Eisenberg, Julia; Palmowski, Zbigniew Optimal dividends paid in a foreign currency for a Lévy insurance risk model. (English) Zbl 1479.91320 N. Am. Actuar. J. 25, No. 3, 417-437 (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{Z. Palmowski}, N. Am. Actuar. J. 25, No. 3, 417--437 (2021; Zbl 1479.91320) Full Text: DOI arXiv OpenURL
Li, Hong; Lu, Yang; Zhu, Wenjun Dynamic Bayesian ratemaking: a Markov chain approximation approach. (English) Zbl 1475.91309 N. Am. Actuar. J. 25, No. 2, 186-205 (2021). MSC: 91G05 60J20 PDF BibTeX XML Cite \textit{H. Li} et al., N. Am. Actuar. J. 25, No. 2, 186--205 (2021; Zbl 1475.91309) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Fitting nonstationary Cox processes: an application to fire insurance data. (English) Zbl 1481.91160 N. Am. Actuar. J. 25, No. 2, 135-162 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 25, No. 2, 135--162 (2021; Zbl 1481.91160) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Discussion on: “A general semi-Markov model for coupled lifetimes”. (English) Zbl 1454.91187 N. Am. Actuar. J. 24, No. 3, 491-494 (2020). MSC: 91G05 60J85 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 24, No. 3, 491--494 (2020; Zbl 1454.91187) Full Text: DOI OpenURL
Ji, Min; Aminzadeh, Mostafa; Deng, Min Predictive modeling of threshold life tables. (English) Zbl 1455.91225 N. Am. Actuar. J. 24, No. 2, 316-332 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91D20 60G70 62P05 PDF BibTeX XML Cite \textit{M. Ji} et al., N. Am. Actuar. J. 24, No. 2, 316--332 (2020; Zbl 1455.91225) Full Text: DOI OpenURL
Ji, Min; Zhou, Rui A general semi-Markov model for coupled lifetimes. (English) Zbl 1411.91290 N. Am. Actuar. J. 23, No. 1, 98-119 (2019). MSC: 91B30 60J85 PDF BibTeX XML Cite \textit{M. Ji} and \textit{R. Zhou}, N. Am. Actuar. J. 23, No. 1, 98--119 (2019; Zbl 1411.91290) Full Text: DOI Link OpenURL
Kolkiewicz, Adam W.; Lin, Fangyuan Sally Pricing surrender risk in Ratchet equity-index annuities under regime-switching Lévy processes. (English) Zbl 1414.91414 N. Am. Actuar. J. 21, No. 3, 433-457 (2017). MSC: 91G60 91G20 91B30 60G51 PDF BibTeX XML Cite \textit{A. W. Kolkiewicz} and \textit{F. S. Lin}, N. Am. Actuar. J. 21, No. 3, 433--457 (2017; Zbl 1414.91414) Full Text: DOI OpenURL
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. (English) Zbl 1414.91190 N. Am. Actuar. J. 21, No. 3, 397-416 (2017). MSC: 91B30 62P05 60G70 PDF BibTeX XML Cite \textit{S. Gbari} et al., N. Am. Actuar. J. 21, No. 3, 397--416 (2017; Zbl 1414.91190) Full Text: DOI Link OpenURL
Maegebier, Alexander; Gatzert, Nadine The impact of disability insurance on a portfolio of life insurances. (English) Zbl 1414.91218 N. Am. Actuar. J. 20, No. 2, 142-159 (2016). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{A. Maegebier} and \textit{N. Gatzert}, N. Am. Actuar. J. 20, No. 2, 142--159 (2016; Zbl 1414.91218) Full Text: DOI OpenURL
Chuang, Shuo-Li; Brockett, Patrick L. Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform. (English) Zbl 1412.91040 N. Am. Actuar. J. 18, No. 1, 22-37 (2014). MSC: 91B30 91G20 60G51 PDF BibTeX XML Cite \textit{S.-L. Chuang} and \textit{P. L. Brockett}, N. Am. Actuar. J. 18, No. 1, 22--37 (2014; Zbl 1412.91040) Full Text: DOI OpenURL
Tang, Yunfan Polynomial approximation to option prices under regime switching. (English) Zbl 1412.91223 N. Am. Actuar. J. 17, No. 2, 168-179 (2013). MSC: 91G20 60J28 32E30 PDF BibTeX XML Cite \textit{Y. Tang}, N. Am. Actuar. J. 17, No. 2, 168--179 (2013; Zbl 1412.91223) Full Text: DOI OpenURL
