Cheung, K. C.; Yuen, F. L. On the uncertainty of VaR of individual risk. (English) Zbl 1430.91133 J. Comput. Appl. Math. 367, Article ID 112468, 14 p. (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91G05 PDF BibTeX XML Cite \textit{K. C. Cheung} and \textit{F. L. Yuen}, J. Comput. Appl. Math. 367, Article ID 112468, 14 p. (2020; Zbl 1430.91133) Full Text: DOI OpenURL
Truong, Chi; Trück, Stefan It’s not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events. (English) Zbl 1346.91187 Eur. J. Oper. Res. 253, No. 3, 856-868 (2016). MSC: 91B76 91B30 91G50 PDF BibTeX XML Cite \textit{C. Truong} and \textit{S. Trück}, Eur. J. Oper. Res. 253, No. 3, 856--868 (2016; Zbl 1346.91187) Full Text: DOI OpenURL
Jarner, Søren Fiig; Kronborg, Morten Tolver Entrance times of random walks: with applications to pension fund modeling. (English) Zbl 1348.60069 Insur. Math. Econ. 67, 1-20 (2016). MSC: 60G50 60J10 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{M. T. Kronborg}, Insur. Math. Econ. 67, 1--20 (2016; Zbl 1348.60069) Full Text: DOI OpenURL
Liu, Jingzhen; Yiu, Ka-Fai Cedric; Siu, Tak Kuen; Ching, Wai-Ki Optimal insurance in a changing economy. (English) Zbl 1281.93107 Math. Control Relat. Fields 4, No. 2, 187-202 (2014). MSC: 93E20 49L20 91B30 PDF BibTeX XML Cite \textit{J. Liu} et al., Math. Control Relat. Fields 4, No. 2, 187--202 (2014; Zbl 1281.93107) Full Text: DOI OpenURL
Song, Na; Siu, Tak Kuen; Ching, Wa-Ki; Tong, Howell; Yang, Hailiang Asset allocation under threshold autoregressive models. (English) Zbl 1286.91127 Appl. Stoch. Models Bus. Ind. 28, No. 1, 60-72 (2012). MSC: 91G10 91B84 90C39 93E20 62M10 PDF BibTeX XML Cite \textit{N. Song} et al., Appl. Stoch. Models Bus. Ind. 28, No. 1, 60--72 (2012; Zbl 1286.91127) Full Text: DOI OpenURL
Siu, Tak Kuen A BSDE approach to risk-based asset allocation of pension funds with regime switching. (English) Zbl 1260.91233 Ann. Oper. Res. 201, 449–473 (2012). MSC: 91G10 60H15 35Q91 91G80 91A23 91G60 91B30 91B32 91A15 PDF BibTeX XML Cite \textit{T. K. Siu}, Ann. Oper. Res. 201, 449--473 (2012; Zbl 1260.91233) Full Text: DOI OpenURL
Leung, Andrew P. Reactive investment strategies. (English) Zbl 1218.91166 Insur. Math. Econ. 49, No. 1, 89-99 (2011). MSC: 91G50 91G10 49L20 PDF BibTeX XML Cite \textit{A. P. Leung}, Insur. Math. Econ. 49, No. 1, 89--99 (2011; Zbl 1218.91166) Full Text: DOI OpenURL
Preisel, Michael; Jarner, Søren F.; Eliasen, Rune Investing for retirement through a with-profits pension scheme: a client’s perspective. (English) Zbl 1224.91081 Scand. Actuar. J. 2010, No. 1, 15-35 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 91G50 62P05 PDF BibTeX XML Cite \textit{M. Preisel} et al., Scand. Actuar. J. 2010, No. 1, 15--35 (2010; Zbl 1224.91081) Full Text: DOI OpenURL
Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. (English) Zbl 1481.91198 N. Am. Actuar. J. 12, No. 1, 47-64 (2008). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 12, No. 1, 47--64 (2008; Zbl 1481.91198) Full Text: DOI OpenURL
Balls, Kim Immediate annuity pricing in the presence of unobserved heterogeneity. (English) Zbl 1480.91182 N. Am. Actuar. J. 10, No. 4, 103-116 (2006). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Balls}, N. Am. Actuar. J. 10, No. 4, 103--116 (2006; Zbl 1480.91182) Full Text: DOI OpenURL
Liu, Chi Sang; Yang, Hailiang Optimal investment for an insurer to minimize its probability of ruin. (English) Zbl 1085.60511 N. Am. Actuar. J. 8, No. 2, 11-31 (2004). MSC: 60H30 60H10 91B28 91B30 PDF BibTeX XML Cite \textit{C. S. Liu} and \textit{H. Yang}, N. Am. Actuar. J. 8, No. 2, 11--31 (2004; Zbl 1085.60511) Full Text: DOI OpenURL
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang Bayesian risk measures for derivatives via random Esscher transform. (English) Zbl 1083.62544 N. Am. Actuar. J. 5, No. 3, 78-91 (2001). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{T. K. Siu} et al., N. Am. Actuar. J. 5, No. 3, 78--91 (2001; Zbl 1083.62544) Full Text: DOI OpenURL