Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; Froyn, Sindre; Piacek, Daniel Spatial modelling of risk premiums for water damage insurance. (English) Zbl 07518394 Scand. Actuar. J. 2022, No. 3, 216-233 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{J. C. Wahl} et al., Scand. Actuar. J. 2022, No. 3, 216--233 (2022; Zbl 07518394) Full Text: DOI OpenURL
Gao, Guangyuan; Shi, Yanlin Age-coherent extensions of the Lee-Carter model. (English) Zbl 07483116 Scand. Actuar. J. 2021, No. 10, 998-1016 (2021). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{G. Gao} and \textit{Y. Shi}, Scand. Actuar. J. 2021, No. 10, 998--1016 (2021; Zbl 07483116) Full Text: DOI OpenURL
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 07483110 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDF BibTeX XML Cite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 07483110) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2021, No. 9, 804--831 (2021; Zbl 1479.91315) Full Text: DOI OpenURL
Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. A non-convex regularization approach for stable estimation of loss development factors. (English) Zbl 1479.91329 Scand. Actuar. J. 2021, No. 9, 779-803 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{H. Jeong} et al., Scand. Actuar. J. 2021, No. 9, 779--803 (2021; Zbl 1479.91329) Full Text: DOI arXiv OpenURL
Li, Peng; Feng, Runhuan Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach. (English) Zbl 1479.91445 Scand. Actuar. J. 2021, No. 9, 744-778 (2021). MSC: 91G60 65C05 65M75 91G05 91B70 PDF BibTeX XML Cite \textit{P. Li} and \textit{R. Feng}, Scand. Actuar. J. 2021, No. 9, 744--778 (2021; Zbl 1479.91445) Full Text: DOI 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
Hillairet, Caroline; Lopez, Olivier Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models. (English) Zbl 1479.91327 Scand. Actuar. J. 2021, No. 8, 671-694 (2021). MSC: 91G05 92D30 PDF BibTeX XML Cite \textit{C. Hillairet} and \textit{O. Lopez}, Scand. Actuar. J. 2021, No. 8, 671--694 (2021; Zbl 1479.91327) Full Text: DOI OpenURL
Zhao, Yanchun; Mao, Tiantian; Yang, Fan Estimation of the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1471.91492 Scand. Actuar. J. 2021, No. 7, 599-622 (2021). Reviewer: Weiping Li (Stillwater) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Scand. Actuar. J. 2021, No. 7, 599--622 (2021; Zbl 1471.91492) Full Text: DOI OpenURL
Zhu, Xiaobai; Hardy, Mary; Saunders, David Structure of intergenerational risk-sharing plans: optimality and fairness. (English) Zbl 1471.91493 Scand. Actuar. J. 2021, No. 7, 543-571 (2021). Reviewer: Weiping Li (Stillwater) MSC: 91G05 PDF BibTeX XML Cite \textit{X. Zhu} et al., Scand. Actuar. J. 2021, No. 7, 543--571 (2021; Zbl 1471.91493) Full Text: DOI OpenURL
Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. (English) Zbl 1471.91467 Scand. Actuar. J. 2021, No. 6, 476-504 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., Scand. Actuar. J. 2021, No. 6, 476--504 (2021; Zbl 1471.91467) Full Text: DOI OpenURL
Chen, An; Qian, Linyi; Yang, Zhixin Tontines with mixed cohorts. (English) Zbl 1470.91220 Scand. Actuar. J. 2021, No. 5, 437-455 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Chen} et al., Scand. Actuar. J. 2021, No. 5, 437--455 (2021; Zbl 1470.91220) Full Text: DOI OpenURL
Tang, Sixian; Li, Jackie Market pricing of longevity-linked securities. (English) Zbl 1472.91041 Scand. Actuar. J. 2021, No. 5, 408-436 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91G20 91D20 PDF BibTeX XML Cite \textit{S. Tang} and \textit{J. Li}, Scand. Actuar. J. 2021, No. 5, 408--436 (2021; Zbl 1472.91041) Full Text: DOI 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
