Tadese, Mekonnen; Drapeau, Samuel Relative bound and asymptotic comparison of expectile with respect to expected shortfall. (English) Zbl 1448.62064 Insur. Math. Econ. 93, 387-399 (2020). MSC: 62G32 62P05 91G05 PDF BibTeX XML Cite \textit{M. Tadese} and \textit{S. Drapeau}, Insur. Math. Econ. 93, 387--399 (2020; Zbl 1448.62064) Full Text: DOI arXiv OpenURL
Bensalem, Sarah; Santibáñez, Nicolás Hernández; Kazi-Tani, Nabil Prevention efforts, insurance demand and price incentives under coherent risk measures. (English) Zbl 1448.91253 Insur. Math. Econ. 93, 369-386 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91A65 91B43 PDF BibTeX XML Cite \textit{S. Bensalem} et al., Insur. Math. Econ. 93, 369--386 (2020; Zbl 1448.91253) Full Text: DOI HAL OpenURL
Bozikas, Apostolos; Pitselis, Georgios Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data. (English) Zbl 1448.91257 Insur. Math. Econ. 93, 353-368 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Bozikas} and \textit{G. Pitselis}, Insur. Math. Econ. 93, 353--368 (2020; Zbl 1448.91257) Full Text: DOI OpenURL
Barmalzan, Ghobad; Akrami, Abbas; Balakrishnan, Narayanaswamy Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities. (English) Zbl 1447.91127 Insur. Math. Econ. 93, 341-352 (2020). MSC: 91G05 60E15 PDF BibTeX XML Cite \textit{G. Barmalzan} et al., Insur. Math. Econ. 93, 341--352 (2020; Zbl 1447.91127) Full Text: DOI OpenURL
Cohen, Asaf; Young, Virginia R. Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. (English) Zbl 1447.91130 Insur. Math. Econ. 93, 333-340 (2020). MSC: 91G05 45J05 60J60 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{V. R. Young}, Insur. Math. Econ. 93, 333--340 (2020; Zbl 1447.91130) Full Text: DOI arXiv OpenURL
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. (English) Zbl 1447.91126 Insur. Math. Econ. 93, 315-332 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 315--332 (2020; Zbl 1447.91126) Full Text: DOI arXiv OpenURL
Fahrenwaldt, Matthias A.; Sun, Chaofan Expected utility approximation and portfolio optimisation. (English) Zbl 1446.91076 Insur. Math. Econ. 93, 301-314 (2020). MSC: 91G10 91B16 49J55 PDF BibTeX XML Cite \textit{M. A. Fahrenwaldt} and \textit{C. Sun}, Insur. Math. Econ. 93, 301--314 (2020; Zbl 1446.91076) Full Text: DOI OpenURL
Wang, Ruodu; Wei, Yunran Characterizing optimal allocations in quantile-based risk sharing. (English) Zbl 1446.91074 Insur. Math. Econ. 93, 288-300 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Wei}, Insur. Math. Econ. 93, 288--300 (2020; Zbl 1446.91074) Full Text: DOI OpenURL
Wang, Jianli; Liu, Liqun; Neilson, William S. The participation puzzle with reference-dependent expected utility preferences. (English) Zbl 1447.91165 Insur. Math. Econ. 93, 278-287 (2020). MSC: 91G10 91B16 91B08 PDF BibTeX XML Cite \textit{J. Wang} et al., Insur. Math. Econ. 93, 278--287 (2020; Zbl 1447.91165) Full Text: DOI OpenURL
Lehtomaa, Jaakko; Resnick, Sidney I. Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (English) Zbl 1448.62074 Insur. Math. Econ. 93, 262-277 (2020). MSC: 62H12 62E20 62G32 62G05 60G70 60G57 PDF BibTeX XML Cite \textit{J. Lehtomaa} and \textit{S. I. Resnick}, Insur. Math. Econ. 93, 262--277 (2020; Zbl 1448.62074) Full Text: DOI arXiv OpenURL
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre Ruin-based risk measures in discrete-time risk models. (English) Zbl 1447.91132 Insur. Math. Econ. 93, 246-261 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 93, 246--261 (2020; Zbl 1447.91132) Full Text: DOI OpenURL
Forsyth, Peter A. Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR. (English) Zbl 1447.91137 Insur. Math. Econ. 93, 230-245 (2020). MSC: 91G05 91G10 91G70 PDF BibTeX XML Cite \textit{P. A. Forsyth}, Insur. Math. Econ. 93, 230--245 (2020; Zbl 1447.91137) Full Text: DOI OpenURL
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip Evolutionary credibility risk premium. (English) Zbl 1446.91057 Insur. Math. Econ. 93, 216-229 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Chen} et al., Insur. Math. Econ. 93, 216--229 (2020; Zbl 1446.91057) Full Text: DOI OpenURL
Cao, Jingyi; Landriault, David; Li, Bin Optimal reinsurance-investment strategy for a dynamic contagion claim model. (English) Zbl 1446.91056 Insur. Math. Econ. 93, 206-215 (2020). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{J. Cao} et al., Insur. Math. Econ. 93, 206--215 (2020; Zbl 1446.91056) Full Text: DOI OpenURL
