Hou, Yanxi A two-stage model for high-risk prediction in insurance ratemaking: asymptotics and inference. (English) Zbl 07525962 Insur. Math. Econ. 104, 283-301 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Hou}, Insur. Math. Econ. 104, 283--301 (2022; Zbl 07525962) Full Text: DOI OpenURL
Yan, Yujie; Song, Kai-Sheng A general optimal approach to Bühlmann credibility theory. (English) Zbl 07525961 Insur. Math. Econ. 104, 262-282 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Yan} and \textit{K.-S. Song}, Insur. Math. Econ. 104, 262--282 (2022; Zbl 07525961) Full Text: DOI OpenURL
Li, Zhengxiao; Beirlant, Jan; Yang, Liang A new class of copula regression models for modelling multivariate heavy-tailed data. (English) Zbl 07525960 Insur. Math. Econ. 104, 243-261 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Z. Li} et al., Insur. Math. Econ. 104, 243--261 (2022; Zbl 07525960) Full Text: DOI OpenURL
Eling, Martin; Jung, Kwangmin; Shim, Jeungbo Unraveling heterogeneity in cyber risks using quantile regressions. (English) Zbl 07525959 Insur. Math. Econ. 104, 222-242 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Eling} et al., Insur. Math. Econ. 104, 222--242 (2022; Zbl 07525959) Full Text: DOI OpenURL
Liang, Zhihang; Zou, Jushen; Jiang, Wenjun Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation. (English) Zbl 07525958 Insur. Math. Econ. 104, 200-221 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Z. Liang} et al., Insur. Math. Econ. 104, 200--221 (2022; Zbl 07525958) Full Text: DOI OpenURL
Gao, Guangyuan; Meng, Shengwang; Wüthrich, Mario V. What can we learn from telematics car driving data: a survey. (English) Zbl 07525957 Insur. Math. Econ. 104, 185-199 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{G. Gao} et al., Insur. Math. Econ. 104, 185--199 (2022; Zbl 07525957) Full Text: DOI OpenURL
Crevecoeur, Jonas; Robben, Jens; Antonio, Katrien A hierarchical reserving model for reported non-life insurance claims. (English) Zbl 07525956 Insur. Math. Econ. 104, 158-184 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Crevecoeur} et al., Insur. Math. Econ. 104, 158--184 (2022; Zbl 07525956) Full Text: DOI OpenURL
Choi, Kyoung Jin; Jeon, Junkee; Lee, Ho-Seok; Lin, Hsuan-Chih Optimal long-term contracts with disability insurance under limited commitment. (English) Zbl 07525954 Insur. Math. Econ. 104, 99-132 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{K. J. Choi} et al., Insur. Math. Econ. 104, 99--132 (2022; Zbl 07525954) Full Text: DOI OpenURL
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. On capital allocation for a risk measure derived from ruin theory. (English) Zbl 07525953 Insur. Math. Econ. 104, 76-98 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Insur. Math. Econ. 104, 76--98 (2022; Zbl 07525953) Full Text: DOI OpenURL
Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. Optimal insurance to maximize RDEU under a distortion-deviation premium principle. (English) Zbl 07525951 Insur. Math. Econ. 104, 35-59 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 104, 35--59 (2022; Zbl 07525951) Full Text: DOI OpenURL
Badescu, Alexandru; Quaye, Enoch; Tunaru, Radu On non-negative equity guarantee calculations with macroeconomic variables related to house prices. (English) Zbl 07487261 Insur. Math. Econ. 103, 119-138 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Badescu} et al., Insur. Math. Econ. 103, 119--138 (2022; Zbl 07487261) Full Text: DOI OpenURL
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 07487260 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 07487260) Full Text: DOI OpenURL