Jin, Zhuo; Liao, Huafu; Yang, Yue; Yu, Xiang Optimal dividend strategy for an insurance group with contagious default risk. (English) Zbl 1470.91229 Scand. Actuar. J. 2021, No. 4, 335-361 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G40 PDF BibTeX XML Cite \textit{Z. Jin} et al., Scand. Actuar. J. 2021, No. 4, 335--361 (2021; Zbl 1470.91229) Full Text: DOI arXiv OpenURL
Salahnejhad Ghalehjooghi, Ahmad; Pelsser, Antoon Time-consistent and market-consistent actuarial valuation of the participating pension contract. (English) Zbl 1475.91315 Scand. Actuar. J. 2021, No. 4, 266-294 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Salahnejhad Ghalehjooghi} and \textit{A. Pelsser}, Scand. Actuar. J. 2021, No. 4, 266--294 (2021; Zbl 1475.91315) Full Text: DOI 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
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. (English) Zbl 1468.91122 Scand. Actuar. J. 2021, No. 3, 198-217 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 PDF BibTeX XML Cite \textit{M. Chen} et al., Scand. Actuar. J. 2021, No. 3, 198--217 (2021; Zbl 1468.91122) Full Text: DOI arXiv OpenURL
Baione, Fabio; Biancalana, Davide An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking. (English) Zbl 1467.91129 Scand. Actuar. J. 2021, No. 2, 156-170 (2021). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{F. Baione} and \textit{D. Biancalana}, Scand. Actuar. J. 2021, No. 2, 156--170 (2021; Zbl 1467.91129) Full Text: DOI OpenURL
Dodd, Erengul; Forster, Jonathan J.; Bijak, Jakub; Smith, Peter W. F. Stochastic modelling and projection of mortality improvements using a hybrid parametric/semi-parametric age-period-cohort model. (English) Zbl 1471.91457 Scand. Actuar. J. 2021, No. 2, 134-155 (2021). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G05 91B84 62P05 PDF BibTeX XML Cite \textit{E. Dodd} et al., Scand. Actuar. J. 2021, No. 2, 134--155 (2021; Zbl 1471.91457) Full Text: DOI OpenURL
Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. Genetics, insurance and hypertrophic cardiomyopathy. (English) Zbl 1466.91259 Scand. Actuar. J. 2021, No. 1, 54-81 (2021). MSC: 91G05 92C60 92D10 62P10 PDF BibTeX XML Cite \textit{O. Haçarız} et al., Scand. Actuar. J. 2021, No. 1, 54--81 (2021; Zbl 1466.91259) Full Text: DOI OpenURL
Li, Jackie; Wong, Kenneth Incorporating structural changes in mortality improvements for mortality forecasting. (English) Zbl 1454.91198 Scand. Actuar. J. 2020, No. 9, 776-791 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Li} and \textit{K. Wong}, Scand. Actuar. J. 2020, No. 9, 776--791 (2020; Zbl 1454.91198) Full Text: DOI OpenURL
Dong, Yumo; Huang, Fei; Yu, Honglin; Haberman, Steven Multi-population mortality forecasting using tensor decomposition. (English) Zbl 1454.91179 Scand. Actuar. J. 2020, No. 8, 754-775 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{Y. Dong} et al., Scand. Actuar. J. 2020, No. 8, 754--775 (2020; Zbl 1454.91179) Full Text: DOI Link 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
Naka, Poontavika; Boado-Penas, María del Carmen; Lanot, Gauthier A multiple state model for the working-age disabled population using cross-sectional data. (English) Zbl 1454.91204 Scand. Actuar. J. 2020, No. 8, 700-717 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{P. Naka} et al., Scand. Actuar. J. 2020, No. 8, 700--717 (2020; Zbl 1454.91204) Full Text: DOI OpenURL
Guan, Guohui; Wang, Xiaojun Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility. (English) Zbl 1451.91167 Scand. Actuar. J. 2020, No. 8, 677-699 (2020). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{G. Guan} and \textit{X. Wang}, Scand. Actuar. J. 2020, No. 8, 677--699 (2020; Zbl 1451.91167) Full Text: DOI OpenURL
