Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu Pairwise counter-monotonicity. (English) Zbl 1520.91336 Insur. Math. Econ. 111, 279-287 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{J.-G. Lauzier} et al., Insur. Math. Econ. 111, 279--287 (2023; Zbl 1520.91336) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
He, Yue; Kawai, Reiichiro; Shimizu, Yasutaka; Yamazaki, Kazutoshi The Gerber-Shiu discounted penalty function: a review from practical perspectives. (English) Zbl 1508.91474 Insur. Math. Econ. 109, 1-28 (2023). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{Y. He} et al., Insur. Math. Econ. 109, 1--28 (2023; Zbl 1508.91474) Full Text: DOI arXiv
Gribkova, N. V.; Su, J.; Zitikis, R. Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants. (English) Zbl 1507.91179 Insur. Math. Econ. 107, 199-222 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{N. V. Gribkova} et al., Insur. Math. Econ. 107, 199--222 (2022; Zbl 1507.91179) Full Text: DOI
Mercè Claramunt, M.; Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre Basis risk management and randomly scaled uncertainty. (English) Zbl 1508.91481 Insur. Math. Econ. 107, 123-139 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{M. Mercè Claramunt} et al., Insur. Math. Econ. 107, 123--139 (2022; Zbl 1508.91481) Full Text: DOI
Hanbali, Hamza; Dhaene, Jan; Linders, Daniël Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. (English) Zbl 1508.91473 Insur. Math. Econ. 107, 22-37 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{H. Hanbali} et al., Insur. Math. Econ. 107, 22--37 (2022; Zbl 1508.91473) Full Text: DOI
Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung Multivariate matrix-exponential affine mixtures and their applications in risk theory. (English) Zbl 1498.91354 Insur. Math. Econ. 106, 364-389 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 106, 364--389 (2022; Zbl 1498.91354) Full Text: DOI arXiv
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 1484.91366 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 1484.91366) Full Text: DOI
Li, Jinzhu Asymptotic results on marginal expected shortfalls for dependent risks. (English) Zbl 1484.91393 Insur. Math. Econ. 102, 146-168 (2022). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{J. Li}, Insur. Math. Econ. 102, 146--168 (2022; Zbl 1484.91393) Full Text: DOI
Vernic, Raluca; Bolancé, Catalina; Alemany, Ramon Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims. (English) Zbl 1484.91410 Insur. Math. Econ. 102, 111-125 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Vernic} et al., Insur. Math. Econ. 102, 111--125 (2022; Zbl 1484.91410) Full Text: DOI
Marri, Fouad; Moutanabbir, Khouzeima Risk aggregation and capital allocation using a new generalized Archimedean copula. (English) Zbl 1484.91398 Insur. Math. Econ. 102, 75-90 (2022). MSC: 91G05 91G70 62H05 PDFBibTeX XMLCite \textit{F. Marri} and \textit{K. Moutanabbir}, Insur. Math. Econ. 102, 75--90 (2022; Zbl 1484.91398) Full Text: DOI arXiv
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang On the ordering of credibility factors. (English) Zbl 1475.91322 Insur. Math. Econ. 101, 626-638 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Insur. Math. Econ. 101, 626--638 (2021; Zbl 1475.91322) Full Text: DOI arXiv
Tzougas, George; Pignatelli di Cerchiara, Alice The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking. (English) Zbl 1475.91319 Insur. Math. Econ. 101, 602-625 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Tzougas} and \textit{A. Pignatelli di Cerchiara}, Insur. Math. Econ. 101, 602--625 (2021; Zbl 1475.91319) Full Text: DOI
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDFBibTeX XMLCite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 PDFBibTeX XMLCite \textit{A. Swishchuk} et al., Insur. Math. Econ. 101, 107--124 (2021; Zbl 1475.91317) Full Text: DOI
Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. A multi-year microlevel collective risk model. (English) Zbl 1471.91479 Insur. Math. Econ. 100, 309-328 (2021). MSC: 91G05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 100, 309--328 (2021; Zbl 1471.91479) Full Text: DOI arXiv
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDFBibTeX XMLCite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI Link
Wang, Zijia; Landriault, David; Li, Shu An insurance risk process with a generalized income process: a solvency analysis. (English) Zbl 1466.91272 Insur. Math. Econ. 98, 133-146 (2021). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{Z. Wang} et al., Insur. Math. Econ. 98, 133--146 (2021; Zbl 1466.91272) Full Text: DOI
Chen, Yiqing; White, Toby; Yuen, Kam Chuen Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1460.91215 Insur. Math. Econ. 97, 1-6 (2021). MSC: 91G05 60F10 60G50 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 97, 1--6 (2021; Zbl 1460.91215) Full Text: DOI
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDFBibTeX XMLCite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) Full Text: DOI
Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. (English) Zbl 1460.91235 Insur. Math. Econ. 96, 127-139 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 96, 127--139 (2021; Zbl 1460.91235) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 93, 246--261 (2020; Zbl 1447.91132) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{T. Shushi} and \textit{J. Yao}, Insur. Math. Econ. 93, 178--186 (2020; Zbl 1446.91073) Full Text: DOI
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 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne On sums of two counter-monotonic risks. (English) Zbl 1445.91050 Insur. Math. Econ. 92, 47-60 (2020). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Insur. Math. Econ. 92, 47--60 (2020; Zbl 1445.91050) Full Text: DOI
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying Concave distortion risk minimizing reinsurance design under adverse selection. (English) Zbl 1435.91142 Insur. Math. Econ. 91, 155-165 (2020). MSC: 91G05 91B43 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Insur. Math. Econ. 91, 155--165 (2020; Zbl 1435.91142) Full Text: DOI
Côté, Marie-Pier; Genest, Christian; Omelka, Marek Rank-based inference tools for copula regression, with property and casualty insurance applications. (English) Zbl 1427.91223 Insur. Math. Econ. 89, 1-15 (2019). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{M.-P. Côté} et al., Insur. Math. Econ. 89, 1--15 (2019; Zbl 1427.91223) Full Text: DOI
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 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI
Kim, Joseph H. T.; Kim, So-Yeun Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English) Zbl 1411.91293 Insur. Math. Econ. 86, 145-157 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{J. H. T. Kim} and \textit{S.-Y. Kim}, Insur. Math. Econ. 86, 145--157 (2019; Zbl 1411.91293) Full Text: DOI
Ignatieva, Katja; Landsman, Zinoviy Conditional tail risk measures for the skewed generalised hyperbolic family. (English) Zbl 1411.91510 Insur. Math. Econ. 86, 98-114 (2019). MSC: 91G10 91G70 62P05 62E10 PDFBibTeX XMLCite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 86, 98--114 (2019; Zbl 1411.91510) Full Text: DOI
Li, Chen; Li, Xiaohu Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. (English) Zbl 1411.91518 Insur. Math. Econ. 86, 84-91 (2019). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Insur. Math. Econ. 86, 84--91 (2019; Zbl 1411.91518) Full Text: DOI
Bolancé, Catalina; Vernic, Raluca Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. (English) Zbl 1415.62077 Insur. Math. Econ. 85, 89-103 (2019). MSC: 62P05 62J12 62H05 62H12 91B30 PDFBibTeX XMLCite \textit{C. Bolancé} and \textit{R. Vernic}, Insur. Math. Econ. 85, 89--103 (2019; Zbl 1415.62077) Full Text: DOI Link
Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel Forecasting compositional risk allocations. (English) Zbl 1419.91350 Insur. Math. Econ. 84, 79-86 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{T. J. Boonen} et al., Insur. Math. Econ. 84, 79--86 (2019; Zbl 1419.91350) Full Text: DOI Link
Vernic, Raluca On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. (English) Zbl 1401.62216 Insur. Math. Econ. 79, 184-193 (2018). MSC: 62P05 62H05 91B30 PDFBibTeX XMLCite \textit{R. Vernic}, Insur. Math. Econ. 79, 184--193 (2018; Zbl 1401.62216) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. (English) Zbl 1398.62289 Insur. Math. Econ. 78, 53-71 (2018). MSC: 62P05 91B30 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 78, 53--71 (2018; Zbl 1398.62289) Full Text: DOI
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre Hierarchical Archimedean copulas through multivariate compound distributions. (English) Zbl 1395.62112 Insur. Math. Econ. 76, 1-13 (2017). MSC: 62H05 60E05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 76, 1--13 (2017; Zbl 1395.62112) Full Text: DOI
Albrecht, Peter; Huggenberger, Markus The fundamental theorem of mutual insurance. (English) Zbl 1394.91183 Insur. Math. Econ. 75, 180-188 (2017). MSC: 91B30 91B16 60G42 PDFBibTeX XMLCite \textit{P. Albrecht} and \textit{M. Huggenberger}, Insur. Math. Econ. 75, 180--188 (2017; Zbl 1394.91183) Full Text: DOI
Cai, Jun; Wang, Ying; Mao, Tiantian Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. (English) Zbl 1394.91197 Insur. Math. Econ. 75, 105-116 (2017). MSC: 91B30 62P05 91G70 PDFBibTeX XMLCite \textit{J. Cai} et al., Insur. Math. Econ. 75, 105--116 (2017; Zbl 1394.91197) Full Text: DOI
Neves, César; Fernandes, Cristiano; Hoeltgebaum, Henrique Five different distributions for the Lee-Carter model of mortality forecasting: a comparison using GAS models. (English) Zbl 1394.91327 Insur. Math. Econ. 75, 48-57 (2017). MSC: 91D20 62P05 62M10 91B30 PDFBibTeX XMLCite \textit{C. Neves} et al., Insur. Math. Econ. 75, 48--57 (2017; Zbl 1394.91327) Full Text: DOI
Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. (English) Zbl 1394.62145 Insur. Math. Econ. 74, 197-209 (2017). MSC: 62P05 62H05 60E05 91B30 PDFBibTeX XMLCite \textit{G. Ratovomirija} et al., Insur. Math. Econ. 74, 197--209 (2017; Zbl 1394.62145) Full Text: DOI arXiv
Sarabia, José María; Gómez-Déniz, Emilio; Prieto, Faustino; Jordá, Vanesa Risk aggregation in multivariate dependent Pareto distributions. (English) Zbl 1371.91107 Insur. Math. Econ. 71, 154-163 (2016). MSC: 91B30 62P05 60E05 62E15 PDFBibTeX XMLCite \textit{J. M. Sarabia} et al., Insur. Math. Econ. 71, 154--163 (2016; Zbl 1371.91107) Full Text: DOI arXiv
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. (English) Zbl 1371.91076 Insur. Math. Econ. 71, 63-78 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 71, 63--78 (2016; Zbl 1371.91076) Full Text: DOI Link
Woo, Jae-Kyung On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. (English) Zbl 1371.91110 Insur. Math. Econ. 70, 354-363 (2016). MSC: 91B30 60K10 62E15 62P05 PDFBibTeX XMLCite \textit{J.-K. Woo}, Insur. Math. Econ. 70, 354--363 (2016; Zbl 1371.91110) Full Text: DOI Link
Sordo, Miguel A. A multivariate extension of the increasing convex order to compare risks. (English) Zbl 1370.60036 Insur. Math. Econ. 68, 224-230 (2016). MSC: 60E15 62H05 91B30 PDFBibTeX XMLCite \textit{M. A. Sordo}, Insur. Math. Econ. 68, 224--230 (2016; Zbl 1370.60036) Full Text: DOI
