Zbl 1427.91241 Shang, Han Lin 7 2019 The reserve uncertainties in the chain ladder model of Mack revisited. Zbl 1427.91231 Gisler, Alois 7 2019 Compatibility and attainability of matrices of correlation-based measures of concordance. Zbl 1427.62051 Hofert, Marius; Koike, Takaaki 6 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236 Li, Han; Tang, Qihe 4 2019 Deriving robust Bayesian premiums under bands of prior distributions with applications. Zbl 1415.62081 Sánchez-Sánchez, M.; Sordo, M. A.; Suárez-Llorens, A.; Gómez-Déniz, E. 4 2019 Bias-corrected inference for a modified Lee-Carter mortality model. Zbl 1410.91277 Liu, Qing; Ling, Chen; Li, Deyuan; Peng, Liang 4 2019 ...and 450 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,786 Authors 54 Wüthrich, Mario Valentin 49 Denuit, Michel M. 48 Yang, Hailiang 46 Zhang, Zhimin 40 Siu, Tak Kuen 36 Albrecher, Hansjörg 35 Cheung, Ka Chun 35 Tan, Ken Seng 33 Li, Shuanming 32 Boonen, Tim J. 32 Dhaene, Jan 31 Tang, Qihe 30 Haberman, Steven 28 Lin, X. Sheldon 27 Young, Virginia R. 26 Landriault, David 26 Landsman, Zinoviy M. 26 Yuen, Kam Chuen 25 Furman, Edward 25 Jin, Zhuo 25 Zitikis, Ričardas 24 Chi, Yichun 24 Feng, Runhuan 24 Li, Johnny Siu-Hang 23 Blake, David 23 Cheung, Eric C. K. 23 Cossette, Hélène 23 Marceau, Étienne 23 Willmot, Gordon E. 23 Yamazaki, Kazutoshi 22 Weng, Chengguo 21 Ding, Feng 21 Genest, Christian 21 Valdez, Emiliano A. 21 Zhang, Yiying 20 Avanzi, Benjamin 20 Cairns, Andrew J. G. 20 Liang, Zhibin 20 Steffensen, Mogens 19 Badescu, Andrei L. 19 Frostig, Esther 19 Nielsen, Jens Perch 19 Vernic, Raluca 19 Wang, Rongming 19 Wong, Bernard 18 Devolder, Pierre 18 Dong, Yinghui 18 Karlis, Dimitris 18 Ren, Jiandong 18 Tsai, Cary Chi-Liang 18 Wang, Wenyuan 18 Yin, Chuancun 17 Asimit, Alexandru V. 17 Gómez-Déniz, Emilio 17 Guo, Junyi 17 Qian, Linyi 17 Shi, Peng 17 Wang, Ruodu 17 Woo, Jae-Kyung 16 Antonio, Katrien 16 Chen, An 16 Embrechts, Paul 16 Guillen, Montserrat 16 Hu, Yijun 16 Hürlimann, Werner 16 Jiang, Wenjun 16 Pantelous, Athanasios A. 16 Pérez Garmendia, Jose Luis 16 Schmidli, Hanspeter 16 Shen, Yang 16 Wang, Guojing 15 Ahn, Jae Youn 15 Cai, Jun 15 Dickson, David C. M. 15 Gerber, Hans U. 15 Mao, Tiantian 15 Sherris, Michael 15 Šiaulys, Jonas 15 Su, Jianxi 15 Taylor, Greg 15 Ziveyi, Jonathan 14 Ghossoub, Mario 14 Goovaerts, Marc J. 14 Hayat, Tasawar 14 Kim, Joseph Hyun Tae 14 Lindholm, Mathias 14 Loisel, Stéphane 14 Palmowski, Zbigniew 14 Scherer, Matthias 14 Yam, Sheung Chi Phillip 14 Yang, Jingping 14 Zhou, Ming 13 Avram, Florin 13 Calderín Ojeda, Enrique 13 Lefèvre, Claude 13 Liang, Zongxia 13 Tsanakas, Andreas 13 Tzougas, George 13 Zhou, Xiaowen 12 Boucher, Jean-Philippe ...and 3,686 more Authors all top 5 Cited in 288 Journals 946 Insurance Mathematics & Economics 325 ASTIN Bulletin 287 Scandinavian Actuarial Journal 235 North American Actuarial Journal 144 European Actuarial Journal 105 Communications in Statistics. 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Mathematics 5 Statistical Theory and Related Fields 4 International Journal of Control 4 Physica A 4 Theory of Probability and its Applications 4 International Statistical Review 4 Operations Research Letters 4 Optimization 4 Statistical Science 4 Queueing Systems 4 Journal of Mathematical Sciences (New York) ...and 188 more Journals all top 5 Cited in 39 Fields 2,981 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,633 Statistics (62-XX) 1,100 Probability theory and stochastic processes (60-XX) 289 Systems theory; control (93-XX) 139 Operations research, mathematical programming (90-XX) 128 Numerical analysis (65-XX) 105 Calculus of variations and optimal control; optimization (49-XX) 59 Computer science (68-XX) 32 Partial differential equations (35-XX) 30 Biology and other natural sciences (92-XX) 26 Integral equations (45-XX) 21 Integral transforms, operational calculus (44-XX) 11 Functional analysis (46-XX) 10 Real functions (26-XX) 9 General and overarching topics; collections (00-XX) 8 Approximations and expansions (41-XX) 6 Combinatorics (05-XX) 6 Ordinary differential equations (34-XX) 6 Operator theory (47-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Measure and integration (28-XX) 5 Special functions (33-XX) 5 Geophysics (86-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Mathematics education (97-XX) 3 History and biography (01-XX) 3 General topology (54-XX) 2 Mathematical logic and foundations (03-XX) 2 Number theory (11-XX) 2 Field theory and polynomials (12-XX) 2 Convex and discrete geometry (52-XX) 2 Manifolds and cell complexes (57-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Information and communication theory, circuits (94-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year