Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI
Chen, Shumin; Yang, Hailiang; Zeng, Yan Stochastic differential games between two insurers with generalized mean-variance premium principle. (English) Zbl 1390.91171 ASTIN Bull. 48, No. 1, 413-434 (2018). MSC: 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{S. Chen} et al., ASTIN Bull. 48, No. 1, 413--434 (2018; Zbl 1390.91171) Full Text: DOI
Stupfler, Gilles; Yang, Fan Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling. (English) Zbl 1390.62222 ASTIN Bull. 48, No. 1, 375-411 (2018). MSC: 62P05 62G32 91B30 91G70 PDF BibTeX XML Cite \textit{G. Stupfler} and \textit{F. Yang}, ASTIN Bull. 48, No. 1, 375--411 (2018; Zbl 1390.62222) Full Text: DOI
Taylor, Greg Evolutionary hierarchical credibility. (English) Zbl 1390.62225 ASTIN Bull. 48, No. 1, 339-374 (2018). MSC: 62P05 05C05 05C81 91B30 PDF BibTeX XML Cite \textit{G. Taylor}, ASTIN Bull. 48, No. 1, 339--374 (2018; Zbl 1390.62225) Full Text: DOI
Blanco, Víctor; Pérez-Sánchez, José M. On the aggregation of experts’ information in bonus-malus systems. (English) Zbl 1390.62203 ASTIN Bull. 48, No. 1, 311-337 (2018). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{V. Blanco} and \textit{J. M. Pérez-Sánchez}, ASTIN Bull. 48, No. 1, 311--337 (2018; Zbl 1390.62203) Full Text: DOI
Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal Robust and efficient fitting of severity models and the method of winsorized moments. (English) Zbl 1390.62230 ASTIN Bull. 48, No. 1, 275-309 (2018). MSC: 62P05 62F35 91B30 PDF BibTeX XML Cite \textit{Q. Zhao} et al., ASTIN Bull. 48, No. 1, 275--309 (2018; Zbl 1390.62230) Full Text: DOI
Levantesi, Susanna; Menzietti, Massimiliano Natural hedging in long-term care insurance. (English) Zbl 1390.91192 ASTIN Bull. 48, No. 1, 233-274 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Levantesi} and \textit{M. Menzietti}, ASTIN Bull. 48, No. 1, 233--274 (2018; Zbl 1390.91192) Full Text: DOI
Li, Hong Dynamic hedging of longevity risk: the effect of trading frequency. (English) Zbl 1390.91194 ASTIN Bull. 48, No. 1, 197-232 (2018). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{H. Li}, ASTIN Bull. 48, No. 1, 197--232 (2018; Zbl 1390.91194) Full Text: DOI
Privault, Nicolas; Wei, Xiao Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching. (English) Zbl 1390.91206 ASTIN Bull. 48, No. 1, 171-196 (2018). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{N. Privault} and \textit{X. Wei}, ASTIN Bull. 48, No. 1, 171--196 (2018; Zbl 1390.91206) Full Text: DOI
Ignatieva, Katja; Song, Andrew; Ziveyi, Jonathan Fourier space time-stepping algorithm for valuing guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality. (English) Zbl 1390.91190 ASTIN Bull. 48, No. 1, 139-169 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{K. Ignatieva} et al., ASTIN Bull. 48, No. 1, 139--169 (2018; Zbl 1390.91190) Full Text: DOI
Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria Implementing individual savings decisions for retirement with bounds on wealth. (English) Zbl 1390.91178 ASTIN Bull. 48, No. 1, 111-137 (2018). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{C. Donnelly} et al., ASTIN Bull. 48, No. 1, 111--137 (2018; Zbl 1390.91178) Full Text: DOI
Venter, Gary; Şahin, Şule Parsimonious parameterization of age-period-cohort models by Bayesian shrinkage. (English) Zbl 1390.62226 ASTIN Bull. 48, No. 1, 89-110 (2018). MSC: 62P05 62J07 91B30 PDF BibTeX XML Cite \textit{G. Venter} and \textit{Ş. Şahin}, ASTIN Bull. 48, No. 1, 89--110 (2018; Zbl 1390.62226) Full Text: DOI
Gao, Guangyuan; Meng, Shengwang Stochastic claims reserving via a Bayesian spline model with random loss ratio effects. (English) Zbl 1390.62206 ASTIN Bull. 48, No. 1, 55-88 (2018). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{G. Gao} and \textit{S. Meng}, ASTIN Bull. 48, No. 1, 55--88 (2018; Zbl 1390.62206) Full Text: DOI
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano A mixture model for payments and payment numbers in claims reserving. (English) Zbl 1390.91184 ASTIN Bull. 48, No. 1, 25-53 (2018). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., ASTIN Bull. 48, No. 1, 25--53 (2018; Zbl 1390.91184) Full Text: DOI
Dahms, René Chain-ladder method and midyear loss reserving. (English) Zbl 1390.91175 ASTIN Bull. 48, No. 1, 3-24 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Dahms}, ASTIN Bull. 48, No. 1, 3--24 (2018; Zbl 1390.91175) Full Text: DOI