Ekheden, Erland; Hössjer, Ola Multivariate time series modeling, estimation and prediction of mortalities. (English) Zbl 1348.62233 Insur. Math. Econ. 65, 156-171 (2015). MSC: 62P05 62M10 62M20 91B30 91D20 PDFBibTeX XMLCite \textit{E. Ekheden} and \textit{O. Hössjer}, Insur. Math. Econ. 65, 156--171 (2015; Zbl 1348.62233) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. (English) Zbl 1348.91137 Insur. Math. Econ. 64, 214-224 (2015). MSC: 91B30 60E05 62H05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 64, 214--224 (2015; Zbl 1348.91137) Full Text: DOI
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 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 62, 162--172 (2015; Zbl 1318.91110) Full Text: DOI arXiv
Heilpern, Stanislaw Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes. (English) Zbl 1306.91077 Insur. Math. Econ. 59, 251-257 (2014). MSC: 91B30 62H20 62P05 PDFBibTeX XMLCite \textit{S. Heilpern}, Insur. Math. Econ. 59, 251--257 (2014; Zbl 1306.91077) Full Text: DOI
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel GlueVaR risk measures in capital allocation applications. (English) Zbl 1304.91092 Insur. Math. Econ. 58, 132-137 (2014). MSC: 91G70 91B30 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 58, 132--137 (2014; Zbl 1304.91092) Full Text: DOI Link
Bolancé, Catalina; Bahraoui, Zuhair; Artís, Manuel Quantifying the risk using copulae with nonparametric marginals. (English) Zbl 1304.62127 Insur. Math. Econ. 58, 46-56 (2014). MSC: 62P05 62H05 62G07 91B30 PDFBibTeX XMLCite \textit{C. Bolancé} et al., Insur. Math. Econ. 58, 46--56 (2014; Zbl 1304.62127) Full Text: DOI
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims. (English) Zbl 1304.60098 Insur. Math. Econ. 56, 80-87 (2014). MSC: 60K10 60G51 91B30 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Insur. Math. Econ. 56, 80--87 (2014; Zbl 1304.60098) Full Text: DOI
Wang, Min Capital allocation based on the tail covariance premium adjusted. (English) Zbl 1304.91135 Insur. Math. Econ. 57, 125-131 (2014). MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{M. Wang}, Insur. Math. Econ. 57, 125--131 (2014; Zbl 1304.91135) Full Text: DOI
Cousin, Areski; Di Bernardino, Elena On multivariate extensions of conditional-tail-expectation. (English) Zbl 1296.91149 Insur. Math. Econ. 55, 272-282 (2014). MSC: 91B30 62H20 60E15 PDFBibTeX XMLCite \textit{A. Cousin} and \textit{E. Di Bernardino}, Insur. Math. Econ. 55, 272--282 (2014; Zbl 1296.91149) Full Text: DOI HAL
Loisel, Stéphane; Trufin, Julien Properties of a risk measure derived from the expected area in red. (English) Zbl 1296.91163 Insur. Math. Econ. 55, 191-199 (2014). MSC: 91B30 60K10 60E15 PDFBibTeX XMLCite \textit{S. Loisel} and \textit{J. Trufin}, Insur. Math. Econ. 55, 191--199 (2014; Zbl 1296.91163) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. (English) Zbl 1291.91095 Insur. Math. Econ. 54, 123-132 (2014); erratum ibid. 61, 298 (2015). MSC: 91B30 86A10 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Insur. Math. Econ. 54, 123--132 (2014; Zbl 1291.91095) Full Text: DOI
Dutang, C.; Lefèvre, C.; Loisel, S. On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. (English) Zbl 1290.91084 Insur. Math. Econ. 53, No. 3, 774-785 (2013). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{C. Dutang} et al., Insur. Math. Econ. 53, No. 3, 774--785 (2013; Zbl 1290.91084) Full Text: DOI
Bai, Lihua; Cai, Jun; Zhou, Ming Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. (English) Zbl 1290.91075 Insur. Math. Econ. 53, No. 3, 664-670 (2013). MSC: 91B30 60F05 60G60 PDFBibTeX XMLCite \textit{L. Bai} et al., Insur. Math. Econ. 53, No. 3, 664--670 (2013; Zbl 1290.91075) Full Text: DOI
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino Simple risk measure calculations for sums of positive random variables. (English) Zbl 1284.60029 Insur. Math. Econ. 53, No. 1, 273-280 (2013). MSC: 60E05 91B30 62P05 PDFBibTeX XMLCite \textit{M. Guillén} et al., Insur. Math. Econ. 53, No. 1, 273--280 (2013; Zbl 1284.60029) Full Text: DOI
