Schnürch, Simon; Korn, Ralf Point and interval forecasts of death rates using neural networks. (English) Zbl 07503086 ASTIN Bull. 52, No. 1, 333-360 (2022). MSC: 91G05 91D20 68T07 PDF BibTeX XML Cite \textit{S. Schnürch} and \textit{R. Korn}, ASTIN Bull. 52, No. 1, 333--360 (2022; Zbl 07503086) Full Text: DOI OpenURL
Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan A group regularisation approach for constructing generalised age-period-cohort mortality projection models. (English) Zbl 07503084 ASTIN Bull. 52, No. 1, 247-289 (2022). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{D. Sridaran} et al., ASTIN Bull. 52, No. 1, 247--289 (2022; Zbl 07503084) Full Text: DOI OpenURL
Barigou, Karim; Bignozzi, Valeria; Tsanakas, Andreas Insurance valuation: A two-step generalised regression approach. (English) Zbl 07503083 ASTIN Bull. 52, No. 1, 211-245 (2022). MSC: 91G05 62P05 62G08 PDF BibTeX XML Cite \textit{K. Barigou} et al., ASTIN Bull. 52, No. 1, 211--245 (2022; Zbl 07503083) Full Text: DOI OpenURL
Xie, Jiehua; Fang, Jun; Yang, Jingping; Bu, Lan Multivariate composite copulas. (English) Zbl 1483.62088 ASTIN Bull. 52, No. 1, 145-184 (2022); corrigendum ibid. 52, No. 1, 361 (2022). MSC: 62H05 PDF BibTeX XML Cite \textit{J. Xie} et al., ASTIN Bull. 52, No. 1, 145--184 (2022; Zbl 1483.62088) Full Text: DOI OpenURL
Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; Grari, Vincent; Sammarco, Matteo; Trufin, Julien Joint modeling of claim frequencies and behavioral signals in motor insurance. (English) Zbl 07503077 ASTIN Bull. 52, No. 1, 33-54 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Corradin} et al., ASTIN Bull. 52, No. 1, 33--54 (2022; Zbl 07503077) Full Text: DOI OpenURL
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. (English) Zbl 1476.65280 ASTIN Bull. 51, No. 3, 905-938 (2021). MSC: 65N06 65N12 35Q93 91G05 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., ASTIN Bull. 51, No. 3, 905--938 (2021; Zbl 1476.65280) Full Text: DOI arXiv OpenURL
Zhu, Xiaobai; Hardy, Mary; Saunders, David Fair transition from defined benefit to target benefit. (English) Zbl 1480.91259 ASTIN Bull. 51, No. 3, 873-904 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Zhu} et al., ASTIN Bull. 51, No. 3, 873--904 (2021; Zbl 1480.91259) Full Text: DOI OpenURL
Loisel, Stéphane; Piette, Pierrick; Tsai, Cheng-Hsien Jason Applying economic measures to lapse risk management with machine learning approaches. (English) Zbl 1480.91224 ASTIN Bull. 51, No. 3, 839-871 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{S. Loisel} et al., ASTIN Bull. 51, No. 3, 839--871 (2021; Zbl 1480.91224) Full Text: DOI arXiv OpenURL
Bégin, Jean-François On complex economic scenario generators: is less more? (English) Zbl 1480.91184 ASTIN Bull. 51, No. 3, 779-812 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J.-F. Bégin}, ASTIN Bull. 51, No. 3, 779--812 (2021; Zbl 1480.91184) Full Text: DOI OpenURL
So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano A. Cost-sensitive multi-class AdaBoost for understanding driving behavior based on telematics. (English) Zbl 1480.91243 ASTIN Bull. 51, No. 3, 719-751 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{B. So} et al., ASTIN Bull. 51, No. 3, 719--751 (2021; Zbl 1480.91243) Full Text: DOI OpenURL
Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun Neighbouring prediction for mortality. (English) Zbl 1480.91248 ASTIN Bull. 51, No. 3, 689-718 (2021). MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{C.-W. Wang} et al., ASTIN Bull. 51, No. 3, 689--718 (2021; Zbl 1480.91248) Full Text: DOI OpenURL
Wang, Zhigao; Wu, Xianyi; Qiu, Chunjuan The impacts of individual information on loss reserving. (English) Zbl 1471.91487 ASTIN Bull. 51, No. 1, 303-347 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{Z. Wang} et al., ASTIN Bull. 51, No. 1, 303--347 (2021; Zbl 1471.91487) Full Text: DOI OpenURL
