Chen, Damiaan H. J.; Beetsma, Roel M. W. J.; van Wijnbergen, Sweder J. G. Intergenerational sharing of unhedgeable inflation risk. (English) Zbl 07804004 Insur. Math. Econ. 113, 140-160 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{D. H. J. Chen} et al., Insur. Math. Econ. 113, 140--160 (2023; Zbl 07804004) Full Text: DOI
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
Yan, Tingjin; Park, Kyunghyun; Wong, Hoi Ying Irreversible reinsurance: a singular control approach. (English) Zbl 1507.91195 Insur. Math. Econ. 107, 326-348 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{T. Yan} et al., Insur. Math. Econ. 107, 326--348 (2022; Zbl 1507.91195) Full Text: DOI
He, Lin; Liang, Zongxia; Wang, Sheng Dynamic optimal adjustment policies of hybrid pension plans. (English) Zbl 1498.91359 Insur. Math. Econ. 106, 46-68 (2022). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{L. He} et al., Insur. Math. Econ. 106, 46--68 (2022; Zbl 1498.91359) Full Text: DOI
Brinker, Leonie Violetta; Eisenberg, Julia Dividend optimisation: a behaviouristic approach. (English) Zbl 1478.91162 Insur. Math. Econ. 101, 202-224 (2021). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{L. V. Brinker} and \textit{J. Eisenberg}, Insur. Math. Econ. 101, 202--224 (2021; Zbl 1478.91162) Full Text: DOI
Kirkby, J. Lars; Nguyen, Duy Equity-linked guaranteed minimum death benefits with dollar cost averaging. (English) Zbl 1471.91465 Insur. Math. Econ. 100, 408-428 (2021). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{J. L. Kirkby} and \textit{D. Nguyen}, Insur. Math. Econ. 100, 408--428 (2021; Zbl 1471.91465) Full Text: DOI
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
He, Lin; Liang, Zongxia; Yuan, Fengyi Optimal DB-PAYGO pension management towards a habitual contribution rate. (English) Zbl 1458.91183 Insur. Math. Econ. 94, 125-141 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G10 PDFBibTeX XMLCite \textit{L. He} et al., Insur. Math. Econ. 94, 125--141 (2020; Zbl 1458.91183) Full Text: DOI
Bégin, Jean-François Levelling the playing field: a VIX-linked structure for funded pension schemes. (English) Zbl 1452.91261 Insur. Math. Econ. 94, 58-78 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{J.-F. Bégin}, Insur. Math. Econ. 94, 58--78 (2020; Zbl 1452.91261) Full Text: DOI
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
Wang, Suxin; Lu, Yi Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (English) Zbl 1427.91245 Insur. Math. Econ. 89, 46-62 (2019). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{S. Wang} and \textit{Y. Lu}, Insur. Math. Econ. 89, 46--62 (2019; Zbl 1427.91245) Full Text: DOI
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di On the distribution of classic and some exotic ruin times. (English) Zbl 1427.91235 Insur. Math. Econ. 89, 38-45 (2019). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI
Chong, Wing Fung Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences. (English) Zbl 1425.91218 Insur. Math. Econ. 88, 93-107 (2019). MSC: 91B30 91G20 60H10 91G10 PDFBibTeX XMLCite \textit{W. F. Chong}, Insur. Math. Econ. 88, 93--107 (2019; Zbl 1425.91218) Full Text: DOI
Jin, Can; Li, Shuanming; Wu, Xueyuan On the occupation times in a delayed Sparre Andersen risk model with exponential claims. (English) Zbl 1371.91094 Insur. Math. Econ. 71, 304-316 (2016). MSC: 91B30 62P05 60G51 60K10 PDFBibTeX XMLCite \textit{C. Jin} et al., Insur. Math. Econ. 71, 304--316 (2016; Zbl 1371.91094) Full Text: DOI Link
Wang, Guanqing; Wang, Guojing; Yang, Hailiang On a multi-dimensional risk model with regime switching. (English) Zbl 1369.91099 Insur. Math. Econ. 68, 73-83 (2016). MSC: 91B30 60J27 62P05 PDFBibTeX XMLCite \textit{G. Wang} et al., Insur. Math. Econ. 68, 73--83 (2016; Zbl 1369.91099) Full Text: DOI Link
Li, Jingchao; Dickson, David C. M.; Li, Shuanming Some ruin problems for the MAP risk model. (English) Zbl 1348.91163 Insur. Math. Econ. 65, 1-8 (2015). MSC: 91B30 60K25 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Insur. Math. Econ. 65, 1--8 (2015; Zbl 1348.91163) Full Text: DOI
Landriault, David; Shi, Tianxiang Occupation times in the MAP risk model. (English) Zbl 1308.91087 Insur. Math. Econ. 60, 75-82 (2015). MSC: 91B30 60J28 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{T. Shi}, Insur. Math. Econ. 60, 75--82 (2015; Zbl 1308.91087) Full Text: DOI
