Araiza Iturria, Carlos Andrés; Godin, Frédéric; Mailhot, Mélina Tweedie double GLM loss triangles with dependence within and across business lines. (English) Zbl 1480.91180 Eur. Actuar. J. 11, No. 2, 619-653 (2021). MSC: 91G05 91B70 62P05 PDF BibTeX XML Cite \textit{C. A. Araiza Iturria} et al., Eur. Actuar. J. 11, No. 2, 619--653 (2021; Zbl 1480.91180) Full Text: DOI arXiv OpenURL
Maillart, Arthur Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data. (English) Zbl 1480.91230 Eur. Actuar. J. 11, No. 2, 579-617 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{A. Maillart}, Eur. Actuar. J. 11, No. 2, 579--617 (2021; Zbl 1480.91230) Full Text: DOI OpenURL
Chen, Li-Chieh; Su, Jianxi; Xia, Michelle Two-part models for assessing misrepresentation on risk status. (English) Zbl 1482.91179 Eur. Actuar. J. 11, No. 2, 503-539 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L.-C. Chen} et al., Eur. Actuar. J. 11, No. 2, 503--539 (2021; Zbl 1482.91179) Full Text: DOI OpenURL
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang Correlated age-specific mortality model: an application to annuity portfolio management. (English) Zbl 1482.91184 Eur. Actuar. J. 11, No. 2, 413-440 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{T. Lin} et al., Eur. Actuar. J. 11, No. 2, 413--440 (2021; Zbl 1482.91184) Full Text: DOI OpenURL
Shiu, Elias S. W.; Xiong, Xiaoyi An elementary derivation of Hattendorff’s theorem. (English) Zbl 1476.91130 Eur. Actuar. J. 11, No. 1, 319-323 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{E. S. W. Shiu} and \textit{X. Xiong}, Eur. Actuar. J. 11, No. 1, 319--323 (2021; Zbl 1476.91130) Full Text: DOI OpenURL
Bozikas, Apostolos; Pitselis, Georgios Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach. (English) Zbl 1479.91307 Eur. Actuar. J. 11, No. 1, 231-267 (2021). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{A. Bozikas} and \textit{G. Pitselis}, Eur. Actuar. J. 11, No. 1, 231--267 (2021; Zbl 1479.91307) Full Text: DOI OpenURL
Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert Waiting period from diagnosis for mortgage insurance issued to cancer survivors. (English) Zbl 1481.91186 Eur. Actuar. J. 11, No. 1, 135-160 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P10 PDF BibTeX XML Cite \textit{A. Soetewey} et al., Eur. Actuar. J. 11, No. 1, 135--160 (2021; Zbl 1481.91186) Full Text: DOI OpenURL
Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi Exchangeable mortality projection. (English) Zbl 1482.91189 Eur. Actuar. J. 11, No. 1, 113-133 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{V. Shapovalov} et al., Eur. Actuar. J. 11, No. 1, 113--133 (2021; Zbl 1482.91189) Full Text: DOI OpenURL
Scherer, Matthias; Stahl, Gerhard The standard formula of Solvency II: a critical discussion. (English) Zbl 07447458 Eur. Actuar. J. 11, No. 1, 3-20 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDF BibTeX XML Cite \textit{M. Scherer} and \textit{G. Stahl}, Eur. Actuar. J. 11, No. 1, 3--20 (2021; Zbl 07447458) Full Text: DOI OpenURL
Fuino, Michel; Rudnytskyi, Iegor; Wagner, Joël On the characteristics of reporting ADL limitations and formal LTC usage across Europe. (English) Zbl 1455.91221 Eur. Actuar. J. 10, No. 2, 557-597 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{M. Fuino} et al., Eur. Actuar. J. 10, No. 2, 557--597 (2020; Zbl 1455.91221) 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