Sherris, Michael; Xu, Yajing; Ziveyi, Jonathan Cohort and value-based multi-country longevity risk management. (English) Zbl 1448.91267 Scand. Actuar. J. 2020, No. 7, 650-676 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{M. Sherris} et al., Scand. Actuar. J. 2020, No. 7, 650--676 (2020; Zbl 1448.91267) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors. (English) Zbl 1448.91261 Scand. Actuar. J. 2020, No. 7, 634-649 (2020). MSC: 91G05 62P05 62F15 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, Scand. Actuar. J. 2020, No. 7, 634--649 (2020; Zbl 1448.91261) Full Text: DOI OpenURL
He, Lin; Liang, Zongxia; Liu, Yang; Ma, Ming Weighted utility optimization of the participating endowment contract. (English) Zbl 1448.91260 Scand. Actuar. J. 2020, No. 7, 577-613 (2020). MSC: 91G05 91B16 93E20 PDF BibTeX XML Cite \textit{L. He} et al., Scand. Actuar. J. 2020, No. 7, 577--613 (2020; Zbl 1448.91260) Full Text: DOI OpenURL
Bischofberger, Stephan M.; Hiabu, Munir; Isakson, Alex Continuous chain-ladder with paid data. (English) Zbl 1448.91254 Scand. Actuar. J. 2020, No. 6, 477-502 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. M. Bischofberger} et al., Scand. Actuar. J. 2020, No. 6, 477--502 (2020; Zbl 1448.91254) Full Text: DOI arXiv OpenURL
Schumacher, Johannes M. Efficiency of institutional spending and investment rules. (English) Zbl 1447.91146 Scand. Actuar. J. 2020, No. 5, 454-476 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J. M. Schumacher}, Scand. Actuar. J. 2020, No. 5, 454--476 (2020; Zbl 1447.91146) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{N. Wang} and \textit{T. K. Siu}, Scand. Actuar. J. 2020, No. 5, 419--453 (2020; Zbl 1447.91151) Full Text: DOI OpenURL
Yener, Haluk Proportional reinsurance and investment in multiple risky assets under borrowing constraint. (English) Zbl 1447.91153 Scand. Actuar. J. 2020, No. 5, 396-418 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yener}, Scand. Actuar. J. 2020, No. 5, 396--418 (2020; Zbl 1447.91153) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Ghossoub}, Scand. Actuar. J. 2020, No. 3, 245--271 (2020; Zbl 1436.91102) Full Text: DOI OpenURL
Hartman, Brian; Groendyke, Chris; Engler, David Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing. (English) Zbl 1433.91133 Scand. Actuar. J. 2020, No. 2, 152-171 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{B. Hartman} et al., Scand. Actuar. J. 2020, No. 2, 152--171 (2020; Zbl 1433.91133) 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
Fergusson, K. Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure. (English) Zbl 1426.91216 Scand. Actuar. J. 2019, No. 10, 867-902 (2019). MSC: 91G05 62P05 91G20 91G30 PDF BibTeX XML Cite \textit{K. Fergusson}, Scand. Actuar. J. 2019, No. 10, 867--902 (2019; Zbl 1426.91216) Full Text: DOI Link OpenURL
Grün, Bettina; Miljkovic, Tatjana Extending composite loss models using a general framework of advanced computational tools. (English) Zbl 1422.91351 Scand. Actuar. J. 2019, No. 8, 642-660 (2019). MSC: 91B30 62P05 62G32 91-08 PDF BibTeX XML Cite \textit{B. Grün} and \textit{T. Miljkovic}, Scand. Actuar. J. 2019, No. 8, 642--660 (2019; Zbl 1422.91351) Full Text: DOI OpenURL
Medford, Anthony; Vaupel, James W. An introduction to gevistic regression mortality models. (English) Zbl 1422.91364 Scand. Actuar. J. 2019, No. 7, 604-620 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. Medford} and \textit{J. W. Vaupel}, Scand. Actuar. J. 2019, No. 7, 604--620 (2019; Zbl 1422.91364) Full Text: DOI OpenURL
Langbord, Limor; Landsman, Zinoviy; Makov, Udi E. Intrinsic objective Bayesian estimation of the mean of the Tweedie family. (English) Zbl 1426.62091 Scand. Actuar. J. 2019, No. 7, 585-603 (2019). MSC: 62F15 62E15 62P05 PDF BibTeX XML Cite \textit{L. Langbord} et al., Scand. Actuar. J. 2019, No. 7, 585--603 (2019; Zbl 1426.62091) Full Text: DOI OpenURL