Vanduffel, S.; Yao, Jing Discussion on: “Asymptotic analysis of multivariate tail conditional expectations”. (English) Zbl 1412.60076 N. Am. Actuar. J. 17, No. 1, 98-100 (2013). MSC: 60G70 91B30 PDF BibTeX XML Cite \textit{S. Vanduffel} and \textit{J. Yao}, N. Am. Actuar. J. 17, No. 1, 98--100 (2013; Zbl 1412.60076) Full Text: DOI OpenURL
Mishura, Yuliya; Schmidli, Hanspeter Dividend barrier strategies in a renewal risk model with generalized Erlang interarrival times. (English) Zbl 1291.91123 N. Am. Actuar. J. 16, No. 4, 493-512 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{H. Schmidli}, N. Am. Actuar. J. 16, No. 4, 493--512 (2012; Zbl 1291.91123) Full Text: DOI OpenURL
Zhu, Li; Li, Haijun Asymptotic analysis of multivariate tail conditional expectations. (English) Zbl 1291.60108 N. Am. Actuar. J. 16, No. 3, 350-363 (2012). MSC: 60G70 91B30 PDF BibTeX XML Cite \textit{L. Zhu} and \textit{H. Li}, N. Am. Actuar. J. 16, No. 3, 350--363 (2012; Zbl 1291.60108) Full Text: DOI OpenURL
Verrall, Richard J.; Wüthrich, Mario V. Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving. (English) Zbl 1291.91239 N. Am. Actuar. J. 16, No. 2, 240-259 (2012). MSC: 91G60 91B30 65C05 60J75 PDF BibTeX XML Cite \textit{R. J. Verrall} and \textit{M. V. Wüthrich}, N. Am. Actuar. J. 16, No. 2, 240--259 (2012; Zbl 1291.91239) Full Text: DOI Link OpenURL
Lin, Xiang; Li, Yanfang Optimal reinsurance and investment for a jump diffusion risk process under the CEV model. (English) Zbl 1291.91121 N. Am. Actuar. J. 15, No. 3, 417-431 (2011). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{X. Lin} and \textit{Y. Li}, N. Am. Actuar. J. 15, No. 3, 417--431 (2011; Zbl 1291.91121) Full Text: DOI OpenURL
Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang A direct approach to the discounted penalty function. (English) Zbl 1219.91063 N. Am. Actuar. J. 14, No. 4, 420-447 (2010). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 14, No. 4, 420--447 (2010; Zbl 1219.91063) Full Text: DOI Link OpenURL
Stanford, David A.; Ren, Jiandong; Yu, Kaiqi The moments of the time of ruin in Markovian risk models. (English) Zbl 1219.91072 N. Am. Actuar. J. 14, No. 4, 464-471 (2010). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{D. A. Stanford} et al., N. Am. Actuar. J. 14, No. 4, 464--471 (2010; Zbl 1219.91072) Full Text: DOI OpenURL
Ahn, Jae Youn; Shyamalkumar, Nariankadu D. An asymptotic analysis of the bootstrap bias correction for the empirical CTE. (English) Zbl 1219.62071 N. Am. Actuar. J. 14, No. 2, 217-234 (2010). MSC: 62G09 62G07 60F05 62G20 65C60 PDF BibTeX XML Cite \textit{J. Y. Ahn} and \textit{N. D. Shyamalkumar}, N. Am. Actuar. J. 14, No. 2, 217--234 (2010; Zbl 1219.62071) Full Text: DOI OpenURL
Yang, Jun Discussion on: “Valuation of discrete dynamic fund protection under Lévy processes”. (English) Zbl 1483.91243 N. Am. Actuar. J. 13, No. 4, 520-524 (2009). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{J. Yang}, N. Am. Actuar. J. 13, No. 4, 520--524 (2009; Zbl 1483.91243) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David Analysis of a generalized penalty function in a semi-Markovian risk model. (English) Zbl 1483.91182 N. Am. Actuar. J. 13, No. 4, 497-513 (2009). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{D. Landriault}, N. Am. Actuar. J. 13, No. 4, 497--513 (2009; Zbl 1483.91182) Full Text: DOI OpenURL
