Xie, Shuxiang Continuous-time mean-variance portfolio selection with liability and regime switching. (English) Zbl 1231.91417 Insur. Math. Econ. 45, No. 1, 148-155 (2009). MSC: 91G10 91G80 60J20 60J60 PDF BibTeX XML Cite \textit{S. Xie}, Insur. Math. Econ. 45, No. 1, 148--155 (2009; Zbl 1231.91417) Full Text: DOI OpenURL
Yang, Jingping; Qi, Yongcheng; Wang, Ruodu A class of multivariate copulas with bivariate Fréchet marginal copulas. (English) Zbl 1231.91253 Insur. Math. Econ. 45, No. 1, 139-147 (2009). MSC: 91B30 62H05 PDF BibTeX XML Cite \textit{J. Yang} et al., Insur. Math. Econ. 45, No. 1, 139--147 (2009; Zbl 1231.91253) Full Text: DOI OpenURL
Wei, Li Ruin probability in the presence of interest earnings and tax payments. (English) Zbl 1231.91249 Insur. Math. Econ. 45, No. 1, 133-138 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{L. Wei}, Insur. Math. Econ. 45, No. 1, 133--138 (2009; Zbl 1231.91249) Full Text: DOI OpenURL
Plat, Richard Stochastic portfolio specific mortality and the quantification of mortality basis risk. (English) Zbl 1231.91226 Insur. Math. Econ. 45, No. 1, 123-132 (2009). MSC: 91B30 91B70 91G10 PDF BibTeX XML Cite \textit{R. Plat}, Insur. Math. Econ. 45, No. 1, 123--132 (2009; Zbl 1231.91226) Full Text: DOI OpenURL
Eling, Martin; Gatzert, Nadine; Schmeiser, Hato Minimum standards for investment performance: a new perspective on non-life insurer solvency. (English) Zbl 1231.91181 Insur. Math. Econ. 45, No. 1, 113-122 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Eling} et al., Insur. Math. Econ. 45, No. 1, 113--122 (2009; Zbl 1231.91181) Full Text: DOI OpenURL
Branger, Nicole; Kraft, Holger; Meinerding, Christoph What is the impact of stock market contagion on an investor’s portfolio choice? (English) Zbl 1231.91397 Insur. Math. Econ. 45, No. 1, 94-112 (2009). MSC: 91G10 PDF BibTeX XML Cite \textit{N. Branger} et al., Insur. Math. Econ. 45, No. 1, 94--112 (2009; Zbl 1231.91397) Full Text: DOI Link OpenURL
Cheung, Ka Chun Applications of conditional comonotonicity to some optimization problems. (English) Zbl 1231.91159 Insur. Math. Econ. 45, No. 1, 89-93 (2009). MSC: 91B30 60H30 62L20 PDF BibTeX XML Cite \textit{K. C. Cheung}, Insur. Math. Econ. 45, No. 1, 89--93 (2009; Zbl 1231.91159) Full Text: DOI OpenURL
Zhang, Xin; Siu, Tak Kuen Optimal investment and reinsurance of an insurer with model uncertainty. (English) Zbl 1231.91257 Insur. Math. Econ. 45, No. 1, 81-88 (2009). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{T. K. Siu}, Insur. Math. Econ. 45, No. 1, 81--88 (2009; Zbl 1231.91257) Full Text: DOI OpenURL
Gao, Fuqing; Yan, Jun Sample path large and moderate deviations for risk model with delayed claims. (English) Zbl 1231.91186 Insur. Math. Econ. 45, No. 1, 74-80 (2009). MSC: 91B30 60F10 PDF BibTeX XML Cite \textit{F. Gao} and \textit{J. Yan}, Insur. Math. Econ. 45, No. 1, 74--80 (2009; Zbl 1231.91186) Full Text: DOI OpenURL
Lin, Shih-Kuei; Chang, Chia-Chien; Powers, Michael R. The valuation of contingent capital with catastrophe risks. (English) Zbl 1231.91372 Insur. Math. Econ. 45, No. 1, 65-73 (2009). MSC: 91B76 62P05 60K10 91B30 91G20 PDF BibTeX XML Cite \textit{S.-K. Lin} et al., Insur. Math. Econ. 45, No. 1, 65--73 (2009; Zbl 1231.91372) Full Text: DOI OpenURL
Cerqueti, Roy; Foschi, Rachele; Spizzichino, Fabio A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts. (English) Zbl 1231.91152 Insur. Math. Econ. 45, No. 1, 59-64 (2009). MSC: 91B30 60G55 PDF BibTeX XML Cite \textit{R. Cerqueti} et al., Insur. Math. Econ. 45, No. 1, 59--64 (2009; Zbl 1231.91152) Full Text: DOI Link OpenURL
Necir, Abdelhakim; Meraghni, Djamel Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. (English) Zbl 1231.91221 Insur. Math. Econ. 45, No. 1, 49-58 (2009). MSC: 91B30 62P05 62N02 PDF BibTeX XML Cite \textit{A. Necir} and \textit{D. Meraghni}, Insur. Math. Econ. 45, No. 1, 49--58 (2009; Zbl 1231.91221) Full Text: DOI OpenURL
Loeffen, R. L. An optimal dividends problem with transaction costs for spectrally negative Lévy processes. (English) Zbl 1231.91211 Insur. Math. Econ. 45, No. 1, 41-48 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{R. L. Loeffen}, Insur. Math. Econ. 45, No. 1, 41--48 (2009; Zbl 1231.91211) Full Text: DOI OpenURL
Cheung, Ka Chun Upper comonotonicity. (English) Zbl 1231.91158 Insur. Math. Econ. 45, No. 1, 35-40 (2009). MSC: 91B30 60E05 62H05 PDF BibTeX XML Cite \textit{K. C. Cheung}, Insur. Math. Econ. 45, No. 1, 35--40 (2009; Zbl 1231.91158) Full Text: DOI OpenURL
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints. (English) Zbl 1231.91216 Insur. Math. Econ. 45, No. 1, 25-34 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Maurer} et al., Insur. Math. Econ. 45, No. 1, 25--34 (2009; Zbl 1231.91216) Full Text: DOI Link OpenURL
Sakkas, E.; Le, H. A Markov-modulated model for stocks paying discrete dividends. (English) Zbl 1231.91447 Insur. Math. Econ. 45, No. 1, 19-24 (2009). MSC: 91G20 PDF BibTeX XML Cite \textit{E. Sakkas} and \textit{H. Le}, Insur. Math. Econ. 45, No. 1, 19--24 (2009; Zbl 1231.91447) Full Text: DOI OpenURL
Gao, Jianwei Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model. (English) Zbl 1231.91402 Insur. Math. Econ. 45, No. 1, 9-18 (2009). MSC: 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{J. Gao}, Insur. Math. Econ. 45, No. 1, 9--18 (2009; Zbl 1231.91402) Full Text: DOI OpenURL
Zhao, Xiao Bing; Zhou, Xian; Wang, Jing Long Semiparametric model for prediction of individual claim loss reserving. (English) Zbl 1231.91259 Insur. Math. Econ. 45, No. 1, 1-8 (2009). MSC: 91B30 62M20 62P05 PDF BibTeX XML Cite \textit{X. B. Zhao} et al., Insur. Math. Econ. 45, No. 1, 1--8 (2009; Zbl 1231.91259) Full Text: DOI OpenURL