Lee, Wing Yan; Willmot, Gordon E. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. (English) Zbl 1306.91079 Insur. Math. Econ. 59, 1-10 (2014). MSC: 91B30 PDFBibTeX XMLCite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Insur. Math. Econ. 59, 1--10 (2014; Zbl 1306.91079) 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
Chen, Ping; Yam, S. C. P. Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. (English) Zbl 1290.91079 Insur. Math. Econ. 53, No. 3, 871-883 (2013). MSC: 91B30 91G10 60J27 62H30 PDFBibTeX XMLCite \textit{P. Chen} and \textit{S. C. P. Yam}, Insur. Math. Econ. 53, No. 3, 871--883 (2013; Zbl 1290.91079) 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
Castañer, A.; Claramunt, M. M.; Lefèvre, C. Survival probabilities in bivariate risk models, with application to reinsurance. (English) Zbl 1290.91077 Insur. Math. Econ. 53, No. 3, 632-642 (2013). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{A. Castañer} et al., Insur. Math. Econ. 53, No. 3, 632--642 (2013; Zbl 1290.91077) Full Text: DOI Link
Cheung, Eric C. K.; Feng, Runhuan A unified analysis of claim costs up to ruin in a Markovian arrival risk model. (English) Zbl 1284.91214 Insur. Math. Econ. 53, No. 1, 98-109 (2013). MSC: 91B30 60K10 60J28 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{R. Feng}, Insur. Math. Econ. 53, No. 1, 98--109 (2013; Zbl 1284.91214) Full Text: DOI Link
Brill, Percy H.; Yu, Kaiqi Analysis of risk models using a level crossing technique. (English) Zbl 1284.91210 Insur. Math. Econ. 49, No. 3, 298-309 (2011). MSC: 91B30 91G10 60K10 PDFBibTeX XMLCite \textit{P. H. Brill} and \textit{K. Yu}, Insur. Math. Econ. 49, No. 3, 298--309 (2011; Zbl 1284.91210) Full Text: DOI
Sotomayor, Luz R.; Cadenillas, Abel Classical and singular stochastic control for the optimal dividend policy when there is regime switching. (English) Zbl 1218.91096 Insur. Math. Econ. 48, No. 3, 344-354 (2011). MSC: 91B30 91G50 93E20 60H30 PDFBibTeX XMLCite \textit{L. R. Sotomayor} and \textit{A. Cadenillas}, Insur. Math. Econ. 48, No. 3, 344--354 (2011; Zbl 1218.91096) Full Text: DOI
Cheung, Eric C. K.; Landriault, David A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. (English) Zbl 1231.91156 Insur. Math. Econ. 46, No. 1, 127-134 (2010). MSC: 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{D. Landriault}, Insur. Math. Econ. 46, No. 1, 127--134 (2010; Zbl 1231.91156) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang An elementary approach to discrete models of dividend strategies. (English) Zbl 1231.91433 Insur. Math. Econ. 46, No. 1, 109-116 (2010). MSC: 91G20 60J20 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Insur. Math. Econ. 46, No. 1, 109--116 (2010; Zbl 1231.91433) Full Text: DOI Link
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims. (English) Zbl 1231.91153 Insur. Math. Econ. 45, No. 3, 470-484 (2009). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{A. D. Papaioannou}, Insur. Math. Econ. 45, No. 3, 470--484 (2009; Zbl 1231.91153) Full Text: DOI
Lu, Yi; Li, Shuanming The Markovian regime-switching risk model with a threshold dividend strategy. (English) Zbl 1163.91438 Insur. Math. Econ. 44, No. 2, 296-303 (2009). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{Y. Lu} and \textit{S. Li}, Insur. Math. Econ. 44, No. 2, 296--303 (2009; Zbl 1163.91438) Full Text: DOI
Furman, Edward; Zitikis, Ričardas Weighted premium calculation principles. (English) Zbl 1141.91509 Insur. Math. Econ. 42, No. 1, 459-465 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 42, No. 1, 459--465 (2008; Zbl 1141.91509) Full Text: DOI
Zhu, Jinxia; Yang, Hailiang Ruin theory for a Markov regime-switching model under a threshold dividend strategy. (English) Zbl 1141.91558 Insur. Math. Econ. 42, No. 1, 311-318 (2008). MSC: 91B30 91B28 60G40 PDFBibTeX XMLCite \textit{J. Zhu} and \textit{H. Yang}, Insur. Math. Econ. 42, No. 1, 311--318 (2008; Zbl 1141.91558) Full Text: DOI
Morales, Manuel On the expected discounted penalty function for a perturbed risk process driven by a subordinator. (English) Zbl 1130.91032 Insur. Math. Econ. 40, No. 2, 293-301 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B30 60K10 60K05 PDFBibTeX XMLCite \textit{M. Morales}, Insur. Math. Econ. 40, No. 2, 293--301 (2007; Zbl 1130.91032) Full Text: DOI