Brignone, Riccardo; Kyriakou, Ioannis; Fusai, Gianluca Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models. (English) Zbl 1460.91213 Insur. Math. Econ. 96, 232-247 (2021). MSC: 91G05 91G20 60J70 PDFBibTeX XMLCite \textit{R. Brignone} et al., Insur. Math. Econ. 96, 232--247 (2021; Zbl 1460.91213) Full Text: DOI
Shevchenko, Pavel V.; Luo, Xiaolin Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate. (English) Zbl 1395.91503 Insur. Math. Econ. 76, 104-117 (2017). MSC: 91G60 91G20 91B30 93E20 60H10 PDFBibTeX XMLCite \textit{P. V. Shevchenko} and \textit{X. Luo}, Insur. Math. Econ. 76, 104--117 (2017; Zbl 1395.91503) Full Text: DOI arXiv
Eckert, Johanna; Gatzert, Nadine; Martin, Michael Valuation and risk assessment of participating life insurance in the presence of credit risk. (English) Zbl 1371.91086 Insur. Math. Econ. 71, 382-393 (2016). MSC: 91B30 91G20 91G40 60H30 PDFBibTeX XMLCite \textit{J. Eckert} et al., Insur. Math. Econ. 71, 382--393 (2016; Zbl 1371.91086) Full Text: DOI
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles Estimation of the parameters of a Markov-modulated loss process in insurance. (English) Zbl 1304.91109 Insur. Math. Econ. 53, No. 2, 388-404 (2013). MSC: 91B30 62H12 62P05 PDFBibTeX XMLCite \textit{A. Guillou} et al., Insur. Math. Econ. 53, No. 2, 388--404 (2013; Zbl 1304.91109) Full Text: DOI HAL
Deelstra, Griselda; Rayée, Grégory Pricing variable annuity guarantees in a local volatility framework. (English) Zbl 1290.91158 Insur. Math. Econ. 53, No. 3, 650-663 (2013). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{G. Deelstra} and \textit{G. Rayée}, Insur. Math. Econ. 53, No. 3, 650--663 (2013; Zbl 1290.91158) Full Text: DOI arXiv
Gatzert, Nadine; Martin, Michael Quantifying credit and market risk under Solvency II: standard approach versus internal model. (English) Zbl 1285.91138 Insur. Math. Econ. 51, No. 3, 649-666 (2012). MSC: 91G40 91B30 91G70 PDFBibTeX XMLCite \textit{N. Gatzert} and \textit{M. Martin}, Insur. Math. Econ. 51, No. 3, 649--666 (2012; Zbl 1285.91138) Full Text: DOI
Hua, Lei; Joe, Harry Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. (English) Zbl 1284.60104 Insur. Math. Econ. 51, No. 2, 492-503 (2012). MSC: 60G70 62H05 91B30 PDFBibTeX XMLCite \textit{L. Hua} and \textit{H. Joe}, Insur. Math. Econ. 51, No. 2, 492--503 (2012; Zbl 1284.60104) Full Text: DOI
van Haastrecht, Alexander; Lord, Roger; Pelsser, Antoon; Schrager, David Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility. (English) Zbl 1231.91461 Insur. Math. Econ. 45, No. 3, 436-448 (2009). MSC: 91G30 91B30 91G20 PDFBibTeX XMLCite \textit{A. van Haastrecht} et al., Insur. Math. Econ. 45, No. 3, 436--448 (2009; Zbl 1231.91461) Full Text: DOI
Emms, P.; Haberman, S. Asymptotic and numerical analysis of the optimal investment strategy for an insurer. (English) Zbl 1273.91419 Insur. Math. Econ. 40, No. 1, 113-134 (2007). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{P. Emms} and \textit{S. Haberman}, Insur. Math. Econ. 40, No. 1, 113--134 (2007; Zbl 1273.91419) Full Text: DOI Link
Emms, P.; Haberman, S.; Savoulli, I. Optimal strategies for pricing general insurance. (English) Zbl 1273.91236 Insur. Math. Econ. 40, No. 1, 15-34 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Emms} et al., Insur. Math. Econ. 40, No. 1, 15--34 (2007; Zbl 1273.91236) Full Text: DOI Link
Grosen, Anders; Jørgensen, Peter Løchte Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (English) Zbl 0977.62108 Insur. Math. Econ. 26, No. 1, 37-57 (2000). MSC: 62P05 PDFBibTeX XMLCite \textit{A. Grosen} and \textit{P. L. Jørgensen}, Insur. Math. Econ. 26, No. 1, 37--57 (2000; Zbl 0977.62108) Full Text: DOI
Malinovskii, Vsevolod K. Non-Poissonian claims’ arrivals and calculation of the probability of ruin. (English) Zbl 0907.90099 Insur. Math. Econ. 22, No. 2, 123-138 (1998). MSC: 91B30 62P05 60K99 PDFBibTeX XMLCite \textit{V. K. Malinovskii}, Insur. Math. Econ. 22, No. 2, 123--138 (1998; Zbl 0907.90099) Full Text: DOI
Wang, Shaun; Panjer, Harry Critical starting points for stable evaluation of mixed Poisson probabilities. (English) Zbl 0797.62098 Insur. Math. Econ. 13, No. 3, 287-297 (1993). MSC: 62P05 62E15 65C99 PDFBibTeX XMLCite \textit{S. Wang} and \textit{H. Panjer}, Insur. Math. Econ. 13, No. 3, 287--297 (1993; Zbl 0797.62098) Full Text: DOI
Kaas, R. How to (and how not to) compute stop-loss premiums in practice. (English) Zbl 0800.62681 Insur. Math. Econ. 13, No. 3, 241-254 (1993). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{R. Kaas}, Insur. Math. Econ. 13, No. 3, 241--254 (1993; Zbl 0800.62681) Full Text: DOI
Willmot, Gordon E. Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. (English) Zbl 0675.62075 Insur. Math. Econ. 7, No. 4, 275-281 (1988). MSC: 62P05 60K25 PDFBibTeX XMLCite \textit{G. E. Willmot}, Insur. Math. Econ. 7, No. 4, 275--281 (1988; Zbl 0675.62075) Full Text: DOI