Han, Xia; Landriault, David; Li, Danping Optimal reinsurance contract in a Stackelberg game framework: a view of social planner. (English) Zbl 07809286 Scand. Actuar. J. 2024, No. 2, 124-148 (2024). MSC: 91G05 91A65 91A80 PDFBibTeX XMLCite \textit{X. Han} et al., Scand. Actuar. J. 2024, No. 2, 124--148 (2024; Zbl 07809286) Full Text: DOI
Zhong, Wei; Zhu, Dan; Zhang, Zhimin Valuation of variable annuities under stochastic volatility and stochastic jump intensity. (English) Zbl 1520.91362 Scand. Actuar. J. 2023, No. 7, 708-734 (2023). MSC: 91G05 60J74 34A30 91G60 PDFBibTeX XMLCite \textit{W. Zhong} et al., Scand. Actuar. J. 2023, No. 7, 708--734 (2023; Zbl 1520.91362) Full Text: DOI
Kirkby, J. Lars; Aguilar, Jean-Philippe Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees. (English) Zbl 1520.91334 Scand. Actuar. J. 2023, No. 6, 624-654 (2023). MSC: 91G05 91G30 60G51 49L20 PDFBibTeX XMLCite \textit{J. L. Kirkby} and \textit{J.-P. Aguilar}, Scand. Actuar. J. 2023, No. 6, 624--654 (2023; Zbl 1520.91334) Full Text: DOI
Dong, Xue; Rong, Ximin; Zhao, Hui Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein-Uhlenbeck process. (English) Zbl 1520.91323 Scand. Actuar. J. 2023, No. 6, 565-597 (2023). MSC: 91G05 60J60 49L12 PDFBibTeX XMLCite \textit{X. Dong} et al., Scand. Actuar. J. 2023, No. 6, 565--597 (2023; Zbl 1520.91323) Full Text: DOI
Ai, Meiqiao; Zhang, Zhimin; Zhu, Dan Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models. (English) Zbl 1520.91304 Scand. Actuar. J. 2023, No. 4, 330-358 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{M. Ai} et al., Scand. Actuar. J. 2023, No. 4, 330--358 (2023; Zbl 1520.91304) Full Text: DOI
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung Finite-time ruin probabilities using bivariate Laguerre series. (English) Zbl 1511.91114 Scand. Actuar. J. 2023, No. 2, 153-190 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 45K05 62P05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2023, No. 2, 153--190 (2023; Zbl 1511.91114) Full Text: DOI
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate. (English) Zbl 1511.91120 Scand. Actuar. J. 2023, No. 2, 123-152 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{L. Wang} et al., Scand. Actuar. J. 2023, No. 2, 123--152 (2023; Zbl 1511.91120) Full Text: DOI arXiv
Ulm, Eric R. Analytic valuation of GMDB options with utility based asset allocation. (English) Zbl 1501.91160 Scand. Actuar. J. 2022, No. 9, 816-840 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{E. R. Ulm}, Scand. Actuar. J. 2022, No. 9, 816--840 (2022; Zbl 1501.91160) Full Text: DOI
Hu, Duni; Wang, Hailong Robust reinsurance contract with learning and ambiguity aversion. (English) Zbl 1501.91154 Scand. Actuar. J. 2022, No. 9, 794-815 (2022). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{D. Hu} and \textit{H. Wang}, Scand. Actuar. J. 2022, No. 9, 794--815 (2022; Zbl 1501.91154) Full Text: DOI
Jiang, Wenjun Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility. (English) Zbl 1501.91155 Scand. Actuar. J. 2022, No. 9, 775-793 (2022). MSC: 91G05 49N90 PDFBibTeX XMLCite \textit{W. Jiang}, Scand. Actuar. J. 2022, No. 9, 775--793 (2022; Zbl 1501.91155) Full Text: DOI
Gu, Ailing; Chen, Shumin; Li, Zhongfei; Viens, Frederi G. Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model. (English) Zbl 1501.91153 Scand. Actuar. J. 2022, No. 9, 749-774 (2022). MSC: 91G05 91B43 49L20 91A65 PDFBibTeX XMLCite \textit{A. Gu} et al., Scand. Actuar. J. 2022, No. 9, 749--774 (2022; Zbl 1501.91153) Full Text: DOI