Hendrych, Radek; Cipra, Tomas Applying state space models to stochastic claims reserving. (English) Zbl 1471.91462 ASTIN Bull. 51, No. 1, 267-301 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Hendrych} and \textit{T. Cipra}, ASTIN Bull. 51, No. 1, 267--301 (2021; Zbl 1471.91462) Full Text: DOI OpenURL
Nieto-Barajas, Luis E.; Targino, Rodrigo S. A gamma moving average process for modelling dependence across development years in run-off triangles. (English) Zbl 1471.91478 ASTIN Bull. 51, No. 1, 245-266 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. E. Nieto-Barajas} and \textit{R. S. Targino}, ASTIN Bull. 51, No. 1, 245--266 (2021; Zbl 1471.91478) Full Text: DOI OpenURL
Chang, Le; Shi, Yanlin Mortality forecasting with a spatially penalized smoothed VAR model. (English) Zbl 1471.91452 ASTIN Bull. 51, No. 1, 161-189 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Chang} and \textit{Y. Shi}, ASTIN Bull. 51, No. 1, 161--189 (2021; Zbl 1471.91452) Full Text: DOI OpenURL
Augustyniak, Maciej; Godin, Frédéric; Hamel, Emmanuel A mixed bond and equity fund model for the valuation of variable annuities. (English) Zbl 1471.91444 ASTIN Bull. 51, No. 1, 131-159 (2021). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{M. Augustyniak} et al., ASTIN Bull. 51, No. 1, 131--159 (2021; Zbl 1471.91444) Full Text: DOI OpenURL
Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. (English) Zbl 1472.91039 ASTIN Bull. 51, No. 1, 57-99 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Z. Li} et al., ASTIN Bull. 51, No. 1, 57--99 (2021; Zbl 1472.91039) Full Text: DOI arXiv OpenURL
Lee, Simon C. K. Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting. (English) Zbl 1471.91466 ASTIN Bull. 51, No. 1, 27-55 (2021). MSC: 91G05 62P05 68T05 PDF BibTeX XML Cite \textit{S. C. K. Lee}, ASTIN Bull. 51, No. 1, 27--55 (2021; Zbl 1471.91466) Full Text: DOI OpenURL
Verschuren, Robert Matthijs Predictive claim scores for dynamic multi-product risk classification in insurance. (English) Zbl 1472.91042 ASTIN Bull. 51, No. 1, 1-25 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. M. Verschuren}, ASTIN Bull. 51, No. 1, 1--25 (2021; Zbl 1472.91042) Full Text: DOI arXiv OpenURL
Liu, Jiajun; Yang, Yang Asymptotics for systemic risk with dependent heavy-tailed losses. (English) Zbl 1471.91610 ASTIN Bull. 51, No. 2, 571-605 (2021). MSC: 91G45 62P05 PDF BibTeX XML Cite \textit{J. Liu} and \textit{Y. Yang}, ASTIN Bull. 51, No. 2, 571--605 (2021; Zbl 1471.91610) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Tempered Pareto-type modelling using Weibull distributions. (English) Zbl 1479.91301 ASTIN Bull. 51, No. 2, 509-538 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{H. Albrecher} et al., ASTIN Bull. 51, No. 2, 509--538 (2021; Zbl 1479.91301) Full Text: DOI arXiv OpenURL
Poudyal, Chudamani Robust estimation of loss models for lognormal insurance payment severity data. (English) Zbl 1479.91339 ASTIN Bull. 51, No. 2, 475-507 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{C. Poudyal}, ASTIN Bull. 51, No. 2, 475--507 (2021; Zbl 1479.91339) Full Text: DOI arXiv OpenURL
Freimann, Arne Pricing longevity-linked securities in the presence of mortality trend changes. (English) Zbl 1475.91298 ASTIN Bull. 51, No. 2, 411-447 (2021). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G05 91G30 62P10 PDF BibTeX XML Cite \textit{A. Freimann}, ASTIN Bull. 51, No. 2, 411--447 (2021; Zbl 1475.91298) Full Text: DOI OpenURL
Li, Jackie; Lee, Maggie; Guthrie, Simon A double common factor model for mortality projection using best-performance mortality rates as reference. (English) Zbl 1471.91471 ASTIN Bull. 51, No. 2, 349-374 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Li} et al., ASTIN Bull. 51, No. 2, 349--374 (2021; Zbl 1471.91471) Full Text: DOI OpenURL
