Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S. Some results on the CTE-based capital allocation rule. (English) Zbl 1152.91577 Insur. Math. Econ. 42, No. 2, 855-863 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 42, No. 2, 855--863 (2008; Zbl 1152.91577) Full Text: DOI OpenURL
Gómez-Déniz, E. A generalization of the credibility theory obtained by using the weighted balanced loss function. (English) Zbl 1152.91582 Insur. Math. Econ. 42, No. 2, 850-854 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Gómez-Déniz}, Insur. Math. Econ. 42, No. 2, 850--854 (2008; Zbl 1152.91582) Full Text: DOI OpenURL
Gatzert, Nadine Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement. (English) Zbl 1152.91580 Insur. Math. Econ. 42, No. 2, 839-849 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Gatzert}, Insur. Math. Econ. 42, No. 2, 839--849 (2008; Zbl 1152.91580) Full Text: DOI OpenURL
Denuit, Michel Comonotonic approximations to quantiles of life annuity conditional expected present value. (English) Zbl 1152.91576 Insur. Math. Econ. 42, No. 2, 831-838 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit}, Insur. Math. Econ. 42, No. 2, 831--838 (2008; Zbl 1152.91576) Full Text: DOI OpenURL
Sun, Jiafeng; Frees, Edward W.; Rosenberg, Marjorie A. Heavy-tailed longitudinal data modeling using copulas. (English) Zbl 1152.91605 Insur. Math. Econ. 42, No. 2, 817-830 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Sun} et al., Insur. Math. Econ. 42, No. 2, 817--830 (2008; Zbl 1152.91605) Full Text: DOI OpenURL
Renshaw, A. E.; Haberman, S. On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. (English) Zbl 1152.91598 Insur. Math. Econ. 42, No. 2, 797-816 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{A. E. Renshaw} and \textit{S. Haberman}, Insur. Math. Econ. 42, No. 2, 797--816 (2008; Zbl 1152.91598) Full Text: DOI OpenURL
Christiansen, Marcus C. A sensitivity analysis of typical life insurance contracts with respect to the technical basis. (English) Zbl 1152.91574 Insur. Math. Econ. 42, No. 2, 787-796 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. Christiansen}, Insur. Math. Econ. 42, No. 2, 787--796 (2008; Zbl 1152.91574) Full Text: DOI OpenURL
Bermúdez, Ll.; Pérez, J. M.; Ayuso, M.; Gómez, E.; Vázquez, F. J. A Bayesian dichotomous model with asymmetric link for fraud in insurance. (English) Zbl 1152.91564 Insur. Math. Econ. 42, No. 2, 779-786 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{Ll. Bermúdez} et al., Insur. Math. Econ. 42, No. 2, 779--786 (2008; Zbl 1152.91564) Full Text: DOI OpenURL
Egami, Masahiko; Young, Virginia R. Indifference prices of structured catastrophe (CAT) bonds. (English) Zbl 1152.91442 Insur. Math. Econ. 42, No. 2, 771-778 (2008). MSC: 91B24 91B30 PDF BibTeX XML Cite \textit{M. Egami} and \textit{V. R. Young}, Insur. Math. Econ. 42, No. 2, 771--778 (2008; Zbl 1152.91442) Full Text: DOI Link OpenURL
Chan, Yin; Li, Haijun Tail dependence for multivariate copulas and its monotonicity. (English) Zbl 1152.62342 Insur. Math. Econ. 42, No. 2, 763-770 (2008). MSC: 62H05 62H20 62P05 PDF BibTeX XML Cite \textit{Y. Chan} and \textit{H. Li}, Insur. Math. Econ. 42, No. 2, 763--770 (2008; Zbl 1152.62342) Full Text: DOI OpenURL
Loisel, Stéphane; Mazza, Christian; Rullière, Didier Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. (English) Zbl 1152.91594 Insur. Math. Econ. 42, No. 2, 746-762 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Loisel} et al., Insur. Math. Econ. 42, No. 2, 746--762 (2008; Zbl 1152.91594) Full Text: DOI HAL OpenURL
Vandendorpe, Antoine; Ho, Ngoc-Diep; Vanduffel, Steven; Van Dooren, Paul On the parameterization of the CreditRisk\(^+\) model for estimating credit portfolio risk. (English) Zbl 1152.91608 Insur. Math. Econ. 42, No. 2, 736-745 (2008). MSC: 91G40 PDF BibTeX XML Cite \textit{A. Vandendorpe} et al., Insur. Math. Econ. 42, No. 2, 736--745 (2008; Zbl 1152.91608) Full Text: DOI OpenURL
