Jaunė, Eglė; Šiaulys, Jonas Asymptotic risk decomposition for regularly varying distributions with tail dependence. (English) Zbl 07531273 Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022). MSC: 91G05 62P05 60E15 PDF BibTeX XML Cite \textit{E. Jaunė} and \textit{J. Šiaulys}, Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022; Zbl 07531273) Full Text: DOI OpenURL
Galarza, Christian E.; Matos, Larissa A.; Castro, Luis M.; Lachos, Victor H. Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution. (English) Zbl 07482274 J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022). MSC: 62Hxx 60E05 62P05 PDF BibTeX XML Cite \textit{C. E. Galarza} et al., J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022; Zbl 07482274) Full Text: DOI arXiv OpenURL
Ai, Meiqiao; Zhang, Zhimin Pricing some life-contingent lookback options under regime-switching Lévy models. (English) Zbl 1483.91226 J. Comput. Appl. Math. 407, Article ID 114082, 19 p. (2022). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{M. Ai} and \textit{Z. Zhang}, J. Comput. Appl. Math. 407, Article ID 114082, 19 p. (2022; Zbl 1483.91226) Full Text: DOI OpenURL
Kim, Jerim; Kim, Bara; Kim, Jeongsim; Lee, Sungji Computation of powered option prices under a general model for underlying asset dynamics. (English) Zbl 1483.91233 J. Comput. Appl. Math. 406, Article ID 113999, 24 p. (2022). MSC: 91G20 44A10 60H30 PDF BibTeX XML Cite \textit{J. Kim} et al., J. Comput. Appl. Math. 406, Article ID 113999, 24 p. (2022; Zbl 1483.91233) Full Text: DOI OpenURL
Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan Risk modelling on liquidations with Lévy processes. (English) Zbl 07426988 Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022). MSC: 60G51 91B05 91G05 PDF BibTeX XML Cite \textit{A. Zhang} et al., Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022; Zbl 07426988) Full Text: DOI arXiv OpenURL
Xie, Jiayi; Zhang, Zhimin Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation. (English) Zbl 1476.91038 J. Comput. Appl. Math. 399, Article ID 113703, 22 p. (2022). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B05 65D15 60G51 60K10 PDF BibTeX XML Cite \textit{J. Xie} and \textit{Z. Zhang}, J. Comput. Appl. Math. 399, Article ID 113703, 22 p. (2022; Zbl 1476.91038) Full Text: DOI OpenURL
Tan, Jiyang; Yuan, Senlin A dividend optimization problem with constraint of survival probability in a Markovian environment model. (English) Zbl 07530998 Commun. Stat., Theory Methods 50, No. 15, 3522-3546 (2021). MSC: 60G51 93E20 62-XX PDF BibTeX XML Cite \textit{J. Tan} and \textit{S. Yuan}, Commun. Stat., Theory Methods 50, No. 15, 3522--3546 (2021; Zbl 07530998) Full Text: DOI OpenURL
Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI OpenURL
Yuan, Yu; Li, Qicai Maximizing the goal-reaching probability before drawdown with borrowing constraint. (English) Zbl 07513725 AIMS Math. 6, No. 8, 8868-8882 (2021). MSC: 91G10 49L20 60H30 93E20 PDF BibTeX XML Cite \textit{Y. Yuan} and \textit{Q. Li}, AIMS Math. 6, No. 8, 8868--8882 (2021; Zbl 07513725) Full Text: DOI OpenURL
Gordienko, E.; De Chávez, J. Ruiz; Vázquez-Ortega, P. Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes. (English) Zbl 1483.91196 Appl. Math. 48, No. 1, 79-88 (2021). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. Gordienko} et al., Appl. Math. 48, No. 1, 79--88 (2021; Zbl 1483.91196) Full Text: DOI OpenURL
Boxma, Onno; Mandjes, Michel Affine storage and insurance risk models. (English) Zbl 07470603 Math. Oper. Res. 46, No. 4, 1282-1302 (2021). MSC: 60K25 90B15 PDF BibTeX XML Cite \textit{O. Boxma} and \textit{M. Mandjes}, Math. Oper. Res. 46, No. 4, 1282--1302 (2021; Zbl 07470603) Full Text: DOI OpenURL
Lefèvre, Claude; Simon, Matthieu Ruin problems for epidemic insurance. (English) Zbl 1481.91172 Adv. Appl. Probab. 53, No. 2, 484-509 (2021). MSC: 91G05 92D30 60J28 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Adv. Appl. Probab. 53, No. 2, 484--509 (2021; Zbl 1481.91172) Full Text: DOI OpenURL
Wang, Yeshunying; Yin, Chuancun A new class of multivariate elliptically contoured distributions with inconsistency property. (English) Zbl 1480.60043 Methodol. Comput. Appl. Probab. 23, No. 4, 1377-1407 (2021). MSC: 60E10 62E10 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{C. Yin}, Methodol. Comput. Appl. Probab. 23, No. 4, 1377--1407 (2021; Zbl 1480.60043) Full Text: DOI arXiv OpenURL