Wang, Jindong; Xu, Wei Risk-based capital for variable annuity under stochastic interest rate. (English) Zbl 1454.91207 ASTIN Bull. 50, No. 3, 959-999 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{J. Wang} and \textit{W. Xu}, ASTIN Bull. 50, No. 3, 959--999 (2020; Zbl 1454.91207) Full Text: DOI OpenURL
Lin, X. Sheldon; Yang, Shuai Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets. (English) Zbl 1454.91202 ASTIN Bull. 50, No. 3, 913-957 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{S. Yang}, ASTIN Bull. 50, No. 3, 913--957 (2020; Zbl 1454.91202) Full Text: DOI OpenURL
Gweon, Hyukjun; Li, Shu; Mamon, Rogemar An effective bias-corrected bagging method for the valuation of large variable annuity portfolios. (English) Zbl 1454.91189 ASTIN Bull. 50, No. 3, 853-871 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Gweon} et al., ASTIN Bull. 50, No. 3, 853--871 (2020; Zbl 1454.91189) Full Text: DOI OpenURL
Jeong, Himchan Testing for random effects in compound risk models via Bregman divergence. (English) Zbl 1454.91194 ASTIN Bull. 50, No. 3, 777-798 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Jeong}, ASTIN Bull. 50, No. 3, 777--798 (2020; Zbl 1454.91194) Full Text: DOI Link OpenURL
Hainaut, Donatien; Denuit, Michel Wavelet-based feature extraction for mortality projection. (English) Zbl 1454.91190 ASTIN Bull. 50, No. 3, 675-707 (2020). MSC: 91G05 91D20 42C40 PDF BibTeX XML Cite \textit{D. Hainaut} and \textit{M. Denuit}, ASTIN Bull. 50, No. 3, 675--707 (2020; Zbl 1454.91190) Full Text: DOI OpenURL
Liu, Haiyan Weighted comonotonic risk sharing under heterogeneous beliefs. (English) Zbl 1447.91143 ASTIN Bull. 50, No. 2, 647-673 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Liu}, ASTIN Bull. 50, No. 2, 647--673 (2020; Zbl 1447.91143) Full Text: DOI OpenURL
Tzougas, George; Karlis, Dimitris An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. (English) Zbl 1447.91149 ASTIN Bull. 50, No. 2, 555-583 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Tzougas} and \textit{D. Karlis}, ASTIN Bull. 50, No. 2, 555--583 (2020; Zbl 1447.91149) Full Text: DOI Link OpenURL
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham Optimal asset allocation for DC pension decumulation with a variable spending rule. (English) Zbl 1447.91138 ASTIN Bull. 50, No. 2, 419-447 (2020). MSC: 91G05 93E20 35R09 PDF BibTeX XML Cite \textit{P. A. Forsyth} et al., ASTIN Bull. 50, No. 2, 419--447 (2020; Zbl 1447.91138) Full Text: DOI OpenURL
Shang, Han Lin; Haberman, Steven Forecasting multiple functional time series in a group structure: an application to mortality. (English) Zbl 1447.91148 ASTIN Bull. 50, No. 2, 357-379 (2020). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{H. L. Shang} and \textit{S. Haberman}, ASTIN Bull. 50, No. 2, 357--379 (2020; Zbl 1447.91148) Full Text: DOI arXiv Link OpenURL
Boonen, Tim J.; Ghossoub, Mario Bilateral risk sharing with heterogeneous beliefs and exposure constraints. (English) Zbl 1431.91094 ASTIN Bull. 50, No. 1, 293-323 (2020). MSC: 91B05 91B16 91B06 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{M. Ghossoub}, ASTIN Bull. 50, No. 1, 293--323 (2020; Zbl 1431.91094) Full Text: DOI OpenURL
Liang, Xiaoqing; Young, Virginia R. Reaching a bequest goal with life insurance: ambiguity about the risky asset’s drift and mortality’s hazard rate. (English) Zbl 1431.91338 ASTIN Bull. 50, No. 1, 187-221 (2020). MSC: 91G05 93E20 93B35 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 50, No. 1, 187--221 (2020; Zbl 1431.91338) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-liang Natural hedges with immunization strategies of mortality and interest rates. (English) Zbl 1431.91339 ASTIN Bull. 50, No. 1, 155-185 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. l. Tsai}, ASTIN Bull. 50, No. 1, 155--185 (2020; Zbl 1431.91339) Full Text: DOI OpenURL
