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: 641 Publications (since 1998) References Indexed: 571 Publications with 14,875 References. all top 5 Latest Issues 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 11 Hürlimann, Werner 11 Yang, Hailiang 10 Bühlmann, Hans 10 Tan, Ken Seng 9 Taylor, Greg 8 Chi, Yichun 8 Haberman, Steven 8 Hardy, Mary Rosalyn 8 Lin, X. Sheldon 8 Walhin, Jean-François 7 Avanzi, Benjamin 7 Boonen, Tim J. 7 Nielsen, Jens Perch 7 Sherris, Michael 7 Tang, Qihe 7 Tsanakas, Andreas 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 Wong, Bernard 5 Albrecher, Hansjörg 5 Antonio, Katrien 5 Boucher, Jean-Philippe 5 Chan, Jennifer So Kuen 5 Chen, An 5 Cheung, Ka Chun 5 Christiansen, Marcus Christian 5 Cossette, Hélène 5 Delong, Łukasz 5 Devolder, Pierre 5 Dickson, David C. M. 5 Embrechts, Paul 5 Gisler, Alois 5 Guillen, Montserrat 5 Hieber, Peter 5 Paris, Jose F. 5 Verrall, Richard J. 5 Waters, Howard R. 5 Willmot, Gordon E. 5 Young, Virginia R. 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 Hainaut, Donatien 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 Usábel, Miguel A. 4 Vernic, Raluca 4 Zitikis, Ričardas 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 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 Liu, Haiyan 3 Lu, Yang 3 Maurer, Raimond H. 3 Merz, Michael 3 Moriconi, Franco 3 Ohlsson, Esbjörn ...and 705 more Authors all top 5 Fields 582 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 301 Statistics (62-XX) 76 Probability theory and stochastic processes (60-XX) 19 Numerical analysis (65-XX) 19 Systems theory; control (93-XX) 10 History and biography (01-XX) 9 Computer science (68-XX) 8 Operations research, mathematical programming (90-XX) 6 Biology and other natural sciences (92-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Combinatorics (05-XX) 2 Partial differential equations (35-XX) 2 Mathematics education (97-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-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 533 Publications have been cited 5,915 times in 3,569 Documents Cited by ▼ Year ▼ A primer on copulas for count data. Zbl 1274.62398 Genest, Christian; Nešlehová, Johanna 141 2007 Some optimal dividends problems. Zbl 1097.91040 Dickson, David C. M.; Waters, Howard R. 123 2004 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402 Cai, Jun; Tan, Ken Seng 122 2007 Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403 Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 120 2006 A universal pricing framework for guaranteed minimum benefits in variable annuities. Zbl 1274.91399 Bauer, Daniel; Kling, Alexander; Russ, Jochen 114 2008 Common Poisson shock models: applications to insurance and credit risk modelling. Zbl 1087.91030 Lindskog, Filip; McNeil, Alexander J. 80 2003 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078 Chi, Yichun; Tan, Ken Seng 78 2011 Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070 Cheung, Ka Chun 74 2010 Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 71 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 66 2000 Risk-minimizing hedging strategies for unit-linked life insurance contracts. Zbl 1168.91417 Møller, Thomas 65 1998 Fitting Tweedie’s compound Poisson model to insurance claims data: dispersion modelling. Zbl 1094.91514 Smyth, Gordon K.; Jørgensen, Bent 64 2002 A universal framework for pricing financial and insurance risks. Zbl 1090.91555 Wang, Shaun S. 64 2002 Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373 Furman, Edward; Landsman, Zinoviy 62 2006 Optimal dividends in the dual model with diffusion. Zbl 1274.91463 Avanzi, Benjamin; Gerber, Hans U. 59 2008 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 56 2006 Modelling adult mortuality in small populations the saint model. Zbl 1239.91128 Søren, Fiig Jarner; Kryger, Ebsen Masotti 50 2011 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 Fair pricing of life insurance participating policies with a minimum interest rate guaranteed. Zbl 1098.91537 Bacinello, Anna Rita 48 2001 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 