Insurance Mathematics & Economics Short Title: Insur. Math. Econ. Publisher: Elsevier (North-Holland), Amsterdam ISSN: 0167-6687 Online: http://www.sciencedirect.com/science/journal/01676687 Comments: Journal; Indexed cover-to-cover Documents Indexed: 2,897 Publications (since 1982) References Indexed: 2,859 Publications with 76,914 References. all top 5 Latest Issues 120 (2025) 119 (2024) 118 (2024) 117 (2024) 116 (2024) 115 (2024) 114 (2024) 113 (2023) 112 (2023) 111 (2023) 110 (2023) 109 (2023) 108 (2023) 107 (2022) 106 (2022) 105 (2022) 104 (2022) 103 (2022) 102 (2022) 101 (2021) 100 (2021) 99 (2021) 98 (2021) 97 (2021) 96 (2021) 95 (2020) 94 (2020) 93 (2020) 92 (2020) 91 (2020) 90 (2020) 89 (2019) 88 (2019) 87 (2019) 86 (2019) 85 (2019) 84 (2019) 83 (2018) 82 (2018) 81 (2018) 80 (2018) 79 (2018) 78 (2018) 77 (2017) 76 (2017) 75 (2017) 74 (2017) 73 (2017) 72 (2017) 71 (2016) 70 (2016) 69 (2016) 68 (2016) 67 (2016) 66 (2016) 65 (2015) 64 (2015) 63 (2015) 62 (2015) 61 (2015) 60 (2015) 59 (2014) 58 (2014) 57 (2014) 56 (2014) 55 (2014) 54 (2014) 53, No. 3 (2013) 53, No. 2 (2013) 53, No. 1 (2013) 52, No. 3 (2013) 52, No. 2 (2013) 52, No. 1 (2013) 51, No. 3 (2012) 51, No. 2 (2012) 51, No. 1 (2012) 50, No. 3 (2012) 50, No. 2 (2012) 50, No. 1 (2012) 49, No. 3 (2011) 49, No. 2 (2011) 49, No. 1 (2011) 48, No. 3 (2011) 48, No. 2 (2011) 48, No. 1 (2011) 47, No. 3 (2010) 47, No. 2 (2010) 47, No. 1 (2010) 46, No. 3 (2010) 46, No. 2 (2010) 46, No. 1 (2010) 45, No. 3 (2009) 45, No. 2 (2009) 45, No. 1 (2009) 44, No. 3 (2009) 44, No. 2 (2009) 44, No. 1 (2009) 43, No. 3 (2008) 43, No. 2 (2008) 43, No. 1 (2008) ...and 113 more Volumes all top 5 Authors 77 Goovaerts, Marc J. 55 Haberman, Steven 48 Denuit, Michel M. 42 Dhaene, Jan 42 Young, Virginia R. 37 Gerber, Hans U. 37 Kaas, Rob 37 Willmot, Gordon E. 35 de Vylder, Florent Etienne 31 Marceau, Étienne 30 Yang, Hailiang 28 Cheung, Ka Chun 26 Landriault, David 26 Liang, Zongxia 24 Guillen, Montserrat 23 Cossette, Hélène 23 Landsman, Zinoviy M. 22 Shiu, Elias S. W. 21 Dickson, David C. M. 21 Sherris, Michael 21 Tang, Qihe 20 Laeven, Roger J. A. 19 Chi, Yichun 19 Lefèvre, Claude 19 Lin, X. Sheldon 18 Albrecher, Hansjörg 18 Siu, Tak Kuen 17 Hürlimann, Werner 17 Li, Shuanming 17 Loisel, Stéphane 17 Sundt, Bjørn Rosted 17 Tan, Ken Seng 17 Verrall, Richard J. 17 Zeng, Yan 16 Boonen, Tim J. 16 Cai, Jun 16 De Waegenaere, Anja 16 Hu, Taizhong 16 Shen, Yang 15 Feng, Runhuan 15 Li, Johnny Siu-Hang 15 Li, Zhongfei 15 Milevsky, Moshe Arye 15 Tsai, Cary Chi-Liang 15 Wang, Ruodu 15 Wüthrich, Mario Valentin 14 Delbaen, Freddy 14 Furman, Edward 14 Haezendonck, Jean 14 Sordo, Miguel Ángel 14 Weng, Chengguo 13 Asimit, Alexandru V. 13 Avanzi, Benjamin 13 Beirlant, Jan 13 Cairns, Andrew J. G. 13 Frostig, Esther 13 Gatzert, Nadine 13 Jin, Zhuo 13 Wong, Bernard 13 Wong, Hoi Ying 13 Yuen, Kam Chuen 12 Blake, David 12 Hainaut, Donatien 12 Nielsen, Jens Perch 12 Schmidli, Hanspeter 12 Trufin, Julien 12 Valdez, Emiliano A. 12 Woo, Jae-Kyung 12 Yam, Sheung Chi Phillip 12 Yang, Jingping 11 Chen, An 11 Garrido, José 11 Ghossoub, Mario 11 Li, Bin 11 Malinovskiĭ, Vsevolod Konstantinovich 11 Mao, Tiantian 11 Shapiro, Arnold F. 11 Zitikis, Ričardas 10 Christiansen, Marcus Christian 10 De Schepper, Ann 10 Deelstra, Griselda 10 Guillou, Armelle 10 Hashorva, Enkelejd 10 Jones, Bruce L. 10 Li, Danping 10 Peng, Liang 10 Pitselis, Georgios 10 Ramsay, Colin M. 10 Renshaw, Arthur E. 10 Taksar, Michael I. 10 Taylor, Greg 10 Teugels, Jozef L. 10 Wang, Shaun S. 9 Badescu, Andrei L. 9 Bayraktar, Erhan 9 Boyle, Phelim P. 9 Cheung, Eric C. K. 9 Guan, Guohui 9 He, Lin 9 Lu, Yi ...and 2,696 more Authors all top 5 Fields 2,430 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,230 Statistics (62-XX) 737 Probability theory and stochastic processes (60-XX) 188 Systems theory; control (93-XX) 84 Operations research, mathematical programming (90-XX) 82 