Chen, An; Rach, Manuel; Sehner, Thorsten On the optimal combination of annuities and tontines. (English) Zbl 1431.91320 ASTIN Bull. 50, No. 1, 95-129 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Chen} et al., ASTIN Bull. 50, No. 1, 95--129 (2020; Zbl 1431.91320) Full Text: DOI OpenURL
Liang, Xiaoqing; Young, Virginia R. Minimizing the probability of lifetime ruin: two riskless assets with transaction costs. (English) Zbl 1429.49021 ASTIN Bull. 49, No. 3, 847-883 (2019). MSC: 49K10 49K20 49L20 91G10 PDF BibTeX XML Cite \textit{X. Liang} and \textit{V. R. Young}, ASTIN Bull. 49, No. 3, 847--883 (2019; Zbl 1429.49021) Full Text: DOI OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano Calendar year effect modeling for claims reserving in HGLM. (English) Zbl 1427.91230 ASTIN Bull. 49, No. 3, 763-786 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., ASTIN Bull. 49, No. 3, 763--786 (2019; Zbl 1427.91230) 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
Tang, Qihe; Yuan, Zhongyi CAT bond pricing under a product probability measure with pot risk characterization. (English) Zbl 1410.91288 ASTIN Bull. 49, No. 2, 457-490 (2019). MSC: 91B30 91G20 60G70 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, ASTIN Bull. 49, No. 2, 457--490 (2019; Zbl 1410.91288) Full Text: DOI OpenURL
Rui, Zhou Modelling mortality dependence with regime-switching copulas. (English) Zbl 1458.91187 ASTIN Bull. 49, No. 2, 373-407 (2019). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91D20 62P05 62H05 PDF BibTeX XML Cite \textit{Z. Rui}, ASTIN Bull. 49, No. 2, 373--407 (2019; Zbl 1458.91187) Full Text: DOI Link OpenURL
Bégin, Jean-François Economic scenario generator and parameter uncertainty: a Bayesian approach. (English) Zbl 1410.91256 ASTIN Bull. 49, No. 2, 335-372 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J.-F. Bégin}, ASTIN Bull. 49, No. 2, 335--372 (2019; Zbl 1410.91256) Full Text: DOI OpenURL
Aviv, Rom An extreme-value theory approximation scheme in reinsurance and insurance-linked securities. (English) Zbl 1416.91151 ASTIN Bull. 48, No. 3, 1157-1173 (2018). MSC: 91B30 91G10 91G20 62P05 60G70 PDF BibTeX XML Cite \textit{R. Aviv}, ASTIN Bull. 48, No. 3, 1157--1173 (2018; Zbl 1416.91151) Full Text: DOI OpenURL
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Common shock models for claim arrays. (English) Zbl 1416.91150 ASTIN Bull. 48, No. 3, 1109-1136 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 3, 1109--1136 (2018; Zbl 1416.91150) Full Text: DOI Link OpenURL
Chen, Lv; Shen, Yang On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. (English) Zbl 1390.91170 ASTIN Bull. 48, No. 2, 905-960 (2018). MSC: 91B30 91A15 93E20 PDF BibTeX XML Cite \textit{L. Chen} and \textit{Y. Shen}, ASTIN Bull. 48, No. 2, 905--960 (2018; Zbl 1390.91170) Full Text: DOI OpenURL
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. Modelling insurance losses using contaminated generalised beta type-II distribution. (English) Zbl 1390.62204 ASTIN Bull. 48, No. 2, 871-904 (2018). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{J. S. K. Chan} et al., ASTIN Bull. 48, No. 2, 871--904 (2018; Zbl 1390.62204) Full Text: DOI OpenURL
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. (English) Zbl 1390.91222 ASTIN Bull. 48, No. 2, 779-815 (2018). MSC: 91B30 60G51 62H05 62P05 PDF BibTeX XML Cite \textit{W. Zhu} et al., ASTIN Bull. 48, No. 2, 779--815 (2018; Zbl 1390.91222) Full Text: DOI OpenURL
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. (English) Zbl 1390.91158 ASTIN Bull. 48, No. 2, 647-672 (2018). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 2, 647--672 (2018; Zbl 1390.91158) Full Text: DOI Link OpenURL
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, Emmanuel Local hedging of variable annuities in the presence of basis risk. (English) Zbl 1390.91213 ASTIN Bull. 48, No. 2, 611-646 (2018). MSC: 91B30 91G20 91G70 PDF BibTeX XML Cite \textit{D.-A. Trottier} et al., ASTIN Bull. 48, No. 2, 611--646 (2018; Zbl 1390.91213) Full Text: DOI OpenURL
