Huang, Yi-Chieh; Tzeng, Larry Y.; Zhao, Lin Comparative ambiguity aversion and downside ambiguity aversion. (English) Zbl 1318.91116 Insur. Math. Econ. 62, 257-269 (2015). MSC: 91B30 91B16 PDF BibTeX XML Cite \textit{Y.-C. Huang} et al., Insur. Math. Econ. 62, 257--269 (2015; Zbl 1318.91116) Full Text: DOI OpenURL
Pun, Chi Seng; Wong, Hoi Ying Robust investment-reinsurance optimization with multiscale stochastic volatility. (English) Zbl 1318.91122 Insur. Math. Econ. 62, 245-256 (2015). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{C. S. Pun} and \textit{H. Y. Wong}, Insur. Math. Econ. 62, 245--256 (2015; Zbl 1318.91122) Full Text: DOI OpenURL
Finner, H.; Kern, P.; Scheer, M. On some compound distributions with Borel summands. (English) Zbl 1320.60041 Insur. Math. Econ. 62, 234-244 (2015). MSC: 60E05 05A19 62P05 91B30 PDF BibTeX XML Cite \textit{H. Finner} et al., Insur. Math. Econ. 62, 234--244 (2015; Zbl 1320.60041) Full Text: DOI arXiv OpenURL
Yao, Kai; Qin, Zhongfeng A modified insurance risk process with uncertainty. (English) Zbl 1318.91127 Insur. Math. Econ. 62, 227-233 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{K. Yao} and \textit{Z. Qin}, Insur. Math. Econ. 62, 227--233 (2015; Zbl 1318.91127) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. Business planning for a profit-seeking insurer under deficiency of information. (English) Zbl 1318.91119 Insur. Math. Econ. 62, 215-226 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 62, 215--226 (2015; Zbl 1318.91119) Full Text: DOI OpenURL
Wu, Huiling; Zhang, Ling; Chen, Hua Nash equilibrium strategies for a defined contribution pension management. (English) Zbl 1318.91125 Insur. Math. Econ. 62, 202-214 (2015). MSC: 91B30 91A80 91G10 93E20 PDF BibTeX XML Cite \textit{H. Wu} et al., Insur. Math. Econ. 62, 202--214 (2015; Zbl 1318.91125) Full Text: DOI OpenURL
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia Bayesian total loss estimation using shared random effects. (English) Zbl 1318.91107 Insur. Math. Econ. 62, 194-201 (2015). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{C. Baumgartner} et al., Insur. Math. Econ. 62, 194--201 (2015; Zbl 1318.91107) Full Text: DOI OpenURL
Pichler, Alois; Shapiro, Alexander Minimal representation of insurance prices. (English) Zbl 1318.91121 Insur. Math. Econ. 62, 184-193 (2015). MSC: 91B30 60E15 91G70 PDF BibTeX XML Cite \textit{A. Pichler} and \textit{A. Shapiro}, Insur. Math. Econ. 62, 184--193 (2015; Zbl 1318.91121) Full Text: DOI OpenURL
Govorun, Maria; Latouche, Guy; Loisel, Stéphane Phase-type aging modeling for health dependent costs. (English) Zbl 1318.91114 Insur. Math. Econ. 62, 173-183 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Govorun} et al., Insur. Math. Econ. 62, 173--183 (2015; Zbl 1318.91114) Full Text: DOI HAL OpenURL
Denuit, Michel; Kiriliouk, Anna; Segers, Johan Max-factor individual risk models with application to credit portfolios. (English) Zbl 1318.91110 Insur. Math. Econ. 62, 162-172 (2015). MSC: 91B30 91G40 PDF BibTeX XML Cite \textit{M. Denuit} et al., Insur. Math. Econ. 62, 162--172 (2015; Zbl 1318.91110) Full Text: DOI arXiv OpenURL
Danesi, Ivan Luciano; Haberman, Steven; Millossovich, Pietro Forecasting mortality in subpopulations using Lee-Carter type models: a comparison. (English) Zbl 1318.91109 Insur. Math. Econ. 62, 151-161 (2015). MSC: 91B30 91B70 91D20 PDF BibTeX XML Cite \textit{I. L. Danesi} et al., Insur. Math. Econ. 62, 151--161 (2015; Zbl 1318.91109) Full Text: DOI OpenURL
