Chang, Le; Shi, Yanlin Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach. (English) Zbl 1454.91172 Scand. Actuar. J. 2020, No. 9, 843-863 (2020). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{L. Chang} and \textit{Y. Shi}, Scand. Actuar. J. 2020, No. 9, 843--863 (2020; Zbl 1454.91172) Full Text: DOI Link
Ji, Lanpeng On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. (English) Zbl 1454.91196 Scand. Actuar. J. 2020, No. 9, 819-842 (2020). MSC: 91G05 60J70 PDFBibTeX XMLCite \textit{L. Ji}, Scand. Actuar. J. 2020, No. 9, 819--842 (2020; Zbl 1454.91196) Full Text: DOI arXiv
Chen, Ze; Chen, Bingzheng; Dhaene, Jan Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach. (English) Zbl 1454.91174 Scand. Actuar. J. 2020, No. 9, 792-818 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{Z. Chen} et al., Scand. Actuar. J. 2020, No. 9, 792--818 (2020; Zbl 1454.91174) Full Text: DOI Link
Li, Jackie; Wong, Kenneth Incorporating structural changes in mortality improvements for mortality forecasting. (English) Zbl 1454.91198 Scand. Actuar. J. 2020, No. 9, 776-791 (2020). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{J. Li} and \textit{K. Wong}, Scand. Actuar. J. 2020, No. 9, 776--791 (2020; Zbl 1454.91198) Full Text: DOI