46 2018 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113 Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 46 2009 Prediction of outstanding liabilities. II: Model variations and extensions. Zbl 1162.91428 Norberg, R. 44 1999 On the tail behaviour of sums of dependent risks. Zbl 1162.91395 Barbe, Philippe; Fougères, Anne-Laure; Genest, Christian 39 2006 Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167 Cai, Jun; Lemieux, Christiane; Liu, Fangda 39 2016 Optimal dynamic XL reinsurance. Zbl 1059.93135 Hipp, Christian; Vogt, Michael 39 2003 On Esscher transforms in discrete finance models. Zbl 1162.91367 Buehlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A. N. 35 1998 Guaranteed annuity options. Zbl 1098.91527 Boyle, Phelim; Hardy, Mary 35 2003 Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089 Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard 35 2011 On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430 Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia 35 2014 Tail conditional expectations for exponential dispersion models. Zbl 1099.62122 Landsman, Zinoviy; Valdez, Emiliano A. 34 2005 Modeling dependent risks with multivariate Erlang mixtures. Zbl 1277.62255 Lee, Simon C. K.; Lin, X. Sheldon 34 2012 A Neyman-Pearson perspective on optimal reinsurance with constraints. Zbl 1390.91199 Lo, Ambrose 33 2017 On the calculation of the solvency capital requirement based on nested simulations. Zbl 1277.91074 Bauer, Daniel; Reuss, Andreas; Singer, Daniela 33 2012 Reinsurance arrangements minimizing the risk-adjusted value of an insurer’s liability. Zbl 1277.91077 Chi, Yichun 33 2012 The devil is in the tails: actuarial mathematics and the subprime mortgage crisis. Zbl 1230.91181 Donnelly, Catherine; Embrechts, Paul 32 2010 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 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505 Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211 Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 30 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 30 2017 The quantitative modeling of operational risk: between \(g\)-and-\(h\) and EVT. Zbl 1154.62077 Degen, Matthias; Embrechts, Paul; Lambrigger, Dominik D. 30 2007 Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263 Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 30 2013 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 29 2015 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. 29 2001 Key q-duration: a framework for hedging longevity risk. Zbl 1277.91089 Li, Johnny Siu-Hang; Luo, Ancheng 29 2012 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 A review on phase-type distributions and their use in risk theory. Zbl 1123.62013 Bladt, Mogens 28 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 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 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007 Drekic, Steve; Willmot, Gordon E. 27 2003 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 Risk measures and efficient use of capital. Zbl 1203.91110 Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo 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. 25 2006 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092 Willmot, Gordon E.; Woo, Jae-Kyung 25 2015 From ruin to bankruptcy for compound Poisson surplus processes. Zbl 1283.91084 Albrecher, Hansjörg; Lautscham, Volkmar 25 2013 Double chain ladder. Zbl 1277.91092 Martínez Miranda, Dolores María; Nielsen, Jens Perch; Verrall, Richard 25 2012 On the distribution of the surplus prior to and at ruin. Zbl 1129.62425 Schmidli, Hanspeter 24 1999 Option pricing in a jump-diffusion model with regime-switching. Zbl 1180.91298 Yuen, Fei Lung; Yang, Hailiang 24 2009 Maximizing dividends without bankruptcy. Zbl 1162.91375 Gerber, Hans U.; Shiu, Elias S. W.; Smith, Nathaniel 24 2006 Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379 Furman, Edward; Landsman, Zinoviy 24 2008 Prediction of RBNS and IBNR claims using claim amounts and claim counts. Zbl 1235.91109 Verrall, Richard; Nielsen, Jens