Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi A limit distribution of credit portfolio losses with low default probabilities. (English) Zbl 1416.91393 Insur. Math. Econ. 73, 156-167 (2017). MSC: 91G40 91B30 60G70 62P05 PDFBibTeX XMLCite \textit{X. Shi} et al., Insur. Math. Econ. 73, 156--167 (2017; Zbl 1416.91393) Full Text: DOI
Lin, Hongcan; Saunders, David; Weng, Chengguo Optimal investment strategies for participating contracts. (English) Zbl 1416.91205 Insur. Math. Econ. 73, 137-155 (2017). MSC: 91B30 93E20 60G44 PDFBibTeX XMLCite \textit{H. Lin} et al., Insur. Math. Econ. 73, 137--155 (2017; Zbl 1416.91205) Full Text: DOI
Chen, An; Vigna, Elena A unisex stochastic mortality model to comply with EU Gender Directive. (English) Zbl 1416.91162 Insur. Math. Econ. 73, 124-136 (2017). MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{A. Chen} and \textit{E. Vigna}, Insur. Math. Econ. 73, 124--136 (2017; Zbl 1416.91162) Full Text: DOI Link
Guérin, Hélène; Renaud, Jean-François On the distribution of cumulative Parisian ruin. (English) Zbl 1397.91285 Insur. Math. Econ. 73, 116-123 (2017). MSC: 91B30 60G51 60K10 60G44 60J65 PDFBibTeX XMLCite \textit{H. Guérin} and \textit{J.-F. Renaud}, Insur. Math. Econ. 73, 116--123 (2017; Zbl 1397.91285) Full Text: DOI arXiv
Ewald, Christian-Oliver; Zhang, Aihua On the effects of changing mortality patterns on investment, labour and consumption under uncertainty. (English) Zbl 1397.91552 Insur. Math. Econ. 73, 105-115 (2017). MSC: 91G10 91B30 62P05 PDFBibTeX XMLCite \textit{C.-O. Ewald} and \textit{A. Zhang}, Insur. Math. Econ. 73, 105--115 (2017; Zbl 1397.91552) Full Text: DOI Link
Hua, Lei On a bivariate copula with both upper and lower full-range tail dependence. (English) Zbl 1397.62181 Insur. Math. Econ. 73, 94-104 (2017). MSC: 62H05 62G32 62P05 PDFBibTeX XMLCite \textit{L. Hua}, Insur. Math. Econ. 73, 94--104 (2017; Zbl 1397.62181) Full Text: DOI
Bäuerle, Nicole; Jaśkiewicz, Anna Optimal dividend payout model with risk sensitive preferences. (English) Zbl 1422.91327 Insur. Math. Econ. 73, 82-93 (2017). MSC: 91B30 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Jaśkiewicz}, Insur. Math. Econ. 73, 82--93 (2017; Zbl 1422.91327) Full Text: DOI arXiv
Chen, Yiqing; Yuan, Zhongyi A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. (English) Zbl 1422.91335 Insur. Math. Econ. 73, 75-81 (2017). MSC: 91B30 62P05 62E20 62H20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Z. Yuan}, Insur. Math. Econ. 73, 75--81 (2017; Zbl 1422.91335) Full Text: DOI
Pflug, Georg Ch.; Timonina-Farkas, Anna; Hochrainer-Stigler, Stefan Incorporating model uncertainty into optimal insurance contract design. (English) Zbl 1416.91216 Insur. Math. Econ. 73, 68-74 (2017). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{G. Ch. Pflug} et al., Insur. Math. Econ. 73, 68--74 (2017; Zbl 1416.91216) Full Text: DOI Link
Han, Nan-Wei; Hung, Mao-Wei Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks. (English) Zbl 1416.91183 Insur. Math. Econ. 73, 54-67 (2017). MSC: 91B30 91G30 93E20 PDFBibTeX XMLCite \textit{N.-W. Han} and \textit{M.-W. Hung}, Insur. Math. Econ. 73, 54--67 (2017; Zbl 1416.91183) Full Text: DOI
Peters, Gareth W.; Targino, Rodrigo S.; Wüthrich, Mario V. Full Bayesian analysis of claims reserving uncertainty. (English) Zbl 1416.91215 Insur. Math. Econ. 73, 41-53 (2017). MSC: 91B30 62F15 62P05 PDFBibTeX XMLCite \textit{G. W. Peters} et al., Insur. Math. Econ. 73, 41--53 (2017; Zbl 1416.91215) Full Text: DOI Link
Li, Chen; Li, Xiaohu Ordering optimal deductible allocations for stochastic arrangement increasing risks. (English) Zbl 1422.91360 Insur. Math. Econ. 73, 31-40 (2017). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Insur. Math. Econ. 73, 31--40 (2017; Zbl 1422.91360) Full Text: DOI
Wong, Kit Pong A note on risky targets and effort. (English) Zbl 1422.91209 Insur. Math. Econ. 73, 27-30 (2017). MSC: 91B06 60E15 PDFBibTeX XMLCite \textit{K. P. Wong}, Insur. Math. Econ. 73, 27--30 (2017; Zbl 1422.91209) Full Text: DOI Link
Bølviken, Erik; Guillen, Montserrat Risk aggregation in Solvency II through recursive log-normals. (English) Zbl 1416.91160 Insur. Math. Econ. 73, 20-26 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{E. Bølviken} and \textit{M. Guillen}, Insur. Math. Econ. 73, 20--26 (2017; Zbl 1416.91160) Full Text: DOI Link
Gajek, Lesław; Kuciński, Łukasz Complete discounted cash flow valuation. (English) Zbl 1416.91395 Insur. Math. Econ. 73, 1-19 (2017). MSC: 91G50 60G51 93E20 PDFBibTeX XMLCite \textit{L. Gajek} and \textit{Ł. Kuciński}, Insur. Math. Econ. 73, 1--19 (2017; Zbl 1416.91395) Full Text: DOI