Tang, Qihe; Yang, Fan On the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1239.91084 Insur. Math. Econ. 50, No. 1, 217-227 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62E20 60G70 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{F. Yang}, Insur. Math. Econ. 50, No. 1, 217--227 (2012; Zbl 1239.91084) Full Text: DOI
Wang, Ting; Young, Virginia R. Optimal commutable annuities to minimize the probability of lifetime ruin. (English) Zbl 1243.91066 Insur. Math. Econ. 50, No. 1, 200-216 (2012). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{T. Wang} and \textit{V. R. Young}, Insur. Math. Econ. 50, No. 1, 200--216 (2012; Zbl 1243.91066) Full Text: DOI arXiv
Zhao, Xiaobing; Zhou, Xian Copula models for insurance claim numbers with excess zeros and time-dependence. (English) Zbl 1235.91113 Insur. Math. Econ. 50, No. 1, 191-199 (2012). MSC: 91B30 62P05 62H20 PDFBibTeX XMLCite \textit{X. Zhao} and \textit{X. Zhou}, Insur. Math. Econ. 50, No. 1, 191--199 (2012; Zbl 1235.91113) Full Text: DOI
Zhao, Hui; Rong, Ximin Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. (English) Zbl 1235.91159 Insur. Math. Econ. 50, No. 1, 179-190 (2012). MSC: 91G10 93E20 49L20 91B16 PDFBibTeX XMLCite \textit{H. Zhao} and \textit{X. Rong}, Insur. Math. Econ. 50, No. 1, 179--190 (2012; Zbl 1235.91159) Full Text: DOI
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. On the absolute ruin problem in a Sparre Andersen risk model with constant interest. (English) Zbl 1235.91100 Insur. Math. Econ. 50, No. 1, 167-178 (2012). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{I.-R. Mitric} et al., Insur. Math. Econ. 50, No. 1, 167--178 (2012; Zbl 1235.91100) Full Text: DOI
Kaluszka, Marek; Krzeszowiec, Michał Pricing insurance contracts under cumulative prospect theory. (English) Zbl 1239.91080 Insur. Math. Econ. 50, No. 1, 159-166 (2012). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{M. Kaluszka} and \textit{M. Krzeszowiec}, Insur. Math. Econ. 50, No. 1, 159--166 (2012; Zbl 1239.91080) Full Text: DOI
Lin, Wen-Chang; Lu, Jin-Ray Risky asset allocation and consumption rule in the presence of background risk and insurance markets. (English) Zbl 1235.91170 Insur. Math. Econ. 50, No. 1, 150-158 (2012). MSC: 91G50 91B30 91G10 PDFBibTeX XMLCite \textit{W.-C. Lin} and \textit{J.-R. Lu}, Insur. Math. Econ. 50, No. 1, 150--158 (2012; Zbl 1235.91170) Full Text: DOI
Tong, Bin; Wu, Chongfeng; Xu, Weidong Risk concentration of aggregated dependent risks: the second-order properties. (English) Zbl 1235.91108 Insur. Math. Econ. 50, No. 1, 139-149 (2012). MSC: 91B30 62H20 PDFBibTeX XMLCite \textit{B. Tong} et al., Insur. Math. Econ. 50, No. 1, 139--149 (2012; Zbl 1235.91108) Full Text: DOI
Ahčan, Aleš Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives. (English) Zbl 1235.91176 Insur. Math. Econ. 50, No. 1, 131-138 (2012). MSC: 91G70 91B30 91G20 62P05 PDFBibTeX XMLCite \textit{A. Ahčan}, Insur. Math. Econ. 50, No. 1, 131--138 (2012; Zbl 1235.91176) Full Text: DOI
Wang, Wenyuan; Hu, Yijun Optimal loss-carry-forward taxation for the Lévy risk model. (English) Zbl 1238.91086 Insur. Math. Econ. 50, No. 1, 121-130 (2012). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Y. Hu}, Insur. Math. Econ. 50, No. 1, 121--130 (2012; Zbl 1238.91086) Full Text: DOI
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. Recursive methods for a multi-dimensional risk process with common shocks. (English) Zbl 1235.91090 Insur. Math. Econ. 50, No. 1, 109-120 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{L. Gong} et al., Insur. Math. Econ. 50, No. 1, 109--120 (2012; Zbl 1235.91090) Full Text: DOI Link
Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong Extreme value behavior of aggregate dependent risks. (English) Zbl 1239.91076 Insur. Math. Econ. 50, No. 1, 99-108 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62P05 62H20 62E20 60G70 PDFBibTeX XMLCite \textit{D. Chen} et al., Insur. Math. Econ. 50, No. 1, 99--108 (2012; Zbl 1239.91076) Full Text: DOI
Landsman, Zinoviy; Makov, Udi Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. (English) Zbl 1235.91096 Insur. Math. Econ. 50, No. 1, 94-98 (2012). MSC: 91B30 91G10 62P05 PDFBibTeX XMLCite \textit{Z. Landsman} and \textit{U. Makov}, Insur. Math. Econ. 50, No. 1, 94--98 (2012; Zbl 1235.91096) Full Text: DOI
Giacometti, Rosella; Bertocchi, Marida; Rachev, Svetlozar T.; Fabozzi, Frank J. A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates. (English) Zbl 1235.91089 Insur. Math. Econ. 50, No. 1, 85-93 (2012). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{R. Giacometti} et al., Insur. Math. Econ. 50, No. 1, 85--93 (2012; Zbl 1235.91089) Full Text: DOI
Anwar, Sajid; Zheng, Mingli Competitive insurance market in the presence of ambiguity. (English) Zbl 1235.91077 Insur. Math. Econ. 50, No. 1, 79-84 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{S. Anwar} and \textit{M. Zheng}, Insur. Math. Econ. 50, No. 1, 79--84 (2012; Zbl 1235.91077) Full Text: DOI
Bohnert, Alexander; Gatzert, Nadine Analyzing surplus appropriation schemes in participating life insurance from the insurer’s and the policyholder’s perspective. (English) Zbl 1235.91081 Insur. Math. Econ. 50, No. 1, 64-78 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Bohnert} and \textit{N. Gatzert}, Insur. Math. Econ. 50, No. 1, 64--78 (2012; Zbl 1235.91081) Full Text: DOI
Cai, Jun; Wei, Wei Optimal reinsurance with positively dependent risks. (English) Zbl 1239.91075 Insur. Math. Econ. 50, No. 1, 57-63 (2012). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B30 PDFBibTeX XMLCite \textit{J. Cai} and \textit{W. Wei}, Insur. Math. Econ. 50, No. 1, 57--63 (2012; Zbl 1239.91075) Full Text: DOI
Rossello, Damiano Arbitrage in skew Brownian motion models. (English) Zbl 1235.91179 Insur. Math. Econ. 50, No. 1, 50-56 (2012). MSC: 91G70 62P05 PDFBibTeX XMLCite \textit{D. Rossello}, Insur. Math. Econ. 50, No. 1, 50--56 (2012; Zbl 1235.91179) Full Text: DOI
Cai, Jun; Wei, Wei On the invariant properties of notions of positive dependence and copulas under increasing transformations. (English) Zbl 1239.91074 Insur. Math. Econ. 50, No. 1, 43-49 (2012). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91B30 62H20 62P05 PDFBibTeX XMLCite \textit{J. Cai} and \textit{W. Wei}, Insur. Math. Econ. 50, No. 1, 43--49 (2012; Zbl 1239.91074) Full Text: DOI
van Gulick, Gerwald; De Waegenaere, Anja; Norde, Henk Excess based allocation of risk capital. (English) Zbl 1238.91141 Insur. Math. Econ. 50, No. 1, 26-42 (2012). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G50 91G10 90C05 PDFBibTeX XMLCite \textit{G. van Gulick} et al., Insur. Math. Econ. 50, No. 1, 26--42 (2012; Zbl 1238.91141) Full Text: DOI Link
O’Hare, Colin; Li, Youwei Explaining Young mortality. (English) Zbl 1235.91102 Insur. Math. Econ. 50, No. 1, 12-25 (2012). MSC: 91B30 91D20 PDFBibTeX XMLCite \textit{C. O'Hare} and \textit{Y. Li}, Insur. Math. Econ. 50, No. 1, 12--25 (2012; Zbl 1235.91102) Full Text: DOI Link
Pansera, Jérôme Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts. (English) Zbl 1235.91104 Insur. Math. Econ. 50, No. 1, 1-11 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Pansera}, Insur. Math. Econ. 50, No. 1, 1--11 (2012; Zbl 1235.91104) Full Text: DOI