Perch; Jessen, Anders Hedegaard 23 2010 An individual claims reserving model. Zbl 1162.91421 Larsen, Christian Roholte 22 2007 Analytic solution for return of premium and rollup guaranteed minimum death benefit options under some simple mortality laws. Zbl 1256.91035 Ulm, Eric R. 22 2008 Asymptotic value-at-risk estimates for sums of dependent random variables. Zbl 1098.62570 Wüthrich, Mario V. 22 2003 Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352 Chen, An; Hieber, Peter; Klein, Jakob K. 22 2019 Optimal risk control for the excess of loss reinsurance policies. Zbl 1230.91079 Meng, Hui; Zhang, Xin 21 2010 Risk exchange with distorted probabilities. Zbl 1162.91439 Tsanakas, Andreas; Christofides, Nicos 21 2006 Actuarial fairness and solidarity in pooled annuity funds. Zbl 1390.91177 Donnelly, Catherine 21 2015 On stop-loss order and the distortion pricing principle. Zbl 1168.91414 Hürlimann, Werner 21 1998 EM algorithm for mixed Poisson and other discrete distributions. Zbl 1100.62026 Karlis, Dimitris 21 2005 Optimal reinsurance for variance related premium calculation principles. Zbl 1230.91073 Guerra, Manuel; de Lourdes Centeno, Maria 20 2010 Stochastic mortality: the impact on target capital. Zbl 1179.91108 Olivieri, Annamaria; Pitacco, Ermanno 20 2009 Largest claims reinsurance premiums under possible claims dependence. Zbl 1162.91420 Kremer, Erhard 20 1998 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 20 2016 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026 Cheung, Eric C. K.; Drekic, Steve 20 2008 Credibility for the chain ladder reserving method. Zbl 1274.91486 Gisler, Alois; Wüthrich, Mario V. 20 2008 Optimal consumption and insurance: a continuous-time Markov chain approach. Zbl 1169.91329 Kraft, Holger; Steffensen, Mogens 20 2008 Analysis of the expected shortfall of aggregate dependent risks. Zbl 1101.62092 Alink, Stan; Löwe, Matthias; Wütherich, Mario V. 20 2005 Optimal bonus-malus systems using finite mixture models. Zbl 1288.91120 Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas 20 2014 The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor. Zbl 1277.62256 Mack, Th. 20 1999 Equitable retirement income tontines: mixing cohorts without discriminating. Zbl 1390.91201 Milevsky, Moshe A.; Salisbury, Thomas S. 19 2016 Dependence in dynamic claim frequency credibility models. Zbl 1098.62567 Purcaru, Oana; Denuit, Michel 19 2003 Equilibrium pricing transforms: new results using Bühlmann’s 1980 economic model. Zbl 1098.91551 Wang, Shaun S. 19 2003 The Markov chain market. Zbl 1098.91531 Norberg, Ragnar 19 2003 State-dependent fees for variable annuity guarantees. Zbl 1431.91318 Bernard, Carole; Hardy, Mary; Mackay, Anne 19 2014 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 Market consistent pricing of insurance products. Zbl 1256.91018 Malamud, Semyon; Trubowitz, Eugene; Wüthrich, Mario V. 18 2008 Pricing general insurance using optimal control theory. Zbl 1155.91401 Emms, Paul; Haberman, Steven 18 2005 Allowance for the age of claims in bonus-malus systems. Zbl 1098.91544 Pinquet, Jean; Cuillén, Montserrat; Bolancé, Catalina 18 2001 A unified approach to generate risk measures. Zbl 1098.91539 Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353 Chi, Yichun 18 2019 Discrete-time risk models on time series for count random variables. Zbl 1230.91071 Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique 17 2010 Competitive equilibria with distortion risk measures. Zbl 1390.91331 Boonen, Tim J. 17 2015 Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171 Chen, Shumin; Yang, Hailiang; Zeng, Yan 17 2018 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220 Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2018 Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. Zbl 1274.91244 Avram, F.; Usábel, M. 17 2004 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 Modern life-care tontines. Zbl 1492.91296 Hieber, Peter; Lucas, Nathalie 5 2022 Point and interval forecasts of death rates using neural networks. Zbl 1484.91404 Schnürch, Simon; Korn, Ralf 5 2022 Mean-variance insurance design with counterparty risk and incentive compatibility. Zbl 1492.91272 Boonen, Tim J.; Jiang, Wenjun 4 2022 Discrimination-free insurance pricing. Zbl 1484.91396 Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. 