Hainaut, Donatien A neural-network analyzer for mortality forecast. (English) Zbl 1390.91186 ASTIN Bull. 48, No. 2, 481-508 (2018). MSC: 91B30 62P05 92D20 PDF BibTeX XML Cite \textit{D. Hainaut}, ASTIN Bull. 48, No. 2, 481--508 (2018; Zbl 1390.91186) Full Text: DOI OpenURL
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI Link OpenURL
Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal Robust and efficient fitting of severity models and the method of winsorized moments. (English) Zbl 1390.62230 ASTIN Bull. 48, No. 1, 275-309 (2018). MSC: 62P05 62F35 91B30 PDF BibTeX XML Cite \textit{Q. Zhao} et al., ASTIN Bull. 48, No. 1, 275--309 (2018; Zbl 1390.62230) Full Text: DOI OpenURL
Levantesi, Susanna; Menzietti, Massimiliano Natural hedging in long-term care insurance. (English) Zbl 1390.91192 ASTIN Bull. 48, No. 1, 233-274 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Levantesi} and \textit{M. Menzietti}, ASTIN Bull. 48, No. 1, 233--274 (2018; Zbl 1390.91192) Full Text: DOI OpenURL
Li, Hong Dynamic hedging of longevity risk: the effect of trading frequency. (English) Zbl 1390.91194 ASTIN Bull. 48, No. 1, 197-232 (2018). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{H. Li}, ASTIN Bull. 48, No. 1, 197--232 (2018; Zbl 1390.91194) Full Text: DOI OpenURL
Gao, Guangyuan; Meng, Shengwang Stochastic claims reserving via a Bayesian spline model with random loss ratio effects. (English) Zbl 1390.62206 ASTIN Bull. 48, No. 1, 55-88 (2018). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{G. Gao} and \textit{S. Meng}, ASTIN Bull. 48, No. 1, 55--88 (2018; Zbl 1390.62206) Full Text: DOI OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano A mixture model for payments and payment numbers in claims reserving. (English) Zbl 1390.91184 ASTIN Bull. 48, No. 1, 25-53 (2018). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., ASTIN Bull. 48, No. 1, 25--53 (2018; Zbl 1390.91184) Full Text: DOI OpenURL
Zhang, Yanwei Bayesian analysis of big data in insurance predictive modeling using distributed computing. (English) Zbl 1390.62229 ASTIN Bull. 47, No. 3, 943-961 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{Y. Zhang}, ASTIN Bull. 47, No. 3, 943--961 (2017; Zbl 1390.62229) Full Text: DOI OpenURL
Moro, Eric Dal; Krvavych, Yuriy Probability of sufficiency of Solvency II reserve risk margins: practical approximations. (English) Zbl 1390.62217 ASTIN Bull. 47, No. 3, 737-785 (2017). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{E. D. Moro} and \textit{Y. Krvavych}, ASTIN Bull. 47, No. 3, 737--785 (2017; Zbl 1390.62217) Full Text: DOI OpenURL
van Berkum, Frank; Antonio, Katrien; Vellekoop, Michel A Bayesian joint model for population and portfolio-specific mortality. (English) Zbl 1390.91223 ASTIN Bull. 47, No. 3, 681-713 (2017). MSC: 91B30 62F15 62P05 91D20 PDF BibTeX XML Cite \textit{F. van Berkum} et al., ASTIN Bull. 47, No. 3, 681--713 (2017; Zbl 1390.91223) Full Text: DOI OpenURL
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro A comparative study of two-population models for the assessment of basis risk in longevity hedges. (English) Zbl 1390.91215 ASTIN Bull. 47, No. 3, 631-679 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. M. Villegas} et al., ASTIN Bull. 47, No. 3, 631--679 (2017; Zbl 1390.91215) Full Text: DOI Link OpenURL
Hunt, Andrew; Blake, David Modelling mortality for pension schemes. (English) Zbl 1390.91189 ASTIN Bull. 47, No. 2, 601-629 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, ASTIN Bull. 47, No. 2, 601--629 (2017; Zbl 1390.91189) Full Text: DOI Link OpenURL
Li, Hong; Lu, Yang Coherent forecasting of mortality rates: a sparse vector-autoregression approach. (English) Zbl 1390.62215 ASTIN Bull. 47, No. 2, 563-600 (2017). MSC: 62P05 62M30 62M10 91B30 91D20 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, ASTIN Bull. 47, No. 2, 563--600 (2017; Zbl 1390.62215) Full Text: DOI Link OpenURL
