Verdonck, Tim; van Wouwe, Martine; Dhaene, Jan A robustification of the chain-ladder method. (English) Zbl 1483.91210 N. Am. Actuar. J. 13, No. 2, 280-298 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Verdonck} et al., N. Am. Actuar. J. 13, No. 2, 280--298 (2009; Zbl 1483.91210) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E. Author’s reply: “On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model”. (English) Zbl 1483.91200 N. Am. Actuar. J. 13, No. 2, 278-279 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, N. Am. Actuar. J. 13, No. 2, 278--279 (2009; Zbl 1483.91200) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Discussion on “On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model”. (English) Zbl 1483.91195 N. Am. Actuar. J. 13, No. 2, 277-278 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 13, No. 2, 277--278 (2009; Zbl 1483.91195) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E. On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. (English) Zbl 1483.91199 N. Am. Actuar. J. 13, No. 2, 252-270 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, N. Am. Actuar. J. 13, No. 2, 252--270 (2009; Zbl 1483.91199) Full Text: DOI OpenURL
Avanzi, Benjamin Strategies for dividend distribution: a review. (English) Zbl 1483.91177 N. Am. Actuar. J. 13, No. 2, 217-251 (2009). MSC: 91G05 91-02 PDF BibTeX XML Cite \textit{B. Avanzi}, N. Am. Actuar. J. 13, No. 2, 217--251 (2009; Zbl 1483.91177) Full Text: DOI OpenURL
Wong, Hoi Ying; Lam, Ka Wai Valuation of discrete dynamic fund protection under Lévy processes. (English) Zbl 1483.91242 N. Am. Actuar. J. 13, No. 2, 202-216 (2009). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{K. W. Lam}, N. Am. Actuar. J. 13, No. 2, 202--216 (2009; Zbl 1483.91242) Full Text: DOI OpenURL
de Melo, Eduardo F. L.; Mendes, Beatriz V. M. Pricing participating inflation retirement funds through option modeling and copulas. (English) Zbl 1483.91185 N. Am. Actuar. J. 13, No. 2, 170-185 (2009). MSC: 91G05 62P05 91G20 PDF BibTeX XML Cite \textit{E. F. L. de Melo} and \textit{B. V. M. Mendes}, N. Am. Actuar. J. 13, No. 2, 170--185 (2009; Zbl 1483.91185) Full Text: DOI OpenURL