Akar, Nail; Gursoy, Omer; Horvath, Gabor; Telek, Miklos Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication. (English) Zbl 1480.60210 Methodol. Comput. Appl. Probab. 23, No. 4, 1257-1283 (2021). MSC: 60J25 65C40 60K25 60J65 PDF BibTeX XML Cite \textit{N. Akar} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1257--1283 (2021; Zbl 1480.60210) Full Text: DOI OpenURL
Ellanskaya, Anastasiya; Kabanov, Yuri On ruin probabilities with risky investments in a stock with stochastic volatility. (English) Zbl 07449510 Extremes 24, No. 4, 687-697 (2021). MSC: 60G44 91B28 PDF BibTeX XML Cite \textit{A. Ellanskaya} and \textit{Y. Kabanov}, Extremes 24, No. 4, 687--697 (2021; Zbl 07449510) Full Text: DOI arXiv OpenURL
Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu Stochastic modeling of assets and liabilities with mortality risk. (English) Zbl 1481.91161 Scand. Actuar. J. 2021, No. 8, 695-725 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 60H10 60G99 PDF BibTeX XML Cite \textit{S. Alvares Maffra} et al., Scand. Actuar. J. 2021, No. 8, 695--725 (2021; Zbl 1481.91161) Full Text: DOI arXiv OpenURL
Wang, Gu; Zou, Bin Optimal fee structure of variable annuities. (English) Zbl 1475.91321 Insur. Math. Econ. 101, 587-601 (2021). MSC: 91G05 60H10 93E20 PDF BibTeX XML Cite \textit{G. Wang} and \textit{B. Zou}, Insur. Math. Econ. 101, 587--601 (2021; Zbl 1475.91321) Full Text: DOI OpenURL
Liu, Guo; Jin, Zhuo; Li, Shuanming Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (English) Zbl 1475.91310 Insur. Math. Econ. 101, 508-524 (2021). MSC: 91G05 60G55 90C39 PDF BibTeX XML Cite \textit{G. Liu} et al., Insur. Math. Econ. 101, 508--524 (2021; Zbl 1475.91310) Full Text: DOI OpenURL
Colaneri, Katia; Frey, Rüdiger Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds. (English) Zbl 1475.91353 Insur. Math. Econ. 101, 498-507 (2021). MSC: 91G20 60J74 45K05 PDF BibTeX XML Cite \textit{K. Colaneri} and \textit{R. Frey}, Insur. Math. Econ. 101, 498--507 (2021; Zbl 1475.91353) Full Text: DOI arXiv OpenURL
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; Zeineddine, Raghid Fourier based methods for the management of complex life insurance products. (English) Zbl 1475.91283 Insur. Math. Econ. 101, 320-341 (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{L. Ballotta} et al., Insur. Math. Econ. 101, 320--341 (2021; Zbl 1475.91283) Full Text: DOI OpenURL
Li, Hong; Lu, Yang; Zhu, Wenjun Dynamic Bayesian ratemaking: a Markov chain approximation approach. (English) Zbl 1475.91309 N. Am. Actuar. J. 25, No. 2, 186-205 (2021). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{H. Li} et al., N. Am. Actuar. J. 25, No. 2, 186--205 (2021; Zbl 1475.91309) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Fitting nonstationary Cox processes: an application to fire insurance data. (English) Zbl 1481.91160 N. Am. Actuar. J. 25, No. 2, 135-162 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 25, No. 2, 135--162 (2021; Zbl 1481.91160) Full Text: DOI OpenURL
Xie, Jiayi; Zhang, Zhimin Finite-time dividend problems in a Lévy risk model under periodic observation. (English) Zbl 07422832 Appl. Math. Comput. 398, Article ID 125981, 23 p. (2021). MSC: 91Bxx 60Kxx PDF BibTeX XML Cite \textit{J. Xie} and \textit{Z. Zhang}, Appl. Math. Comput. 398, Article ID 125981, 23 p. (2021; Zbl 07422832) Full Text: DOI OpenURL
Dibu, A. S.; Jacob, M. J.; Papaioannou, Apostolos D.; Ramsden, Lewis Delayed capital injections for a risk process with Markovian arrivals. (English) Zbl 1476.60127 Methodol. Comput. Appl. Probab. 23, No. 3, 1057-1076 (2021). MSC: 60J25 91B05 45B05 PDF BibTeX XML Cite \textit{A. S. Dibu} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 1057--1076 (2021; Zbl 1476.60127) Full Text: DOI OpenURL
Das, Sangita; Kayal, Suchandan; Balakrishnan, N. Orderings of the smallest claim amounts from exponentiated location-scale models. (English) Zbl 1476.60040 Methodol. Comput. Appl. Probab. 23, No. 3, 971-999 (2021). MSC: 60E15 62G30 60K10 90B25 PDF BibTeX XML Cite \textit{S. Das} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 971--999 (2021; Zbl 1476.60040) Full Text: DOI OpenURL
