Kritzer, Peter; Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan Approximation methods for piecewise deterministic Markov processes and their costs. (English) Zbl 1411.91294 Scand. Actuar. J. 2019, No. 4, 308-335 (2019). MSC: 91B30 60J25 91G60 65C05 PDFBibTeX XMLCite \textit{P. Kritzer} et al., Scand. Actuar. J. 2019, No. 4, 308--335 (2019; Zbl 1411.91294) Full Text: DOI arXiv
Grandits, Peter A two-dimensional dividend problem for collaborating companies and an optimal stopping problem. (English) Zbl 1418.91239 Scand. Actuar. J. 2019, No. 1, 80-96 (2019). MSC: 91B30 60G40 93E20 PDFBibTeX XMLCite \textit{P. Grandits}, Scand. Actuar. J. 2019, No. 1, 80--96 (2019; Zbl 1418.91239) Full Text: DOI
Antonello, Michele; Cipani, Luca; Runggaldier, Wolfgang J. Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model. (English) Zbl 1418.91227 Scand. Actuar. J. 2018, No. 10, 907-932 (2018). MSC: 91B30 90C39 PDFBibTeX XMLCite \textit{M. Antonello} et al., Scand. Actuar. J. 2018, No. 10, 907--932 (2018; Zbl 1418.91227) Full Text: DOI
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao Moments of renewal shot-noise processes and their applications. (English) Zbl 1418.91243 Scand. Actuar. J. 2018, No. 8, 727-752 (2018). MSC: 91B30 60K10 62P05 60G55 91G40 PDFBibTeX XMLCite \textit{J. Jang} et al., Scand. Actuar. J. 2018, No. 8, 727--752 (2018; Zbl 1418.91243) Full Text: DOI Link
Buchardt, Kristian Kolmogorov’s forward PIDE and forward transition rates in life insurance. (English) Zbl 1401.91104 Scand. Actuar. J. 2017, No. 5, 377-394 (2017). MSC: 91B30 35R09 60J20 PDFBibTeX XMLCite \textit{K. Buchardt}, Scand. Actuar. J. 2017, No. 5, 377--394 (2017; Zbl 1401.91104) Full Text: DOI
Landriault, David; Li, Bin; Li, Shu Drawdown analysis for the renewal insurance risk process. (English) Zbl 1401.91159 Scand. Actuar. J. 2017, No. 3, 267-285 (2017). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 3, 267--285 (2017; Zbl 1401.91159) Full Text: DOI
Cojocaru, Ionica Ruin probabilities in multivariate risk models with periodic common shock. (English) Zbl 1401.91119 Scand. Actuar. J. 2017, No. 2, 159-174 (2017). MSC: 91B30 62P05 60G44 60J75 PDFBibTeX XMLCite \textit{I. Cojocaru}, Scand. Actuar. J. 2017, No. 2, 159--174 (2017; Zbl 1401.91119) Full Text: DOI
Zeng, Xudong; Carson, James M.; Chen, Qihong; Wang, Yuling Optimal life insurance with no-borrowing constraints: duality approach and example. (English) Zbl 1401.91211 Scand. Actuar. J. 2016, No. 9, 793-816 (2016). MSC: 91B30 91G10 60G48 PDFBibTeX XMLCite \textit{X. Zeng} et al., Scand. Actuar. J. 2016, No. 9, 793--816 (2016; Zbl 1401.91211) Full Text: DOI
Biffis, Enrico; Denuit, Michel; Devolder, Pierre Stochastic mortality under measure changes. (English) Zbl 1226.91022 Scand. Actuar. J. 2010, No. 4, 284-311 (2010). MSC: 91B30 60K10 60G40 60H30 PDFBibTeX XMLCite \textit{E. Biffis} et al., Scand. Actuar. J. 2010, No. 4, 284--311 (2010; Zbl 1226.91022) Full Text: DOI
Young, Virginia R.; Zariphopoulou, Thaleia Pricing dynamic insurance risks using the principle of equivalent utility. (English) Zbl 1039.91049 Scand. Actuar. J. 2002, No. 4, 246-279 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{V. R. Young} and \textit{T. Zariphopoulou}, Scand. Actuar. J. 2002, No. 4, 246--279 (2002; Zbl 1039.91049) Full Text: DOI