Sun, Hongfang; Chen, Yu; Hu, Taizhong Statistical inference for tail-based cumulative residual entropy. (English) Zbl 07487259 Insur. Math. Econ. 103, 66-95 (2022). MSC: 91G05 62G32 62H05 PDF BibTeX XML Cite \textit{H. Sun} et al., Insur. Math. Econ. 103, 66--95 (2022; Zbl 07487259) Full Text: DOI OpenURL
Kung, Ko-Lun; MacMinn, Richard D.; Kuo, Weiyu; Tsai, Chenghsien Jason Multi-population mortality modeling: when the data is too much and not enough. (English) Zbl 07487257 Insur. Math. Econ. 103, 41-55 (2022). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{K.-L. Kung} et al., Insur. Math. Econ. 103, 41--55 (2022; Zbl 07487257) Full Text: DOI OpenURL
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio Risk transference constraints in optimal reinsurance. (English) Zbl 07487256 Insur. Math. Econ. 103, 27-40 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Balbás} et al., Insur. Math. Econ. 103, 27--40 (2022; Zbl 07487256) Full Text: DOI OpenURL
Huang, Yiming; Mamon, Rogemar; Xiong, Heng Valuing guaranteed minimum accumulation benefits by a change of numéraire approach. (English) Zbl 07487255 Insur. Math. Econ. 103, 1-26 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Huang} et al., Insur. Math. Econ. 103, 1--26 (2022; Zbl 07487255) Full Text: DOI OpenURL
Li, Jinzhu Asymptotic results on marginal expected shortfalls for dependent risks. (English) Zbl 07487251 Insur. Math. Econ. 102, 146-168 (2022). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{J. Li}, Insur. Math. Econ. 102, 146--168 (2022; Zbl 07487251) Full Text: DOI OpenURL
Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying Systemic risk: conditional distortion risk measures. (English) Zbl 07487250 Insur. Math. Econ. 102, 126-145 (2022). MSC: 91G45 91G70 62H05 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 102, 126--145 (2022; Zbl 07487250) Full Text: DOI arXiv OpenURL
Marri, Fouad; Moutanabbir, Khouzeima Risk aggregation and capital allocation using a new generalized Archimedean copula. (English) Zbl 07487247 Insur. Math. Econ. 102, 75-90 (2022). MSC: 91G05 91G70 62H05 PDF BibTeX XML Cite \textit{F. Marri} and \textit{K. Moutanabbir}, Insur. Math. Econ. 102, 75--90 (2022; Zbl 07487247) Full Text: DOI arXiv OpenURL
Forsyth, Peter A. Short term decumulation strategies for underspending retirees. (English) Zbl 07487246 Insur. Math. Econ. 102, 56-74 (2022). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{P. A. Forsyth}, Insur. Math. Econ. 102, 56--74 (2022; Zbl 07487246) Full Text: DOI OpenURL
Li, Danping; Young, Virginia R. Stackelberg differential game for reinsurance: mean-variance framework and random horizon. (English) Zbl 07487245 Insur. Math. Econ. 102, 42-55 (2022). MSC: 91G05 91A65 91A80 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 102, 42--55 (2022; Zbl 07487245) Full Text: DOI OpenURL
Tzougas, George; Pignatelli di Cerchiara, Alice The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking. (English) Zbl 1475.91319 Insur. Math. Econ. 101, 602-625 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{G. Tzougas} and \textit{A. Pignatelli di Cerchiara}, Insur. Math. Econ. 101, 602--625 (2021; Zbl 1475.91319) Full Text: DOI 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
Guerra, M.; de Moura, A. B. Reinsurance of multiple risks with generic dependence structures. (English) Zbl 1475.91303 Insur. Math. Econ. 101, 547-571 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Guerra} and \textit{A. B. de Moura}, Insur. Math. Econ. 101, 547--571 (2021; Zbl 1475.91303) Full Text: DOI arXiv OpenURL