Numerical analysis (65-XX) 36 Calculus of variations and optimal control; optimization (49-XX) 18 General and overarching topics; collections (00-XX) 17 Computer science (68-XX) 16 Integral equations (45-XX) 10 Partial differential equations (35-XX) 9 Mathematical logic and foundations (03-XX) 9 Integral transforms, operational calculus (44-XX) 8 Biology and other natural sciences (92-XX) 5 Measure and integration (28-XX) 4 Special functions (33-XX) 4 Functional analysis (46-XX) 4 Geophysics (86-XX) 3 History and biography (01-XX) 3 Real functions (26-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Difference and functional equations (39-XX) 1 Combinatorics (05-XX) 1 Field theory and polynomials (12-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,590 Publications have been cited 39,651 times in 12,086 Documents Cited by ▼ Year ▼ Pair-copula constructions of multiple dependence. Zbl 1165.60009 Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik 317 2009 The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107 Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 308 2002 Controlled diffusion models for optimal dividend pay-out. Zbl 1065.91529 Asmussen, Søren; Taksar, Michael 239 1997 Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416 Genest, Christian; Rémillard, Bruno; Beaudoin, David 218 2009 Axiomatic characterization of insurance prices. Zbl 0959.62099 Wang, Shaun S.; Young, Virginia R.; Panjer, Harry H. 214 1997 A cohort-based extension to the Lee-Carter model for mortality reduction factors. Zbl 1168.91418 Renshaw, A. E.; Haberman, S. 214 2006 A Poisson log-bilinear regression approach to the construction of projected lifetables. Zbl 1074.62524 Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K. 213 2002 Optimal investment for insurer with jump-diffusion risk process. Zbl 1129.91020 Yang, Hailiang; Zhang, Lihong 188 2005 Risk theory for the compound Poisson process that is perturbed by diffusion. Zbl 0723.62065 Dufresne, François; Gerber, Hans U. 179 1991 Estimates for the probability of ruin with special emphasis on the possibility of large claims. Zbl 0518.62083 Embrechts, P.; Veraverbeke, N. 179 1982 The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107 Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 175 2002 Optimal investment for insurers. Zbl 1007.91025 Hipp, Christian; Plum, Michael 167 2000 On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549 Dickson, David C. M.; Hipp, Christian 165 2001 Risk measures via \(g\)-expectations. Zbl 1147.91346 Rosazza Gianin, Emanuela 157 2006 Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. Zbl 1147.93046 Bai, Lihua; Guo, Junyi 154 2008 On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089 Li, Shuanming; Garrido, José 154 2004 Affine processes for dynamic mortality and actuarial valuations. Zbl 1129.91024 Biffis, Enrico 145 2005 Valuation of the early-exercise price for options using simulations and nonparametric regression. Zbl 0894.62109 Carriere, Jacques F. 135 1996 Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. Zbl 1075.62095 Dahl, Mikkel 134 2004 Optimal time-consistent investment and reinsurance policies for mean-variance insurers. Zbl 1218.91167 Zeng, Yan; Li, Zhongfei 133 2011 Mortality derivatives and the option to annuitise. Zbl 1074.62530 Milevsky, Moshe A.; Promislow, S. David 131 2001 The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369 Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 128 2003 Insurance pricing and increased limits ratemaking by proportional hazards transforms. Zbl 0837.62088 Wang, Shaun 125 1995 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417 Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 125 2008 Lee-Carter mortality forecasting with age-specific enhancement. Zbl 1103.91371 Renshaw, A. E.; Haberman, S. 123 2003 Generalized quantiles as risk measures. Zbl 1303.91089 