Aurzada, Frank; Buck, Micha Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. (English) Zbl 1452.91258 Eur. Actuar. J. 10, No. 1, 261-269 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Buck}, Eur. Actuar. J. 10, No. 1, 261--269 (2020; Zbl 1452.91258) Full Text: DOI arXiv OpenURL
Barucci, Emilio; Colozza, Tommaso; Marazzina, Daniele; Rroji, Edit The determinants of lapse rates in the Italian life insurance market. (English) Zbl 1452.91259 Eur. Actuar. J. 10, No. 1, 149-178 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{E. Barucci} et al., Eur. Actuar. J. 10, No. 1, 149--178 (2020; Zbl 1452.91259) Full Text: DOI Link OpenURL
Hahn, Lukas Josef; Christiansen, Marcus Christian Mortality projections for non-converging groups of populations. (English) Zbl 1433.91132 Eur. Actuar. J. 9, No. 2, 483-518 (2019). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{L. J. Hahn} and \textit{M. C. Christiansen}, Eur. Actuar. J. 9, No. 2, 483--518 (2019; Zbl 1433.91132) Full Text: DOI OpenURL
Li, Jackie; Tan, Chong It; Tang, Sixian; Liu, Jia On the optimal hedge ratio in index-based longevity risk hedging. (English) Zbl 1433.91138 Eur. Actuar. J. 9, No. 2, 445-461 (2019). MSC: 91G05 91G10 91G20 PDF BibTeX XML Cite \textit{J. Li} et al., Eur. Actuar. J. 9, No. 2, 445--461 (2019; Zbl 1433.91138) Full Text: DOI OpenURL
Tzougas, G.; Hoon, W. L.; Lim, J. M. The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. (English) Zbl 1422.91378 Eur. Actuar. J. 9, No. 1, 323-344 (2019). MSC: 91B05 91G05 62P05 62F10 PDF BibTeX XML Cite \textit{G. Tzougas} et al., Eur. Actuar. J. 9, No. 1, 323--344 (2019; Zbl 1422.91378) Full Text: DOI Link OpenURL
Chen, Yiqing; Yang, Yang Bivariate regular variation among randomly weighted sums in general insurance. (English) Zbl 1422.91334 Eur. Actuar. J. 9, No. 1, 301-322 (2019). MSC: 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Yang}, Eur. Actuar. J. 9, No. 1, 301--322 (2019; Zbl 1422.91334) Full Text: DOI OpenURL
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew Optimal dividend payments for a two-dimensional insurance risk process. (English) Zbl 1422.91324 Eur. Actuar. J. 9, No. 1, 241-272 (2019). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{P. Azcue} et al., Eur. Actuar. J. 9, No. 1, 241--272 (2019; Zbl 1422.91324) Full Text: DOI arXiv OpenURL
Pitacco, Ermanno Heterogeneity in mortality: a survey with an actuarial focus. (English) Zbl 1422.91373 Eur. Actuar. J. 9, No. 1, 3-30 (2019). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{E. Pitacco}, Eur. Actuar. J. 9, No. 1, 3--30 (2019; Zbl 1422.91373) Full Text: DOI OpenURL
Riegel, Ulrich Matching tower information with piecewise Pareto. (English) Zbl 1422.91374 Eur. Actuar. J. 8, No. 2, 437-460 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{U. Riegel}, Eur. Actuar. J. 8, No. 2, 437--460 (2018; Zbl 1422.91374) Full Text: DOI OpenURL
Devolder, Pierre Solvency requirement for long term guarantee: risk measure versus probability of ruin. (English) Zbl 1422.91337 Eur. Actuar. J. 8, No. 1, Suppl., 9-24 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Devolder}, Eur. Actuar. J. 8, No. 1, 9--24 (2018; Zbl 1422.91337) Full Text: DOI Link OpenURL
Denuit, Michel; Legrand, Catherine Risk classification in life and health insurance: extension to continuous covariates. (English) Zbl 1416.91170 Eur. Actuar. J. 8, No. 1, 245-255 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Legrand}, Eur. Actuar. J. 8, No. 1, 245--255 (2018; Zbl 1416.91170) Full Text: DOI OpenURL