Da, Gaofeng; Xu, Maochao; Zhao, Peng Multivariate dependence among cyber risks based on \(L\)-hop propagation. (English) Zbl 1475.91056 Insur. Math. Econ. 101, 525-546 (2021). MSC: 91B05 68M25 PDF BibTeX XML Cite \textit{G. Da} et al., Insur. Math. Econ. 101, 525--546 (2021; Zbl 1475.91056) 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
Chi, Yichun; Liu, Fangda Enhancing an insurer’s expected value by reinsurance and external financing. (English) Zbl 1475.91292 Insur. Math. Econ. 101, 466-484 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{F. Liu}, Insur. Math. Econ. 101, 466--484 (2021; Zbl 1475.91292) Full Text: DOI OpenURL
Ignatieva, Katja; Landsman, Zinoviy A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures. (English) Zbl 1475.91403 Insur. Math. Econ. 101, 437-465 (2021). MSC: 91G70 PDF BibTeX XML Cite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 101, 437--465 (2021; Zbl 1475.91403) Full Text: DOI OpenURL
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDF BibTeX XML Cite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv OpenURL
Chen, Xiaowei; Chong, Wing Fung; Feng, Runhuan; Zhang, Linfeng Pandemic risk management: resources contingency planning and allocation. (English) Zbl 1475.91055 Insur. Math. Econ. 101, 359-383 (2021). MSC: 91B05 91B32 PDF BibTeX XML Cite \textit{X. Chen} et al., Insur. Math. Econ. 101, 359--383 (2021; Zbl 1475.91055) 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
Brinker, Leonie Violetta; Eisenberg, Julia Dividend optimisation: a behaviouristic approach. (English) Zbl 1478.91162 Insur. Math. Econ. 101, 202-224 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{L. V. Brinker} and \textit{J. Eisenberg}, Insur. Math. Econ. 101, 202--224 (2021; Zbl 1478.91162) Full Text: DOI OpenURL
Bernard, Carole; De Gennaro Aquino, Luca; Levante, Lucia Optimal annuity demand for general expected utility agents. (English) Zbl 1475.91284 Insur. Math. Econ. 101, 70-79 (2021). MSC: 91G05 91B16 PDF BibTeX XML Cite \textit{C. Bernard} et al., Insur. Math. Econ. 101, 70--79 (2021; Zbl 1475.91284) Full Text: DOI OpenURL
Boonen, Tim J.; Ghossoub, Mario Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs. (English) Zbl 1475.91285 Insur. Math. Econ. 101, 23-37 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{M. Ghossoub}, Insur. Math. Econ. 101, 23--37 (2021; Zbl 1475.91285) 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
Wang, Pei; Shen, Yang; Zhang, Ling; Kang, Yuxin Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. (English) Zbl 1471.91486 Insur. Math. Econ. 100, 384-407 (2021). MSC: 91G05 91A80 PDF BibTeX XML Cite \textit{P. Wang} et al., Insur. Math. Econ. 100, 384--407 (2021; Zbl 1471.91486) Full Text: DOI OpenURL
Cai, Jun; Wang, Ying Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure. (English) Zbl 1471.91451 Insur. Math. Econ. 100, 329-349 (2021). MSC: 91G05 91B32 PDF BibTeX XML Cite \textit{J. Cai} and \textit{Y. Wang}, Insur. Math. Econ. 100, 329--349 (2021; Zbl 1471.91451) Full Text: DOI OpenURL
Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. A multi-year microlevel collective risk model. (English) Zbl 1471.91479 Insur. Math. Econ. 100, 309-328 (2021). MSC: 91G05 62H05 PDF BibTeX XML Cite \textit{R. Oh} et al., Insur. Math. Econ. 100, 309--328 (2021; Zbl 1471.91479) Full Text: DOI arXiv OpenURL