Bellini, Fabio; Klar, Bernhard; Müller, Alfred; Rosazza Gianin, Emanuela 118 2014 The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. Zbl 0894.90047 Gerber, Hans U.; Shiu, Elias S. W. 118 1997 Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103 Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan 115 2013 Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. Zbl 0977.62108 Grosen, Anders; Jørgensen, Peter Løchte 108 2000 On the discounted penalty at ruin in a jump-diffusion and the perpetual put option. Zbl 0924.60075 Gerber, Hans U.; Landry, Bruno 107 1998 Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. Zbl 0976.91034 Boulier, Jean-François; Huang, ShaoJuan; Taillard, Grégory 105 2001 Optimal dividends in the dual model. Zbl 1131.91026 Avanzi, Benjamin; Gerber, Hans U.; Shiu, Elias S. W. 105 2007 Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model. Zbl 1284.91250 Li, Zhongfei; Zeng, Yan; Lai, Yongzeng 99 2012 On convex principles of premium calculation. Zbl 0579.62090 Deprez, Olivier; Gerber, Hans U. 96 1985 Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps. Zbl 1348.91192 Zeng, Yan; Li, Danping; Gu, Ailing 95 2016 Valuation and hedging of life insurance liabilities with systematic mortality risk. Zbl 1201.91089 Dahl, Mikkel; Møller, Thomas 95 2006 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556 Lin, X. Sheldon; Willmot, Gordon E. 94 1999 The compound Poisson risk model with a threshold dividend strategy. Zbl 1157.91383 Lin, X. Sheldon; Pavlova, Kristina P. 93 2006 Optimal insurance under Wang’s premium principle. Zbl 1156.62364 Young, Virginia R. 93 1999 Ruin estimates under interest force. Zbl 0838.62098 Sundt, Bjørn; Teugels, Jozef L. 91 1995 Optimal reinsurance under mean-variance premium principles. Zbl 1009.62096 Kaluszka, Marek 91 2001 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031 Lin, X. Sheldon; Willmot, Gordon E. 90 2000 Markowitz’s mean-variance asset-liability management with regime switching: a continuous-time model. Zbl 1152.91496 Chen, Ping; Yang, Hailiang; Yin, George 88 2008 Optimal dividend strategies in a Cramér-Lundberg model with capital injections. Zbl 1189.91075 Kulenko, Natalie; Schmidli, Hanspeter 87 2008 Upper and lower bounds for sums of random variables. Zbl 0989.60019 Kaas, Rob; Dhaene, Jan; Goovaerts, Marc J. 86 2000 Asset and liability management under a continuous-time mean-variance optimization framework. Zbl 1151.91493 Chiu, Mei Choi; Li, Duan 86 2006 On stochastic mortality modeling. Zbl 1231.91227 Plat, Richard 86 2009 Financial valuation of guaranteed minimum withdrawal benefits. Zbl 1116.91048 Milevsky, Moshe A.; Salisbury, Thomas S. 85 2006 On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1151.91565 Cossette, Hélène; Marceau, Etienne; Marri, Fouad 85 2008 Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123 Shen, Yang; Zeng, Yan 84 2015 Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176 Yin, Chuancun; Wen, Yuzhen 82 2013 Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model. Zbl 1285.91057 Gu, Ailing; Guo, Xianping; Li, Zhongfei; Zeng, Yan 81 2012 Optimal investment strategies in the presence of a minimum guarantee. Zbl 1074.91013 Deelstra, Griselda; Grasselli, Martino; Koehl, Pierre-François 81 2003 Optimal reinsurance in relation to ordering of risks. Zbl 0683.62060 van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. 