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. (English) Zbl 1284.60027 Insur. Math. Econ. 52, No. 3, 560-572 (2013). MSC: 60E05 62H05 62E15 91B30 91G10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 52, No. 3, 560--572 (2013; Zbl 1284.60027) Full Text: DOI
Gijbels, Irène; Sznajder, Dominik Testing tail monotonicity by constrained copula estimation. (English) Zbl 1284.62313 Insur. Math. Econ. 52, No. 2, 338-351 (2013). MSC: 62H05 62G10 62H20 PDFBibTeX XMLCite \textit{I. Gijbels} and \textit{D. Sznajder}, Insur. Math. Econ. 52, No. 2, 338--351 (2013; Zbl 1284.62313) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDFBibTeX XMLCite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
Chen, Yiqing; Yuen, Kam C. Precise large deviations of aggregate claims in a size-dependent renewal risk model. (English) Zbl 1284.60057 Insur. Math. Econ. 51, No. 2, 457-461 (2012). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Insur. Math. Econ. 51, No. 2, 457--461 (2012; Zbl 1284.60057) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima Analysis of the discounted sum of ascending ladder heights. (English) Zbl 1284.91220 Insur. Math. Econ. 51, No. 2, 393-401 (2012). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 51, No. 2, 393--401 (2012; Zbl 1284.91220) Full Text: DOI
Anastasiadis, Simon; Chukova, Stefanka Multivariate insurance models: an overview. (English) Zbl 1284.91197 Insur. Math. Econ. 51, No. 1, 222-227 (2012). MSC: 91B30 91-02 PDFBibTeX XMLCite \textit{S. Anastasiadis} and \textit{S. Chukova}, Insur. Math. Econ. 51, No. 1, 222--227 (2012; Zbl 1284.91197) Full Text: DOI
Marri, Fouad; Furman, Edward Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure. (English) Zbl 1284.91257 Insur. Math. Econ. 51, No. 1, 151-157 (2012). MSC: 91B30 60K10 62H20 PDFBibTeX XMLCite \textit{F. Marri} and \textit{E. Furman}, Insur. Math. Econ. 51, No. 1, 151--157 (2012; Zbl 1284.91257) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. (English) Zbl 1235.91086 Insur. Math. Econ. 50, No. 2, 247-256 (2012). MSC: 91B30 62P05 91G10 91G40 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 50, No. 2, 247--256 (2012; Zbl 1235.91086) Full Text: DOI
Zhao, Xiaobing; Zhou, Xian Copula models for insurance claim numbers with excess zeros and time-dependence. (English) Zbl 1235.91113 Insur. Math. Econ. 50, No. 1, 191-199 (2012). MSC: 91B30 62P05 62H20 PDFBibTeX XMLCite \textit{X. Zhao} and \textit{X. Zhou}, Insur. Math. Econ. 50, No. 1, 191--199 (2012; Zbl 1235.91113) Full Text: DOI
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. Recursive methods for a multi-dimensional risk process with common shocks. (English) Zbl 1235.91090 Insur. Math. Econ. 50, No. 1, 109-120 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{L. Gong} et al., Insur. Math. Econ. 50, No. 1, 109--120 (2012; Zbl 1235.91090) Full Text: DOI Link
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) Full Text: DOI
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI Link
Mihálykó, Éva Orbán; Mihálykó, Csaba Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size. (English) Zbl 1218.91090 Insur. Math. Econ. 48, No. 3, 378-383 (2011). MSC: 91B30 60K05 PDFBibTeX XMLCite \textit{É. O. Mihálykó} and \textit{C. Mihálykó}, Insur. Math. Econ. 48, No. 3, 378--383 (2011; Zbl 1218.91090) Full Text: DOI
Woo, Jae-Kyung Refinements of two-sided bounds for renewal equations. (English) Zbl 1235.60123 Insur. Math. Econ. 48, No. 2, 189-196 (2011). MSC: 60K10 90B25 PDFBibTeX XMLCite \textit{J.-K. Woo}, Insur. Math. Econ. 48, No. 2, 189--196 (2011; Zbl 1235.60123) Full Text: DOI
Dornheim, Harald; Brazauskas, Vytaras Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective. (English) Zbl 1233.91142 Insur. Math. Econ. 48, No. 1, 72-84 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Dornheim} and \textit{V. Brazauskas}, Insur. Math. Econ. 48, No. 1, 72--84 (2011; Zbl 1233.91142) Full Text: DOI
Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand Longevity risk in pension annuities with exchange options: the effect of product design. (English) Zbl 1231.91241 Insur. Math. Econ. 46, No. 1, 222-234 (2010). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{R. Stevens} et al., Insur. Math. Econ. 46, No. 1, 222--234 (2010; Zbl 1231.91241) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDFBibTeX XMLCite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI
Dang, Lanfen; Zhu, Ning; Zhang, Haiming Survival probability for a two-dimensional risk model. (English) Zbl 1162.91405 Insur. Math. Econ. 44, No. 3, 491-496 (2009). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{L. Dang} et al., Insur. Math. Econ. 44, No. 3, 491--496 (2009; Zbl 1162.91405) Full Text: DOI
Ambagaspitiya, Rohana S. Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times. (English) Zbl 1162.60339 Insur. Math. Econ. 44, No. 3, 464-472 (2009). MSC: 60K10 91B30 62P05 PDFBibTeX XMLCite \textit{R. S. Ambagaspitiya}, Insur. Math. Econ. 44, No. 3, 464--472 (2009; Zbl 1162.60339) Full Text: DOI
Brodin, Erik; Rootzén, Holger Univariate and bivariate GPD methods for predicting extreme wind storm losses. (English) Zbl 1162.91399 Insur. Math. Econ. 44, No. 3, 345-356 (2009). MSC: 91B30 91B76 PDFBibTeX XMLCite \textit{E. Brodin} and \textit{H. Rootzén}, Insur. Math. Econ. 44, No. 3, 345--356 (2009; Zbl 1162.91399) Full Text: DOI
Marceau, Etienne On the discrete-time compound renewal risk model with dependence. (English) Zbl 1167.91013 Insur. Math. Econ. 44, No. 2, 245-259 (2009). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60E05 91B70 PDFBibTeX XMLCite \textit{E. Marceau}, Insur. Math. Econ. 44, No. 2, 245--259 (2009; Zbl 1167.91013) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1151.91565 Insur. Math. Econ. 43, No. 3, 444-455 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 43, No. 3, 444--455 (2008; Zbl 1151.91565) Full Text: DOI
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDFBibTeX XMLCite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI
Asimit, Alexandru V.; Jones, Bruce L. Dependence and the asymptotic behavior of large claims reinsurance. (English) Zbl 1152.91563 Insur. Math. Econ. 43, No. 3, 407-411 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{B. L. Jones}, Insur. Math. Econ. 43, No. 3, 407--411 (2008; Zbl 1152.91563) Full Text: DOI Link
Kolev, Nikolai; Paiva, Delhi Random sums of exchangeable variables and actuarial applications. (English) Zbl 1141.91521 Insur. Math. Econ. 42, No. 1, 147-153 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{N. Kolev} and \textit{D. Paiva}, Insur. Math. Econ. 42, No. 1, 147--153 (2008; Zbl 1141.91521) Full Text: DOI
Landriault, David Constant dividend barrier in a risk model with interclaim-dependent claim sizes. (English) Zbl 1141.91523 Insur. Math. Econ. 42, No. 1, 31-38 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Landriault}, Insur. Math. Econ. 42, No. 1, 31--38 (2008; Zbl 1141.91523) Full Text: DOI
Cousin, Areski; Laurent, Jean-Paul Comparison results for exchangeable credit risk portfolios. (English) Zbl 1141.91499 Insur. Math. Econ. 42, No. 3, 1118-1127 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Cousin} and \textit{J.-P. Laurent}, Insur. Math. Econ. 42, No. 3, 1118--1127 (2008; Zbl 1141.91499) Full Text: DOI
Li, Junhai; Liu, Zaiming; Tang, Qihe On the ruin probabilities of a bidimensional perturbed risk model. (English) Zbl 1119.91056 Insur. Math. Econ. 41, No. 1, 185-195 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Li} et al., Insur. Math. Econ. 41, No. 1, 185--195 (2007; Zbl 1119.91056) Full Text: DOI
Xiao, Yuntao; Guo, Junyi The compound binomial risk model with time-correlated claims. (English) Zbl 1119.91059 Insur. Math. Econ. 41, No. 1, 124-133 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Xiao} and \textit{J. Guo}, Insur. Math. Econ. 41, No. 1, 124--133 (2007; Zbl 1119.91059) Full Text: DOI