Zheng, Kai; Li, Yuying; Xu, Weidong Regime switching model estimation: spectral clustering hidden Markov model. (English) Zbl 1476.62172 Ann. Oper. Res. 303, No. 1-2, 297-319 (2021). MSC: 62M02 62M05 62P05 60J60 91G10 PDF BibTeX XML Cite \textit{K. Zheng} et al., Ann. Oper. Res. 303, No. 1--2, 297--319 (2021; Zbl 1476.62172) Full Text: DOI OpenURL
Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation. (English) Zbl 1475.91404 Ann. Oper. Res. 299, No. 1-2, 1281-1315 (2021). Reviewer: Paweł Kliber (Poznan) MSC: 91G70 91G10 62F10 60E05 90C30 PDF BibTeX XML Cite \textit{M. Norton} et al., Ann. Oper. Res. 299, No. 1--2, 1281--1315 (2021; Zbl 1475.91404) Full Text: DOI arXiv OpenURL
Quessy, Jean-François A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses. (English) Zbl 1478.62115 J. Multivariate Anal. 186, Article ID 104815, 13 p. (2021). MSC: 62H05 62H30 62G15 62G20 60E15 PDF BibTeX XML Cite \textit{J.-F. Quessy}, J. Multivariate Anal. 186, Article ID 104815, 13 p. (2021; Zbl 1478.62115) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. L. Kirkby} and \textit{D. Nguyen}, Insur. Math. Econ. 100, 408--428 (2021; Zbl 1471.91465) Full Text: DOI OpenURL
Maciak, Matúš; Okhrin, Ostap; Pešta, Michal Infinitely stochastic micro reserving. (English) Zbl 1471.91474 Insur. Math. Econ. 100, 30-58 (2021). MSC: 91G05 60G25 60G55 62M20 62P05 PDF BibTeX XML Cite \textit{M. Maciak} et al., Insur. Math. Econ. 100, 30--58 (2021; Zbl 1471.91474) Full Text: DOI OpenURL
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil; Zhou, Chao Gambling for resurrection and the heat equation on a triangle. (English) Zbl 07410968 Appl. Math. Optim. 84, No. 3, 3111-3136 (2021). MSC: 60G44 49L20 35C10 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., Appl. Math. Optim. 84, No. 3, 3111--3136 (2021; Zbl 07410968) Full Text: DOI HAL OpenURL
Krupskii, Pavel; Genton, Marc G. Conditional normal extreme-value copulas. (English) Zbl 1475.62163 Extremes 24, No. 3, 403-431 (2021). MSC: 62H05 60G70 62P20 62P35 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{M. G. Genton}, Extremes 24, No. 3, 403--431 (2021; Zbl 1475.62163) Full Text: DOI arXiv OpenURL
Wang, Wei; He, Jingmin Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. (English) Zbl 07399077 Period. Math. Hung. 82, No. 1, 39-55 (2021). MSC: 60J99 91G05 PDF BibTeX XML Cite \textit{W. Wang} and \textit{J. He}, Period. Math. Hung. 82, No. 1, 39--55 (2021; Zbl 07399077) Full Text: DOI OpenURL
Renaud, Jean-François; Simard, Clarence A stochastic control problem with linearly bounded control rates in a Brownian model. (English) Zbl 1470.91232 SIAM J. Control Optim. 59, No. 5, 3103-3117 (2021). MSC: 91G05 93E20 60J60 PDF BibTeX XML Cite \textit{J.-F. Renaud} and \textit{C. Simard}, SIAM J. Control Optim. 59, No. 5, 3103--3117 (2021; Zbl 1470.91232) Full Text: DOI arXiv OpenURL
Bouzebda, Salim; Elhattab, Issam; Nemouchi, Boutheina On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation. (English) Zbl 1472.62067 J. Nonparametric Stat. 33, No. 2, 321-358 (2021). MSC: 62G30 62G07 62H05 62E20 60F05 60F15 PDF BibTeX XML Cite \textit{S. Bouzebda} et al., J. Nonparametric Stat. 33, No. 2, 321--358 (2021; Zbl 1472.62067) Full Text: DOI OpenURL
Pelessoni, Renato; Vicig, Paolo; Corsato, Chiara Inference with nearly-linear uncertainty models. (English) Zbl 1467.62018 Fuzzy Sets Syst. 412, 1-26 (2021). MSC: 62A86 60A86 62J86 PDF BibTeX XML Cite \textit{R. Pelessoni} et al., Fuzzy Sets Syst. 412, 1--26 (2021; Zbl 1467.62018) Full Text: DOI OpenURL
Peng, Xingchun; Chen, Fenge Mean-variance asset-liability management with partial information and uncertain time horizon. (English) Zbl 1471.91550 Optimization 70, No. 7, 1609-1636 (2021). MSC: 91G15 93E20 60H30 PDF BibTeX XML Cite \textit{X. Peng} and \textit{F. Chen}, Optimization 70, No. 7, 1609--1636 (2021; Zbl 1471.91550) Full Text: DOI OpenURL
Esquível, M. L.; Mota, P. P.; Pina, J. P. On a stochastic model for a cooperative banking scheme for microcredit. (English) Zbl 1470.91304 Theory Probab. Appl. 66, No. 2, 326-335 (2021) and Teor. Veroyatn. Primen. 66, No. 2, 402-414 (2021). MSC: 91G40 60G55 PDF BibTeX XML Cite \textit{M. L. Esquível} et al., Theory Probab. Appl. 66, No. 2, 326--335 (2021; Zbl 1470.91304) Full Text: DOI OpenURL
Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate. (English) Zbl 1470.91227 Decis. Econ. Finance 44, No. 1, 57-72 (2021). MSC: 91G05 91G30 68T05 60G15 PDF BibTeX XML Cite \textit{L. Goudenège} et al., Decis. Econ. Finance 44, No. 1, 57--72 (2021; Zbl 1470.91227) Full Text: DOI arXiv OpenURL
Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. (English) Zbl 1472.91038 Scand. Actuar. J. 2021, No. 5, 380-407 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60K15 PDF BibTeX XML Cite \textit{C. Bettonville} et al., Scand. Actuar. J. 2021, No. 5, 380--407 (2021; Zbl 1472.91038) Full Text: DOI OpenURL
Tanoue, Yuta Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables. (English) Zbl 1480.60048 Probab. Uncertain. Quant. Risk 6, No. 1, 53-60 (2021). MSC: 60E15 62P05 91G70 PDF BibTeX XML Cite \textit{Y. Tanoue}, Probab. Uncertain. Quant. Risk 6, No. 1, 53--60 (2021; Zbl 1480.60048) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Liu, Yanxin Recent declines in life expectancy: implication on longevity risk hedging. (English) Zbl 1465.91095 Insur. Math. Econ. 99, 376-394 (2021). MSC: 91G05 60H30 35Q91 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{Y. Liu}, Insur. Math. Econ. 99, 376--394 (2021; Zbl 1465.91095) Full Text: DOI OpenURL
Liu, Shuang-sui; Guo, Wen-jing; Tong, Xin-le Martingale method for optimal investment and proportional reinsurance. (English) Zbl 1474.91155 Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 16-30 (2021). MSC: 91G05 60G44 60G51 PDF BibTeX XML Cite \textit{S.-s. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 16--30 (2021; Zbl 1474.91155) Full Text: DOI OpenURL
Ahmad, Zubair; Mahmoudi, Eisa; Alizadeh, Morad; Roozegar, Rasool; Afify, Ahmed Z. The exponential T-X family of distributions: properties and an application to insurance data. (English) Zbl 1477.60031 J. Math. 2021, Article ID 3058170, 18 p. (2021). MSC: 60E05 62F10 91G05 PDF BibTeX XML Cite \textit{Z. Ahmad} et al., J. Math. 2021, Article ID 3058170, 18 p. (2021; Zbl 1477.60031) Full Text: DOI OpenURL
Sharma, Nitu; Pasricha, Puneet; Selvamuthu, Dharmaraja Valuation of equity-indexed annuities under correlated jump-diffusion processes. (English) Zbl 1471.91481 J. Comput. Appl. Math. 395, Article ID 113575, 14 p. (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 91G30 60J76 PDF BibTeX XML Cite \textit{N. Sharma} et al., J. Comput. Appl. Math. 395, Article ID 113575, 14 p. (2021; Zbl 1471.91481) Full Text: DOI OpenURL
Peng, Ling; Kloeden, Peter E. Time-consistent portfolio optimization. (English) Zbl 07354074 Eur. J. Oper. Res. 288, No. 1, 183-193 (2021). MSC: 60H35 60H10 91A35 PDF BibTeX XML Cite \textit{L. Peng} and \textit{P. E. Kloeden}, Eur. J. Oper. Res. 288, No. 1, 183--193 (2021; Zbl 07354074) Full Text: DOI OpenURL
Ding, Kailin; Cui, Zhenyu; Wang, Yongjin A Markov chain approximation scheme for option pricing under skew diffusions. (English) Zbl 1466.91332 Quant. Finance 21, No. 3, 461-480 (2021). MSC: 91G20 60J28 PDF BibTeX XML Cite \textit{K. Ding} et al., Quant. Finance 21, No. 3, 461--480 (2021; Zbl 1466.91332) Full Text: DOI OpenURL
Cohen, Asaf; Young, Virginia R. Optimal dividend problem: asymptotic analysis. (English) Zbl 1464.91068 SIAM J. Financ. Math. 12, No. 1, 29-46 (2021). MSC: 91G05 93E20 60G99 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{V. R. Young}, SIAM J. Financ. Math. 12, No. 1, 29--46 (2021; Zbl 1464.91068) Full Text: DOI arXiv OpenURL
Torrado, Nuria; Navarro, Jorge Ranking the extreme claim amounts in dependent individual risk models. (English) Zbl 1466.91271 Scand. Actuar. J. 2021, No. 3, 218-247 (2021). MSC: 91G05 60E15 62P05 65H05 PDF BibTeX XML Cite \textit{N. Torrado} and \textit{J. Navarro}, Scand. Actuar. J. 2021, No. 3, 218--247 (2021; Zbl 1466.91271) Full Text: DOI OpenURL
Bahraoui, Tarik; Kolev, Nikolai New measure of the bivariate asymmetry. (English) Zbl 1465.62108 Sankhyā, Ser. A 83, No. 1, 421-448 (2021). MSC: 62H20 62H05 62G30 60E10 PDF BibTeX XML Cite \textit{T. Bahraoui} and \textit{N. Kolev}, Sankhyā, Ser. A 83, No. 1, 421--448 (2021; Zbl 1465.62108) Full Text: DOI OpenURL
Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. (English) Zbl 1460.91298 Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021). MSC: 91G70 60G70 PDF BibTeX XML Cite \textit{R. Leipus} et al., Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021; Zbl 1460.91298) Full Text: DOI OpenURL
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying Volterra mortality model: actuarial valuation and risk management with long-range dependence. (English) Zbl 1460.91240 Insur. Math. Econ. 96, 1-14 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 60G22 PDF BibTeX XML Cite \textit{L. Wang} et al., Insur. Math. Econ. 96, 1--14 (2021; Zbl 1460.91240) Full Text: DOI arXiv OpenURL
Zhang, Lili The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 1461.91085 Bull. Iran. Math. Soc. 47, No. 2, 569-583 (2021). MSC: 91B05 60K25 60G40 62P05 60J74 45J05 PDF BibTeX XML Cite \textit{L. Zhang}, Bull. Iran. Math. Soc. 47, No. 2, 569--583 (2021; Zbl 1461.91085) Full Text: DOI OpenURL
Shi, Benxuan; Zhang, Zhimin Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection. (English) Zbl 1458.91188 Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105651, 18 p. (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{B. Shi} and \textit{Z. Zhang}, Commun. Nonlinear Sci. Numer. Simul. 95, Article ID 105651, 18 p. (2021; Zbl 1458.91188) Full Text: DOI OpenURL
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDF BibTeX XML Cite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI OpenURL
Psarrakos, Georgios; Toomaj, Abdolsaeed On the elasticity of expected interepoch intervals in a non-homogeneous Poisson process under small variations of hazard rate. (English) Zbl 07507790 Probab. Eng. Inf. Sci. 34, No. 4, 550-569 (2020). MSC: 91G05 60E05 60G55 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{A. Toomaj}, Probab. Eng. Inf. Sci. 34, No. 4, 550--569 (2020; Zbl 07507790) Full Text: DOI OpenURL
Aldhufairi, Fadal A. A.; Sepanski, Jungsywan H. New families of bivariate copulas via unit Weibull distortion. (English) Zbl 1472.62071 J. Stat. Distrib. Appl. 7, Paper No. 8, 20 p. (2020). MSC: 62H05 62H10 60E05 PDF BibTeX XML Cite \textit{F. A. A. Aldhufairi} and \textit{J. H. Sepanski}, J. Stat. Distrib. Appl. 7, Paper No. 8, 20 p. (2020; Zbl 1472.62071) Full Text: DOI OpenURL
Kirkby, J. Lars; Nguyen, Duy Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models. (English) Zbl 1461.91315 Ann. Finance 16, No. 3, 307-351 (2020). MSC: 91G20 60G51 60J28 60G40 PDF BibTeX XML Cite \textit{J. L. Kirkby} and \textit{D. Nguyen}, Ann. Finance 16, No. 3, 307--351 (2020; Zbl 1461.91315) Full Text: DOI OpenURL
Zeddouk, Fadoua; Devolder, Pierre Mean reversion in stochastic mortality: why and how? (English) Zbl 1455.91231 Eur. Actuar. J. 10, No. 2, 499-525 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{F. Zeddouk} and \textit{P. Devolder}, Eur. Actuar. J. 10, No. 2, 499--525 (2020; Zbl 1455.91231) Full Text: DOI Link OpenURL
Gajek, Lesław; Rudź, Marcin Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model. (English) Zbl 1455.91222 Methodol. Comput. Appl. Probab. 22, No. 4, 1507-1528 (2020). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{M. Rudź}, Methodol. Comput. Appl. Probab. 22, No. 4, 1507--1528 (2020; Zbl 1455.91222) Full Text: DOI OpenURL
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv OpenURL
Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 1454.91211 Scand. Actuar. J. 2020, No. 8, 736-753 (2020); correction ibid. 2020, No. 8, i-ii (2020). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 1454.91211) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Discussion on: “A general semi-Markov model for coupled lifetimes”. (English) Zbl 1454.91187 N. Am. Actuar. J. 24, No. 3, 491-494 (2020). MSC: 91G05 60J85 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 24, No. 3, 491--494 (2020; Zbl 1454.91187) Full Text: DOI OpenURL
Ji, Min; Aminzadeh, Mostafa; Deng, Min Predictive modeling of threshold life tables. (English) Zbl 1455.91225 N. Am. Actuar. J. 24, No. 2, 316-332 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 60G70 62P05 PDF BibTeX XML Cite \textit{M. Ji} et al., N. Am. Actuar. J. 24, No. 2, 316--332 (2020; Zbl 1455.91225) Full Text: DOI OpenURL