78 1989 Ordering risks: expected utility theory versus Yaari’s dual theory of risk. Zbl 0907.90102 Wang, Shaun S.; Young, Virginia R. 77 1998 Weighted premium calculation principles. Zbl 1141.91509 Furman, Edward; Zitikis, Ričardas 77 2008 Stop-loss order for portfolios of dependent risks. Zbl 0894.90022 Müller, Alfred 76 1997 A ruin model with dependence between claim sizes and claim intervals. Zbl 1079.91048 Albrecher, Hansjörg; Boxma, Onno J. 76 2004 Pricing exotic options under regime switching. Zbl 1141.91420 Boyle, Phelim; Draviam, Thangaraj 76 2007 Affine stochastic mortality. Zbl 1103.60063 Schrager, David F. 76 2006 Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. Zbl 1284.91222 Cui, Wei; Yang, Jingping; Wu, Lan 74 2013 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563 Tsai, Cary Chi-Liang; Willmot, Gordon E. 73 2002 Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps. Zbl 1284.91282 Zeng, Yan; Li, Zhongfei; Lai, Yongzeng 72 2013 Optimal reinsurance with general risk measures. Zbl 1162.91394 Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio 71 2009 Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model. Zbl 1290.91106 Zhao, Hui; Rong, Ximin; Zhao, Yonggan 71 2013 Fitting bivariate loss distributions with copulas. Zbl 0931.62044 Klugman, Stuart A.; Parsa, Rahul 71 1999 On the discounted penalty function in a Markov-dependent risk model. Zbl 1129.91023 Albrecher, Hansjörg; Boxma, Onno J. 71 2005 Optimal pension management in a stochastic framework. Zbl 1068.91028 Battocchio, Paolo; Menoncin, Francesco 70 2004 Optimal choice of dividend barriers for a risk process with stochastic return on investments. Zbl 0894.90048 Paulsen, Jostein; Gjessing, Håkon K. 69 1997 Constant elasticity of variance model for proportional reinsurance and investment strategies. Zbl 1231.91193 Gu, Mengdi; Yang, Yipeng; Li, Shoude; Zhang, Jingyi 69 2010 On reinsurance and investment for large insurance portfolios. Zbl 1141.91532 Luo, Shangzhen; Taksar, Michael; Tsoi, Allanus 68 2008 Weighted risk capital allocations. Zbl 1189.62163 Furman, Edward; Zitikis, Ričardas 67 2008 Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039 Hua, Lei; Joe, Harry 67 2011 On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345 Li, Shuanming; Garrido, José 66 2004 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. Zbl 1218.91084 Liang, Zhibin; Yuen, Kam Chuen; Guo, Junyi 66 2011 Optimal asset allocation for DC pension plans under inflation. Zbl 1284.91520 Han, Nan-Wei; Hung, Mao-Wei 66 2012 Optimal investment and reinsurance of an insurer with model uncertainty. Zbl 1231.91257 Zhang, Xin; Siu, Tak Kuen 66 2009 Estimating the tail-dependence coefficient: properties and pitfalls. Zbl 1101.62012 Frahm, Gabriel; Junker, Markus; Schmidt, Rafael 65 2005 On the construction of copulas and quasi-copulas with given diagonal sections. Zbl 1152.60311 Nelsen, Roger B.; Quesada-Molina, José Juan; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel 65 2008 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196 Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 65 2016 A synthesis of risk measures for capital adequacy. Zbl 0951.91032 Wirch, Julia Lynn; Hardy, Mary R. 64 1999 Ruin probabilities for time-correlated claims in the compound binomial model. Zbl 1074.91032 Yuen, K. C.; Guo, J. Y. 64 2001 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090 Hao, Xuemiao; Tang, Qihe 63 2008 Comonotonicity, correlation order and premium principles. Zbl 0909.62110 Wang, Shaun; Dhaene, Jan 63 1998 Optimal control of risk exposure, reinsurance and investments for insurance portfolios. Zbl 1052.62107 Irgens, Christian; Paulsen, Jostein 63 2004 Optimal investment-reinsurance policy for an insurance company with VaR constraint. Zbl 1231.91155 Chen, Shumin; Li, Zhongfei; Li, Kemian 63 2010 The safest dependence structure among risks. Zbl 1072.62651 Dhaene, Jan; Denuit, Michel 63 1999 A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time. Zbl 0781.90010 Schachermayer, W. 62 1992 Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework. Zbl 1304.91193 Guan, Guohui; Liang, Zongxia 62 2014 Evaluating and extending the Lee-Carter model for mortality forecasting: bootstrap confidence interval. Zbl 1098.62138 Koissi, Marie-Claire; Shapiro, Arnold F.; Högnäs, Göran 62 2006 Actuarial bridges to dynamic hedging and option pricing. Zbl 0896.62112 Gerber, Hans