Boucher, Jean-Philippe; Denuit, Michel Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. (English) Zbl 1152.91567 Insur. Math. Econ. 42, No. 2, 727-735 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J.-P. Boucher} and \textit{M. Denuit}, Insur. Math. Econ. 42, No. 2, 727--735 (2008; Zbl 1152.91567) Full Text: DOI OpenURL
Kim, Bara; Kim, Hwa-Sung; Kim, Jeongsim A risk model with paying dividends and random environment. (English) Zbl 1152.91589 Insur. Math. Econ. 42, No. 2, 717-726 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{B. Kim} et al., Insur. Math. Econ. 42, No. 2, 717--726 (2008; Zbl 1152.91589) Full Text: DOI OpenURL
Gerstner, Thomas; Griebel, Michael; Holtz, Markus; Goschnick, Ralf; Haep, Marcus A general asset-liability management model for the efficient simulation of portfolios of life insurance policies. (English) Zbl 1152.91581 Insur. Math. Econ. 42, No. 2, 704-716 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Gerstner} et al., Insur. Math. Econ. 42, No. 2, 704--716 (2008; Zbl 1152.91581) Full Text: DOI OpenURL
Young, Virginia R. Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio. (English) Zbl 1152.91612 Insur. Math. Econ. 42, No. 2, 691-703 (2008). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{V. R. Young}, Insur. Math. Econ. 42, No. 2, 691--703 (2008; Zbl 1152.91612) Full Text: DOI arXiv OpenURL
Christiansen, Marcus C. A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension. (English) Zbl 1152.91573 Insur. Math. Econ. 42, No. 2, 680-690 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. Christiansen}, Insur. Math. Econ. 42, No. 2, 680--690 (2008; Zbl 1152.91573) Full Text: DOI OpenURL
Pitts, Susan M.; Politis, Konstadinos Approximations for the moments of ruin time in the compound Poisson model. (English) Zbl 1152.91597 Insur. Math. Econ. 42, No. 2, 668-679 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{S. M. Pitts} and \textit{K. Politis}, Insur. Math. Econ. 42, No. 2, 668--679 (2008; Zbl 1152.91597) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. Risk theory insight into a zone-adaptive control strategy. (English) Zbl 1152.91595 Insur. Math. Econ. 42, No. 2, 656-667 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 42, No. 2, 656--667 (2008; Zbl 1152.91595) Full Text: DOI OpenURL
Cheung, Ka Chun Improved convex upper bound via conditional comonotonicity. (English) Zbl 1152.91571 Insur. Math. Econ. 42, No. 2, 651-655 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{K. C. Cheung}, Insur. Math. Econ. 42, No. 2, 651--655 (2008; Zbl 1152.91571) Full Text: DOI OpenURL
Drees, Holger; Müller, Peter Fitting and validation of a bivariate model for large claims. (English) Zbl 1152.91578 Insur. Math. Econ. 42, No. 2, 638-650 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Drees} and \textit{P. Müller}, Insur. Math. Econ. 42, No. 2, 638--650 (2008; Zbl 1152.91578) Full Text: DOI OpenURL
Lin, Yijia; Cox, Samuel H. Securitization of catastrophe mortality risks. (English) Zbl 1152.91593 Insur. Math. Econ. 42, No. 2, 628-637 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Lin} and \textit{S. H. Cox}, Insur. Math. Econ. 42, No. 2, 628--637 (2008; Zbl 1152.91593) Full Text: DOI Link OpenURL
Lin, X. Sheldon; Sendova, Kristina P. The compound Poisson risk model with multiple thresholds. (English) Zbl 1152.91592 Insur. Math. Econ. 42, No. 2, 617-627 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Sendova}, Insur. Math. Econ. 42, No. 2, 617--627 (2008; Zbl 1152.91592) Full Text: DOI OpenURL
Zhou, Qing; Wu, Weixing; Wang, Zengwu Cooperative hedging with a higher interest rate for borrowing. (English) Zbl 1152.91562 Insur. Math. Econ. 42, No. 2, 609-616 (2008). MSC: 91B28 91A12 60H30 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Insur. Math. Econ. 42, No. 2, 609--616 (2008; Zbl 1152.91562) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. (English) Zbl 1152.91591 Insur. Math. Econ. 42, No. 2, 600-608 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. Willmot}, Insur. Math. Econ. 42, No. 2, 600--608 (2008; Zbl 1152.91591) Full Text: DOI OpenURL