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard SynthETIC: an individual insurance claim simulator with feature control. (English) Zbl 1471.91445 Insur. Math. Econ. 100, 296-308 (2021). MSC: 91G05 91-10 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 100, 296--308 (2021; Zbl 1471.91445) Full Text: DOI arXiv OpenURL
Bosserhoff, Frank; Stadje, Mitja Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting. (English) Zbl 1479.91306 Insur. Math. Econ. 100, 130-146 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91G10 45K05 49L12 PDF BibTeX XML Cite \textit{F. Bosserhoff} and \textit{M. Stadje}, Insur. Math. Econ. 100, 130--146 (2021; Zbl 1479.91306) Full Text: DOI arXiv OpenURL
Chen, An; Guillen, Montserrat; Rach, Manuel Fees in tontines. (English) Zbl 1475.91290 Insur. Math. Econ. 100, 89-106 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Chen} et al., Insur. Math. Econ. 100, 89--106 (2021; Zbl 1475.91290) Full Text: DOI OpenURL
Li, Hong; Shi, Yanlin Forecasting mortality with international linkages: a global vector-autoregression approach. (English) Zbl 1471.91470 Insur. Math. Econ. 100, 59-75 (2021). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Shi}, Insur. Math. Econ. 100, 59--75 (2021; Zbl 1471.91470) 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
McCarthy, David G.; Wang, Po-Lin Pooling mortality risk in eurozone state pension liabilities: an application of a Bayesian coherent multi-population cohort-based mortality model. (English) Zbl 1464.62421 Insur. Math. Econ. 99, 459-485 (2021). MSC: 62P05 91G05 PDF BibTeX XML Cite \textit{D. G. McCarthy} and \textit{P.-L. Wang}, Insur. Math. Econ. 99, 459--485 (2021; Zbl 1464.62421) Full Text: DOI OpenURL
Broeders, Dirk; Mehlkopf, Roel; van Ool, Annick The economics of sharing macro-longevity risk. (English) Zbl 1467.91136 Insur. Math. Econ. 99, 440-458 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Broeders} et al., Insur. Math. Econ. 99, 440--458 (2021; Zbl 1467.91136) Full Text: DOI OpenURL
Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) 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
Alvarez, Jesús-Adrián; Kallestrup-Lamb, Malene; Kjærgaard, Søren Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (English) Zbl 1467.91125 Insur. Math. Econ. 99, 363-375 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J.-A. Alvarez} et al., Insur. Math. Econ. 99, 363--375 (2021; Zbl 1467.91125) Full Text: DOI OpenURL
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen Modeling and pricing longevity derivatives using Skellam distribution. (English) Zbl 1467.91143 Insur. Math. Econ. 99, 341-354 (2021). MSC: 91G05 91G20 62P05 PDF BibTeX XML Cite \textit{K.-L. Kung} et al., Insur. Math. Econ. 99, 341--354 (2021; Zbl 1467.91143) Full Text: DOI OpenURL
Carbonneau, Alexandre Deep hedging of long-term financial derivatives. (English) Zbl 1467.91138 Insur. Math. Econ. 99, 327-340 (2021). MSC: 91G05 91G20 68T07 PDF BibTeX XML Cite \textit{A. Carbonneau}, Insur. Math. Econ. 99, 327--340 (2021; Zbl 1467.91138) Full Text: DOI arXiv OpenURL
Börger, Matthias; Freimann, Arne; Ruß, Jochen A combined analysis of hedge effectiveness and capital efficiency in longevity hedging. (English) Zbl 1467.91132 Insur. Math. Econ. 99, 309-326 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Börger} et al., Insur. Math. Econ. 99, 309--326 (2021; Zbl 1467.91132) Full Text: DOI OpenURL
Arnold, Séverine; Glushko, Viktoriya Cause-specific mortality rates: common trends and differences. (English) Zbl 1467.91127 Insur. Math. Econ. 99, 294-308 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Arnold} and \textit{V. Glushko}, Insur. Math. Econ. 99, 294--308 (2021; Zbl 1467.91127) Full Text: DOI OpenURL