U.; Shiu, Elias S. W. 62 1996 Ruin probabilities in the compound binomial model. Zbl 0778.62099 Willmot, Gordon E. 61 1993 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 61 2011 Discounted probabilities and ruin theory in the compound binomial model. Zbl 1013.91063 Cheng, Shixue; Gerber, Hans U.; Shiu, Elias S. W. 61 2000 Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model. Zbl 1348.91195 Zheng, Xiaoxiao; Zhou, Jieming; Sun, Zhongyang 61 2016 On the distribution of the surplus prior to ruin. Zbl 0770.62090 Dickson, David C. M. 60 1992 Optimal dividend and issuance of equity policies in the presence of proportional costs. Zbl 1141.91528 Løkka, Arne; Zervos, Mihail 60 2008 Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132 Shen, Yang; Zeng, Yan 60 2014 On optimal reinsurance policy with distortion risk measures and premiums. Zbl 1314.91132 Assa, Hirbod 60 2015 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029 Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 60 2002 A mean field game approach to optimal investment and risk control for competitive insurers. Zbl 1537.91239 Bo, Lijun; Wang, Shihua; Zhou, Chao 2 2024 Analyzing the interest rate risk of equity-indexed annuities via scenario matrices. Zbl 1532.91091 Günther, Sascha; Hieber, Peter 2 2024 Optimal investment in defined contribution pension schemes with forward utility preferences. Zbl 1532.91100 Ng, Kenneth Tsz Hin; Chong, Wing Fung 2 2024 Optimal payout strategies when Bruno de Finetti meets model uncertainty. Zbl 1537.91245 Feng, Yang; Siu, Tak Kuen; Zhu, Jinxia 1 2024 Risk-neutral valuation of GLWB riders in variable annuities. Zbl 1532.91084 Bacinello, Anna Rita; Maggistro, Rosario; Zoccolan, Ivan 1 2024 Asymptotic results on tail moment for light-tailed risks. Zbl 1532.91105 Wang, Bingjie; Li, Jinzhu 1 2024 Stressing dynamic loss models. Zbl 1532.91096 Kroell, Emma; Pesenti, Silvana M.; Jaimungal, Sebastian 1 2024 Bayesian CART models for insurance claims frequency. Zbl 1532.91110 Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; Taylor, Charles 1 2024 Tweedie multivariate semi-parametric credibility with the exchangeable correlation. Zbl 1536.91284 Jeong, Himchan 1 2024 Bowley solution under the reinsurer’s default risk. Zbl 1536.91278 Chen, Yanhong; Cheung, Ka Chun; Zhang, Yiying 1 2024 Moral hazard in loss reduction and state-dependent utility. Zbl 1536.91288 Seog, S. Hun; Hong, Jimin 1 2024 A life insurance model with asymmetric time preferences. Zbl 07969391 Alderborn, Joakim 1 2024 A unified theory of decentralized insurance. Zbl 07969400 Feng, Runhuan; Liu, Ming; Zhang, Ning 1 2024 Law-invariant return and star-shaped risk measures. Zbl 1545.91334 Laeven, Roger J. A.; Rosazza Gianin, Emanuela; Zullino, Marco 1 2024 Optimal insurance with mean-deviation measures. Zbl 1548.91089 Boonen, Tim J.; Han, Xia 1 2024 Effective experience rating for large insurance portfolios via surrogate modeling. Zbl 1548.91090 Calcetero Vanegas, Sebastián; Badescu, Andrei L.; Lin, X. Sheldon 1 2024 Risk aggregation with FGM copulas. Zbl 1520.91312 Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne 4 2023 The Gerber-Shiu discounted penalty function: a review from practical perspectives. Zbl 1508.91474 He, Yue; Kawai, Reiichiro; Shimizu, Yasutaka; Yamazaki, Kazutoshi 4 2023 Pricing extreme mortality risk in the wake of the COVID-19 pandemic. Zbl 1507.91185 Li, Han; Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 4 2023 Probability equivalent level of value at risk and higher-order expected shortfalls. Zbl 1507.91240 Barczy, Mátyás; K. Nedényi, Fanni; Sütő, László 4 2023 Equilibria and efficiency in a reinsurance market. Zbl 1532.91112 Zhu, Michael B.; Ghossoub, Mario; Boonen, Tim J. 3 2023 Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. Zbl 1532.91106 Wang, Ning; Zhang, Yumo 3 2023 Optimal insurance design under mean-variance preference