Syring, Nicholas; Hong, Liang; Martin, Ryan Gibbs posterior inference on value-at-risk. (English) Zbl 1422.91376 Scand. Actuar. J. 2019, No. 7, 548-557 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{N. Syring} et al., Scand. Actuar. J. 2019, No. 7, 548--557 (2019; Zbl 1422.91376) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Zhang, Ying A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. (English) Zbl 1411.91317 Scand. Actuar. J. 2019, No. 5, 406-431 (2019). MSC: 91B30 62P10 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{Y. Zhang}, Scand. Actuar. J. 2019, No. 5, 406--431 (2019; Zbl 1411.91317) Full Text: DOI Link OpenURL
Cheung, Eric C. K.; Feng, Runhuan Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times. (English) Zbl 1411.91271 Scand. Actuar. J. 2019, No. 5, 355-386 (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{R. Feng}, Scand. Actuar. J. 2019, No. 5, 355--386 (2019; Zbl 1411.91271) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi; Sendova, Kristina P. The expected discounted penalty function: from infinite time to finite time. (English) Zbl 1411.91303 Scand. Actuar. J. 2019, No. 4, 336-354 (2019). MSC: 91B30 35Q91 45K05 PDF BibTeX XML Cite \textit{S. Li} et al., Scand. Actuar. J. 2019, No. 4, 336--354 (2019; Zbl 1411.91303) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{W. Wang} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 4, 291--307 (2019; Zbl 1411.91320) Full Text: DOI OpenURL
Li, Jackie; Liu, Jia A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes. (English) Zbl 1411.91300 Scand. Actuar. J. 2019, No. 2, 97-112 (2019). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{J. Li} and \textit{J. Liu}, Scand. Actuar. J. 2019, No. 2, 97--112 (2019; Zbl 1411.91300) Full Text: DOI OpenURL
Li, Hong; Lu, Yang Modeling cause-of-death mortality using hierarchical Archimedean copula. (English) Zbl 1411.91299 Scand. Actuar. J. 2019, No. 3, 247-272 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2019, No. 3, 247--272 (2019; Zbl 1411.91299) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Scand. Actuar. J. 2019, No. 1, 62--79 (2019; Zbl 1418.91238) Full Text: DOI OpenURL
Cheung, Eric C. K.; Zhang, Zhimin Periodic threshold-type dividend strategy in the compound Poisson risk model. (English) Zbl 1418.91232 Scand. Actuar. J. 2019, No. 1, 1-31 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 1, 1--31 (2019; Zbl 1418.91232) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure. (English) Zbl 1418.91240 Scand. Actuar. J. 2018, No. 10, 863-889 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Scand. Actuar. J. 2018, No. 10, 863--889 (2018; Zbl 1418.91240) Full Text: DOI OpenURL
Shiraishi, Hiroshi; Lu, Zudi Semiparametric estimation in the optimal dividend barrier for the classical risk model. (English) Zbl 1418.91257 Scand. Actuar. J. 2018, No. 9, 845-862 (2018). MSC: 91B30 62P05 91G50 PDF BibTeX XML Cite \textit{H. Shiraishi} and \textit{Z. Lu}, Scand. Actuar. J. 2018, No. 9, 845--862 (2018; Zbl 1418.91257) Full Text: DOI Link OpenURL
Zhu, Xiaobai; Hardy, Mary; Saunders, David Valuation of an early exercise defined benefit underpin hybrid pension. (English) Zbl 1418.91261 Scand. Actuar. J. 2018, No. 9, 823-844 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{X. Zhu} et al., Scand. Actuar. J. 2018, No. 9, 823--844 (2018; Zbl 1418.91261) Full Text: DOI arXiv OpenURL
Rosenlund, Stig Credibility pseudo-estimators. (English) Zbl 1407.62393 Scand. Actuar. J. 2018, No. 9, 770-791 (2018). MSC: 62P05 62J12 91B30 PDF BibTeX XML Cite \textit{S. Rosenlund}, Scand. Actuar. J. 2018, No. 9, 770--791 (2018; Zbl 1407.62393) Full Text: DOI OpenURL
