Weber, Stefan Solvency II, or how to sweep the downside risk under the carpet. (English) Zbl 1416.91224 Insur. Math. Econ. 82, 191-200 (2018). MSC: 91B30 91G70 PDFBibTeX XMLCite \textit{S. Weber}, Insur. Math. Econ. 82, 191--200 (2018; Zbl 1416.91224) Full Text: DOI arXiv
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of ruin: optimal per-loss reinsurance. (English) Zbl 1416.91202 Insur. Math. Econ. 82, 181-190 (2018). MSC: 91B30 93E20 60J75 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, Insur. Math. Econ. 82, 181--190 (2018; Zbl 1416.91202) Full Text: DOI
Eling, Martin; Jung, Kwangmin Copula approaches for modeling cross-sectional dependence of data breach losses. (English) Zbl 1416.91173 Insur. Math. Econ. 82, 167-180 (2018). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{M. Eling} and \textit{K. Jung}, Insur. Math. Econ. 82, 167--180 (2018; Zbl 1416.91173) Full Text: DOI
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di Poissonian potential measures for Lévy risk models. (English) Zbl 1416.91198 Insur. Math. Econ. 82, 152-166 (2018). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 82, 152--166 (2018; Zbl 1416.91198) Full Text: DOI Link
Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven Upper bounds for strictly concave distortion risk measures on moment spaces. (English) Zbl 1416.91167 Insur. Math. Econ. 82, 141-151 (2018). MSC: 91B30 91G70 62P05 PDFBibTeX XMLCite \textit{D. Cornilly} et al., Insur. Math. Econ. 82, 141--151 (2018; Zbl 1416.91167) Full Text: DOI
Lally, Nathan; Hartman, Brian Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping. (English) Zbl 1403.62192 Insur. Math. Econ. 82, 124-140 (2018). MSC: 62P05 62M30 91B30 PDFBibTeX XMLCite \textit{N. Lally} and \textit{B. Hartman}, Insur. Math. Econ. 82, 124--140 (2018; Zbl 1403.62192) Full Text: DOI
Bellini, Fabio; Bignozzi, Valeria; Puccetti, Giovanni Conditional expectiles, time consistency and mixture convexity properties. (English) Zbl 1416.91156 Insur. Math. Econ. 82, 117-123 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{F. Bellini} et al., Insur. Math. Econ. 82, 117--123 (2018; Zbl 1416.91156) Full Text: DOI
Leung, Melvern; Fung, Man Chung; O’Hare, Colin A comparative study of pricing approaches for longevity instruments. (English) Zbl 1416.91200 Insur. Math. Econ. 82, 95-116 (2018). MSC: 91B30 91G20 91-04 62P05 PDFBibTeX XMLCite \textit{M. Leung} et al., Insur. Math. Econ. 82, 95--116 (2018; Zbl 1416.91200) Full Text: DOI
Zhang, Jianjun; Qiu, Chunjuan; Wu, Xianyi Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes. (English) Zbl 1416.91227 Insur. Math. Econ. 82, 87-94 (2018). MSC: 91B30 62P05 62F15 PDFBibTeX XMLCite \textit{J. Zhang} et al., Insur. Math. Econ. 82, 87--94 (2018; Zbl 1416.91227) Full Text: DOI
Josa-Fombellida, Ricardo; López-Casado, Paula; Rincón-Zapatero, Juan Pablo Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance. (English) Zbl 1416.91192 Insur. Math. Econ. 82, 73-86 (2018). MSC: 91B30 91G10 93E20 49L20 PDFBibTeX XMLCite \textit{R. Josa-Fombellida} et al., Insur. Math. Econ. 82, 73--86 (2018; Zbl 1416.91192) Full Text: DOI Link
Subramanian, Ajay; Wang, Jinjing Reinsurance versus securitization of catastrophe risk. (English) Zbl 1416.91222 Insur. Math. Econ. 82, 55-72 (2018). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{A. Subramanian} and \textit{J. Wang}, Insur. Math. Econ. 82, 55--72 (2018; Zbl 1416.91222) Full Text: DOI
Gordienko, E.; Vázquez-Ortega, P. Continuity inequalities for multidimensional renewal risk models. (English) Zbl 1416.91180 Insur. Math. Econ. 82, 48-54 (2018). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{E. Gordienko} and \textit{P. Vázquez-Ortega}, Insur. Math. Econ. 82, 48--54 (2018; Zbl 1416.91180) Full Text: DOI
Bäuerle, Nicole; Glauner, Alexander Optimal risk allocation in reinsurance networks. (English) Zbl 1416.91155 Insur. Math. Econ. 82, 37-47 (2018). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Glauner}, Insur. Math. Econ. 82, 37--47 (2018; Zbl 1416.91155) Full Text: DOI arXiv
Guibert, Quentin; Planchet, Frédéric Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance. (English) Zbl 1416.91181 Insur. Math. Econ. 82, 21-36 (2018). MSC: 91B30 62P05 62G05 PDFBibTeX XMLCite \textit{Q. Guibert} and \textit{F. Planchet}, Insur. Math. Econ. 82, 21--36 (2018; Zbl 1416.91181) Full Text: DOI HAL
Ben Salah, Zied; Garrido, José On fair reinsurance premiums; capital injections in a perturbed risk model. (English) Zbl 1416.91157 Insur. Math. Econ. 82, 11-20 (2018). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{Z. Ben Salah} and \textit{J. Garrido}, Insur. Math. Econ. 82, 11--20 (2018; Zbl 1416.91157) Full Text: DOI arXiv
Eisenberg, Julia; Krühner, Paul The impact of negative interest rates on optimal capital injections. (English) Zbl 1416.91172 Insur. Math. Econ. 82, 1-10 (2018). MSC: 91B30 93E20 49L20 91G30 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{P. Krühner}, Insur. Math. Econ. 82, 1--10 (2018; Zbl 1416.91172) Full Text: DOI arXiv