Boonen, Tim J.; Zhang, Yiying Bowley reinsurance with asymmetric information: a first-best solution. (English) Zbl 1498.91351 Scand. Actuar. J. 2022, No. 6, 532-551 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{T. J. Boonen} and \textit{Y. Zhang}, Scand. Actuar. J. 2022, No. 6, 532--551 (2022; Zbl 1498.91351) Full Text: DOI
Gavagan, Joshua; Hu, Liang; Lee, Gee Y.; Liu, Haiyan; Weixel, Anna Optimal reinsurance with model uncertainty and Stackelberg game. (English) Zbl 1492.91292 Scand. Actuar. J. 2022, No. 1, 29-48 (2022). MSC: 91G05 91A65 91A80 PDFBibTeX XMLCite \textit{J. Gavagan} et al., Scand. Actuar. J. 2022, No. 1, 29--48 (2022; Zbl 1492.91292) Full Text: DOI
Yang, Peng; Chen, Zhiping; Cui, Xiangyu Equilibrium reinsurance strategies for \(n\) insurers under a unified competition and cooperation framework. (English) Zbl 1491.91112 Scand. Actuar. J. 2021, No. 10, 969-997 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{P. Yang} et al., Scand. Actuar. J. 2021, No. 10, 969--997 (2021; Zbl 1491.91112) Full Text: DOI
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; Abbas, Karim Functional sensitivity analysis of ruin probability in the classical risk models. (English) Zbl 1485.91054 Scand. Actuar. J. 2021, No. 10, 936-968 (2021). MSC: 91B05 PDFBibTeX XMLCite \textit{F. Cheurfa} et al., Scand. Actuar. J. 2021, No. 10, 936--968 (2021; Zbl 1485.91054) Full Text: DOI
Cheung, Eric C. K.; Zhang, Zhimin Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. (English) Zbl 1479.91315 Scand. Actuar. J. 2021, No. 9, 804-831 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G30 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2021, No. 9, 804--831 (2021; Zbl 1479.91315) Full Text: DOI
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying Bowley reinsurance with asymmetric information on the insurer’s risk preferences. (English) Zbl 1471.91448 Scand. Actuar. J. 2021, No. 7, 623-644 (2021). Reviewer: Weiping Li (Stillwater) MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{T. J. Boonen} et al., Scand. Actuar. J. 2021, No. 7, 623--644 (2021; Zbl 1471.91448) Full Text: DOI
Wang, Ning; Siu, Tak Kuen Robust reinsurance contracts with risk constraint. (English) Zbl 1447.91151 Scand. Actuar. J. 2020, No. 5, 419-453 (2020). MSC: 91G05 91B43 91B41 PDFBibTeX XMLCite \textit{N. Wang} and \textit{T. K. Siu}, Scand. Actuar. J. 2020, No. 5, 419--453 (2020; Zbl 1447.91151) Full Text: DOI
Ghossoub, Mario Budget-constrained optimal retention with an upper limit on the retained loss. (English) Zbl 1436.91102 Scand. Actuar. J. 2020, No. 3, 245-271 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Ghossoub}, Scand. Actuar. J. 2020, No. 3, 245--271 (2020; Zbl 1436.91102) Full Text: DOI
Cai, Jun; Wang, Ying Reinsurance premium principles based on weighted loss functions. (English) Zbl 1426.91206 Scand. Actuar. J. 2019, No. 10, 903-923 (2019). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{J. Cai} and \textit{Y. Wang}, Scand. Actuar. J. 2019, No. 10, 903--923 (2019; Zbl 1426.91206) Full Text: DOI
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. Reinsurance contract design with adverse selection. (English) Zbl 1426.91211 Scand. Actuar. J. 2019, No. 9, 784-798 (2019). MSC: 91G05 91B43 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 9, 784--798 (2019; Zbl 1426.91211) Full Text: DOI