Ibragimov, Rustam; Walden, Johan Portfolio diversification under local and moderate deviations from power laws. (English) Zbl 1152.91515 Insur. Math. Econ. 42, No. 2, 594-599 (2008). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{R. Ibragimov} and \textit{J. Walden}, Insur. Math. Econ. 42, No. 2, 594--599 (2008; Zbl 1152.91515) Full Text: DOI Link OpenURL
Hoevenaars, Roy P. M. M.; Ponds, Eduard H. M. Valuation of intergenerational transfers in funded collective pension schemes. (English) Zbl 1152.91587 Insur. Math. Econ. 42, No. 2, 578-593 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{R. P. M. M. Hoevenaars} and \textit{E. H. M. Ponds}, Insur. Math. Econ. 42, No. 2, 578--593 (2008; Zbl 1152.91587) Full Text: DOI Link OpenURL
Klüppelberg, Claudia; Kostadinova, Radostina Integrated insurance risk models with exponential Lévy investment. (English) Zbl 1152.60325 Insur. Math. Econ. 42, No. 2, 560-577 (2008). MSC: 60G51 62P05 91B28 91B30 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{R. Kostadinova}, Insur. Math. Econ. 42, No. 2, 560--577 (2008; Zbl 1152.60325) Full Text: DOI OpenURL
Vereda, Luciano; Lopes, Hélio; Fukuda, Regina Estimating VAR models for the term structure of interest rates. (English) Zbl 1152.91677 Insur. Math. Econ. 42, No. 2, 548-559 (2008). MSC: 91B64 91B30 PDF BibTeX XML Cite \textit{L. Vereda} et al., Insur. Math. Econ. 42, No. 2, 548--559 (2008; Zbl 1152.91677) Full Text: DOI Link OpenURL
Goovaerts, Marc J.; Laeven, Roger J. A. Actuarial risk measures for financial derivative pricing. (English) Zbl 1152.91444 Insur. Math. Econ. 42, No. 2, 540-547 (2008). MSC: 91G20 91G70 91B30 PDF BibTeX XML Cite \textit{M. J. Goovaerts} and \textit{R. J. A. Laeven}, Insur. Math. Econ. 42, No. 2, 540--547 (2008; Zbl 1152.91444) Full Text: DOI Link OpenURL
Guerra, Manuel; Centeno, M. L. Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria. (English) Zbl 1152.91583 Insur. Math. Econ. 42, No. 2, 529-539 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Guerra} and \textit{M. L. Centeno}, Insur. Math. Econ. 42, No. 2, 529--539 (2008; Zbl 1152.91583) Full Text: DOI OpenURL
Tsanakas, Andreas Risk measurement in the presence of background risk. (English) Zbl 1152.91607 Insur. Math. Econ. 42, No. 2, 520-528 (2008). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{A. Tsanakas}, Insur. Math. Econ. 42, No. 2, 520--528 (2008; Zbl 1152.91607) Full Text: DOI Link OpenURL
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. Longevity risk in portfolios of pension annuities. (English) Zbl 1152.91586 Insur. Math. Econ. 42, No. 2, 505-519 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Hári} et al., Insur. Math. Econ. 42, No. 2, 505--519 (2008; Zbl 1152.91586) Full Text: DOI OpenURL
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. Estimating the term structure of mortality. (English) Zbl 1152.91585 Insur. Math. Econ. 42, No. 2, 492-504 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{N. Hári} et al., Insur. Math. Econ. 42, No. 2, 492--504 (2008; Zbl 1152.91585) Full Text: DOI OpenURL
Sangüesa, C. Error bounds in approximations of random sums using gamma-type operators. (English) Zbl 1152.91601 Insur. Math. Econ. 42, No. 2, 484-491 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Sangüesa}, Insur. Math. Econ. 42, No. 2, 484--491 (2008; Zbl 1152.91601) Full Text: DOI OpenURL
Nelsen, Roger B.; Quesada-Molina, José Juan; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel On the construction of copulas and quasi-copulas with given diagonal sections. (English) Zbl 1152.60311 Insur. Math. Econ. 42, No. 2, 473-483 (2008). MSC: 60E15 62E10 62H20 PDF BibTeX XML Cite \textit{R. B. Nelsen} et al., Insur. Math. Econ. 42, No. 2, 473--483 (2008; Zbl 1152.60311) Full Text: DOI OpenURL
Fountain, Robert L.; Herman, John R.; Rustvold, D. Leif An application of Kendall distributions and alternative dependence measures: SPX vs. VIX. (English) Zbl 1152.91443 Insur. Math. Econ. 42, No. 2, 469-472 (2008). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{R. L. Fountain} et al., Insur. Math. Econ. 42, No. 2, 469--472 (2008; Zbl 1152.91443) Full Text: DOI OpenURL