3 2022 Joint model prediction and application to individual-level loss reserving. Zbl 1484.91401 Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng 3 2022 Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks. Zbl 1492.91314 Scognamiglio, Salvatore 2 2022 A new multivariate zero-inflated hurdle model with applications in automobile insurance. Zbl 1498.91373 Zhang, Pengcheng; Pitt, David; Wu, Xueyuan 1 2022 Phase-type distributions for claim severity regression modeling. Zbl 1493.62457 Bladt, Martin 1 2022 Tree-based machine learning methods for modeling and forecasting mortality. Zbl 1504.91242 Bjerre, Dorethe Skovgaard 1 2022 Extending the Lee-Carter model with variational autoencoder: A fusion of neural network and Bayesian approach. Zbl 1506.91153 Miyata, Akihiro; Matsuyama, Naoki 1 2022 Mortality credits within large survivor funds. Zbl 1506.91151 Denuit, Michel; Hieber, Peter; Robert, Christian Y. 1 2022 Geographic ratemaking with spatial embeddings. Zbl 1484.91375 Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne 1 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 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163 Chi, Yichun; Tan, Ken Seng 7 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 4 2021 Applying economic measures to lapse risk management with machine learning approaches. Zbl 1480.91224 Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason 3 2021 Predictive claim scores for dynamic multi-product risk classification in insurance. Zbl 1472.91042 Verschuren, Robert Matthijs 3 2021 Mortality forecasting with a spatially penalized smoothed VAR model. Zbl 1471.91452 Chang, Le; Shi, Yanlin 3 2021 The impacts of individual information on loss reserving. Zbl 1471.91487 Wang, Zhigao; Wu, Xianyi; Qiu, Chunjuan 3 2021 Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. Zbl 1480.91243 So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A. 2 2021 Geographical diversification and longevity risk mitigation in annuity portfolios. Zbl 1471.91456 De Rosa, Clemente; Luciano, Elisa; Regis, Luca 2 2021 Robust estimation of loss models for lognormal insurance payment severity data. Zbl 1479.91339 Poudyal, Chudamani 2 2021 Asymptotics for systemic risk with dependent heavy-tailed losses. Zbl 1471.91610 Liu, Jiajun; Yang, Yang 2 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 2 2021 Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039 Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang 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 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 Fair transition from defined benefit to target benefit. Zbl 1480.91259 Zhu, Xiaobai; Hardy, Mary; Saunders, David 1 2021 Dynamic asset allocation for target date funds under the benchmark approach. Zbl 1471.91515 Sun, Jin; Zhu, Dan; Platen, Eckhard 1 2021 Optimal reinsurance design with distortion risk measures and asymmetric information. Zbl 1478.91161 Boonen, Tim J.; Zhang, Yiying 1 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 1 2021 A mixed bond and equity fund model for the valuation of variable annuities. Zbl 1471.91444 Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel 1 2021 Applying state space models to stochastic claims reserving. Zbl 1471.91462 Hendrych, Radek; Cipra, Tomas 1 2021 Distortion riskmetrics on general spaces. Zbl 1454.91208 Wang, Qiuqi; Wang, Ruodu; Wei, Yunran 11 2020 On the optimal combination of annuities and tontines. Zbl 1431.91320 Chen, An; Rach, Manuel; Sehner, Thorsten 8 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 7 2020 A neural network boosted double overdispersed Poisson claims reserving model. Zbl 1431.91328 Gabrielli, Andrea 7 2020 Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178 Denuit, Michel; Robert, Christian Y. 6 2020 Optimal insurance strategies: a hybrid deep learning Markov chain