Su, Jianxi; Furman, Edward A form of multivariate Pareto distribution with applications to financial risk measurement. (English) Zbl 1390.62095 ASTIN Bull. 47, No. 1, 331-357 (2017). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, ASTIN Bull. 47, No. 1, 331--357 (2017; Zbl 1390.62095) Full Text: DOI arXiv OpenURL
Boonen, Tim J. Risk redistribution games with dual utilities. (English) Zbl 1390.91162 ASTIN Bull. 47, No. 1, 303-329 (2017). MSC: 91B30 91A12 91B16 PDF BibTeX XML Cite \textit{T. J. Boonen}, ASTIN Bull. 47, No. 1, 303--329 (2017; Zbl 1390.91162) Full Text: DOI Link OpenURL
Wu, Renchao; Pantelous, Athanasios A. Potential games with aggregation in non-cooperative general insurance markets. (English) Zbl 1390.91216 ASTIN Bull. 47, No. 1, 269-302 (2017). MSC: 91B30 91A10 PDF BibTeX XML Cite \textit{R. Wu} and \textit{A. A. Pantelous}, ASTIN Bull. 47, No. 1, 269--302 (2017; Zbl 1390.91216) Full Text: DOI OpenURL
Zhang, Zhimin Approximating the density of the time to ruin via Fourier-cosine series expansion. (English) Zbl 1390.91326 ASTIN Bull. 47, No. 1, 169-198 (2017). MSC: 91G60 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, ASTIN Bull. 47, No. 1, 169--198 (2017; Zbl 1390.91326) Full Text: DOI OpenURL
Liu, Yanxin; Li, Johnny Siu-Hang The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk. (English) Zbl 1390.91198 ASTIN Bull. 47, No. 1, 79-151 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. S. H. Li}, ASTIN Bull. 47, No. 1, 79--151 (2017; Zbl 1390.91198) Full Text: DOI OpenURL
Taylor, Greg Existence and uniqueness of chain ladder solutions. (English) Zbl 1390.62224 ASTIN Bull. 47, No. 1, 1-41 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{G. Taylor}, ASTIN Bull. 47, No. 1, 1--41 (2017; Zbl 1390.62224) Full Text: DOI OpenURL
Yin, Cuihong; Lin, X. Sheldon Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application. (English) Zbl 1390.62030 ASTIN Bull. 46, No. 3, 779-799 (2016). MSC: 62F12 62P05 91B30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. S. Lin}, ASTIN Bull. 46, No. 3, 779--799 (2016; Zbl 1390.62030) Full Text: DOI OpenURL
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao Pricing in reinsurance bargaining with comonotonic additive utility functions. (English) Zbl 1390.91164 ASTIN Bull. 46, No. 2, 507-530 (2016). MSC: 91B30 91B16 91G70 PDF BibTeX XML Cite \textit{T. J. Boonen} et al., ASTIN Bull. 46, No. 2, 507--530 (2016; Zbl 1390.91164) Full Text: DOI OpenURL
Joshi, Mark S.; Zhu, Dan The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital. (English) Zbl 1390.91191 ASTIN Bull. 46, No. 2, 431-467 (2016). MSC: 91B30 62P05 91G60 PDF BibTeX XML Cite \textit{M. S. Joshi} and \textit{D. Zhu}, ASTIN Bull. 46, No. 2, 431--467 (2016; Zbl 1390.91191) Full Text: DOI OpenURL
Arnold-Gaille, Séverine; Sherris, Michael International cause-specific mortality rates: new insights from a cointegration analysis. (English) Zbl 1390.62332 ASTIN Bull. 46, No. 1, 9-38 (2016). MSC: 62P20 91B30 PDF BibTeX XML Cite \textit{S. Arnold-Gaille} and \textit{M. Sherris}, ASTIN Bull. 46, No. 1, 9--38 (2016; Zbl 1390.62332) Full Text: DOI OpenURL
Furman, Edward; Su, Jianxi; Zitikis, Ričardas Paths and indices of maximal tail dependence. (English) Zbl 1390.62089 ASTIN Bull. 45, No. 3, 661-678 (2015). MSC: 62H05 62G32 62P05 PDF BibTeX XML Cite \textit{E. Furman} et al., ASTIN Bull. 45, No. 3, 661--678 (2015; Zbl 1390.62089) Full Text: DOI arXiv OpenURL
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique Modelling insurance data with the Pareto arctan distribution. (English) Zbl 1390.62207 ASTIN Bull. 45, No. 3, 639-660 (2015). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{E. Gómez-Déniz} and \textit{E. Calderín-Ojeda}, ASTIN Bull. 45, No. 3, 639--660 (2015; Zbl 1390.62207) Full Text: DOI OpenURL