Dey, Ashim Kumar; Das, Kumer Pial Predicting federal funds rate using extreme value theory. (English) Zbl 1455.91161 Stoch. Qual. Control 35, No. 1, 1-15 (2020). MSC: 91B64 62P20 62G32 60G70 PDF BibTeX XML Cite \textit{A. K. Dey} and \textit{K. P. Das}, Stoch. Qual. Control 35, No. 1, 1--15 (2020; Zbl 1455.91161) Full Text: DOI OpenURL
Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. (English) Zbl 1461.60028 ESAIM, Probab. Stat. 24, 454-525 (2020). MSC: 60G51 60G40 60J45 PDF BibTeX XML Cite \textit{F. Avram} et al., ESAIM, Probab. Stat. 24, 454--525 (2020; Zbl 1461.60028) Full Text: DOI arXiv OpenURL
Zhang, Yuxin; Brockett, Patrick Modeling stochastic mortality for joint lives through subordinators. (English) Zbl 1452.91285 Insur. Math. Econ. 95, 166-172 (2020). MSC: 91G05 91D20 60J70 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{P. Brockett}, Insur. Math. Econ. 95, 166--172 (2020; Zbl 1452.91285) Full Text: DOI OpenURL
Nie, Changwei; Chen, Mi; Liu, Haiyan On a discrete Markov-modulated risk model with random premium income and delayed claims. (English) Zbl 1459.91163 Math. Probl. Eng. 2020, Article ID 3042543, 10 p. (2020). MSC: 91G05 62P05 93E20 60K10 PDF BibTeX XML Cite \textit{C. Nie} et al., Math. Probl. Eng. 2020, Article ID 3042543, 10 p. (2020; Zbl 1459.91163) Full Text: DOI OpenURL
Gómez-Déniz, E.; Calderín-Ojeda, E. On the usefulness of the logarithmic skew normal distribution for describing claims size data. (English) Zbl 1459.91159 Math. Probl. Eng. 2020, Article ID 1420618, 9 p. (2020). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{E. Gómez-Déniz} and \textit{E. Calderín-Ojeda}, Math. Probl. Eng. 2020, Article ID 1420618, 9 p. (2020; Zbl 1459.91159) Full Text: DOI OpenURL
Lindskog, Filip; Majumder, Abhishek Pal Exact long time behavior of some regime switching stochastic processes. (English) Zbl 1455.60106 Bernoulli 26, No. 4, 2572-2604 (2020). MSC: 60J60 60J27 PDF BibTeX XML Cite \textit{F. Lindskog} and \textit{A. P. Majumder}, Bernoulli 26, No. 4, 2572--2604 (2020; Zbl 1455.60106) Full Text: DOI arXiv Euclid OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Li, Yanhong; Zhao, Chunming Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English) Zbl 1453.60149 Probab. Math. Stat. 40, No. 1, 57-81 (2020). MSC: 60J99 91G40 60G51 PDF BibTeX XML Cite \textit{I. Czarna} et al., Probab. Math. Stat. 40, No. 1, 57--81 (2020; Zbl 1453.60149) Full Text: DOI OpenURL
Akahori, Jirô; Constantinescu, Corina; Miyagi, Kei Itô calculus for Cramér-Lundberg model. (English) Zbl 1448.91251 JSIAM Lett. 12, 25-28 (2020). MSC: 91G05 60K10 60H30 PDF BibTeX XML Cite \textit{J. Akahori} et al., JSIAM Lett. 12, 25--28 (2020; Zbl 1448.91251) Full Text: DOI OpenURL
Zhang, Qiang; Chen, Ping Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps. (English) Zbl 1459.91169 Methodol. Comput. Appl. Probab. 22, No. 2, 777-801 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 49L20 60H30 60J74 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{P. Chen}, Methodol. Comput. Appl. Probab. 22, No. 2, 777--801 (2020; Zbl 1459.91169) Full Text: DOI OpenURL
Lefèvre, Claude; Simon, Matthieu SIR-type epidemic models as block-structured Markov processes. (English) Zbl 1448.92314 Methodol. Comput. Appl. Probab. 22, No. 2, 433-453 (2020). MSC: 92D30 60J28 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 22, No. 2, 433--453 (2020; Zbl 1448.92314) Full Text: DOI OpenURL
Glazyrina, Anna; Melnikov, Alexander Bachelier model with stopping time and its insurance application. (English) Zbl 1446.91060 Insur. Math. Econ. 93, 156-167 (2020). MSC: 91G05 91G20 60G40 PDF BibTeX XML Cite \textit{A. Glazyrina} and \textit{A. Melnikov}, Insur. Math. Econ. 93, 156--167 (2020; Zbl 1446.91060) Full Text: DOI OpenURL
Huang, Fei; Maller, Ross; Ning, Xu Modelling life tables with advanced ages: an extreme value theory approach. (English) Zbl 1446.91062 Insur. Math. Econ. 93, 95-115 (2020). MSC: 91G05 60G70 PDF BibTeX XML Cite \textit{F. Huang} et al., Insur. Math. Econ. 93, 95--115 (2020; Zbl 1446.91062) Full Text: DOI OpenURL