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao Moments of renewal shot-noise processes and their applications. (English) Zbl 1418.91243 Scand. Actuar. J. 2018, No. 8, 727-752 (2018). MSC: 91B30 60K10 62P05 60G55 91G40 PDF BibTeX XML Cite \textit{J. Jang} et al., Scand. Actuar. J. 2018, No. 8, 727--752 (2018; Zbl 1418.91243) Full Text: DOI Link OpenURL
Arık, Ayşe; Yolcu-Okur, Yeliz; Şahin, Şule; Uğur, Ömür Pricing pension buy-outs under stochastic interest and mortality rates. (English) Zbl 1396.91290 Scand. Actuar. J. 2018, No. 3, 173-190 (2018). MSC: 91B30 60J60 91G30 PDF BibTeX XML Cite \textit{A. Arık} et al., Scand. Actuar. J. 2018, No. 3, 173--190 (2018; Zbl 1396.91290) Full Text: DOI OpenURL
Li, Hong; Lu, Yang A Bayesian non-parametric model for small population mortality. (English) Zbl 1416.91204 Scand. Actuar. J. 2018, No. 7, 605-628 (2018). MSC: 91B30 62P05 91D20 62F15 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2018, No. 7, 605--628 (2018; Zbl 1416.91204) Full Text: DOI HAL OpenURL
Alai, Daniel H.; Landsman, Zinoviy Lifetime dependence models generated by multiply monotone functions. (English) Zbl 1398.62127 Scand. Actuar. J. 2018, No. 7, 576-604 (2018). MSC: 62H05 62N05 60E05 91B30 PDF BibTeX XML Cite \textit{D. H. Alai} and \textit{Z. Landsman}, Scand. Actuar. J. 2018, No. 7, 576--604 (2018; Zbl 1398.62127) Full Text: DOI Link OpenURL
Hong, Liang; Martin, Ryan Dirichlet process mixture models for insurance loss data. (English) Zbl 1416.91188 Scand. Actuar. J. 2018, No. 6, 545-554 (2018). MSC: 91B30 62P05 62G07 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, Scand. Actuar. J. 2018, No. 6, 545--554 (2018; Zbl 1416.91188) Full Text: DOI OpenURL
Vidmar, Matija Ruin under stochastic dependence between premium and claim arrivals. (English) Zbl 1416.91223 Scand. Actuar. J. 2018, No. 6, 505-513 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Vidmar}, Scand. Actuar. J. 2018, No. 6, 505--513 (2018; Zbl 1416.91223) Full Text: DOI arXiv OpenURL
Zhang, Zhimin; Su, Wen A new efficient method for estimating the Gerber-Shiu function in the classical risk model. (English) Zbl 1416.91229 Scand. Actuar. J. 2018, No. 5, 426-449 (2018). MSC: 91B30 60K10 62G05 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{W. Su}, Scand. Actuar. J. 2018, No. 5, 426--449 (2018; Zbl 1416.91229) Full Text: DOI OpenURL
Li, Danping; Zeng, Yan; Yang, Hailiang Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps. (English) Zbl 1416.91203 Scand. Actuar. J. 2018, No. 2, 145-171 (2018). MSC: 91B30 60J75 90C39 90C15 PDF BibTeX XML Cite \textit{D. Li} et al., Scand. Actuar. J. 2018, No. 2, 145--171 (2018; Zbl 1416.91203) Full Text: DOI OpenURL
Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine Conditional risk measures in a bipartite market structure. (English) Zbl 1416.91194 Scand. Actuar. J. 2018, No. 4, 328-355 (2018). MSC: 91B30 91G70 62G32 90B10 05C90 PDF BibTeX XML Cite \textit{O. Kley} et al., Scand. Actuar. J. 2018, No. 4, 328--355 (2018; Zbl 1416.91194) Full Text: DOI arXiv OpenURL
Shen, Yang; Sherris, Michael Lifetime asset allocation with idiosyncratic and systematic mortality risks. (English) Zbl 1416.91221 Scand. Actuar. J. 2018, No. 4, 294-327 (2018). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{M. Sherris}, Scand. Actuar. J. 2018, No. 4, 294--327 (2018; Zbl 1416.91221) Full Text: DOI OpenURL
Liang, Xiaoqing; Palmowski, Zbigniew A note on optimal expected utility of dividend payments with proportional reinsurance. (English) Zbl 1416.91201 Scand. Actuar. J. 2018, No. 4, 275-293 (2018). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Liang} and \textit{Z. Palmowski}, Scand. Actuar. J. 2018, No. 4, 275--293 (2018; Zbl 1416.91201) Full Text: DOI arXiv OpenURL