Gan, Guojun; Lin, X. Sheldon Valuation of large variable annuity portfolios under nested simulation: a functional data approach. (English) Zbl 1318.91112 Insur. Math. Econ. 62, 138-150 (2015). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{G. Gan} and \textit{X. S. Lin}, Insur. Math. Econ. 62, 138--150 (2015; Zbl 1318.91112) Full Text: DOI OpenURL
Shen, Yang; Zeng, Yan Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. (English) Zbl 1318.91123 Insur. Math. Econ. 62, 118-137 (2015). MSC: 91B30 91G10 60H30 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{Y. Zeng}, Insur. Math. Econ. 62, 118--137 (2015; Zbl 1318.91123) Full Text: DOI OpenURL
Malinovskii, Vsevolod K. On rational pricing for a profit-seeking insurer in the year of hard market. (English) Zbl 1318.91118 Insur. Math. Econ. 62, 107-117 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{V. K. Malinovskii}, Insur. Math. Econ. 62, 107--117 (2015; Zbl 1318.91118) Full Text: DOI OpenURL
Chen, Yiqing; Liu, Jiajun; Liu, Fei Ruin with insurance and financial risks following the least risky FGM dependence structure. (English) Zbl 1318.91108 Insur. Math. Econ. 62, 98-106 (2015). MSC: 91B30 62P05 62E20 62H20 PDF BibTeX XML Cite \textit{Y. Chen} et al., Insur. Math. Econ. 62, 98--106 (2015; Zbl 1318.91108) Full Text: DOI OpenURL
Meng, Hui; Li, Shuanming; Jin, Zhuo A reinsurance game between two insurance companies with nonlinear risk processes. (English) Zbl 1318.91120 Insur. Math. Econ. 62, 91-97 (2015). MSC: 91B30 91A80 91A15 91A23 PDF BibTeX XML Cite \textit{H. Meng} et al., Insur. Math. Econ. 62, 91--97 (2015; Zbl 1318.91120) Full Text: DOI OpenURL
Zhou, Jiang; Wu, Lan Valuing equity-linked death benefits with a threshold expense strategy. (English) Zbl 1318.91128 Insur. Math. Econ. 62, 79-90 (2015). MSC: 91B30 60H30 PDF BibTeX XML Cite \textit{J. Zhou} and \textit{L. Wu}, Insur. Math. Econ. 62, 79--90 (2015; Zbl 1318.91128) Full Text: DOI OpenURL
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming Pricing annuity guarantees under a double regime-switching model. (English) Zbl 1318.91111 Insur. Math. Econ. 62, 62-78 (2015). MSC: 91B30 91G60 PDF BibTeX XML Cite \textit{K. Fan} et al., Insur. Math. Econ. 62, 62--78 (2015; Zbl 1318.91111) Full Text: DOI OpenURL
Willmot, Gordon E. On a partial integrodifferential equation of Seal’s type. (English) Zbl 1318.91124 Insur. Math. Econ. 62, 54-61 (2015). MSC: 91B30 35Q91 35R09 45K05 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 62, 54--61 (2015; Zbl 1318.91124) Full Text: DOI OpenURL
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia Two maxentropic approaches to determine the probability density of compound risk losses. (English) Zbl 1318.91113 Insur. Math. Econ. 62, 42-53 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Gomes-Gonçalves} et al., Insur. Math. Econ. 62, 42--53 (2015; Zbl 1318.91113) Full Text: DOI arXiv OpenURL
Jensen, N. R.; Steffensen, M. Personal finance and life insurance under separation of risk aversion and elasticity of substitution. (English) Zbl 1320.91080 Insur. Math. Econ. 62, 28-41 (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{N. R. Jensen} and \textit{M. Steffensen}, Insur. Math. Econ. 62, 28--41 (2015; Zbl 1320.91080) Full Text: DOI OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (English) Zbl 1318.91126 Insur. Math. Econ. 62, 16-27 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Insur. Math. Econ. 62, 16--27 (2015; Zbl 1318.91126) Full Text: DOI OpenURL
Luo, Xiaolin; Shevchenko, Pavel V. Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization. (English) Zbl 1318.91117 Insur. Math. Econ. 62, 5-15 (2015). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Luo} and \textit{P. V. Shevchenko}, Insur. Math. Econ. 62, 5--15 (2015; Zbl 1318.91117) Full Text: DOI arXiv OpenURL