Hu, Duni; Wang, Hailong Optimal proportional reinsurance with a loss-dependent premium principle. (English) Zbl 1426.91223 Scand. Actuar. J. 2019, No. 9, 752-767 (2019). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{D. Hu} and \textit{H. Wang}, Scand. Actuar. J. 2019, No. 9, 752--767 (2019; Zbl 1426.91223) Full Text: DOI
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose Budget-constrained optimal reinsurance design under coherent risk measures. (English) Zbl 1426.91209 Scand. Actuar. J. 2019, No. 9, 729-751 (2019). MSC: 91G05 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 9, 729--751 (2019; Zbl 1426.91209) Full Text: DOI
Wang, Wenyuan; Zhang, Zhimin Computing the Gerber-Shiu function by frame duality projection. (English) Zbl 1411.91320 Scand. Actuar. J. 2019, No. 4, 291-307 (2019). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 4, 291--307 (2019; Zbl 1411.91320) Full Text: DOI
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang A constraint-free approach to optimal reinsurance. (English) Zbl 1418.91238 Scand. Actuar. J. 2019, No. 1, 62-79 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. U. Gerber} et al., Scand. Actuar. J. 2019, No. 1, 62--79 (2019; Zbl 1418.91238) Full Text: DOI
Hu, Duni; Chen, Shou; Wang, Hailong Robust reinsurance contracts in continuous time. (English) Zbl 1416.91189 Scand. Actuar. J. 2018, No. 1, 1-22 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{D. Hu} et al., Scand. Actuar. J. 2018, No. 1, 1--22 (2018; Zbl 1416.91189) Full Text: DOI
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui A class of nonzero-sum investment and reinsurance games subject to systematic risks. (English) Zbl 1402.91215 Scand. Actuar. J. 2017, No. 8, 670-707 (2017). MSC: 91B30 91A15 91A23 49L20 PDFBibTeX XMLCite \textit{C. C. Siu} et al., Scand. Actuar. J. 2017, No. 8, 670--707 (2017; Zbl 1402.91215) Full Text: DOI Link
Lo, Ambrose A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints. (English) Zbl 1402.91208 Scand. Actuar. J. 2017, No. 7, 584-605 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A. Lo}, Scand. Actuar. J. 2017, No. 7, 584--605 (2017; Zbl 1402.91208) Full Text: DOI
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan Optimal insurance in the presence of reinsurance. (English) Zbl 1402.91221 Scand. Actuar. J. 2017, No. 6, 535-554 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{S. C. Zhuang} et al., Scand. Actuar. J. 2017, No. 6, 535--554 (2017; Zbl 1402.91221) Full Text: DOI
Weng, Chengguo; Zhuang, Sheng Chao CDF formulation for solving an optimal reinsurance problem. (English) Zbl 1401.91200 Scand. Actuar. J. 2017, No. 5, 395-418 (2017). MSC: 91B30 62P05 62E15 PDFBibTeX XMLCite \textit{C. Weng} and \textit{S. C. Zhuang}, Scand. Actuar. J. 2017, No. 5, 395--418 (2017; Zbl 1401.91200) Full Text: DOI
Cai, Jun; Weng, Chengguo Optimal reinsurance with expectile. (English) Zbl 1401.91106 Scand. Actuar. J. 2016, No. 7, 624-645 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Cai} and \textit{C. Weng}, Scand. Actuar. J. 2016, No. 7, 624--645 (2016; Zbl 1401.91106) Full Text: DOI
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. Optimal reinsurance under general law-invariant risk measures. (English) Zbl 1401.91110 Scand. Actuar. J. 2014, No. 1, 72-91 (2014). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2014, No. 1, 72--91 (2014; Zbl 1401.91110) Full Text: DOI