Zhang, Zhimin Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. (English) Zbl 1402.91219 Scand. Actuar. J. 2017, No. 10, 898-919 (2017). MSC: 91B30 60K10 62P05 62F12 PDF BibTeX XML Cite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 10, 898--919 (2017; Zbl 1402.91219) Full Text: DOI OpenURL
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDF BibTeX XML Cite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv OpenURL
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; dos Reis, Alfredo D. Egídio On dividends in the phase-type dual risk model. (English) Zbl 1402.91185 Scand. Actuar. J. 2017, No. 9, 761-784 (2017). MSC: 91B30 60K10 44A10 PDF BibTeX XML Cite \textit{A. I. Bergel} et al., Scand. Actuar. J. 2017, No. 9, 761--784 (2017; Zbl 1402.91185) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E.; Xu, Di Analysis of IBNR claims in renewal insurance models. (English) Zbl 1402.91205 Scand. Actuar. J. 2017, No. 7, 628-650 (2017). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 7, 628--650 (2017; Zbl 1402.91205) Full Text: DOI OpenURL
Jarner, Søren Fiig; Preisel, Michael Long guarantees with short duration: the rolling annuity. (English) Zbl 1402.91201 Scand. Actuar. J. 2017, No. 6, 471-494 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{M. Preisel}, Scand. Actuar. J. 2017, No. 6, 471--494 (2017; Zbl 1402.91201) Full Text: DOI OpenURL
Zhang, Zhimin Nonparametric estimation of the finite time ruin probability in the classical risk model. (English) Zbl 1401.91215 Scand. Actuar. J. 2017, No. 5, 452-469 (2017). MSC: 91B30 60B15 62G05 62G20 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, Scand. Actuar. J. 2017, No. 5, 452--469 (2017; Zbl 1401.91215) Full Text: DOI OpenURL
De Rosa, Clemente; Luciano, Elisa; Regis, Luca Basis risk in static versus dynamic longevity-risk hedging. (English) Zbl 1401.91129 Scand. Actuar. J. 2017, No. 4, 343-365 (2017). MSC: 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{C. De Rosa} et al., Scand. Actuar. J. 2017, No. 4, 343--365 (2017; Zbl 1401.91129) Full Text: DOI Link OpenURL
Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. Multi-population mortality models: fitting, forecasting and comparisons. (English) Zbl 1401.62206 Scand. Actuar. J. 2017, No. 4, 319-342 (2017). MSC: 62P05 62P25 91B30 91D20 PDF BibTeX XML Cite \textit{V. Enchev} et al., Scand. Actuar. J. 2017, No. 4, 319--342 (2017; Zbl 1401.62206) Full Text: DOI Link OpenURL
Devolder, Pierre; Lebègue, Adrien Iterated VaR or CTE measures: a false good idea? (English) Zbl 1401.91131 Scand. Actuar. J. 2017, No. 4, 287-318 (2017). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{P. Devolder} and \textit{A. Lebègue}, Scand. Actuar. J. 2017, No. 4, 287--318 (2017; Zbl 1401.91131) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Li, Shu Drawdown analysis for the renewal insurance risk process. (English) Zbl 1401.91159 Scand. Actuar. J. 2017, No. 3, 267-285 (2017). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 3, 267--285 (2017; Zbl 1401.91159) Full Text: DOI OpenURL
Costabile, M. A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model. (English) Zbl 1401.91121 Scand. Actuar. J. 2017, No. 3, 231-244 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Costabile}, Scand. Actuar. J. 2017, No. 3, 231--244 (2017; Zbl 1401.91121) Full Text: DOI OpenURL
Cojocaru, Ionica Ruin probabilities in multivariate risk models with periodic common shock. (English) Zbl 1401.91119 Scand. Actuar. J. 2017, No. 2, 159-174 (2017). MSC: 91B30 62P05 60G44 60J75 PDF BibTeX XML Cite \textit{I. Cojocaru}, Scand. Actuar. J. 2017, No. 2, 159--174 (2017; Zbl 1401.91119) Full Text: DOI OpenURL
Bermúdez, Lluís; Karlis, Dimitris A posteriori ratemaking using bivariate Poisson models. (English) Zbl 1401.91100 Scand. Actuar. J. 2017, No. 2, 148-158 (2017). MSC: 91B30 62J05 62F15 62P05 PDF BibTeX XML Cite \textit{L. Bermúdez} and \textit{D. Karlis}, Scand. Actuar. J. 2017, No. 2, 148--158 (2017; Zbl 1401.91100) Full Text: DOI Link OpenURL
