Fuino, Michel; Wagner, Joël Duration of long-term care: socio-economic factors, type of care interactions and evolution. (English) Zbl 1431.91326 Insur. Math. Econ. 90, 151-168 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Fuino} and \textit{J. Wagner}, Insur. Math. Econ. 90, 151--168 (2020; Zbl 1431.91326) Full Text: DOI Link
Yang, Chen; Sendova, Kristina P.; Li, Zhong Parisian ruin with a threshold dividend strategy under the dual Lévy risk model. (English) Zbl 1431.91345 Insur. Math. Econ. 90, 135-150 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{C. Yang} et al., Insur. Math. Econ. 90, 135--150 (2020; Zbl 1431.91345) Full Text: DOI
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. (English) Zbl 1431.91327 Insur. Math. Econ. 90, 120-134 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{E. Furman} et al., Insur. Math. Econ. 90, 120--134 (2020; Zbl 1431.91327) Full Text: DOI
Yan, Tingjin; Wong, Hoi Ying Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility. (English) Zbl 1431.91347 Insur. Math. Econ. 90, 105-119 (2020). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{T. Yan} and \textit{H. Y. Wong}, Insur. Math. Econ. 90, 105--119 (2020; Zbl 1431.91347) Full Text: DOI
Habib, F.; Huang, H.; Mauskopf, A.; Nikolic, B.; Salisbury, T. S. Optimal allocation to deferred income annuities. (English) Zbl 1431.91333 Insur. Math. Econ. 90, 94-104 (2020). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{F. Habib} et al., Insur. Math. Econ. 90, 94--104 (2020; Zbl 1431.91333) Full Text: DOI arXiv
Jarner, Søren F.; Jallbjørn, Snorre Pitfalls and merits of cointegration-based mortality models. (English) Zbl 1431.91334 Insur. Math. Econ. 90, 80-93 (2020). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{S. F. Jarner} and \textit{S. Jallbjørn}, Insur. Math. Econ. 90, 80--93 (2020; Zbl 1431.91334) Full Text: DOI
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu Convex risk functionals: representation and applications. (English) Zbl 1431.91340 Insur. Math. Econ. 90, 66-79 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{F. Liu} et al., Insur. Math. Econ. 90, 66--79 (2020; Zbl 1431.91340) Full Text: DOI
Pai, Jeffrey; Ravishanker, Nalini Livestock mortality catastrophe insurance using fatal shock process. (English) Zbl 1431.91341 Insur. Math. Econ. 90, 58-65 (2020). MSC: 91G05 62P05 62H10 PDFBibTeX XMLCite \textit{J. Pai} and \textit{N. Ravishanker}, Insur. Math. Econ. 90, 58--65 (2020; Zbl 1431.91341) Full Text: DOI
Faias, José Afonso; Guedes, José The diffusion of complex securities: the case of CAT bonds. (English) Zbl 1431.91324 Insur. Math. Econ. 90, 46-57 (2020). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{J. A. Faias} and \textit{J. Guedes}, Insur. Math. Econ. 90, 46--57 (2020; Zbl 1431.91324) Full Text: DOI
Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, Xueyuan On the type I multivariate zero-truncated hurdle model with applications in health insurance. (English) Zbl 1431.91348 Insur. Math. Econ. 90, 35-45 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{P. Zhang} et al., Insur. Math. Econ. 90, 35--45 (2020; Zbl 1431.91348) Full Text: DOI Link
Guzzetti, Marco Approximating the time-weighted return: the case of flows at unknown time. (English) Zbl 1431.91332 Insur. Math. Econ. 90, 25-34 (2020). MSC: 91G05 91G10 PDFBibTeX XMLCite \textit{M. Guzzetti}, Insur. Math. Econ. 90, 25--34 (2020; Zbl 1431.91332) Full Text: DOI
Chen, D. H. J.; Beetsma, R. M. W. J.; van Wijnbergen, S. J. G. Unhedgeable inflation risk within pension schemes. (English) Zbl 1431.91321 Insur. Math. Econ. 90, 7-24 (2020). MSC: 91G05 91B64 PDFBibTeX XMLCite \textit{D. H. J. Chen} et al., Insur. Math. Econ. 90, 7--24 (2020; Zbl 1431.91321) Full Text: DOI
Al Ghanim, Dalal; Loeffen, Ronnie; Watson, Alexander R. The equivalence of two tax processes. (English) Zbl 1431.91242 Insur. Math. Econ. 90, 1-6 (2020). MSC: 91B64 60G51 93E20 91G05 PDFBibTeX XMLCite \textit{D. Al Ghanim} et al., Insur. Math. Econ. 90, 1--6 (2020; Zbl 1431.91242) Full Text: DOI arXiv