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI OpenURL
Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun Gompertz law revisited: forecasting mortality with a multi-factor exponential model. (English) Zbl 1467.91146 Insur. Math. Econ. 99, 268-281 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{H. Li} et al., Insur. Math. Econ. 99, 268--281 (2021; Zbl 1467.91146) Full Text: DOI OpenURL
Zhou, Rui; Ji, Min Modelling mortality dependence: an application of dynamic vine copula. (English) Zbl 1467.91155 Insur. Math. Econ. 99, 241-255 (2021). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{R. Zhou} and \textit{M. Ji}, Insur. Math. Econ. 99, 241--255 (2021; Zbl 1467.91155) Full Text: DOI OpenURL
Börger, Matthias; Russ, Jochen; Schupp, Johannes It takes two: why mortality trend modeling is more than modeling one mortality trend. (English) Zbl 1467.91133 Insur. Math. Econ. 99, 222-232 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{M. Börger} et al., Insur. Math. Econ. 99, 222--232 (2021; Zbl 1467.91133) Full Text: DOI OpenURL
Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward Addressing the life expectancy gap in pension policy. (English) Zbl 1467.91135 Insur. Math. Econ. 99, 200-221 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J. M. Bravo} et al., Insur. Math. Econ. 99, 200--221 (2021; Zbl 1467.91135) Full Text: DOI OpenURL
Redondo Lourés, Cristian; Cairns, Andrew J. G. Cause of death specific cohort effects in U.S. mortality. (English) Zbl 1467.91149 Insur. Math. Econ. 99, 190-199 (2021). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{C. Redondo Lourés} and \textit{A. J. G. Cairns}, Insur. Math. Econ. 99, 190--199 (2021; Zbl 1467.91149) Full Text: DOI OpenURL
Souto Arias, Luis A.; Cirillo, Pasquale Joint and survivor annuity valuation with a bivariate reinforced urn process. (English) Zbl 1467.91151 Insur. Math. Econ. 99, 174-189 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. A. Souto Arias} and \textit{P. Cirillo}, Insur. Math. Econ. 99, 174--189 (2021; Zbl 1467.91151) Full Text: DOI OpenURL
Godin, Frédéric; Trottier, Denis-Alexandre Option pricing in regime-switching frameworks with the extended Girsanov principle. (English) Zbl 1467.91185 Insur. Math. Econ. 99, 116-129 (2021). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{F. Godin} and \textit{D.-A. Trottier}, Insur. Math. Econ. 99, 116--129 (2021; Zbl 1467.91185) Full Text: DOI OpenURL
Gweon, Hyukjun; Li, Shu Batch mode active learning framework and its application on valuing large variable annuity portfolios. (English) Zbl 1467.91141 Insur. Math. Econ. 99, 105-115 (2021). MSC: 91G05 68T05 PDF BibTeX XML Cite \textit{H. Gweon} and \textit{S. Li}, Insur. Math. Econ. 99, 105--115 (2021; Zbl 1467.91141) Full Text: DOI OpenURL
Moenig, Thorsten Variable annuities: market incompleteness and policyholder behavior. (English) Zbl 1467.91147 Insur. Math. Econ. 99, 63-78 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Moenig}, Insur. Math. Econ. 99, 63--78 (2021; Zbl 1467.91147) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Cheng, Echo Sihan Incorporating statistical clustering methods into mortality models to improve forecasting performances. (English) Zbl 1467.91153 Insur. Math. Econ. 99, 42-62 (2021). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{E. S. Cheng}, Insur. Math. Econ. 99, 42--62 (2021; Zbl 1467.91153) Full Text: DOI OpenURL