Milhaud, Xavier; Dutang, Christophe Lapse tables for lapse risk management in insurance: a competing risk approach. (English) Zbl 1416.91209 Eur. Actuar. J. 8, No. 1, 97-126 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Milhaud} and \textit{C. Dutang}, Eur. Actuar. J. 8, No. 1, 97--126 (2018; Zbl 1416.91209) Full Text: DOI HAL OpenURL
Chen, Ree Yongqing; Millossovich, Pietro Sex-specific mortality forecasting for UK countries: a coherent approach. (English) Zbl 1416.91163 Eur. Actuar. J. 8, No. 1, 69-95 (2018). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{R. Y. Chen} and \textit{P. Millossovich}, Eur. Actuar. J. 8, No. 1, 69--95 (2018; Zbl 1416.91163) Full Text: DOI OpenURL
Apicella, Giovanna; Sibillo, Marilena Corrective factors for longevity projections in a dynamic context. (English) Zbl 1416.91148 Eur. Actuar. J. 8, No. 1, 53-68 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Apicella} and \textit{M. Sibillo}, Eur. Actuar. J. 8, No. 1, 53--68 (2018; Zbl 1416.91148) Full Text: DOI OpenURL
Shushi, Tomer Skew-elliptical distributions with applications in risk theory. (English) Zbl 1394.62148 Eur. Actuar. J. 7, No. 1, 277-296 (2017). MSC: 62P05 62H10 91B30 PDF BibTeX XML Cite \textit{T. Shushi}, Eur. Actuar. J. 7, No. 1, 277--296 (2017; Zbl 1394.62148) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan A review of Bayesian asymptotics in general insurance applications. (English) Zbl 1394.62142 Eur. Actuar. J. 7, No. 1, 231-255 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, Eur. Actuar. J. 7, No. 1, 231--255 (2017; Zbl 1394.62142) Full Text: DOI OpenURL
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten Small population bias and sampling effects in stochastic mortality modelling. (English) Zbl 1394.91201 Eur. Actuar. J. 7, No. 1, 193-230 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{L. Chen} et al., Eur. Actuar. J. 7, No. 1, 193--230 (2017; Zbl 1394.91201) Full Text: DOI Link OpenURL
Yuan, Zhongyi An asymptotic characterization of hidden tail credit risk with actuarial applications. (English) Zbl 1394.91241 Eur. Actuar. J. 7, No. 1, 165-192 (2017). MSC: 91B30 91G40 62G32 62H05 62P05 PDF BibTeX XML Cite \textit{Z. Yuan}, Eur. Actuar. J. 7, No. 1, 165--192 (2017; Zbl 1394.91241) Full Text: DOI OpenURL
MacKay, Anne Quantile hedging pension payoffs: an analysis of investment incentives. (English) Zbl 1396.91306 Eur. Actuar. J. 7, No. 2, 481-514 (2017). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{A. MacKay}, Eur. Actuar. J. 7, No. 2, 481--514 (2017; Zbl 1396.91306) Full Text: DOI OpenURL
Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen Equity-linked life insurance based on traditional products: the case of select products. (English) Zbl 1405.91244 Eur. Actuar. J. 7, No. 2, 379-404 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Alexandrova} et al., Eur. Actuar. J. 7, No. 2, 379--404 (2017; Zbl 1405.91244) Full Text: DOI OpenURL
Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. (English) Zbl 1405.91245 Eur. Actuar. J. 7, No. 2, 297-336 (2017). MSC: 91B30 62M10 62P05 PDF BibTeX XML Cite \textit{K. Antonio} et al., Eur. Actuar. J. 7, No. 2, 297--336 (2017; Zbl 1405.91245) Full Text: DOI OpenURL
Dickson, David C. M.; Qazvini, Marjan Gerber-Shiu analysis of a risk model with capital injections. (English) Zbl 1394.91209 Eur. Actuar. J. 6, No. 2, 409-440 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{M. Qazvini}, Eur. Actuar. J. 6, No. 2, 409--440 (2016; Zbl 1394.91209) Full Text: DOI OpenURL
