Sigrist, Fabio; Stahel, Werner A. Using the censored gamma distribution for modelling fractional response variables with an application to loss given default. (English) Zbl 1239.91083 Astin Bull. 41, No. 2, 673-710 (2011). MSC: 91B30 62P05 62E15 PDF BibTeX XML Cite \textit{F. Sigrist} and \textit{W. A. Stahel}, ASTIN Bull. 41, No. 2, 673--710 (2011; Zbl 1239.91083) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized onservation periods for the compound Poisson risk model: dividends. (English) Zbl 1239.91072 Astin Bull. 41, No. 2, 645-672 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., ASTIN Bull. 41, No. 2, 645--672 (2011; Zbl 1239.91072) Full Text: DOI
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard Optimal dividends and capital injections in the dual model with diffusion. (English) Zbl 1242.91089 Astin Bull. 41, No. 2, 611-644 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 97M30 91G80 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 41, No. 2, 611--644 (2011; Zbl 1242.91089) Full Text: DOI
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard Modelling dependence in insurance claims process with Lévy copulas. (English) Zbl 1242.91088 Astin Bull. 41, No. 2, 575-609 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 97M30 62H20 62P05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 41, No. 2, 575--609 (2011; Zbl 1242.91088) Full Text: DOI
Hürlimann, Werner Optimal reinsurance revisited point of view of cedent and reinsurer. (English) Zbl 1239.91079 Astin Bull. 41, No. 2, 547-574 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 41, No. 2, 547--574 (2011; Zbl 1239.91079) Full Text: DOI
Chi, Yichun; Tan, Ken Seng Optimal reinsurance under VaR and CVaR risk measures a simplified approach. (English) Zbl 1239.91078 Astin Bull. 41, No. 2, 487-509 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{K. S. Tan}, ASTIN Bull. 41, No. 2, 487--509 (2011; Zbl 1239.91078) Full Text: DOI
Dong, Yinghui Fair valuation of life insurance contracts under a correlated jump diffusion model. (English) Zbl 1251.91038 Astin Bull. 41, No. 2, 429-447 (2011). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{Y. Dong}, ASTIN Bull. 41, No. 2, 429--447 (2011; Zbl 1251.91038) Full Text: DOI
Søren, Fiig Jarner; Kryger, Ebsen Masotti Modelling adult mortuality in small populations the saint model. (English) Zbl 1239.91128 Astin Bull. 41, No. 2, 377-418 (2011). MSC: 91D20 91B30 62P05 PDF BibTeX XML Cite \textit{F. J. Søren} and \textit{E. M. Kryger}, ASTIN Bull. 41, No. 2, 377--418 (2011; Zbl 1239.91128) Full Text: DOI
Möhr, Christoph Market-consistent valuation of insurance liabilities by cost of capital. (English) Zbl 1239.91082 Astin Bull. 41, No. 2, 315-341 (2011). MSC: 91B30 91G50 62P05 PDF BibTeX XML Cite \textit{C. Möhr}, ASTIN Bull. 41, No. 2, 315--341 (2011; Zbl 1239.91082) Full Text: DOI
Saluz, Annina; Gisler, Alois; Wüthrich, Mario V. Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method. (English) Zbl 1242.91096 Astin Bull. 41, No. 2, 279-313 (2011). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Saluz} et al., ASTIN Bull. 41, No. 2, 279--313 (2011; Zbl 1242.91096) Full Text: DOI