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang Lévy insurance risk process with Poissonian taxation. (English) Zbl 1401.91216 Scand. Actuar. J. 2017, No. 1, 51-87 (2017). MSC: 91B30 91B64 60G51 62P05 60J75 60K10 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2017, No. 1, 51--87 (2017; Zbl 1401.91216) Full Text: DOI Link OpenURL
Mitric, Ilie-Radu; Trufin, Julien On a risk measure inspired from the ruin probability and the expected deficit at ruin. (English) Zbl 1401.91175 Scand. Actuar. J. 2016, No. 10, 932-951 (2016). MSC: 91B30 60E15 PDF BibTeX XML Cite \textit{I.-R. Mitric} and \textit{J. Trufin}, Scand. Actuar. J. 2016, No. 10, 932--951 (2016; Zbl 1401.91175) Full Text: DOI Link OpenURL
Luo, Shangzhen; Wang, Mingming Barrier present value maximization for a diffusion model of insurance surplus. (English) Zbl 1401.91170 Scand. Actuar. J. 2016, No. 10, 905-931 (2016). MSC: 91B30 93E20 60J70 PDF BibTeX XML Cite \textit{S. Luo} and \textit{M. Wang}, Scand. Actuar. J. 2016, No. 10, 905--931 (2016; Zbl 1401.91170) Full Text: DOI OpenURL
Calderín-Ojeda, Enrique; Kwok, Chun Fung Modeling claims data with composite Stoppa models. (English) Zbl 1401.62205 Scand. Actuar. J. 2016, No. 9, 817-836 (2016). MSC: 62P05 91B30 62E15 62F40 PDF BibTeX XML Cite \textit{E. Calderín-Ojeda} and \textit{C. F. Kwok}, Scand. Actuar. J. 2016, No. 9, 817--836 (2016; Zbl 1401.62205) Full Text: DOI Link OpenURL
Luo, Shangzhen; Wang, Mingming; Zeng, Xudong Optimal reinsurance: minimize the expected time to reach a goal. (English) Zbl 1401.91171 Scand. Actuar. J. 2016, No. 8, 741-762 (2016). MSC: 91B30 93E20 60J60 49L20 PDF BibTeX XML Cite \textit{S. Luo} et al., Scand. Actuar. J. 2016, No. 8, 741--762 (2016; Zbl 1401.91171) Full Text: DOI OpenURL
Lin, Xiang; Qian, Yiping Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model. (English) Zbl 1401.91168 Scand. Actuar. J. 2016, No. 7, 646-671 (2016). MSC: 91B30 49L20 62J10 PDF BibTeX XML Cite \textit{X. Lin} and \textit{Y. Qian}, Scand. Actuar. J. 2016, No. 7, 646--671 (2016; Zbl 1401.91168) Full Text: DOI OpenURL
van Berkum, Frank; Antonio, Katrien; Vellekoop, Michel The impact of multiple structural changes on mortality predictions. (English) Zbl 1401.91221 Scand. Actuar. J. 2016, No. 7, 581-603 (2016). MSC: 91B30 62P05 62P25 PDF BibTeX XML Cite \textit{F. van Berkum} et al., Scand. Actuar. J. 2016, No. 7, 581--603 (2016; Zbl 1401.91221) Full Text: DOI OpenURL
Lee, Wing Yan; Willmot, Gordon E. The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. (English) Zbl 1401.91161 Scand. Actuar. J. 2016, No. 6, 550-564 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Scand. Actuar. J. 2016, No. 6, 550--564 (2016; Zbl 1401.91161) Full Text: DOI OpenURL
Luong, Andrew Cramér-Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications. (English) Zbl 1401.62211 Scand. Actuar. J. 2016, No. 6, 530-549 (2016). MSC: 62P05 62F35 60E10 91B30 60G51 PDF BibTeX XML Cite \textit{A. Luong}, Scand. Actuar. J. 2016, No. 6, 530--549 (2016; Zbl 1401.62211) Full Text: DOI OpenURL
Choi, Sun-Yong; Kim, Jeong-Hoon Equity-linked annuities with multiscale hybrid stochastic and local volatility. (English) Zbl 1401.91115 Scand. Actuar. J. 2016, No. 5, 466-487 (2016). MSC: 91B30 91G20 60H30 PDF BibTeX XML Cite \textit{S.-Y. Choi} and \textit{J.-H. Kim}, Scand. Actuar. J. 2016, No. 5, 466--487 (2016; Zbl 1401.91115) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the time and the number of claims when the surplus drops below a certain level. (English) Zbl 1401.91165 Scand. Actuar. J. 2016, No. 5, 420-445 (2016). MSC: 91B30 62E15 62P05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2016, No. 5, 420--445 (2016; Zbl 1401.91165) Full Text: DOI OpenURL
