Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne Modelling extreme claims via composite models and threshold selection methods. (English) Zbl 1435.91163 Insur. Math. Econ. 91, 257-268 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{Y. Wang} et al., Insur. Math. Econ. 91, 257--268 (2020; Zbl 1435.91163) Full Text: DOI arXiv
Wei, Jiaqin; Cheng, Xiang; Jin, Zhuo; Wang, Hao Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes. (English) Zbl 1435.91164 Insur. Math. Econ. 91, 244-256 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{J. Wei} et al., Insur. Math. Econ. 91, 244--256 (2020; Zbl 1435.91164) Full Text: DOI
Kang, Seul Ki; Peng, Liang; Xiao, Hongmin Risk analysis with categorical explanatory variables. (English) Zbl 1435.91155 Insur. Math. Econ. 91, 238-243 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{S. K. Kang} et al., Insur. Math. Econ. 91, 238--243 (2020; Zbl 1435.91155) Full Text: DOI
van Bilsen, Servaas; Laeven, Roger J. A. Dynamic consumption and portfolio choice under prospect theory. (English) Zbl 1435.91174 Insur. Math. Econ. 91, 224-237 (2020). MSC: 91G10 91B16 91G05 PDFBibTeX XMLCite \textit{S. van Bilsen} and \textit{R. J. A. Laeven}, Insur. Math. Econ. 91, 224--237 (2020; Zbl 1435.91174) Full Text: DOI Link
Jevtić, Petar; Lanchier, Nicolas Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology. (English) Zbl 1435.91154 Insur. Math. Econ. 91, 209-223 (2020). MSC: 91G05 68M10 PDFBibTeX XMLCite \textit{P. Jevtić} and \textit{N. Lanchier}, Insur. Math. Econ. 91, 209--223 (2020; Zbl 1435.91154) Full Text: DOI
Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien Optimal prevention strategies in the classical risk model. (English) Zbl 1435.91149 Insur. Math. Econ. 91, 202-208 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{R. Gauchon} et al., Insur. Math. Econ. 91, 202--208 (2020; Zbl 1435.91149) Full Text: DOI Link
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao A Bowley solution with limited ceded risk for a monopolistic reinsurer. (English) Zbl 1435.91143 Insur. Math. Econ. 91, 188-201 (2020). MSC: 91G05 91A65 PDFBibTeX XMLCite \textit{Y. Chi} et al., Insur. Math. Econ. 91, 188--201 (2020; Zbl 1435.91143) Full Text: DOI
Fang, Jun; Jiang, Fan; Liu, Yong; Yang, Jingping Copula-based Markov process. (English) Zbl 1435.62177 Insur. Math. Econ. 91, 166-187 (2020). MSC: 62H05 62M02 PDFBibTeX XMLCite \textit{J. Fang} et al., Insur. Math. Econ. 91, 166--187 (2020; Zbl 1435.62177) Full Text: DOI
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying Concave distortion risk minimizing reinsurance design under adverse selection. (English) Zbl 1435.91142 Insur. Math. Econ. 91, 155-165 (2020). MSC: 91G05 91B43 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Insur. Math. Econ. 91, 155--165 (2020; Zbl 1435.91142) Full Text: DOI
Liu, Peng; Wang, Ruodu; Wei, Linxiao Is the inf-convolution of law-invariant preferences law-invariant? (English) Zbl 1435.91064 Insur. Math. Econ. 91, 144-154 (2020). MSC: 91B05 PDFBibTeX XMLCite \textit{P. Liu} et al., Insur. Math. Econ. 91, 144--154 (2020; Zbl 1435.91064) Full Text: DOI Link
Basellini, Ugofilippo; Kjærgaard, Søren; Camarda, Carlo Giovanni An age-at-death distribution approach to forecast cohort mortality. (English) Zbl 1435.91140 Insur. Math. Econ. 91, 129-143 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{U. Basellini} et al., Insur. Math. Econ. 91, 129--143 (2020; Zbl 1435.91140) Full Text: DOI
Hambel, Christoph Health shock risk, critical illness insurance, and housing services. (English) Zbl 1435.91152 Insur. Math. Econ. 91, 111-128 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{C. Hambel}, Insur. Math. Econ. 91, 111--128 (2020; Zbl 1435.91152) Full Text: DOI
Yuen, Fei Lung; Lee, Wing Yan; Fung, Derrick W. H. A cyclic approach on classical ruin model. (English) Zbl 1435.91166 Insur. Math. Econ. 91, 104-110 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{F. L. Yuen} et al., Insur. Math. Econ. 91, 104--110 (2020; Zbl 1435.91166) Full Text: DOI
Lin, X. Sheldon; Yang, Shuai Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach. (English) Zbl 1435.91158 Insur. Math. Econ. 91, 85-103 (2020). MSC: 91G05 62P05 62J02 PDFBibTeX XMLCite \textit{X. S. Lin} and \textit{S. Yang}, Insur. Math. Econ. 91, 85--103 (2020; Zbl 1435.91158) Full Text: DOI
Ungolo, Francesco; Kleinow, Torsten; Macdonald, Angus S. A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates. (English) Zbl 1435.91161 Insur. Math. Econ. 91, 68-84 (2020). MSC: 91G05 62P05 62F15 PDFBibTeX XMLCite \textit{F. Ungolo} et al., Insur. Math. Econ. 91, 68--84 (2020; Zbl 1435.91161) Full Text: DOI
Ćmiel, Bogdan; Ledwina, Teresa Validation of association. (English) Zbl 1435.91145 Insur. Math. Econ. 91, 55-67 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{B. Ćmiel} and \textit{T. Ledwina}, Insur. Math. Econ. 91, 55--67 (2020; Zbl 1435.91145) Full Text: DOI
Tsai, Cary Chi-Liang; Wu, Adelaide Di Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. (English) Zbl 1435.91160 Insur. Math. Econ. 91, 37-54 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{C. C. L. Tsai} and \textit{A. Di Wu}, Insur. Math. Econ. 91, 37--54 (2020; Zbl 1435.91160) Full Text: DOI
Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn The Poisson random effect model for experience ratemaking: limitations and alternative solutions. (English) Zbl 1435.91157 Insur. Math. Econ. 91, 26-36 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{W. Lee} et al., Insur. Math. Econ. 91, 26--36 (2020; Zbl 1435.91157) Full Text: DOI arXiv
Wang, Wenyuan; Chen, Ping; Li, Shuanming Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (English) Zbl 1435.91162 Insur. Math. Econ. 91, 12-25 (2020). MSC: 91G05 60G51 60K10 PDFBibTeX XMLCite \textit{W. Wang} et al., Insur. Math. Econ. 91, 12--25 (2020; Zbl 1435.91162) Full Text: DOI arXiv
Dong, Y.; Spielmann, Jerome Weak limits of random coefficient autoregressive processes and their application in ruin theory. (English) Zbl 1435.91147 Insur. Math. Econ. 91, 1-11 (2020). MSC: 91G05 60F17 60J60 PDFBibTeX XMLCite \textit{Y. Dong} and \textit{J. Spielmann}, Insur. Math. Econ. 91, 1--11 (2020; Zbl 1435.91147) Full Text: DOI arXiv