Wong, Hoi Ying; Lam, Ka Wai Valuation of discrete dynamic fund protection under Lévy processes. (English) Zbl 1483.91242 N. Am. Actuar. J. 13, No. 2, 202-216 (2009). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{K. W. Lam}, N. Am. Actuar. J. 13, No. 2, 202--216 (2009; Zbl 1483.91242) Full Text: DOI OpenURL
Bayraktar, Erhan; Young, Virginia R. Minimizing the probability of lifetime ruin with deferred life annuities. (English) Zbl 1483.91178 N. Am. Actuar. J. 13, No. 1, 141-154 (2009). MSC: 91G05 60G40 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{V. R. Young}, N. Am. Actuar. J. 13, No. 1, 141--154 (2009; Zbl 1483.91178) Full Text: DOI OpenURL
Ren, Jiandong Author’s reply: “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model” – discussion by Shuanming Li, July 2007. (English) Zbl 1481.91049 N. Am. Actuar. J. 12, No. 3, 341 (2008). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{J. Ren}, N. Am. Actuar. J. 12, No. 3, 341 (2008; Zbl 1481.91049) Full Text: DOI OpenURL
Huh, Joonghee; Kolkiewicz, Adam Computation of multivariate barrier crossing probability and its applications in credit risk models. (English) Zbl 1481.91219 N. Am. Actuar. J. 12, No. 3, 263-291 (2008). MSC: 91G60 91G40 91G20 60F10 60J70 PDF BibTeX XML Cite \textit{J. Huh} and \textit{A. Kolkiewicz}, N. Am. Actuar. J. 12, No. 3, 263--291 (2008; Zbl 1481.91219) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Authors’ reply: “On optimal dividend strategies in the compound Poisson model”, discussion by Bangwon Ko. (English) Zbl 1481.91169 N. Am. Actuar. J. 12, No. 2, 216-219 (2008). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 12, No. 2, 216--219 (2008; Zbl 1481.91169) Full Text: DOI OpenURL
Badescu, Andrei L. “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model”, Jiandong Ren, July 2007. (English) Zbl 1481.91047 N. Am. Actuar. J. 12, No. 2, 210-212 (2008). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{A. L. Badescu}, N. Am. Actuar. J. 12, No. 2, 210--212 (2008; Zbl 1481.91047) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Hardy, Mary R.; Tan, Ken Seng Threshold life tables and their applications. (English) Zbl 1481.91175 N. Am. Actuar. J. 12, No. 2, 99-115 (2008). MSC: 91G05 60G70 91D20 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., N. Am. Actuar. J. 12, No. 2, 99--115 (2008; Zbl 1481.91175) Full Text: DOI OpenURL
Li, Johnny S. H.; Ng, Andrew C. Y. “Markov aging process and phase-type law of mortality”, X. Sheldon Lin and Xiaoming Liu, October 2007. (English) Zbl 1481.91174 N. Am. Actuar. J. 12, No. 1, 90-94 (2008). MSC: 91G05 60J28 PDF BibTeX XML Cite \textit{J. S. H. Li} and \textit{A. C. Y. Ng}, N. Am. Actuar. J. 12, No. 1, 90--94 (2008; Zbl 1481.91174) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Authors’ reply: “On the class of Erlang mixtures with risk theoretic applications” – discussion by Saralees Nadarajah. (English) Zbl 1480.91255 N. Am. Actuar. J. 11, No. 4, 144 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, N. Am. Actuar. J. 11, No. 4, 144 (2007; Zbl 1480.91255) Full Text: DOI OpenURL
Nadarajah, Saralees “On the class of Erlang mixtures with risk theoretic applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007. (English) Zbl 1480.91233 N. Am. Actuar. J. 11, No. 4, 142-144 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{S. Nadarajah}, N. Am. Actuar. J. 11, No. 4, 142--144 (2007; Zbl 1480.91233) Full Text: DOI OpenURL