Jiang, Wuyuan; Yang, Zhaojun The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91149 Scand. Actuar. J. 2016, No. 5, 385-397 (2016). MSC: 91B30 62E15 62P05 60K05 45J05 44A10 PDF BibTeX XML Cite \textit{W. Jiang} and \textit{Z. Yang}, Scand. Actuar. J. 2016, No. 5, 385--397 (2016; Zbl 1401.91149) Full Text: DOI OpenURL
Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung On the valuation of reverse mortgage insurance. (English) Zbl 1401.91199 Scand. Actuar. J. 2016, No. 4, 293-318 (2016). MSC: 91B30 91G30 60G51 60J75 91G20 PDF BibTeX XML Cite \textit{C.-W. Wang} et al., Scand. Actuar. J. 2016, No. 4, 293--318 (2016; Zbl 1401.91199) Full Text: DOI OpenURL
Shi, Peng Insurance ratemaking using a copula-based multivariate Tweedie model. (English) Zbl 1401.91194 Scand. Actuar. J. 2016, No. 3, 198-215 (2016). MSC: 91B30 62P05 62H10 PDF BibTeX XML Cite \textit{P. Shi}, Scand. Actuar. J. 2016, No. 3, 198--215 (2016; Zbl 1401.91194) Full Text: DOI OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Cohort extensions of the Poisson common factor model for modelling both genders jointly. (English) Zbl 1401.91203 Scand. Actuar. J. 2016, No. 2, 93-112 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Scand. Actuar. J. 2016, No. 2, 93--112 (2016; Zbl 1401.91203) Full Text: DOI OpenURL
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI Link OpenURL
Liang, Zhibin; Yuen, Kam Chuen Optimal dynamic reinsurance with dependent risks: variance premium principle. (English) Zbl 1401.91167 Scand. Actuar. J. 2016, No. 1, 18-36 (2016). MSC: 91B30 60J70 93E20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{K. C. Yuen}, Scand. Actuar. J. 2016, No. 1, 18--36 (2016; Zbl 1401.91167) Full Text: DOI Link OpenURL
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. (English) Zbl 1401.91208 Scand. Actuar. J. 2015, No. 8, 725-751 (2015). MSC: 91B30 93E20 60J65 PDF BibTeX XML Cite \textit{B. Yi} et al., Scand. Actuar. J. 2015, No. 8, 725--751 (2015; Zbl 1401.91208) Full Text: DOI OpenURL
Lemoine, Killian Mortality regimes and longevity risk in a life annuity portfolio. (English) Zbl 1401.91163 Scand. Actuar. J. 2015, No. 8, 689-724 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{K. Lemoine}, Scand. Actuar. J. 2015, No. 8, 689--724 (2015; Zbl 1401.91163) Full Text: DOI OpenURL
Guillou, Armelle; Naveau, Philippe; You, Alexandre A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications. (English) Zbl 1401.62209 Scand. Actuar. J. 2015, No. 7, 549-572 (2015). MSC: 62P05 62M15 91B30 60G55 60G70 PDF BibTeX XML Cite \textit{A. Guillou} et al., Scand. Actuar. J. 2015, No. 7, 549--572 (2015; Zbl 1401.62209) Full Text: DOI HAL OpenURL
Powers, Michael R.; Powers, Thomas Y. Fourier-analytic measures for heavy-tailed insurance losses. (English) Zbl 1401.91184 Scand. Actuar. J. 2015, No. 6, 527-547 (2015). MSC: 91B30 62G32 62P05 PDF BibTeX XML Cite \textit{M. R. Powers} and \textit{T. Y. Powers}, Scand. Actuar. J. 2015, No. 6, 527--547 (2015; Zbl 1401.91184) Full Text: DOI OpenURL
Cooray, Kahadawala; Cheng, Chin-I Bayesian estimators of the lognormal-Pareto composite distribution. (English) Zbl 1401.91120 Scand. Actuar. J. 2015, No. 6, 500-515 (2015). MSC: 91B30 62E15 62P05 62F15 PDF BibTeX XML Cite \textit{K. Cooray} and \textit{C.-I Cheng}, Scand. Actuar. J. 2015, No. 6, 500--515 (2015; Zbl 1401.91120) Full Text: DOI OpenURL
Jarner, Søren Fiig; Møller, Thomas A partial internal model for longevity risk. (English) Zbl 1398.91334 Scand. Actuar. J. 2015, No. 4, 352-382 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{S. F. Jarner} and \textit{T. Møller}, Scand. Actuar. J. 2015, No. 4, 352--382 (2015; Zbl 1398.91334) Full Text: DOI OpenURL