approximation approach. Zbl 1447.91129 Cheng, Xiang; Jin, Zhuo; Yang, Hailiang 6 2020 Actuarial applications of word embedding models. Zbl 1431.91337 Lee, Gee Y.; Manski, Scott; Maiti, Tapabrata 6 2020 An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. Zbl 1447.91149 Tzougas, George; Karlis, Dimitris 5 2020 Poisson models with dynamic random effects and nonnegative credibilities per period. Zbl 1447.91145 Pinquet, Jean 5 2020 Optimal insurance contracts under distortion risk measures with ambiguity aversion. Zbl 1447.91140 Jiang, Wenjun; Escobar-Anel, Marcos; Ren, Jiandong 5 2020 Bilateral risk sharing with heterogeneous beliefs and exposure constraints. Zbl 1431.91094 Boonen, Tim J.; Ghossoub, Mario 5 2020 Testing for random effects in compound risk models via Bregman divergence. Zbl 1454.91194 Jeong, Himchan 4 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 Wavelet-based feature extraction for mortality projection. Zbl 1454.91190 Hainaut, Donatien; Denuit, Michel 3 2020 An effective bias-corrected bagging method for the valuation of large variable annuity portfolios. Zbl 1454.91189 Gweon, Hyukjun; Li, Shu; Mamon, Rogemar 3 2020 Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets. Zbl 1454.91202 Lin, X. Sheldon; Yang, Shuai 3 2020 A new inference strategy for general population mortality tables. Zbl 1444.91190 Boumezoued, Alexandre; Hoffmann, Marc; Jeunesse, Paulien 3 2020 Forecasting multiple functional time series in a group structure: an application to mortality. Zbl 1447.91148 Shang, Han Lin; Haberman, Steven 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 Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339 Lin, Tzuling; Tsai, Cary Chi-liang 3 2020 Multivariate geometric tail- and range-value-at-risk. Zbl 1431.91441 Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina 3 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 Optimal asset allocation for DC pension decumulation with a variable spending rule. Zbl 1447.91138 Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham 2 2020 The effect of the assumed interest rate and smoothing on variable annuities. Zbl 1431.91316 Balter, Anne G.; Werker, Bas J. M. 2 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. 2 2020 Risk-based capital for variable annuity under stochastic interest rate. Zbl 1454.91207 Wang, Jindong; Xu, Wei 1 2020 Weighted comonotonic risk sharing under heterogeneous beliefs. Zbl 1447.91143 Liu, Haiyan 1 2020 Tonuity: a novel individual-oriented retirement plan. Zbl 1419.91352 Chen, An; Hieber, Peter; Klein, Jakob K. 22 2019 On the optimality of a straight deductible under belief heterogeneity. Zbl 1419.91353 Chi, Yichun 18 2019 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225 Denuit, Michel 15 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 Fair valuation of insurance liability cash-flow streams in continuous time: applications. Zbl 1410.91262 Delong, Łukasz; Dhaene, Jan; Barigou, Karim 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 12 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 11 2019 Ordering properties of extreme claim amounts from heterogeneous portfolios. Zbl 1410.91296 Zhang, Yiying; Cai, Xiong; Zhao, Peng 11 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 7 2019 Dynamic principal component regression: application to age-specific mortality forecasting. Zbl 1427.91241 Shang, Han Lin 6 2019 The reserve uncertainties in the chain ladder model of Mack revisited. Zbl 1427.91231 Gisler, Alois 6 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236 Li, Han; Tang, Qihe 4 2019 Compatibility and attainability of matrices of correlation-based measures of concordance. Zbl 1427.62051 Hofert, Marius; Koike, Takaaki 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 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288 Tang, Qihe; Yuan, Zhongyi 4 2019 Modelling zero-inflated count data with a special case of the generalised Poisson distribution. Zbl 1427.91220 Calderín-Ojeda, Enrique; Gómez-Déniz, Emilio; Barranco-Chamorro, Inmaculada 3 2019 Minimizing the probability of lifetime