Lin, X. Sheldon; Liu, Xiaoming Markov aging process and phase-type law of mortality. (English) Zbl 1480.91221 N. Am. Actuar. J. 11, No. 4, 92-109 (2007). MSC: 91G05 60J28 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{X. Liu}, N. Am. Actuar. J. 11, No. 4, 92--109 (2007; Zbl 1480.91221) Full Text: DOI OpenURL
Dunham, Lee M.; Friesen, Geoffrey C. An empirical examination of jump risk in U.S. equity and bond markets. (English) Zbl 1480.91287 N. Am. Actuar. J. 11, No. 4, 76-91 (2007). MSC: 91G20 60J74 PDF BibTeX XML Cite \textit{L. M. Dunham} and \textit{G. C. Friesen}, N. Am. Actuar. J. 11, No. 4, 76--91 (2007; Zbl 1480.91287) Full Text: DOI OpenURL
Ko, Bangwon; Ng, Andrew C. Y. “Stochastic annuities”, Daniel Dufresne, January 2007. (English) Zbl 1480.91217 N. Am. Actuar. J. 11, No. 3, 170-171 (2007). MSC: 91G05 60E05 PDF BibTeX XML Cite \textit{B. Ko} and \textit{A. C. Y. Ng}, N. Am. Actuar. J. 11, No. 3, 170--171 (2007; Zbl 1480.91217) Full Text: DOI OpenURL
Gerber, Hans U.; Yang, Hailiang Absolute ruin probabilities in a jump diffusion risk model with investment. (English) Zbl 1480.91208 N. Am. Actuar. J. 11, No. 3, 159-169 (2007). MSC: 91G05 60G55 60J60 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{H. Yang}, N. Am. Actuar. J. 11, No. 3, 159--169 (2007; Zbl 1480.91208) Full Text: DOI OpenURL
Ko, Bangwon “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model”, Jiandong Ren, July 2007. (English) Zbl 1480.91078 N. Am. Actuar. J. 11, No. 3, 136-137 (2007). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{B. Ko}, N. Am. Actuar. J. 11, No. 3, 136--137 (2007; Zbl 1480.91078) Full Text: DOI OpenURL
Ren, Jiandong The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model. (English) Zbl 1480.91079 N. Am. Actuar. J. 11, No. 3, 128-136 (2007). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{J. Ren}, N. Am. Actuar. J. 11, No. 3, 128--136 (2007; Zbl 1480.91079) Full Text: DOI OpenURL
Zhou, Xiaowen “On the expected discounted penalty function for Lévy risk processes”, José Garrido and Manuel Morales, October 2006. (English) Zbl 1480.91080 N. Am. Actuar. J. 11, No. 2, 153 (2007). MSC: 91B05 60G51 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 11, No. 2, 153 (2007; Zbl 1480.91080) Full Text: DOI OpenURL
Wu, Rong; Lu, Yuhua; Fang, Ying Authors’ reply: “On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest” – discussion by Bangwon Ko. (English) Zbl 1480.91257 N. Am. Actuar. J. 11, No. 2, 135 (2007). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{R. Wu} et al., N. Am. Actuar. J. 11, No. 2, 135 (2007; Zbl 1480.91257) Full Text: DOI OpenURL
Ko, Bangwon “On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest”, Rong Wu, Yuhua Lu and Ying Fang, April 2007. (English) Zbl 1480.91215 N. Am. Actuar. J. 11, No. 2, 134-135 (2007). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{B. Ko}, N. Am. Actuar. J. 11, No. 2, 134--135 (2007; Zbl 1480.91215) Full Text: DOI OpenURL
Wu, Rong; Lu, Yuhua; Fang, Ying On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest. (English) Zbl 1480.91256 N. Am. Actuar. J. 11, No. 2, 119-134 (2007). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{R. Wu} et al., N. Am. Actuar. J. 11, No. 2, 119--134 (2007; Zbl 1480.91256) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Authors’ reply: “On the class of Erlang mixtures with risk theoretic applications” – discussion by David C. M. Dickson and Howard R. Waters. (English) Zbl 1480.91254 N. Am. Actuar. J. 11, No. 2, 117-118 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, N. Am. Actuar. J. 11, No. 2, 117--118 (2007; Zbl 1480.91254) Full Text: DOI OpenURL