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas Rank-based methods for modeling dependence between loss triangles. (English) Zbl 1394.91205 Eur. Actuar. J. 6, No. 2, 377-408 (2016). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{M.-P. Côté} et al., Eur. Actuar. J. 6, No. 2, 377--408 (2016; Zbl 1394.91205) Full Text: DOI OpenURL
Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. Ruin problems in the generalized Erlang(\(n\)) risk model. (English) Zbl 1415.91151 Eur. Actuar. J. 6, No. 1, 257-275 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. Egídio dos Reis}, Eur. Actuar. J. 6, No. 1, 257--275 (2016; Zbl 1415.91151) Full Text: DOI OpenURL
Ratovomirija, Gildas On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. (English) Zbl 1415.91162 Eur. Actuar. J. 6, No. 1, 149-175 (2016). MSC: 91B30 62P05 62E15 PDF BibTeX XML Cite \textit{G. Ratovomirija}, Eur. Actuar. J. 6, No. 1, 149--175 (2016; Zbl 1415.91162) Full Text: DOI arXiv OpenURL
Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien A credibility approach of the Makeham mortality law. (English) Zbl 1415.91163 Eur. Actuar. J. 6, No. 1, 61-96 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Salhi} et al., Eur. Actuar. J. 6, No. 1, 61--96 (2016; Zbl 1415.91163) Full Text: DOI HAL OpenURL
Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. (English) Zbl 1396.91292 Eur. Actuar. J. 5, No. 2, 381-425 (2015). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 60J75 60G51 PDF BibTeX XML Cite \textit{Z. Ben-Salah} et al., Eur. Actuar. J. 5, No. 2, 381--425 (2015; Zbl 1396.91292) Full Text: DOI arXiv OpenURL
Verrall, Richard J.; Wüthrich, Mario V. Parameter reduction in log-normal chain-ladder models. (English) Zbl 1403.91202 Eur. Actuar. J. 5, No. 2, 355-380 (2015). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 62F15 62C10 62C12 PDF BibTeX XML Cite \textit{R. J. Verrall} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 5, No. 2, 355--380 (2015; Zbl 1403.91202) Full Text: DOI Link OpenURL
Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert Bayesian Poisson log-bilinear models for mortality projections with multiple populations. (English) Zbl 1329.91111 Eur. Actuar. J. 5, No. 2, 245-281 (2015). MSC: 91D20 91B30 62F15 62P05 91B84 91G60 PDF BibTeX XML Cite \textit{K. Antonio} et al., Eur. Actuar. J. 5, No. 2, 245--281 (2015; Zbl 1329.91111) Full Text: DOI Link OpenURL
Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D. Catastrophe risk bonds with applications to earthquakes. (English) Zbl 1329.91076 Eur. Actuar. J. 5, No. 1, 113-138 (2015). MSC: 91B30 91G20 62P12 86A17 PDF BibTeX XML Cite \textit{J. Shao} et al., Eur. Actuar. J. 5, No. 1, 113--138 (2015; Zbl 1329.91076) Full Text: DOI OpenURL
Kalaš, Martin; Cipra, Tomáš Sustainable retirement spending: the Czech case. (English) Zbl 1329.91066 Eur. Actuar. J. 4, No. 2, 365-381 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Kalaš} and \textit{T. Cipra}, Eur. Actuar. J. 4, No. 2, 365--381 (2014; Zbl 1329.91066) Full Text: DOI OpenURL
Ben Salah, Zied On a generalization of the expected discounted penalty function to include deficits at and beyond ruin. (English) Zbl 1307.91094 Eur. Actuar. J. 4, No. 1, 219-246 (2014). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G50 60K10 60G51 62P05 PDF BibTeX XML Cite \textit{Z. Ben Salah}, Eur. Actuar. J. 4, No. 1, 219--246 (2014; Zbl 1307.91094) Full Text: DOI arXiv Link OpenURL
