Bermúdez i Morata, Lluís A priori ratemaking using bivariate Poisson regression models. (English) Zbl 1156.91400 Insur. Math. Econ. 44, No. 1, 135-141 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Bermúdez i Morata}, Insur. Math. Econ. 44, No. 1, 135--141 (2009; Zbl 1156.91400) Full Text: DOI Link OpenURL
Plat, Richard; Pelsser, Antoon Analytical approximations for prices of swap rate dependent embedded options in insurance products. (English) Zbl 1156.91401 Insur. Math. Econ. 44, No. 1, 124-134 (2009). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{R. Plat} and \textit{A. Pelsser}, Insur. Math. Econ. 44, No. 1, 124--134 (2009; Zbl 1156.91401) Full Text: DOI OpenURL
Hatzopoulos, P.; Haberman, S. A parameterized approach to modeling and forecasting mortality. (English) Zbl 1156.91394 Insur. Math. Econ. 44, No. 1, 103-123 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Hatzopoulos} and \textit{S. Haberman}, Insur. Math. Econ. 44, No. 1, 103--123 (2009; Zbl 1156.91394) Full Text: DOI Link OpenURL
Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De Closed-form valuations of basket options using a multivariate normal inverse Gaussian model. (English) Zbl 1156.91389 Insur. Math. Econ. 44, No. 1, 95-102 (2009). MSC: 91G20 60H30 PDF BibTeX XML Cite \textit{Y.-C. Wu} et al., Insur. Math. Econ. 44, No. 1, 95--102 (2009; Zbl 1156.91389) Full Text: DOI OpenURL
He, Lin; Liang, Zongxia Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs. (English) Zbl 1156.91395 Insur. Math. Econ. 44, No. 1, 88-94 (2009). MSC: 91B30 91G10 91B16 60H05 60H10 PDF BibTeX XML Cite \textit{L. He} and \textit{Z. Liang}, Insur. Math. Econ. 44, No. 1, 88--94 (2009; Zbl 1156.91395) Full Text: DOI OpenURL
Kleinow, Torsten Valuation and hedging of participating life-insurance policies under management discretion. (English) Zbl 1156.91397 Insur. Math. Econ. 44, No. 1, 78-87 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Kleinow}, Insur. Math. Econ. 44, No. 1, 78--87 (2009; Zbl 1156.91397) Full Text: DOI OpenURL
Shimizu, Yasutaka A new aspect of a risk process and its statistical inference. (English) Zbl 1156.91402 Insur. Math. Econ. 44, No. 1, 70-77 (2009). MSC: 91B30 60J65 PDF BibTeX XML Cite \textit{Y. Shimizu}, Insur. Math. Econ. 44, No. 1, 70--77 (2009; Zbl 1156.91402) Full Text: DOI OpenURL
Chang, Lung-Fu; Hung, Mao-Wei Analytical valuation of catastrophe equity options with negative exponential jumps. (English) Zbl 1156.91363 Insur. Math. Econ. 44, No. 1, 59-69 (2009). MSC: 91B28 91B30 60H30 PDF BibTeX XML Cite \textit{L.-F. Chang} and \textit{M.-W. Hung}, Insur. Math. Econ. 44, No. 1, 59--69 (2009; Zbl 1156.91363) Full Text: DOI OpenURL
Bae, Taehan; Kim, Changki; Kulperger, Reginald J. Securitization of motor insurance loss rate risks. (English) Zbl 1156.91022 Insur. Math. Econ. 44, No. 1, 48-58 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Bae} et al., Insur. Math. Econ. 44, No. 1, 48--58 (2009; Zbl 1156.91022) Full Text: DOI OpenURL
Laurence, Peter; Wang, Tai-Ho Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios. (English) Zbl 1155.91387 Insur. Math. Econ. 44, No. 1, 35-47 (2009). MSC: 91B28 90C05 PDF BibTeX XML Cite \textit{P. Laurence} and \textit{T.-H. Wang}, Insur. Math. Econ. 44, No. 1, 35--47 (2009; Zbl 1155.91387) Full Text: DOI OpenURL
Azcue, Pablo; Muler, Nora Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints. (English) Zbl 1156.91391 Insur. Math. Econ. 44, No. 1, 26-34 (2009). MSC: 91B30 91B28 60G40 PDF BibTeX XML Cite \textit{P. Azcue} and \textit{N. Muler}, Insur. Math. Econ. 44, No. 1, 26--34 (2009; Zbl 1156.91391) Full Text: DOI Link OpenURL
Wen, Limin; Wu, Xianyi; Zhou, Xian The credibility premiums for models with dependence induced by common effects. (English) Zbl 1156.91404 Insur. Math. Econ. 44, No. 1, 19-25 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Wen} et al., Insur. Math. Econ. 44, No. 1, 19--25 (2009; Zbl 1156.91404) Full Text: DOI OpenURL
Moore, Kristen S. Optimal surrender strategies for equity-indexed annuity investors. (English) Zbl 1156.91379 Insur. Math. Econ. 44, No. 1, 1-18 (2009). MSC: 91B28 60G40 60H30 91B30 PDF BibTeX XML Cite \textit{K. S. Moore}, Insur. Math. Econ. 44, No. 1, 1--18 (2009; Zbl 1156.91379) Full Text: DOI Link OpenURL