Dickson, David C. M.; Waters, Howard R. “On the class of Erlang mixtures with risk theoretic applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007. (English) Zbl 1480.91198 N. Am. Actuar. J. 11, No. 2, 115-117 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, N. Am. Actuar. J. 11, No. 2, 115--117 (2007; Zbl 1480.91198) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On the class of Erlang mixtures with risk theoretic applications. (English) Zbl 1480.91253 N. Am. Actuar. J. 11, No. 2, 99-115 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, N. Am. Actuar. J. 11, No. 2, 99--115 (2007; Zbl 1480.91253) Full Text: DOI OpenURL
Bellini, Fabio; Caperdoni, Camilla Coherent distortion risk measures and higher-order stochastic dominances. (English) Zbl 1480.91323 N. Am. Actuar. J. 11, No. 2, 35-42 (2007). MSC: 91G70 60E15 PDF BibTeX XML Cite \textit{F. Bellini} and \textit{C. Caperdoni}, N. Am. Actuar. J. 11, No. 2, 35--42 (2007; Zbl 1480.91323) Full Text: DOI OpenURL
Shiu, Elias S. W.; Gerber, Hans U. Authors’ reply: “On optimal dividend strategies in the compound Poisson model”, discussion by Eric C. K. Cheung. (English) Zbl 1480.91242 N. Am. Actuar. J. 11, No. 1, 161-162 (2007). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{E. S. W. Shiu} and \textit{H. U. Gerber}, N. Am. Actuar. J. 11, No. 1, 161--162 (2007; Zbl 1480.91242) Full Text: DOI OpenURL
Cheung, Eric C. K. “On optimal dividend strategies in the compound Poisson model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006. (English) Zbl 1480.91192 N. Am. Actuar. J. 11, No. 1, 158-161 (2007). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, N. Am. Actuar. J. 11, No. 1, 158--161 (2007; Zbl 1480.91192) Full Text: DOI OpenURL
Dufresne, Daniel Stochastic life annuities. (English) Zbl 1480.91199 N. Am. Actuar. J. 11, No. 1, 136-157 (2007). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{D. Dufresne}, N. Am. Actuar. J. 11, No. 1, 136--157 (2007; Zbl 1480.91199) Full Text: DOI OpenURL
Ren, Zhaoxia; Zhou, Xiaowen Discussion to: “Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest”. (English) Zbl 1480.91238 N. Am. Actuar. J. 10, No. 4, 280-283 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{Z. Ren} and \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 4, 280--283 (2006; Zbl 1480.91238) Full Text: DOI OpenURL
Lu, Yi; Garrido, José Regime-switching periodic models for claim counts. (English) Zbl 1480.91225 N. Am. Actuar. J. 10, No. 4, 235-248 (2006). MSC: 91G05 60G99 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{J. Garrido}, N. Am. Actuar. J. 10, No. 4, 235--248 (2006; Zbl 1480.91225) Full Text: DOI OpenURL
Pai, Jeffrey S.; Shand, Kevin J.; Wang, Xikui Compound Poisson model with covariates. (English) Zbl 1480.91235 N. Am. Actuar. J. 10, No. 4, 219-234 (2006). MSC: 91G05 60G55 62P05 PDF BibTeX XML Cite \textit{J. S. Pai} et al., N. Am. Actuar. J. 10, No. 4, 219--234 (2006; Zbl 1480.91235) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Discussion to: “On the expected discounted penalty function for Lévy risk processes”. (English) Zbl 1480.91077 N. Am. Actuar. J. 10, No. 4, 216-218 (2006). MSC: 91B05 60G51 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 4, 216--218 (2006; Zbl 1480.91077) Full Text: DOI OpenURL
