Wong, Jackie S. T.; Forster, Jonathan J.; Smith, Peter W. F. Bayesian mortality forecasting with overdispersion. (English) Zbl 1406.62130 Insur. Math. Econ. 83, 206-221 (2018). MSC: 62P05 62M20 62N05 91D20 91B30 PDFBibTeX XMLCite \textit{J. S. T. Wong} et al., Insur. Math. Econ. 83, 206--221 (2018; Zbl 1406.62130) Full Text: DOI Link
Chi, Yichun Insurance choice under third degree stochastic dominance. (English) Zbl 1417.91264 Insur. Math. Econ. 83, 198-205 (2018). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{Y. Chi}, Insur. Math. Econ. 83, 198--205 (2018; Zbl 1417.91264) Full Text: DOI
Loeffen, Ronnie; Palmowski, Zbigniew; Surya, Budhi A. Discounted penalty function at Parisian ruin for Lévy insurance risk process. (English) Zbl 1417.91278 Insur. Math. Econ. 83, 190-197 (2018). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{R. Loeffen} et al., Insur. Math. Econ. 83, 190--197 (2018; Zbl 1417.91278) Full Text: DOI arXiv Link
Quijano Xacur, Oscar Alberto; Garrido, José Bayesian credibility for GLMs. (English) Zbl 1406.62127 Insur. Math. Econ. 83, 180-189 (2018). MSC: 62P05 62F15 91B30 PDFBibTeX XMLCite \textit{O. A. Quijano Xacur} and \textit{J. Garrido}, Insur. Math. Econ. 83, 180--189 (2018; Zbl 1406.62127) Full Text: DOI arXiv Link
Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan The average risk sharing problem under risk measure and expected utility theory. (English) Zbl 1417.91279 Insur. Math. Econ. 83, 170-179 (2018). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{T. Mao} et al., Insur. Math. Econ. 83, 170--179 (2018; Zbl 1417.91279) Full Text: DOI
Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris Allowing for time and cross dependence assumptions between claim counts in ratemaking models. (English) Zbl 1417.91262 Insur. Math. Econ. 83, 161-169 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{L. Bermúdez} et al., Insur. Math. Econ. 83, 161--169 (2018; Zbl 1417.91262) Full Text: DOI Link
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi Optimality of multi-refraction control strategies in the dual model. (English) Zbl 1417.91265 Insur. Math. Econ. 83, 148-160 (2018). MSC: 91B30 60G51 90C46 PDFBibTeX XMLCite \textit{I. Czarna} et al., Insur. Math. Econ. 83, 148--160 (2018; Zbl 1417.91265) Full Text: DOI arXiv
Doan, Bao; Papageorgiou, Nicolas; Reeves, Jonathan J.; Sherris, Michael Portfolio management with targeted constant market volatility. (English) Zbl 1417.91446 Insur. Math. Econ. 83, 134-147 (2018). MSC: 91G10 91B30 62P05 62M10 PDFBibTeX XMLCite \textit{B. Doan} et al., Insur. Math. Econ. 83, 134--147 (2018; Zbl 1417.91446) Full Text: DOI
Guan, Guohui; Liang, Zongxia; Feng, Jian Time-consistent proportional reinsurance and investment strategies under ambiguous environment. (English) Zbl 1417.91269 Insur. Math. Econ. 83, 122-133 (2018). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{G. Guan} et al., Insur. Math. Econ. 83, 122--133 (2018; Zbl 1417.91269) Full Text: DOI
Karlsson, Martin; Klohn, Florian; Rickayzen, Ben The role of heterogeneous parameters for the detection of selection in insurance contracts. (English) Zbl 1417.91276 Insur. Math. Econ. 83, 110-121 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Karlsson} et al., Insur. Math. Econ. 83, 110--121 (2018; Zbl 1417.91276) Full Text: DOI Link
Jeon, Junkee; Kwak, Minsuk Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities. (English) Zbl 1417.91274 Insur. Math. Econ. 83, 93-109 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Jeon} and \textit{M. Kwak}, Insur. Math. Econ. 83, 93--109 (2018; Zbl 1417.91274) Full Text: DOI
Boxma, Onno; Frostig, Esther The dual risk model with dividends taken at arrival. (English) Zbl 1417.91263 Insur. Math. Econ. 83, 83-92 (2018). MSC: 91B30 44A10 PDFBibTeX XMLCite \textit{O. Boxma} and \textit{E. Frostig}, Insur. Math. Econ. 83, 83--92 (2018; Zbl 1417.91263) Full Text: DOI Link
López-Díaz, María Concepción; López-Díaz, Miguel; Martínez-Fernández, Sergio A stochastic order for the analysis of investments affected by the time value of money. (English) Zbl 1417.91466 Insur. Math. Econ. 83, 75-82 (2018). MSC: 91G10 60E15 PDFBibTeX XMLCite \textit{M. C. López-Díaz} et al., Insur. Math. Econ. 83, 75--82 (2018; Zbl 1417.91466) Full Text: DOI Link
Chavez-Demoulin, Valérie; Guillou, Armelle Extreme quantile estimation for \(\beta\)-mixing time series and applications. (English) Zbl 1406.62092 Insur. Math. Econ. 83, 59-74 (2018). MSC: 62M10 62G08 62G32 62P20 PDFBibTeX XMLCite \textit{V. Chavez-Demoulin} and \textit{A. Guillou}, Insur. Math. Econ. 83, 59--74 (2018; Zbl 1406.62092) Full Text: DOI arXiv HAL
Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin Dividends: from refracting to ratcheting. (English) Zbl 1417.91260 Insur. Math. Econ. 83, 47-58 (2018). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 83, 47--58 (2018; Zbl 1417.91260) Full Text: DOI
Park, Sojung C.; Kim, Joseph H. T.; Ahn, Jae Youn Does hunger for bonuses drive the dependence between claim frequency and severity? (English) Zbl 1417.91281 Insur. Math. Econ. 83, 32-46 (2018). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{S. C. Park} et al., Insur. Math. Econ. 83, 32--46 (2018; Zbl 1417.91281) Full Text: DOI
Pesenti, Silvana M.; Tsanakas, Andreas; Millossovich, Pietro Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018). (English) Zbl 1417.91282 Insur. Math. Econ. 83, 29-31 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{S. M. Pesenti} et al., Insur. Math. Econ. 83, 29--31 (2018; Zbl 1417.91282) Full Text: DOI
Van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A. Time-consistent mean-variance portfolio optimization: a numerical impulse control approach. (English) Zbl 1417.91558 Insur. Math. Econ. 83, 9-28 (2018). MSC: 91G60 91B30 91G10 93E20 65M99 PDFBibTeX XMLCite \textit{P. M. Van Staden} et al., Insur. Math. Econ. 83, 9--28 (2018; Zbl 1417.91558) Full Text: DOI
Richardson, Robert; Hartman, Brian Bayesian nonparametric regression models for modeling and predicting healthcare claims. (English) Zbl 1406.62143 Insur. Math. Econ. 83, 1-8 (2018). MSC: 62P10 62G08 62F15 PDFBibTeX XMLCite \textit{R. Richardson} and \textit{B. Hartman}, Insur. Math. Econ. 83, 1--8 (2018; Zbl 1406.62143) Full Text: DOI