ruin: two riskless assets with transaction costs. Zbl 1429.49021 Liang, Xiaoqing; Young, Virginia R. 3 2019 Personal non-life insurance decisions and the welfare loss from flat deductibles. Zbl 1419.91384 Steffensen, Mogens; Thøgersen, Julie 3 2019 Modelling mortality dependence with regime-switching copulas. Zbl 1458.91187 Rui, Zhou 3 2019 Calendar year effect modeling for claims reserving in HGLM. Zbl 1427.91230 Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano 2 2019 Frequentist inference in insurance ratemaking models adjusting for misrepresentation. Zbl 1419.91345 Akakpo, Rexford M.; Xia, Michelle; Polansky, Alan M. 2 2019 New results on the distribution of discounted compound Poisson sums. Zbl 1419.91389 Zhang, Zhehao 2 2019 Economic scenario generator and parameter uncertainty: a Bayesian approach. Zbl 1410.91256 Bégin, Jean-François 2 2019 Index insurance design. Zbl 1410.91293 Zhang, Jinggong; Tan, Ken Seng; Weng, Chengguo 2 2019 Valuation of contingent guarantees using least-squares Monte Carlo. Zbl 1419.91348 Bienek, T.; Scherer, M. 1 2019 Property graphs – a statistical model for fire and explosion losses based on graph theory. Zbl 1410.91281 Parodi, Pietro; Watson, Peter 1 2019 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 46 2018 Stochastic differential games between two insurers with generalized mean-variance premium principle. Zbl 1390.91171 Chen, Shumin; Yang, Hailiang; Zeng, Yan 17 2018 ...and 433 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,536 Authors 52 Wüthrich, Mario Valentin 49 Denuit, Michel M. 48 Yang, Hailiang 44 Zhang, Zhimin 39 Siu, Tak Kuen 34 Albrecher, Hansjörg 34 Cheung, Ka Chun 33 Tan, Ken Seng 32 Dhaene, Jan 32 Li, Shuanming 31 Boonen, Tim J. 30 Tang, Qihe 29 Haberman, Steven 26 Landriault, David 26 Landsman, Zinoviy M. 26 Yuen, Kam Chuen 25 Furman, Edward 25 Jin, Zhuo 25 Lin, X. Sheldon 25 Young, Virginia R. 24 Zitikis, Ričardas 23 Blake, David 23 Cheung, Eric C. K. 23 Chi, Yichun 23 Feng, Runhuan 23 Willmot, Gordon E. 23 Yamazaki, Kazutoshi 22 Li, Johnny Siu-Hang 22 Marceau, Étienne 21 Cossette, Hélène 21 Valdez, Emiliano A. 21 Weng, Chengguo 20 Cairns, Andrew J. G. 20 Genest, Christian 19 Avanzi, Benjamin 19 Badescu, Andrei L. 19 Frostig, Esther 19 Nielsen, Jens Perch 19 Vernic, Raluca 19 Wong, Bernard 19 Yin, Chuancun 18 Ren, Jiandong 18 Steffensen, Mogens 18 Tsai, Cary Chi-Liang 18 Wang, Rongming 18 Wang, Wenyuan 18 Zhang, Yiying 17 Asimit, Alexandru V. 17 Gómez-Déniz, Emilio 17 Guo, Junyi 17 Liang, Zhibin 17 Qian, Linyi 17 Wang, Ruodu 17 Woo, Jae-Kyung 16 Antonio, Katrien 16 Dong, Yinghui 16 Embrechts, Paul 16 Hürlimann, Werner 16 Pantelous, Athanasios A. 16 Pérez Garmendia, Jose Luis 16 Schmidli, Hanspeter 16 Shi, Peng 15 Ahn, Jae Youn 15 Cai, Jun 15 Chen, An 15 Dickson, David C. M. 15 Gerber, Hans U. 15 Guillen, Montserrat 15 Jiang, Wenjun 15 Karlis, Dimitris 15 Mao, Tiantian 15 Shen, Yang 15 Taylor, Greg 15 Wang, Guojing 14 Devolder, Pierre 14 Goovaerts, Marc J. 14 Hu, Yijun 14 Loisel, Stéphane 14 Su, Jianxi 14 Yam, Sheung Chi Phillip 13 Avram, Florin 13 Calderín Ojeda, Enrique 13 Ghossoub, Mario 13 Kim, Joseph Hyun Tae 13 Lefèvre, Claude 13 Palmowski, Zbigniew 13 Scherer, Matthias 13 Šiaulys, Jonas 13 Yang, Jingping 13 Zhou, Ming 13 Zhou, Xiaowen 12 Chen, Mi 12 Ding, Feng 12 Drekic, Steve 12 Durante, Fabrizio 12 Hu, Xiang 12 Li, Jackie 12 Lindholm, Mathias 12 Lu, Yi 12 Sherris, Michael ...and 3,436 more Authors all top 5 Cited in 271 Journals 922 Insurance Mathematics & Economics 302 ASTIN Bulletin 277 Scandinavian Actuarial Journal 224 North American Actuarial Journal 128 European Actuarial Journal 96 Communications in Statistics. Theory and Methods 89 Journal of Computational and Applied Mathematics 66 Methodology and Computing in Applied Probability 49 Journal of Multivariate Analysis 46 European Journal of Operational Research 45 Statistics & Probability Letters 43 Journal of Industrial and Management Optimization 40 Journal of Applied Probability 36 Quantitative Finance 33 Applied Mathematics and Computation 30 Probability in the Engineering and