Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI OpenURL
Li, Danping; Young, Virginia R. Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. (English) Zbl 1410.91274 Insur. Math. Econ. 87, 143-152 (2019). MSC: 91B30 90C15 35Q91 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 87, 143--152 (2019; Zbl 1410.91274) Full Text: DOI OpenURL
Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre Option pricing under regime-switching models: novel approaches removing path-dependence. (English) Zbl 1410.91448 Insur. Math. Econ. 87, 130-142 (2019). MSC: 91G20 60G44 60J20 PDF BibTeX XML Cite \textit{F. Godin} et al., Insur. Math. Econ. 87, 130--142 (2019; Zbl 1410.91448) Full Text: DOI OpenURL
Lee, Gee Y.; Shi, Peng A dependent frequency-severity approach to modeling longitudinal insurance claims. (English) Zbl 1410.91271 Insur. Math. Econ. 87, 115-129 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{G. Y. Lee} and \textit{P. Shi}, Insur. Math. Econ. 87, 115--129 (2019; Zbl 1410.91271) Full Text: DOI OpenURL
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Robust estimation of the Pickands dependence function under random right censoring. (English) Zbl 1419.62113 Insur. Math. Econ. 87, 101-114 (2019). MSC: 62G32 62G05 62G35 62N01 62P05 62H12 91B30 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Insur. Math. Econ. 87, 101--114 (2019; Zbl 1419.62113) Full Text: DOI HAL OpenURL
Asmussen, Søren; Christensen, Bent Jesper; Thøgersen, Julie Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market. (English) Zbl 1410.91255 Insur. Math. Econ. 87, 92-100 (2019). MSC: 91B30 91A15 60J75 PDF BibTeX XML Cite \textit{S. Asmussen} et al., Insur. Math. Econ. 87, 92--100 (2019; Zbl 1410.91255) Full Text: DOI OpenURL
Preischl, M.; Thonhauser, S. Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. (English) Zbl 1410.91282 Insur. Math. Econ. 87, 82-91 (2019). MSC: 91B30 93E20 60K10 60J75 PDF BibTeX XML Cite \textit{M. Preischl} and \textit{S. Thonhauser}, Insur. Math. Econ. 87, 82--91 (2019; Zbl 1410.91282) Full Text: DOI arXiv OpenURL
Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao Optimal robust insurance with a finite uncertainty set. (English) Zbl 1410.91254 Insur. Math. Econ. 87, 67-81 (2019). MSC: 91B30 90C90 49N90 91G60 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 87, 67--81 (2019; Zbl 1410.91254) Full Text: DOI Link OpenURL
Ghossoub, Mario Optimal insurance under rank-dependent expected utility. (English) Zbl 1410.91266 Insur. Math. Econ. 87, 51-66 (2019). MSC: 91B30 91B16 PDF BibTeX XML Cite \textit{M. Ghossoub}, Insur. Math. Econ. 87, 51--66 (2019; Zbl 1410.91266) Full Text: DOI OpenURL
Wahl, Felix; Lindholm, Mathias; Verrall, Richard The collective reserving model. (English) Zbl 1410.91290 Insur. Math. Econ. 87, 34-50 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{F. Wahl} et al., Insur. Math. Econ. 87, 34--50 (2019; Zbl 1410.91290) Full Text: DOI OpenURL
Brachetta, Matteo; Ceci, C. Optimal proportional reinsurance and investment for stochastic factor models. (English) Zbl 1410.91257 Insur. Math. Econ. 87, 15-33 (2019). MSC: 91B30 93E20 60G57 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{C. Ceci}, Insur. Math. Econ. 87, 15--33 (2019; Zbl 1410.91257) Full Text: DOI arXiv OpenURL
Lopez, Olivier A censored copula model for micro-level claim reserving. (English) Zbl 1410.91278 Insur. Math. Econ. 87, 1-14 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{O. Lopez}, Insur. Math. Econ. 87, 1--14 (2019; Zbl 1410.91278) Full Text: DOI HAL OpenURL