Govorun, Maria; Latouche, Guy Modeling the effect of health: phase-type approach. (English) Zbl 1304.91105 Eur. Actuar. J. 4, No. 1, 197-218 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{M. Govorun} and \textit{G. Latouche}, Eur. Actuar. J. 4, No. 1, 197--218 (2014; Zbl 1304.91105) Full Text: DOI OpenURL
Valdez, Emiliano A. Empirical investigation of insurance claim dependencies using mixture models. (English) Zbl 1304.62129 Eur. Actuar. J. 4, No. 1, 155-179 (2014). MSC: 62P05 91B30 62H30 PDF BibTeX XML Cite \textit{E. A. Valdez}, Eur. Actuar. J. 4, No. 1, 155--179 (2014; Zbl 1304.62129) Full Text: DOI OpenURL
Henriksen, Lars Frederik Brandt; Nielsen, Jeppe Woetmann; Steffensen, Mogens; Svensson, Christian Markov chain modeling of policyholder behavior in life insurance and pension. (English) Zbl 1304.91111 Eur. Actuar. J. 4, No. 1, 1-29 (2014). MSC: 91B30 60J28 PDF BibTeX XML Cite \textit{L. F. B. Henriksen} et al., Eur. Actuar. J. 4, No. 1, 1--29 (2014; Zbl 1304.91111) Full Text: DOI OpenURL
Ramos, Ana Rita; Simões, Onofre Alves Valuing the profit share in participating pure-endowment policies with return of premiums. (English) Zbl 1304.91131 Eur. Actuar. J. 3, No. 2, 515-533 (2013). MSC: 91B30 91G99 91B40 PDF BibTeX XML Cite \textit{A. R. Ramos} and \textit{O. A. Simões}, Eur. Actuar. J. 3, No. 2, 515--533 (2013; Zbl 1304.91131) Full Text: DOI OpenURL
Léveillé, Ghislain; Hamel, Emmanuel A compound renewal model for medical malpractice insurance. (English) Zbl 1303.62056 Eur. Actuar. J. 3, No. 2, 471-490 (2013). MSC: 62P05 60K10 91B30 PDF BibTeX XML Cite \textit{G. Léveillé} and \textit{E. Hamel}, Eur. Actuar. J. 3, No. 2, 471--490 (2013; Zbl 1303.62056) Full Text: DOI OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano Prediction error for credible claims reserves: an \(h\)-likelihood approach. (English) Zbl 1304.91104 Eur. Actuar. J. 3, No. 2, 453-470 (2013). MSC: 91B30 91G50 62J12 62F10 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., Eur. Actuar. J. 3, No. 2, 453--470 (2013; Zbl 1304.91104) Full Text: DOI OpenURL
Hong, Liang Some remarks on capital allocation by percentile layer. (English) Zbl 1304.91112 Eur. Actuar. J. 3, No. 2, 439-452 (2013). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{L. Hong}, Eur. Actuar. J. 3, No. 2, 439--452 (2013; Zbl 1304.91112) Full Text: DOI OpenURL
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed Bivariate lower and upper orthant value-at-risk. (English) Zbl 1304.91097 Eur. Actuar. J. 3, No. 2, 321-357 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Cossette} et al., Eur. Actuar. J. 3, No. 2, 321--357 (2013; Zbl 1304.91097) Full Text: DOI OpenURL
Bäuerle, Nicole; Pfeiffer, Robin A joint stock and bond market based on the hyperbolic Gaussian model. (English) Zbl 1273.91448 Eur. Actuar. J. 3, No. 1, 229-248 (2013). MSC: 91G30 91B25 91B70 91B30 93E11 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{R. Pfeiffer}, Eur. Actuar. J. 3, No. 1, 229--248 (2013; Zbl 1273.91448) Full Text: DOI Link OpenURL
Zaks, Yaniv The optimal asset and liability portfolio for a financial institution with multiple lines of businesses. (English) Zbl 1288.91182 Eur. Actuar. J. 3, No. 1, 69-95 (2013). MSC: 91G10 91B30 91G50 PDF BibTeX XML Cite \textit{Y. Zaks}, Eur. Actuar. J. 3, No. 1, 69--95 (2013; Zbl 1288.91182) Full Text: DOI OpenURL