Garrido, José; Morales, Manuel On the expected discounted penalty function for Lévy risk processes. (English) Zbl 1480.91076 N. Am. Actuar. J. 10, No. 4, 196-216 (2006). MSC: 91B05 60G51 PDF BibTeX XML Cite \textit{J. Garrido} and \textit{M. Morales}, N. Am. Actuar. J. 10, No. 4, 196--216 (2006; Zbl 1480.91076) Full Text: DOI OpenURL
Moore, Kristen S.; Young, Virginia R. Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement. (English) Zbl 1480.91232 N. Am. Actuar. J. 10, No. 4, 145-161 (2006). MSC: 91G05 49J40 60G40 PDF BibTeX XML Cite \textit{K. S. Moore} and \textit{V. R. Young}, N. Am. Actuar. J. 10, No. 4, 145--161 (2006; Zbl 1480.91232) Full Text: DOI OpenURL
Gaillardetz, Patrice; Lin, X. Sheldon Valuation of equity-linked insurance and annuity products with binomial models. (English) Zbl 1480.91204 N. Am. Actuar. J. 10, No. 4, 117-144 (2006). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{P. Gaillardetz} and \textit{X. S. Lin}, N. Am. Actuar. J. 10, No. 4, 117--144 (2006; Zbl 1480.91204) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Authors’ reply: “On optimal dividend strategies in the compound Poisson model”. (English) Zbl 1480.91206 N. Am. Actuar. J. 10, No. 3, 84 (2006). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 3, 84 (2006; Zbl 1480.91206) Full Text: DOI OpenURL
Zhou, Xiaowen Comment to: “On optimal dividend strategies in the compound Poisson model”. (English) Zbl 1480.91258 N. Am. Actuar. J. 10, No. 3, 78-79 (2006). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 3, 78--79 (2006; Zbl 1480.91258) Full Text: DOI OpenURL
Zhou, Xiaowen Authors’ reply to: “Comment to: ‘On a classical risk model with a constant dividend barrier”’. (English) Zbl 1479.91348 N. Am. Actuar. J. 10, No. 2, 143-146 (2006). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 2, 143--146 (2006; Zbl 1479.91348) Full Text: DOI OpenURL
Yin, Chuancun Comment to: “On a classical risk model with a constant dividend barrier”. (English) Zbl 1479.91345 N. Am. Actuar. J. 10, No. 2, 139-143 (2006). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{C. Yin}, N. Am. Actuar. J. 10, No. 2, 139--143 (2006; Zbl 1479.91345) Full Text: DOI OpenURL
Cai, Jun; Xu, Chengming Authors’ reply to: “Discussion to: ‘On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91311 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDF BibTeX XML Cite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91311) Full Text: DOI OpenURL
Yang, Hailiang Discussion to: “On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91344 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDF BibTeX XML Cite \textit{H. Yang}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91344) Full Text: DOI OpenURL
Cai, Jun; Xu, Chengming On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion. (English) Zbl 1479.91310 N. Am. Actuar. J. 10, No. 2, 120-129 (2006). MSC: 91G05 60J65 60J74 45J05 PDF BibTeX XML Cite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 120--129 (2006; Zbl 1479.91310) Full Text: DOI OpenURL
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Authors’ reply to: “Comment to: ‘Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest’ ”. (English) Zbl 1479.91309 N. Am. Actuar. J. 10, No. 2, 119 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 119 (2006; Zbl 1479.91309) Full Text: DOI OpenURL