Psarrakos, Georgios; Vliora, Polyxeni Sensitivity analysis and tail variability for the Wang’s actuarial index. (English) Zbl 1466.91267 Insur. Math. Econ. 98, 147-152 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{G. Psarrakos} and \textit{P. Vliora}, Insur. Math. Econ. 98, 147--152 (2021; Zbl 1466.91267) Full Text: DOI OpenURL
Yanez, Juan Sebastian; Pigeon, Mathieu Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (English) Zbl 1470.91234 Insur. Math. Econ. 98, 106-119 (2021). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 PDF BibTeX XML Cite \textit{J. S. Yanez} and \textit{M. Pigeon}, Insur. Math. Econ. 98, 106--119 (2021; Zbl 1470.91234) Full Text: DOI OpenURL
Shi, Tianxiang; Lee, Yung-Tsung Prepayment risk in reverse mortgages: an intensity-governed surrender model. (English) Zbl 1466.91269 Insur. Math. Econ. 98, 68-82 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Shi} and \textit{Y.-T. Lee}, Insur. Math. Econ. 98, 68--82 (2021; Zbl 1466.91269) Full Text: DOI OpenURL
Eini, Esmat Jamshidi; Khaloozadeh, Hamid The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution. (English) Zbl 1466.91284 Insur. Math. Econ. 98, 44-50 (2021). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Insur. Math. Econ. 98, 44--50 (2021; Zbl 1466.91284) Full Text: DOI OpenURL
Li, Danping; Young, Virginia R. Bowley solution of a mean-variance game in insurance. (English) Zbl 1466.91264 Insur. Math. Econ. 98, 35-43 (2021). MSC: 91G05 91A65 91A05 91A80 PDF BibTeX XML Cite \textit{D. Li} and \textit{V. R. Young}, Insur. Math. Econ. 98, 35--43 (2021; Zbl 1466.91264) Full Text: DOI OpenURL
Shen, Yang; Zou, Bin Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. (English) Zbl 1460.91239 Insur. Math. Econ. 97, 68-80 (2021). MSC: 91G05 91A80 93E20 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, Insur. Math. Econ. 97, 68--80 (2021; Zbl 1460.91239) Full Text: DOI arXiv OpenURL
Portugal, Luís; Pantelous, Athanasios A.; Verrall, Richard Univariate and multivariate claims reserving with generalized link ratios. (English) Zbl 1460.91237 Insur. Math. Econ. 97, 57-67 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L. Portugal} et al., Insur. Math. Econ. 97, 57--67 (2021; Zbl 1460.91237) Full Text: DOI OpenURL
Mourdoukoutas, Fotios; Boonen, Tim J.; Koo, Bonsoo; Pantelous, Athanasios A. Pricing in a competitive stochastic insurance market. (English) Zbl 1460.91233 Insur. Math. Econ. 97, 44-56 (2021). MSC: 91G05 91A15 91A80 PDF BibTeX XML Cite \textit{F. Mourdoukoutas} et al., Insur. Math. Econ. 97, 44--56 (2021; Zbl 1460.91233) Full Text: DOI OpenURL
Chavez-Bedoya, Luis; Castaneda, Ranu A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems. (English) Zbl 1460.91214 Insur. Math. Econ. 97, 7-23 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Chavez-Bedoya} and \textit{R. Castaneda}, Insur. Math. Econ. 97, 7--23 (2021; Zbl 1460.91214) Full Text: DOI OpenURL
Kulinskaya, Elena; Gitsels, Lisanne Andra; Bakbergenuly, Ilyas; Wright, Nigel R. Dynamic hazards modelling for predictive longevity risk assessment. (English) Zbl 1460.91228 Insur. Math. Econ. 96, 222-231 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{E. Kulinskaya} et al., Insur. Math. Econ. 96, 222--231 (2021; Zbl 1460.91228) Full Text: DOI OpenURL
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong Pareto-optimal reinsurance policies with maximal synergy. (English) Zbl 1460.91225 Insur. Math. Econ. 96, 185-198 (2021). MSC: 91G05 91B16 91B26 PDF BibTeX XML Cite \textit{W. Jiang} et al., Insur. Math. Econ. 96, 185--198 (2021; Zbl 1460.91225) Full Text: DOI OpenURL
Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints. (English) Zbl 1460.91241 Insur. Math. Econ. 96, 168-184 (2021). MSC: 91G05 91A15 91A80 PDF BibTeX XML Cite \textit{N. Wang} et al., Insur. Math. Econ. 96, 168--184 (2021; Zbl 1460.91241) Full Text: DOI OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) Full Text: DOI OpenURL
Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. (English) Zbl 1460.91235 Insur. Math. Econ. 96, 127-139 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Oh} et al., Insur. Math. Econ. 96, 127--139 (2021; Zbl 1460.91235) Full Text: DOI arXiv OpenURL
Schmeck, Maren Diane; Schmidli, Hanspeter Mortality options: the point of view of an insurer. (English) Zbl 1460.91238 Insur. Math. Econ. 96, 98-115 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{M. D. Schmeck} and \textit{H. Schmidli}, Insur. Math. Econ. 96, 98--115 (2021; Zbl 1460.91238) Full Text: DOI Link OpenURL
Bravo, Jorge M.; Nunes, João Pedro Vidal Pricing longevity derivatives via Fourier transforms. (English) Zbl 1460.91212 Insur. Math. Econ. 96, 81-97 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{J. M. Bravo} and \textit{J. P. V. Nunes}, Insur. Math. Econ. 96, 81--97 (2021; Zbl 1460.91212) Full Text: DOI OpenURL
Kunz, Andreas; Popp, Markus Economic neutral position: how to best replicate not fully replicable liabilities? (English) Zbl 1459.91161 Insur. Math. Econ. 96, 53-67 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Kunz} and \textit{M. Popp}, Insur. Math. Econ. 96, 53--67 (2021; Zbl 1459.91161) Full Text: DOI arXiv 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
Righi, Marcelo Brutti; Müller, Fernanda Maria; Moresco, Marlon Ruoso On a robust risk measurement approach for capital determination errors minimization. (English) Zbl 1452.91076 Insur. Math. Econ. 95, 199-211 (2020). MSC: 91B05 PDF BibTeX XML Cite \textit{M. B. Righi} et al., Insur. Math. Econ. 95, 199--211 (2020; Zbl 1452.91076) Full Text: DOI arXiv OpenURL
Hu, Taizhong; Chen, Ouxiang On a family of coherent measures of variability. (English) Zbl 1452.91273 Insur. Math. Econ. 95, 173-182 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{T. Hu} and \textit{O. Chen}, Insur. Math. Econ. 95, 173--182 (2020; Zbl 1452.91273) Full Text: DOI 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
Chen, Lv; Shen, Yang; Su, Jianxi A continuous-time theory of reinsurance chains. (English) Zbl 1452.91266 Insur. Math. Econ. 95, 129-146 (2020). MSC: 91G05 91A65 91A80 91G45 PDF BibTeX XML Cite \textit{L. Chen} et al., Insur. Math. Econ. 95, 129--146 (2020; Zbl 1452.91266) Full Text: DOI OpenURL
Xie, Jiayi; Zhang, Zhimin Statistical estimation for some dividend problems under the compound Poisson risk model. (English) Zbl 1452.91284 Insur. Math. Econ. 95, 101-115 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. Xie} and \textit{Z. Zhang}, Insur. Math. Econ. 95, 101--115 (2020; Zbl 1452.91284) Full Text: DOI OpenURL
Rabitti, Giovanni; Borgonovo, Emanuele Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods. (English) Zbl 1452.91281 Insur. Math. Econ. 95, 48-58 (2020). MSC: 91G05 91D20 91G30 PDF BibTeX XML Cite \textit{G. Rabitti} and \textit{E. Borgonovo}, Insur. Math. Econ. 95, 48--58 (2020; Zbl 1452.91281) Full Text: DOI OpenURL
Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; Smirnow, Alexander Optimal risk-sharing across a network of insurance companies. (English) Zbl 1452.91269 Insur. Math. Econ. 95, 39-47 (2020). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{N. Ettlin} et al., Insur. Math. Econ. 95, 39--47 (2020; Zbl 1452.91269) Full Text: DOI Link OpenURL
