Gu, Ailing; Viens, Frederi G.; Shen, Yang Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. (English) Zbl 1447.91139 Scand. Actuar. J. 2020, No. 4, 342-375 (2020). MSC: 91G05 91B43 90C39 PDFBibTeX XMLCite \textit{A. Gu} et al., Scand. Actuar. J. 2020, No. 4, 342--375 (2020; Zbl 1447.91139) Full Text: DOI
Constantinescu, C.; Delsing, G.; Mandjes, M.; Rojas Nandayapa, L. A ruin model with a resampled environment. (English) Zbl 1447.91131 Scand. Actuar. J. 2020, No. 4, 323-341 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2020, No. 4, 323--341 (2020; Zbl 1447.91131) Full Text: DOI arXiv
Shang, Han Lin Dynamic principal component regression for forecasting functional time series in a group structure. (English) Zbl 1447.91147 Scand. Actuar. J. 2020, No. 4, 307-322 (2020). MSC: 91G05 62P05 62H25 PDFBibTeX XMLCite \textit{H. L. Shang}, Scand. Actuar. J. 2020, No. 4, 307--322 (2020; Zbl 1447.91147) Full Text: DOI arXiv
Landriault, David; Willmot, Gordon E. On series expansions for scale functions and other ruin-related quantities. (English) Zbl 1447.91142 Scand. Actuar. J. 2020, No. 4, 292-306 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{G. E. Willmot}, Scand. Actuar. J. 2020, No. 4, 292--306 (2020; Zbl 1447.91142) Full Text: DOI
D’Amico, Guglielmo; De Blasis, Riccardo A multivariate Markov chain stock model. (English) Zbl 1447.91133 Scand. Actuar. J. 2020, No. 4, 272-291 (2020). MSC: 91G05 60J28 PDFBibTeX XMLCite \textit{G. D'Amico} and \textit{R. De Blasis}, Scand. Actuar. J. 2020, No. 4, 272--291 (2020; Zbl 1447.91133) Full Text: DOI