Informational Sciences 30 Stochastic Models 27 Journal of Statistical Computation and Simulation 24 Advances in Applied Probability 23 Mathematical Problems in Engineering 21 Annals of Operations Research 20 Journal of Applied Statistics 20 Extremes 20 Dependence Modeling 19 Stochastic Analysis and Applications 19 Communications in Statistics. Simulation and Computation 19 Finance and Stochastics 18 International Journal of Theoretical and Applied Finance 17 Computational Statistics and Data Analysis 16 Lithuanian Mathematical Journal 16 Decisions in Economics and Finance 15 Journal of Statistical Planning and Inference 15 Acta Mathematicae Applicatae Sinica. English Series 15 Stochastic Processes and their Applications 13 Journal of Economic Dynamics & Control 13 Mathematical Methods of Operations Research 12 Mathematical Finance 12 Discrete Dynamics in Nature and Society 12 Mathematics and Financial Economics 11 Journal of Mathematical Analysis and Applications 11 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 11 Applied Stochastic Models in Business and Industry 11 Modern Stochastics. Theory and Applications 10 Journal of the American Statistical Association 10 Journal of Optimization Theory and Applications 10 Applied Mathematics. Series B (English Edition) 10 Bernoulli 10 Journal of Systems Science and Complexity 10 Frontiers of Mathematics in China 10 Statistics & Risk Modeling 9 Fuzzy Sets and Systems 9 Computational Statistics 9 Applied Mathematical Finance 9 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 9 SIAM Journal on Financial Mathematics 8 Moscow University Mathematics Bulletin 8 Applied Mathematics and Optimization 8 Computational Management Science 8 Journal of the Korean Statistical Society 7 Metrika 7 Operations Research 7 Test 7 Statistical Papers 7 Abstract and Applied Analysis 7 Asia-Pacific Financial Markets 7 Journal of Probability and Statistics 6 Journal of Mathematical Economics 6 Mathematics of Operations Research 6 SIAM Journal on Control and Optimization 6 International Journal of Approximate Reasoning 6 Automation and Remote Control 6 The ANZIAM Journal 6 Journal of Statistical Theory and Practice 6 Statistics and Computing 6 Annals of Finance 5 The Canadian Journal of Statistics 5 Journal of the Franklin Institute 5 Annals of the Institute of Statistical Mathematics 5 Mathematics and Computers in Simulation 5 Metron 5 Statistics 5 The Annals of Applied Probability 5 Mathematical Methods of Statistics 5 Journal of Inequalities and Applications 5 Journal of Applied Mathematics and Computing 5 Statistical Methods and Applications 5 Science China. 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 International Journal of Robust and Nonlinear Control 4 Journal of Mathematical Sciences (New York) 4 Lifetime Data Analysis 4 Acta Mathematica Sinica. English Series ...and 171 more Journals all top 5 Cited in 39 Fields 2,836 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,532 Statistics (62-XX) 1,056 Probability theory and stochastic processes (60-XX) 265 Systems theory; control (93-XX) 134 Operations research, mathematical programming (90-XX) 123 Numerical analysis (65-XX) 100 Calculus of variations and optimal control; optimization (49-XX) 53 Computer science (68-XX) 28 Partial differential equations (35-XX) 27 Biology and other natural sciences (92-XX) 25 Integral equations (45-XX) 20 Integral transforms, operational calculus (44-XX) 11 Functional analysis (46-XX) 9 General and overarching topics; collections (00-XX) 9 Real functions (26-XX) 6 Combinatorics (05-XX) 6 Approximations and expansions (41-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 Ordinary differential equations (34-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Geophysics (86-XX) 4 Mathematics education (97-XX) 3 History and biography (01-XX) 3 Harmonic analysis on Euclidean spaces (42-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 General topology (54-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 Manifolds and cell complexes (57-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year