Zhai, Jia; Zheng, Haitao; Bai, Manying; Jiang, Yunyun An uncertain alternating renewal insurance risk model. (English) Zbl 1459.91167 Math. Probl. Eng. 2020, Article ID 3856323, 13 p. (2020). MSC: 91G05 62P05 60K05 91G70 PDF BibTeX XML Cite \textit{J. Zhai} et al., Math. Probl. Eng. 2020, Article ID 3856323, 13 p. (2020; Zbl 1459.91167) Full Text: DOI OpenURL
Nie, Ciyu; Li, Jingchao; Wang, Shaun Modeling the effect of spending on cyber security by using surplus process. (English) Zbl 1459.94162 Math. Probl. Eng. 2020, Article ID 3239591, 10 p. (2020). MSC: 94A62 91G05 62P05 60K10 PDF BibTeX XML Cite \textit{C. Nie} et al., Math. Probl. Eng. 2020, Article ID 3239591, 10 p. (2020; Zbl 1459.94162) Full Text: DOI OpenURL
Brachetta, Matteo; Schmidli, Hanspeter Optimal reinsurance and investment in a diffusion model. (English) Zbl 1444.91191 Decis. Econ. Finance 43, No. 1, 341-361 (2020). MSC: 91G05 60G44 60J60 93E20 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{H. Schmidli}, Decis. Econ. Finance 43, No. 1, 341--361 (2020; Zbl 1444.91191) Full Text: DOI arXiv OpenURL
Le Courtois, Olivier; Quittard-Pinon, François; Su, Xiaoshan Pricing and hedging defaultable participating contracts with regime switching and jump risk. (English) Zbl 1444.91192 Decis. Econ. Finance 43, No. 1, 303-339 (2020). MSC: 91G05 91G40 60J74 PDF BibTeX XML Cite \textit{O. Le Courtois} et al., Decis. Econ. Finance 43, No. 1, 303--339 (2020; Zbl 1444.91192) Full Text: DOI OpenURL
Palmowski, Zbigniew; Vatamidou, Eleni Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps. (English) Zbl 1451.60087 Stoch. Models 36, No. 2, 337-363 (2020). MSC: 60J28 60G70 91G05 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{E. Vatamidou}, Stoch. Models 36, No. 2, 337--363 (2020; Zbl 1451.60087) Full Text: DOI arXiv OpenURL
Peng, Xuanhua; Su, Wen; Zhang, Zhimin On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy. (English) Zbl 1449.91107 J. Ind. Manag. Optim. 16, No. 4, 1967-1986 (2020). MSC: 91G05 60K10 60J74 45K05 PDF BibTeX XML Cite \textit{X. Peng} et al., J. Ind. Manag. Optim. 16, No. 4, 1967--1986 (2020; Zbl 1449.91107) Full Text: DOI OpenURL
Czarna, Irmina; Kaszubowski, Adam Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs. (English) Zbl 1446.60035 J. Optim. Theory Appl. 185, No. 3, 982-1007 (2020). MSC: 60G40 60G51 93E20 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{A. Kaszubowski}, J. Optim. Theory Appl. 185, No. 3, 982--1007 (2020; Zbl 1446.60035) Full Text: DOI arXiv OpenURL
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. (English) Zbl 1443.91271 J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020). MSC: 91G10 60H10 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Comput. Appl. Math. 380, Article ID 112951, 16 p. (2020; Zbl 1443.91271) Full Text: DOI OpenURL
Lin, Yufeng; Wu, Yuehua; Wang, Xiaogang; Ding, Hao A segmented generalized Markov regime-switching model with its application in financial time series data. (English) Zbl 07194316 J. Stat. Comput. Simulation 90, No. 5, 839-853 (2020). MSC: 60J22 62C12 65C40 PDF BibTeX XML Cite \textit{Y. Lin} et al., J. Stat. Comput. Simulation 90, No. 5, 839--853 (2020; Zbl 07194316) Full Text: DOI OpenURL
Sendova, Kristina P.; Zhang, Ruixi Maximum surplus and \(R_n\) class of distributions with an application to dividends. (English) Zbl 1433.91145 J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 45K05 PDF BibTeX XML Cite \textit{K. P. Sendova} and \textit{R. Zhang}, J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020; Zbl 1433.91145) Full Text: DOI OpenURL
Baños, David; Bølviken, Erik; Duedahl, Sindre; Proske, Frank Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes. (English) Zbl 1430.91072 Scand. Actuar. J. 2020, No. 1, 44-83 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Baños} et al., Scand. Actuar. J. 2020, No. 1, 44--83 (2020; Zbl 1430.91072) Full Text: DOI Link OpenURL
Bhati, Deepesh; Bakouch, Hassan S. A new infinitely divisible discrete distribution with applications to count data modeling. (English) Zbl 07530891 Commun. Stat., Theory Methods 48, No. 6, 1401-1416 (2019). MSC: 60E05 62E15 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{H. S. Bakouch}, Commun. Stat., Theory Methods 48, No. 6, 1401--1416 (2019; Zbl 07530891) Full Text: DOI OpenURL