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung A time-series risk model with constant interest for dependent classes of business. (English) Zbl 1119.91060 Insur. Math. Econ. 41, No. 1, 32-40 (2007). MSC: 91B30 91B84 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Insur. Math. Econ. 41, No. 1, 32--40 (2007; Zbl 1119.91060) Full Text: DOI
Tank, Fatih; Gebizlioglu, Omer L.; Apaydin, Aysen Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach. (English) Zbl 1133.91451 Insur. Math. Econ. 38, No. 1, 189-194 (2006). MSC: 91B30 90C70 PDFBibTeX XMLCite \textit{F. Tank} et al., Insur. Math. Econ. 38, No. 1, 189--194 (2006; Zbl 1133.91451) Full Text: DOI
Lo, Chiho; Fung, Wingkam; Zhu, Zhongyi Generalized estimating equations for variance and covariance parameters in regression credibility models. (English) Zbl 1147.62381 Insur. Math. Econ. 39, No. 1, 99-113 (2006). MSC: 62P05 62M10 91B30 PDFBibTeX XMLCite \textit{C. Lo} et al., Insur. Math. Econ. 39, No. 1, 99--113 (2006; Zbl 1147.62381) Full Text: DOI
Yeo, Keng Leong; Valdez, Emiliano A. Claim dependence with common effects in credibility models. (English) Zbl 1168.91420 Insur. Math. Econ. 38, No. 3, 609-629 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{K. L. Yeo} and \textit{E. A. Valdez}, Insur. Math. Econ. 38, No. 3, 609--629 (2006; Zbl 1168.91420) Full Text: DOI
Belzunce, Félix; Ortega, Eva-María; Pellerey, Franco; Ruiz, José M. Variability of total claim amounts under dependence between claims severity and number of events. (English) Zbl 1100.60005 Insur. Math. Econ. 38, No. 3, 460-468 (2006). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 62P05 62E10 PDFBibTeX XMLCite \textit{F. Belzunce} et al., Insur. Math. Econ. 38, No. 3, 460--468 (2006; Zbl 1100.60005) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Etienne Ruin probabilities in the discrete time renewal risk model. (English) Zbl 1090.60076 Insur. Math. Econ. 38, No. 2, 309-323 (2006). MSC: 60K10 91B30 60K05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 38, No. 2, 309--323 (2006; Zbl 1090.60076) Full Text: DOI
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan On the first time of ruin in the bivariate compound Poisson model. (English) Zbl 1095.62120 Insur. Math. Econ. 38, No. 2, 298-308 (2006). Reviewer: Ryszard Doman (Poznan) MSC: 62P05 60G35 91B30 60E15 62E17 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Insur. Math. Econ. 38, No. 2, 298--308 (2006; Zbl 1095.62120) Full Text: DOI
Wang, Guojing; Yuen, Kam C. On a correlated aggregate claims model with thinning-dependence structure. (English) Zbl 1120.62095 Insur. Math. Econ. 36, No. 3, 456-468 (2005). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. Wang} and \textit{K. C. Yuen}, Insur. Math. Econ. 36, No. 3, 456--468 (2005; Zbl 1120.62095) Full Text: DOI
Kolev, Nikolai; Paiva, Delhi Multinomial model for random sums. (English) Zbl 1129.62057 Insur. Math. Econ. 37, No. 3, 494-504 (2005). MSC: 62H20 62P05 91B30 PDFBibTeX XMLCite \textit{N. Kolev} and \textit{D. Paiva}, Insur. Math. Econ. 37, No. 3, 494--504 (2005; Zbl 1129.62057) Full Text: DOI
Mesfioui, Mhamed; Quessy, Jean-François Bounds on the value-at-risk for the sum of possibly dependent risks. (English) Zbl 1115.91032 Insur. Math. Econ. 37, No. 1, 135-151 (2005). MSC: 91B30 60E05 PDFBibTeX XMLCite \textit{M. Mesfioui} and \textit{J.-F. Quessy}, Insur. Math. Econ. 37, No. 1, 135--151 (2005; Zbl 1115.91032) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English) Zbl 1188.91086 Insur. Math. Econ. 34, No. 3, 449-466 (2004). MSC: 91B30 62P05 60E05 60J10 60J20 62E10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 34, No. 3, 449--466 (2004; Zbl 1188.91086) Full Text: DOI