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Modeling dependence between loss triangles with hierarchical Archimedean copulas. (English) Zbl 1390.91154 ASTIN Bull. 45, No. 3, 577-599 (2015). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{A. Abdallah} et al., ASTIN Bull. 45, No. 3, 577--599 (2015; Zbl 1390.91154) Full Text: DOI Link OpenURL
Dong, Alice X. D.; Chan, Jennifer S. K.; Peters, Gareth W. Risk margin quantile function via parametric and non-parametric Bayesian approaches. (English) Zbl 1390.62058 ASTIN Bull. 45, No. 3, 503-550 (2015). MSC: 62G08 62F15 91B30 62P05 PDF BibTeX XML Cite \textit{A. X. D. Dong} et al., ASTIN Bull. 45, No. 3, 503--550 (2015; Zbl 1390.62058) Full Text: DOI arXiv OpenURL
Christiansen, Marcus C.; Spodarev, Evgeny; Unseld, Verena Differences in European mortality rates: a geometric approach on the age-period plane. (English) Zbl 1390.91173 ASTIN Bull. 45, No. 3, 477-502 (2015). MSC: 91B30 62P05 86A32 PDF BibTeX XML Cite \textit{M. C. Christiansen} et al., ASTIN Bull. 45, No. 3, 477--502 (2015; Zbl 1390.91173) Full Text: DOI OpenURL
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang Valuing equity-linked death benefits in a regime-switching framework. (English) Zbl 1390.91211 ASTIN Bull. 45, No. 2, 355-395 (2015). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{C. C. Siu} et al., ASTIN Bull. 45, No. 2, 355--395 (2015; Zbl 1390.91211) Full Text: DOI Link OpenURL
Bühlmann, Hans; Moriconi, Franco Credibility claims reserving with stochastic diagonal effects. (English) Zbl 1390.91166 ASTIN Bull. 45, No. 2, 309-353 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Bühlmann} and \textit{F. Moriconi}, ASTIN Bull. 45, No. 2, 309--353 (2015; Zbl 1390.91166) Full Text: DOI Link OpenURL
Zhou, Ming; Yuen, Kam C. Portfolio selection by minimizing the present value of capital injection costs. (English) Zbl 1390.91291 ASTIN Bull. 45, No. 1, 207-238 (2015). MSC: 91G10 91B30 93E20 PDF BibTeX XML Cite \textit{M. Zhou} and \textit{K. C. Yuen}, ASTIN Bull. 45, No. 1, 207--238 (2015; Zbl 1390.91291) Full Text: DOI OpenURL
Taylor, Greg Bayesian chain ladder models. (English) Zbl 1390.62223 ASTIN Bull. 45, No. 1, 75-99 (2015). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{G. Taylor}, ASTIN Bull. 45, No. 1, 75--99 (2015; Zbl 1390.62223) Full Text: DOI OpenURL
Feng, Runhuan; Volkmer, Hans W. Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits. (English) Zbl 1431.91325 ASTIN Bull. 44, No. 3, 653-681 (2014). MSC: 91G05 91G70 91G20 PDF BibTeX XML Cite \textit{R. Feng} and \textit{H. W. Volkmer}, ASTIN Bull. 44, No. 3, 653--681 (2014; Zbl 1431.91325) Full Text: DOI Link Link OpenURL
Hürlimann, Werner On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. (English) Zbl 1431.91442 ASTIN Bull. 44, No. 3, 613-633 (2014). MSC: 91G70 62H05 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 44, No. 3, 613--633 (2014; Zbl 1431.91442) Full Text: DOI Link OpenURL
Boucher, Jean-Philippe; Inoussa, Rofick A posteriori ratemaking with panel data. (English) Zbl 1431.91319 ASTIN Bull. 44, No. 3, 587-612 (2014). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J.-P. Boucher} and \textit{R. Inoussa}, ASTIN Bull. 44, No. 3, 587--612 (2014; Zbl 1431.91319) Full Text: DOI Link OpenURL
Bernard, Carole; Hardy, Mary; Mackay, Anne State-dependent fees for variable annuity guarantees. (English) Zbl 1431.91318 ASTIN Bull. 44, No. 3, 559-585 (2014). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Bernard} et al., ASTIN Bull. 44, No. 3, 559--585 (2014; Zbl 1431.91318) Full Text: DOI Link OpenURL
Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets. (English) Zbl 1290.91159 Astin Bull. 44, No. 2, 237-276 (2014). MSC: 91G20 PDF BibTeX XML Cite \textit{G. Deelstra} et al., ASTIN Bull. 44, No. 2, 237--276 (2014; Zbl 1290.91159) Full Text: DOI Link OpenURL