Xu, Chao; Dong, Yinghui; Wang, Guojing The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier. (English) Zbl 07530016 Commun. Stat., Theory Methods 48, No. 9, 2185-2205 (2019). MSC: 91B25 60J27 60G55 PDF BibTeX XML Cite \textit{C. Xu} et al., Commun. Stat., Theory Methods 48, No. 9, 2185--2205 (2019; Zbl 07530016) Full Text: DOI OpenURL
Mousavi, Seyedjavad Ahmadi; Amirzadeh, Vahid; Rezapour, Mohsen; Sheikhy, Ayob Multivariate tail conditional expectation for scale mixtures of skew-normal distribution. (English) Zbl 07193890 J. Stat. Comput. Simulation 89, No. 17, 3167-3181 (2019). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. A. Mousavi} et al., J. Stat. Comput. Simulation 89, No. 17, 3167--3181 (2019; Zbl 07193890) Full Text: DOI OpenURL
Wang, Yunyun; Yu, Wenguang; Huang, Yujuan Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income. (English) Zbl 1453.91040 Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019). MSC: 91B05 60K10 62P05 PDF BibTeX XML Cite \textit{Y. Wang} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 5071268, 18 p. (2019; Zbl 1453.91040) Full Text: DOI OpenURL
Huang, Yujuan; Yu, Wenguang; Pan, Yu; Cui, Chaoran Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model. (English) Zbl 1453.91039 Discrete Dyn. Nat. Soc. 2019, Article ID 3607201, 15 p. (2019). MSC: 91B05 60G51 62P05 PDF BibTeX XML Cite \textit{Y. Huang} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 3607201, 15 p. (2019; Zbl 1453.91039) Full Text: DOI OpenURL
Das, Bikramjit; Fasen-Hartmann, Vicky Conditional excess risk measures and multivariate regular variation. (English) Zbl 1434.60085 Stat. Risk. Model. 36, No. 1-4, 1-23 (2019). MSC: 60F10 60G50 60G70 PDF BibTeX XML Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, Stat. Risk. Model. 36, No. 1--4, 1--23 (2019; Zbl 1434.60085) Full Text: DOI OpenURL
Siu, Tak Kuen; Elliott, Robert J. Hedging options in a doubly Markov-modulated financial market via stochastic flows. (English) Zbl 1431.91404 Int. J. Theor. Appl. Finance 22, No. 8, Article ID 1950047, 41 p. (2019). Reviewer: George Stoica (Saint John) MSC: 91G20 60J28 91G10 PDF BibTeX XML Cite \textit{T. K. Siu} and \textit{R. J. Elliott}, Int. J. Theor. Appl. Finance 22, No. 8, Article ID 1950047, 41 p. (2019; Zbl 1431.91404) Full Text: DOI OpenURL
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K. Ruin and deficit under claim arrivals with the order statistics property. (English) Zbl 1427.91078 Methodol. Comput. Appl. Probab. 21, No. 2, 511-530 (2019). MSC: 91B05 60K30 60G55 60G51 91G05 PDF BibTeX XML Cite \textit{D. S. Dimitrova} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 511--530 (2019; Zbl 1427.91078) Full Text: DOI OpenURL
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Salhi, Yahia A model-point approach to indifference pricing of life insurance portfolios with dependent lives. (English) Zbl 1429.91276 Methodol. Comput. Appl. Probab. 21, No. 2, 423-448 (2019). MSC: 91G05 62P05 60H10 PDF BibTeX XML Cite \textit{C. Blanchet-Scalliet} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 423--448 (2019; Zbl 1429.91276) Full Text: DOI HAL OpenURL
Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva Tails of higher-order moments with dominatedly varying summands. (English) Zbl 1434.62027 Lith. Math. J. 59, No. 3, 389-407 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 60E05 60G70 62P05 PDF BibTeX XML Cite \textit{R. Leipus} et al., Lith. Math. J. 59, No. 3, 389--407 (2019; Zbl 1434.62027) Full Text: DOI OpenURL
Ghosh, Indranil On the reliability for some bivariate dependent beta and Kumaraswamy distributions: a brief survey. (English) Zbl 1432.62345 Stoch. Qual. Control 34, No. 2, 115-121 (2019). MSC: 62N05 62E15 62H12 60E05 62E10 PDF BibTeX XML Cite \textit{I. Ghosh}, Stoch. Qual. Control 34, No. 2, 115--121 (2019; Zbl 1432.62345) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin Modelling socio-economic differences in mortality using a new affluence index. (English) Zbl 1427.91201 ASTIN Bull. 49, No. 3, 555-590 (2019). MSC: 91D20 60J85 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 49, No. 3, 555--590 (2019; Zbl 1427.91201) Full Text: DOI Link OpenURL