Zhu, Jinxia Comment to: “Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest”. (English) Zbl 1479.91349 N. Am. Actuar. J. 10, No. 2, 116-118 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Zhu}, N. Am. Actuar. J. 10, No. 2, 116--118 (2006; Zbl 1479.91349) Full Text: DOI OpenURL
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. (English) Zbl 1479.91308 N. Am. Actuar. J. 10, No. 2, 94-108 (2006). MSC: 91G05 60J60 60J65 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 94--108 (2006; Zbl 1479.91308) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. On optimal dividend strategies in the compound Poisson model. (English) Zbl 1479.91323 N. Am. Actuar. J. 10, No. 2, 76-93 (2006). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 2, 76--93 (2006; Zbl 1479.91323) Full Text: DOI OpenURL
Zhou, Xiaowen On a classical risk model with a constant dividend barrier. (English) Zbl 1215.60051 N. Am. Actuar. J. 9, No. 4, 95-108 (2005). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 9, No. 4, 95--108 (2005; Zbl 1215.60051) Full Text: DOI Link OpenURL
Wong, Albert C. S.; Chan, Wai-Sum Mixture Gaussian time series modeling of long-term market returns. (English) Zbl 1215.91068 N. Am. Actuar. J. 9, No. 4, 83-94 (2005). MSC: 91B84 91G70 62P05 60G15 62M10 PDF BibTeX XML Cite \textit{A. C. S. Wong} and \textit{W.-S. Chan}, N. Am. Actuar. J. 9, No. 4, 83--94 (2005; Zbl 1215.91068) Full Text: DOI OpenURL
Yuen, Kam-Chuen; Wang, Guojing Some ruin problems for a risk process with stochastic interest. (English) Zbl 1145.60320 N. Am. Actuar. J. 9, No. 3, 129-142 (2005). MSC: 60H30 60H10 91B30 PDF BibTeX XML Cite \textit{K.-C. Yuen} and \textit{G. Wang}, N. Am. Actuar. J. 9, No. 3, 129--142 (2005; Zbl 1145.60320) Full Text: DOI OpenURL
Promislow, S. David; Young, Virginia R. Minimizing the probability of ruin when claims follow Brownian motion with drift. (English) Zbl 1141.91543 N. Am. Actuar. J. 9, No. 3, 109-128 (2005). MSC: 91B30 60H10 60H30 91B28 PDF BibTeX XML Cite \textit{S. D. Promislow} and \textit{V. R. Young}, N. Am. Actuar. J. 9, No. 3, 109--128 (2005; Zbl 1141.91543) Full Text: DOI OpenURL
Ng, Andrew C. Y.; Yang, Hailiang Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model. With discussions. (English) Zbl 1085.60517 N. Am. Actuar. J. 9, No. 2, 85-107 (2005). MSC: 60K10 60K05 PDF BibTeX XML Cite \textit{A. C. Y. Ng} and \textit{H. Yang}, N. Am. Actuar. J. 9, No. 2, 85--107 (2005; Zbl 1085.60517) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. (English) Zbl 1085.62508 N. Am. Actuar. J. 9, No. 2, 49-84 (2005). MSC: 62P05 91G50 60K10 60K05 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 9, No. 2, 49--84 (2005; Zbl 1085.62508) Full Text: DOI OpenURL
Moore, Kristen S.; Young, Virginia R. Optimal design of a perpetual equity-indexed annuity. (English) Zbl 1085.60512 N. Am. Actuar. J. 9, No. 1, 57-72 (2005). MSC: 60H30 60H05 91B30 PDF BibTeX XML Cite \textit{K. S. Moore} and \textit{V. R. Young}, N. Am. Actuar. J. 9, No. 1, 57--72 (2005; Zbl 1085.60512) Full Text: DOI OpenURL
Zhou, Wei “Martingale valuation of cash flows for insurance and interest models” by J. F. Carrière (Discussion). (English) Zbl 1085.60515 N. Am. Actuar. J. 8, No. 4, 152-153 (2004). MSC: 60H30 PDF BibTeX XML Cite \textit{W. Zhou}, N. Am. Actuar. J. 8, No. 4, 152--153 (2004; Zbl 1085.60515) Full Text: DOI OpenURL