with narrow framing. Zbl 1528.91063 Liang, Xiaoqing; Jiang, Wenjun; Zhang, Yiying 3 2023 Deep quantile and deep composite triplet regression. Zbl 1508.91470 Fissler, Tobias; Merz, Michael; Wüthrich, Mario V. 3 2023 Robust retirement and life insurance with inflation risk and model ambiguity. Zbl 1517.91193 Park, Kyunghyun; Wong, Hoi Ying; Yan, Tingjin 3 2023 Portfolio choice with illiquid asset for a loss-averse pension fund investor. Zbl 1507.91170 Chen, Zheng; Li, Zhongfei; Zeng, Yan 3 2023 Intergenerational actuarial fairness when longevity increases: amending the retirement age. Zbl 1532.91085 Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward 2 2023 Valuation of general GMWB annuities in a low interest rate environment. Zbl 1528.91062 Fontana, Claudio; Rotondi, Francesco 2 2023 Dynamic asset-liability management with frictions. Zbl 1520.91359 Yan, Tingjin; Han, Jinhui; Ma, Guiyuan; Siu, Chi Chung 2 2023 Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory. Zbl 1512.91124 Mi, Hui; Xu, Zuo Quan 2 2023 Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. Zbl 1507.91188 Li, Xun; Yu, Xiang; Zhang, Qinyi 2 2023 Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach. Zbl 1534.91132 Qiu, Ming; Jin, Zhuo; Li, Shuanming 1 2023 Aggregate Markov models in life insurance: properties and valuation. Zbl 1534.91107 Ahmad, Jamaal; Bladt, Mogens; Furrer, Christian 1 2023 Joint life care annuities to help retired couples to finance the cost of long-term care. Zbl 1532.91104 Ventura-Marco, Manuel; Vidal-Meliá, Carlos; Pérez-Salamero González, Juan Manuel 1 2023 Multi-constrained optimal reinsurance model from the duality perspectives. Zbl 1532.91087 Cheung, Ka Chun; He, Wanting; Wang, He 1 2023 Optimal risk management with reinsurance and its counterparty risk hedging. Zbl 1532.91088 Chi, Yichun; Hu, Tao; Huang, Yuxia 1 2023 Two-phase selection of representative contracts for valuation of large variable annuity portfolios. Zbl 1532.91093 Jiang, Ruihong; Saunders, David; Weng, Chengguo 1 2023 Diagnostic tests before modeling longitudinal actuarial data. Zbl 1532.91098 Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi 1 2023 Multiple per-claim reinsurance based on maximizing the Lundberg exponent. Zbl 1529.91063 Meng, Hui; Wei, Li; Zhou, Ming 1 2023 A note on portfolios of averages of lognormal variables. Zbl 1527.91146 Boyle, Phelim; Jiang, Ruihong 1 2023 Asymptotics for a time-dependent by-claim model with dependent subexponential claims. Zbl 1522.62096 Yuan, Meng; Lu, Dawei 1 2023 Multiple-prior valuation of cash flows subject to capital requirements. Zbl 1520.91325 Engsner, Hampus; Lindskog, Filip; Thøgersen, Julie 1 2023 Assessing the difference between integrated quantiles and integrated cumulative distribution functions. Zbl 1520.91354 Wei, Yunran; Zitikis, Ričardas 1 2023 Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks. Zbl 1520.91344 Mao, Tiantian; Stupfler, Gilles; Yang, Fan 1 2023 Actuarial fairness and social welfare in mixed-cohort tontines. Zbl 1520.91315 Chen, An; Rach, Manuel 1 2023 Parametric expectile regression and its application for premium calculation. Zbl 1520.91326 Gao, Suhao; Yu, Zhen 1 2023 Dependence modeling of frequency-severity of insurance claims using waiting time. Zbl 1508.91471 Gao, Guangyuan; Li, Jiahong 1 2023 Optimal insurance contracts for a shot-noise Cox claim process and persistent insured’s actions. Zbl 1508.91479 Liu, Wenyue; Cadenillas, Abel 1 2023 Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach. Zbl 1519.91214 Lautier, Jackson P.; Pozdnyakov, Vladimir; Yan, Jun 1 2023 Empirical tail risk management with model-based annealing random search. Zbl 1512.91104 Fan, Qi; Tan, Ken Seng; Zhang, Jinggong 1 2023 From risk reduction to risk elimination by conditional mean risk sharing of independent losses. Zbl 1507.91174 Denuit, Michel; Robert, Christian Y. 1 2023 Inf-convolution and