Cupido, Kyran; Jevtić, Petar; Paez, Antonio Spatial patterns of mortality in the United States: a spatial filtering approach. (English) Zbl 1452.91243 Insur. Math. Econ. 95, 28-38 (2020). MSC: 91D20 91D25 91G05 PDF BibTeX XML Cite \textit{K. Cupido} et al., Insur. Math. Econ. 95, 28--38 (2020; Zbl 1452.91243) Full Text: DOI OpenURL
Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei Pareto-optimal insurance contracts with premium budget and minimum charge constraints. (English) Zbl 1452.91257 Insur. Math. Econ. 95, 17-27 (2020). MSC: 91G05 91B41 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 95, 17--27 (2020; Zbl 1452.91257) Full Text: DOI OpenURL
Jeong, Himchan; Valdez, Emiliano A. Predictive compound risk models with dependence. (English) Zbl 1454.91195 Insur. Math. Econ. 94, 182-195 (2020). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Jeong} and \textit{E. A. Valdez}, Insur. Math. Econ. 94, 182--195 (2020; Zbl 1454.91195) Full Text: DOI OpenURL
Josa-Fombellida, Ricardo; Navas, Jorge Time consistent pension funding in a defined benefit pension plan with non-constant discounting. (English) Zbl 1454.91197 Insur. Math. Econ. 94, 142-153 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. Navas}, Insur. Math. Econ. 94, 142--153 (2020; Zbl 1454.91197) Full Text: DOI Link OpenURL
Lindholm, Mathias; Verrall, Richard Regression based reserving models and partial information. (English) Zbl 1454.91201 Insur. Math. Econ. 94, 109-124 (2020). Reviewer: Klaus D. Schmidt (Dresden) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Lindholm} and \textit{R. Verrall}, Insur. Math. Econ. 94, 109--124 (2020; Zbl 1454.91201) Full Text: DOI OpenURL
Zhou, Zhou; Jin, Zhuo Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time. (English) Zbl 1452.91286 Insur. Math. Econ. 94, 100-108 (2020). MSC: 91G05 91A80 PDF BibTeX XML Cite \textit{Z. Zhou} and \textit{Z. Jin}, Insur. Math. Econ. 94, 100--108 (2020; Zbl 1452.91286) Full Text: DOI OpenURL
Počuča, Nikola; Jevtić, Petar; McNicholas, Paul D.; Miljkovic, Tatjana Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models. (English) Zbl 1452.91280 Insur. Math. Econ. 94, 79-93 (2020). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{N. Počuča} et al., Insur. Math. Econ. 94, 79--93 (2020; Zbl 1452.91280) Full Text: DOI arXiv OpenURL
Bégin, Jean-François Levelling the playing field: a VIX-linked structure for funded pension schemes. (English) Zbl 1452.91261 Insur. Math. Econ. 94, 58-78 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{J.-F. Bégin}, Insur. Math. Econ. 94, 58--78 (2020; Zbl 1452.91261) Full Text: DOI OpenURL
Njenga, Carolyn Ndigwako; Sherris, Michael Modeling mortality with a Bayesian vector autoregression. (English) Zbl 1452.91244 Insur. Math. Econ. 94, 40-57 (2020). MSC: 91D20 91G05 62P05 PDF BibTeX XML Cite \textit{C. N. Njenga} and \textit{M. Sherris}, Insur. Math. Econ. 94, 40--57 (2020; Zbl 1452.91244) Full Text: DOI OpenURL
de Jong, Piet; Tickle, Leonie; Xu, Jianhui A more meaningful parameterization of the Lee-Carter model. (English) Zbl 1452.91267 Insur. Math. Econ. 94, 1-8 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{P. de Jong} et al., Insur. Math. Econ. 94, 1--8 (2020; Zbl 1452.91267) Full Text: DOI OpenURL
Bozikas, Apostolos; Pitselis, Georgios Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data. (English) Zbl 1448.91257 Insur. Math. Econ. 93, 353-368 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Bozikas} and \textit{G. Pitselis}, Insur. Math. Econ. 93, 353--368 (2020; Zbl 1448.91257) Full Text: DOI OpenURL