Anthropelos, Michail; Boonen, Tim J. Nash equilibria in optimal reinsurance bargaining. (English) Zbl 1446.91054 Insur. Math. Econ. 93, 196-205 (2020). MSC: 91G05 91A80 91B26 PDF BibTeX XML Cite \textit{M. Anthropelos} and \textit{T. J. Boonen}, Insur. Math. Econ. 93, 196--205 (2020; Zbl 1446.91054) Full Text: DOI arXiv OpenURL
Christiansen, Marcus C.; Djehiche, Boualem Nonlinear reserving and multiple contract modifications in life insurance. (English) Zbl 1446.91058 Insur. Math. Econ. 93, 187-195 (2020). MSC: 91G05 91B41 60H10 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{B. Djehiche}, Insur. Math. Econ. 93, 187--195 (2020; Zbl 1446.91058) Full Text: DOI arXiv OpenURL
Shushi, Tomer; Yao, Jing Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models. (English) Zbl 1446.91073 Insur. Math. Econ. 93, 178-186 (2020). MSC: 91G05 91G70 91G45 PDF BibTeX XML Cite \textit{T. Shushi} and \textit{J. Yao}, Insur. Math. Econ. 93, 178--186 (2020; Zbl 1446.91073) Full Text: DOI OpenURL
Palmowski, Zbigniew; Surya, Budhi A. Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. (English) Zbl 1446.91070 Insur. Math. Econ. 93, 168-177 (2020). MSC: 91G05 60G51 91G40 91G20 60G40 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{B. A. Surya}, Insur. Math. Econ. 93, 168--177 (2020; Zbl 1446.91070) Full Text: DOI arXiv OpenURL
Glazyrina, Anna; Melnikov, Alexander Bachelier model with stopping time and its insurance application. (English) Zbl 1446.91060 Insur. Math. Econ. 93, 156-167 (2020). MSC: 91G05 91G20 60G40 PDF BibTeX XML Cite \textit{A. Glazyrina} and \textit{A. Melnikov}, Insur. Math. Econ. 93, 156--167 (2020; Zbl 1446.91060) Full Text: DOI OpenURL
Oh, Rosy; Lee, Kyung Suk; Park, Sojung C.; Ahn, Jae Youn Double-counting problem of the bonus-malus system. (English) Zbl 1446.91069 Insur. Math. Econ. 93, 141-155 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Oh} et al., Insur. Math. Econ. 93, 141--155 (2020; Zbl 1446.91069) Full Text: DOI arXiv OpenURL
Romp, Ward; Beetsma, Roel Sustainability of pension systems with voluntary participation. (English) Zbl 1446.91072 Insur. Math. Econ. 93, 125-140 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{W. Romp} and \textit{R. Beetsma}, Insur. Math. Econ. 93, 125--140 (2020; Zbl 1446.91072) Full Text: DOI OpenURL
Zweifel, Peter Innovation in long-term care insurance: joint contracts for mitigating relational moral hazard. (English) Zbl 1446.91075 Insur. Math. Econ. 93, 116-124 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{P. Zweifel}, Insur. Math. Econ. 93, 116--124 (2020; Zbl 1446.91075) Full Text: DOI OpenURL
Huang, Fei; Maller, Ross; Ning, Xu Modelling life tables with advanced ages: an extreme value theory approach. (English) Zbl 1446.91062 Insur. Math. Econ. 93, 95-115 (2020). MSC: 91G05 60G70 PDF BibTeX XML Cite \textit{F. Huang} et al., Insur. Math. Econ. 93, 95--115 (2020; Zbl 1446.91062) Full Text: DOI OpenURL
Huang, Yifan; Meng, Shengwang A Bayesian nonparametric model and its application in insurance loss prediction. (English) Zbl 1446.91063 Insur. Math. Econ. 93, 84-94 (2020). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{Y. Huang} and \textit{S. Meng}, Insur. Math. Econ. 93, 84--94 (2020; Zbl 1446.91063) Full Text: DOI OpenURL
Eckert, Christian; Gatzert, Nadine; Heidinger, Dinah Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (English) Zbl 1446.91059 Insur. Math. Econ. 93, 72-83 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Eckert} et al., Insur. Math. Econ. 93, 72--83 (2020; Zbl 1446.91059) Full Text: DOI OpenURL
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (English) Zbl 1446.91055 Insur. Math. Econ. 93, 50-71 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv OpenURL
Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia Liquidation risk in insurance under contemporary regulatory frameworks. (English) Zbl 1446.91067 Insur. Math. Econ. 93, 36-49 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Li} et al., Insur. Math. Econ. 93, 36--49 (2020; Zbl 1446.91067) Full Text: DOI OpenURL
Kulinskaya, Elena; Gitsels, Lisanne A.; Bakbergenuly, Ilyas; Wright, Nigel R. Calculation of changes in life expectancy based on proportional hazards model of an intervention. (English) Zbl 1446.91065 Insur. Math. Econ. 93, 27-35 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{E. Kulinskaya} et al., Insur. Math. Econ. 93, 27--35 (2020; Zbl 1446.91065) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Liu, Yanxin The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty. (English) Zbl 1446.91066 Insur. Math. Econ. 93, 1-26 (2020). MSC: 91G05 35K05 35Q92 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{Y. Liu}, Insur. Math. Econ. 93, 1--26 (2020; Zbl 1446.91066) Full Text: DOI OpenURL