Kling, Alexander; Ruß, Jochen; Schilling, Katja Risk analysis of annuity conversion options in a stochastic mortality environment. (English) Zbl 1290.91165 Astin Bull. 44, No. 2, 197-236 (2014). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{A. Kling} et al., ASTIN Bull. 44, No. 2, 197--236 (2014; Zbl 1290.91165) Full Text: DOI Link OpenURL
Shi, Peng A copula regression for modeling multivariate loss triangles and quantifying reserving variability. (English) Zbl 1284.62644 Astin Bull. 44, No. 1, 85-102 (2014). MSC: 62P05 62M05 62F40 91B30 PDF BibTeX XML Cite \textit{P. Shi}, ASTIN Bull. 44, No. 1, 85--102 (2014; Zbl 1284.62644) Full Text: DOI OpenURL
Milhaud, Xavier Exogenous and endogenous risk factors management to predict surrender behaviours. (English) Zbl 1282.91161 Astin Bull. 43, No. 3, 373-398 (2013). MSC: 91B30 91G50 62H30 PDF BibTeX XML Cite \textit{X. Milhaud}, ASTIN Bull. 43, No. 3, 373--398 (2013; Zbl 1282.91161) Full Text: DOI HAL OpenURL
Maurer, Raimond; Rogalla, Ralph; Siegelin, Ivonne Participating payout life annuities: lessons from Germany. (English) Zbl 1292.91093 Astin Bull. 43, No. 2, 159-187 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G40 91B16 PDF BibTeX XML Cite \textit{R. Maurer} et al., ASTIN Bull. 43, No. 2, 159--187 (2013; Zbl 1292.91093) Full Text: DOI Link OpenURL
Shi, Tianxiang; Landriault, David Distribution of the time to ruin in some Sparre Andersen risk models. (English) Zbl 1284.91270 Astin Bull. 43, No. 1, 39-59 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K25 PDF BibTeX XML Cite \textit{T. Shi} and \textit{D. Landriault}, ASTIN Bull. 43, No. 1, 39--59 (2013; Zbl 1284.91270) Full Text: DOI OpenURL
Wu, Xueyuan; Li, Shuanming Matrix-form recursions for a family of compound distributions. (English) Zbl 1190.91077 Astin Bull. 40, No. 1, 351-368 (2010). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{X. Wu} and \textit{S. Li}, ASTIN Bull. 40, No. 1, 351--368 (2010; Zbl 1190.91077) Full Text: DOI OpenURL
Woo, Jae-Kyung Some remarks on delayed renewal risk models. (English) Zbl 1230.91083 Astin Bull. 40, No. 1, 199-219 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-K. Woo}, ASTIN Bull. 40, No. 1, 199--219 (2010; Zbl 1230.91083) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English) Zbl 1205.91079 Astin Bull. 39, No. 1, 225-247 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Cai} et al., ASTIN Bull. 39, No. 1, 225--247 (2009; Zbl 1205.91079) Full Text: DOI OpenURL
Liu, Huijuan; Verrall, Richard Predictive distributions for reserves which separate true IBNR and IBNER claims. (English) Zbl 1205.91087 Astin Bull. 39, No. 1, 35-60 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Liu} and \textit{R. Verrall}, ASTIN Bull. 39, No. 1, 35--60 (2009; Zbl 1205.91087) Full Text: DOI OpenURL
Ko, Bangwon; Russo, Ralph P.; Shyamalkumar, Nariankadu D. A note on nonparametric estimation of the CTE. (English) Zbl 1178.62025 Astin Bull. 39, No. 2, 717-734 (2009). MSC: 62G05 62G30 PDF BibTeX XML Cite \textit{B. Ko} et al., ASTIN Bull. 39, No. 2, 717--734 (2009; Zbl 1178.62025) Full Text: DOI OpenURL
Rizzo, Maria L. New goodness-of-fit tests for Pareto distributions. (English) Zbl 1178.62051 Astin Bull. 39, No. 2, 691-715 (2009). MSC: 62G10 62G32 62N03 PDF BibTeX XML Cite \textit{M. L. Rizzo}, ASTIN Bull. 39, No. 2, 691--715 (2009; Zbl 1178.62051) Full Text: DOI OpenURL
Thomas, R. Guy Demand elasticity, risk classification and loss coverage when can community rating work? (English) Zbl 1179.91110 Astin Bull. 39, No. 2, 403-428 (2009). MSC: 91B30 PDF BibTeX XML Cite \textit{R. G. Thomas}, ASTIN Bull. 39, No. 2, 403--428 (2009; Zbl 1179.91110) Full Text: DOI OpenURL
Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E. Robust Bayesian analysis of loss reserves data using the generalized-\(t\) distribution. (English) Zbl 1169.91384 Astin Bull. 38, No. 1, 207-230 (2008). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{J. S. K. Chan} et al., ASTIN Bull. 38, No. 1, 207--230 (2008; Zbl 1169.91384) Full Text: DOI OpenURL