Debón, A.; Montes, F.; Sala, R. Pricing reverse mortgages in Spain. (English) Zbl 1270.91101 Eur. Actuar. J. 3, No. 1, 23-43 (2013). MSC: 91G40 91G60 PDF BibTeX XML Cite \textit{A. Debón} et al., Eur. Actuar. J. 3, No. 1, 23--43 (2013; Zbl 1270.91101) Full Text: DOI Link OpenURL
Liu, Xiaoming; Lin, X. Sheldon A subordinated Markov model for stochastic mortality. (English) Zbl 1273.91239 Eur. Actuar. J. 2, No. 1, 105-127 (2012). MSC: 91B30 91B70 91G20 PDF BibTeX XML Cite \textit{X. Liu} and \textit{X. S. Lin}, Eur. Actuar. J. 2, No. 1, 105--127 (2012; Zbl 1273.91239) Full Text: DOI OpenURL
Gaille, Séverine Forecasting mortality: when academia meets practice. (English) Zbl 1269.93022 Eur. Actuar. J. 2, No. 1, 49-76 (2012). MSC: 93B30 62P05 PDF BibTeX XML Cite \textit{S. Gaille}, Eur. Actuar. J. 2, No. 1, 49--76 (2012; Zbl 1269.93022) Full Text: DOI Link OpenURL
Ben Salah, Zied; Morales, Manuel Lévy systems and the time value of ruin for Markov additive processes. (English) Zbl 1271.60060 Eur. Actuar. J. 2, No. 2, 289-317 (2012). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 91B30 60J99 PDF BibTeX XML Cite \textit{Z. Ben Salah} and \textit{M. Morales}, Eur. Actuar. J. 2, No. 2, 289--317 (2012; Zbl 1271.60060) Full Text: DOI OpenURL
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. (English) Zbl 1260.91235 Eur. Actuar. J. 2, No. 2, 243-258 (2012). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{P. Gaillardetz} et al., Eur. Actuar. J. 2, No. 2, 243--258 (2012; Zbl 1260.91235) Full Text: DOI OpenURL
Salzmann, Robert; Wüthrich, Mario V. Modeling accounting year dependence in runoff triangles. (English) Zbl 1256.91034 Eur. Actuar. J. 2, No. 2, 227-242 (2012). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Salzmann} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 2, No. 2, 227--242 (2012; Zbl 1256.91034) Full Text: DOI Link OpenURL
Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten Shot-noise driven multivariate default models. (English) Zbl 1256.91059 Eur. Actuar. J. 2, No. 2, 161-186 (2012). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{M. Scherer} et al., Eur. Actuar. J. 2, No. 2, 161--186 (2012; Zbl 1256.91059) Full Text: DOI OpenURL
Lovász, Enrico Analysis of Finnish and Swedish mortality data with stochastic mortality models. (English) Zbl 1268.91083 Eur. Actuar. J. 1, No. 2, 259-289 (2011). MSC: 91B30 91B82 91D10 62P05 PDF BibTeX XML Cite \textit{E. Lovász}, Eur. Actuar. J. 1, No. 2, 259--289 (2011; Zbl 1268.91083) Full Text: DOI OpenURL
Devolder, Pierre Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. (English) Zbl 1256.91061 Eur. Actuar. J. 1, No. 2, 199-214 (2011). MSC: 91G50 91B30 PDF BibTeX XML Cite \textit{P. Devolder}, Eur. Actuar. J. 1, No. 2, 199--214 (2011; Zbl 1256.91061) Full Text: DOI OpenURL
Scheer, Natalie; Schmidli, Hanspeter Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs. (English) Zbl 1222.91026 Eur. Actuar. J. 1, No. 1, 57-92 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60H30 PDF BibTeX XML Cite \textit{N. Scheer} and \textit{H. Schmidli}, Eur. Actuar. J. 1, No. 1, 57--92 (2011; Zbl 1222.91026) Full Text: DOI OpenURL
Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. The optimal dividend barrier in the gamma-omega model. (English) Zbl 1219.91062 Eur. Actuar. J. 1, No. 1, 43-55 (2011). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Eur. Actuar. J. 1, No. 1, 43--55 (2011; Zbl 1219.91062) Full Text: DOI OpenURL