optimal allocations for mixed-VaRs. Zbl 1507.91242 Xia, Zichao; Zou, Zhenfeng; Hu, Taizhong 1 2023 A new stochastic dominance criterion for dependent random variables with applications. Zbl 1507.91197 Belzunce, Félix; Martínez-Riquelme, Carolina 1 2023 Pairwise counter-monotonicity. Zbl 1520.91336 Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu 1 2023 Stackelberg differential game for reinsurance: mean-variance framework and random horizon. Zbl 1484.91392 Li, Danping; Young, Virginia R. 17 2022 Stackelberg differential game for insurance under model ambiguity. Zbl 1498.91352 Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin 13 2022 Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method. Zbl 1492.91303 Kang, Boda; Shen, Yang; Zhu, Dan; Ziveyi, Jonathan 12 2022 Optimal reinsurance and investment under common shock dependence between financial and actuarial markets. Zbl 1492.91276 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra 9 2022 Systemic risk: conditional distortion risk measures. Zbl 1484.91504 Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying 9 2022 An asymptotic study of systemic expected shortfall and marginal expected shortfall. Zbl 1492.91406 Chen, Yiqing; Liu, Jiajun 6 2022 Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants. Zbl 1507.91179 Gribkova, N. V.; Su, J.; Zitikis, R. 6 2022 Optimal insurance to maximize RDEU under a distortion-deviation premium principle. Zbl 1492.91304 Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. 6 2022 Care-dependent tontines. Zbl 1503.91085 Chen, An; Chen, Yusha; Xu, Xian 6 2022 Parametric measures of variability induced by risk measures. Zbl 1498.91502 Bellini, Fabio; Fadina, Tolulope; Wang, Ruodu; Wei, Yunran 6 2022 Copula-based inference for bivariate survival data with left truncation and dependent censoring. Zbl 1510.91143 Deresa, N. W.; Van Keilegom, I.; Antonio, K. 5 2022 Mortality modeling and regression with matrix distributions. Zbl 1515.62096 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge 5 2022 Extreme-value based estimation of the conditional tail moment with application to reinsurance rating. Zbl 1510.91145 Goegebeur, Yuri; Guillou, Armelle; Pedersen, Tine; Qin, Jing 5 2022 Annuity and insurance choice under habit formation. Zbl 1492.91273 Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao 4 2022 S-shaped narrow framing, skewness and the demand for insurance. Zbl 1492.91280 Chi, Yichun; Zheng, Jiakun; Zhuang, Shengchao 4 2022 Risk measures induced by efficient insurance contracts. Zbl 1484.91411 Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas 4 2022 A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. Zbl 1484.91366 Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung 4 2022 Cyber-contagion model with network structure applied to insurance. Zbl 1507.91182 Hillairet, Caroline; Lopez, Olivier; d’Oultremont, Louise; Spoorenberg, Brieuc 4 2022 A hierarchical reserving model for reported non-life insurance claims. Zbl 1492.91284 Crevecoeur, Jonas; Robben, Jens; Antonio, Katrien 4 2022 A general optimal approach to Bühlmann credibility theory. Zbl 1490.91179 Yan, Yujie; Song, Kai-Sheng 4 2022 Robust equilibrium strategies in a defined benefit pension plan game. Zbl 1498.91358 Guan, Guohui; Hu, Jiaqi; Liang, Zongxia 4 2022 Regret-based optimal insurance design. Zbl 1484.91380 Chi, Yichun; Zhuang, Sheng Chao 4 2022 Valuing guaranteed minimum accumulation benefits by a change of numéraire approach. Zbl 1484.91387 Huang, Yiming; Mamon, Rogemar; Xiong, Heng 4 2022 Risk transference constraints in optimal reinsurance. Zbl 1484.91370 Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio 4 2022 Three-step risk inference in insurance ratemaking. Zbl 1493.62584 Hou, Yanxi; Kang, Seul Ki; Lo, Chia Chun; Peng, Liang 3 2022 Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns. Zbl 1511.91115 Gao, Lisa; Shi, Peng 3 2022 Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. Zbl 1514.91170 Fung, Tsz Chai 3 2022 Irreversible reinsurance: a singular control approach. Zbl 1507.91195 Yan, Tingjin; Park, Kyunghyun; Wong, Hoi Ying 3 2022 Distributionally robust reinsurance with value-at-risk and conditional value-at-risk. Zbl 1507.91187 Liu, Haiyan; Mao, Tiantian 3 2022 What can we learn from telematics car driving data: a survey. Zbl 1491.91106 Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. 3 2022 Stochastic mortality dynamics driven by mixed fractional Brownian motion. Zbl 1498.91374 Zhou, Hongjuan; Zhou, Kenneth Q.; Li, Xianping 3 2022 Risk aggregation and capital allocation using a new generalized Archimedean copula. Zbl 1484.91398 Marri, Fouad; Moutanabbir, Khouzeima 3 2022 Asymptotic results on marginal expected shortfalls for dependent risks. Zbl 1484.91393 Li, Jinzhu 3 2022 Decrease of capital guarantees in life insurance products: can reinsurance stop it? Zbl 1492.91287 Escobar-Anel, Marcos; Havrylenko, Yevhen; Kschonnek, Michel; Zagst, Rudi 2 2022 Automatic Fatou property of law-invariant risk measures. Zbl 1492.91279 Chen, Shengzhong; Gao, Niushan; Leung, Denny H.; Li, Lei 2 2022 The added value of dynamically updating motor insurance prices with telematics collected driving behavior data. Zbl 1492.91295 Henckaerts, Roel; Antonio, Katrien 2 2022 Stochastic loss reserving with mixture density neural networks. Zbl 1492.91270 Al-Mudafer, Muhammed Taher; Avanzi, Benjamin; Taylor, Greg; Wong, Bernard 2 2022 Sample recycling method – a new approach to efficient nested Monte Carlo simulations. Zbl 1492.91423 Feng, Runhuan; Li, Peng 2 2022 Statistical inference for tail-based cumulative residual entropy. Zbl 1484.91406 Sun, Hongfang; Chen, Yu; Hu, Taizhong 2 2022 Asymptotic theory for Mack’s model. Zbl 1507.91191 Steinmetz, Julia; Jentsch, Carsten 2 2022 Frequency-severity experience rating based on latent Markovian risk profiles. Zbl 1507.91192 Verschuren, Robert Matthijs 2 2022 The Parisian and ultimate drawdowns of Lévy insurance models. Zbl 1508.91478 Li, Shu; Zhou, Xiaowen 2 2022 A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference. Zbl 1490.91174 Hou, Yanxi 2 2022 Imbalanced learning for insurance using modified loss functions in tree-based models. Zbl 1498.91360 Hu, Changyue; Quan, Zhiyu; Chong, Wing Fung 2 2022 Actuarial intelligence in auto insurance: claim frequency modeling with driving behavior features and improved boosted trees. Zbl 1503.91092 Meng, Shengwang; Gao, Yaqian; Huang, Yifan 2 2022 Optimal dividends under Markov-modulated bankruptcy level. Zbl 1503.91088 Ferrari, Giorgio; Schuhmann, Patrick; Zhu, Shihao 2 2022 ...and 1683 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 10,346 Authors 125 Denuit, Michel M. 107 Yang, Hailiang 90 Goovaerts, Marc J. 86 Young, Virginia R. 82 Siu, Tak Kuen 80 Haberman, Steven 77 Zhang, Zhimin 76 Dhaene, Jan 76 Yuen, Kam Chuen 72 Albrecher, Hansjörg 67 Willmot, Gordon E. 66 Tang, Qihe 63 Yang, Yang 60 Wang, Ruodu 59 Yin, Chuancun 56 Landriault, David 54 Li, Shuanming 53 Hashorva, Enkelejd 51 Hu, Yijun 50 Cheung, Ka Chun 50 Guo, Junyi 50 Marceau, Étienne 49 Jin, Zhuo 48 Lefèvre, Claude 47 Cossette, Hélène 47 Ding, Feng 47 Li, Xiaohu 47 Tan, Ken Seng 46 Hu, Taizhong 45 Boonen, Tim J. 45 Fernández-Sánchez, Juan 45 Gerber, Hans U. 45 Loisel, Stéphane 45 Wang, Rongming 44 Durante, Fabrizio 43 Forsyth, Peter A. 43 Li, Zhongfei 43 Sherris, Michael 43 Zitikis, Ričardas 42 Czado, Claudia 42 Zhao, Hui 41 Liang, Zhibin 41 Rong, Ximin 41 Wu, Rong 40 Cai, Jun 40 Liang, Zongxia 40 Palmowski, Zbigniew 39 Shen, Yang 39 Wong, Hoi Ying 38 Guillen, Montserrat 38 Peng, Liang 38 Weng, Chengguo 37 Elliott, Robert James 37 Li, Danping 37 Mao, Tiantian 37 Wüthrich, Mario Valentin 37 Zeng, Yan 36 Frostig, Esther 36 Hürlimann, Werner 36 Shiu, Elias S. 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