Leung, Bartholomew P.; Lee, H. W. J.; Chan, Chi Kin “Martingale valuation of cash flows for insurance and interest models” by J. F. Carrière, July 2004 (Discussion). (English) Zbl 1085.60510 N. Am. Actuar. J. 8, No. 4, 150-152 (2004). MSC: 60H30 PDF BibTeX XML Cite \textit{B. P. Leung} et al., N. Am. Actuar. J. 8, No. 4, 150--152 (2004; Zbl 1085.60510) Full Text: DOI OpenURL
Young, Virginia R. Optimal investment strategy to minimize the probability of lifetime ruin. (English) Zbl 1085.60514 N. Am. Actuar. J. 8, No. 4, 105-126 (2004). MSC: 60H30 60H10 91B30 91G10 PDF BibTeX XML Cite \textit{V. R. Young}, N. Am. Actuar. J. 8, No. 4, 105--126 (2004; Zbl 1085.60514) Full Text: DOI OpenURL
Yao, Yong Efficient factor models for yield curve dynamics. (English) Zbl 1085.60513 N. Am. Actuar. J. 8, No. 4, 90-105 (2004). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{Y. Yao}, N. Am. Actuar. J. 8, No. 4, 90--105 (2004; Zbl 1085.60513) Full Text: DOI OpenURL
Evans, Mark D. J. “Valuation of equity-indexed annuities under stochastic interest rates” by X. S. Lin and K. S. Tan. (Discussion and reply by the authors). (English) Zbl 1085.60509 N. Am. Actuar. J. 8, No. 3, 123-125 (2004). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{M. D. J. Evans}, N. Am. Actuar. J. 8, No. 3, 123--125 (2004; Zbl 1085.60509) Full Text: DOI OpenURL
Morales, Manuel On an approximation for the surplus process using extreme value theory: applications in ruin theory and reinsurance pricing. (English) Zbl 1085.62513 N. Am. Actuar. J. 8, No. 3, 46-66 (2004). MSC: 62P05 62G32 60G51 91B30 PDF BibTeX XML Cite \textit{M. Morales}, N. Am. Actuar. J. 8, No. 3, 46--66 (2004; Zbl 1085.62513) Full Text: DOI OpenURL
Carrière, J. F. Martingale valuation of cash flows for insurance and interest models. (English) Zbl 1085.60508 N. Am. Actuar. J. 8, No. 3, 1-16 (2004). MSC: 60H30 60G42 60G48 60H05 60H10 91G30 91B30 PDF BibTeX XML Cite \textit{J. F. Carrière}, N. Am. Actuar. J. 8, No. 3, 1--16 (2004; Zbl 1085.60508) Full Text: DOI OpenURL
Deprez, Olivier; Albrecher, Hansjörg “Optimal dividends: analysis with Brownian motion” by Hans U. Gerber and Elias S. W. Shiu, January 2004 (Discussion). (English) Zbl 1085.62506 N. Am. Actuar. J. 8, No. 2, 111-115 (2004). MSC: 62P05 60J70 91G20 PDF BibTeX XML Cite \textit{O. Deprez} and \textit{H. Albrecher}, N. Am. Actuar. J. 8, No. 2, 111--115 (2004; Zbl 1085.62506) Full Text: DOI OpenURL
Zhu, Wenge Risk-based capital factor determination with jump risk. (English) Zbl 1085.60516 N. Am. Actuar. J. 8, No. 2, 84-95 (2004). MSC: 60J70 60J60 60J75 PDF BibTeX XML Cite \textit{W. Zhu}, N. Am. Actuar. J. 8, No. 2, 84--95 (2004; Zbl 1085.60516) Full Text: DOI OpenURL
Liu, Chi Sang; Yang, Hailiang Optimal investment for an insurer to minimize its probability of ruin. (English) Zbl 1085.60511 N. Am. Actuar. J. 8, No. 2, 11-31 (2004). MSC: 60H30 60H10 91B28 91B30 PDF BibTeX XML Cite \textit{C. S. Liu} and \textit{H. Yang}, N. Am. Actuar. J. 8, No. 2, 11--31 (2004; Zbl 1085.60511) Full Text: DOI OpenURL
Young, Virginia R. “Pricing perpetual fund protection with withdrawal option” by H. U. Gerber and E. S. W. Shin. (Discussion with a reply by the authors). (English) Zbl 1085.60502 N. Am. Actuar. J. 8, No. 1, 96-99 (2004). MSC: 60G35 60G17 91B28 PDF BibTeX XML Cite \textit{V. R. Young}, N. Am. Actuar. J. 8, No. 1, 96--99 (2004; Zbl 1085.60502) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Optimal dividends: analysis with Brownian motion. (English) Zbl 1085.62122 N. Am. Actuar. J. 8, No. 1, 1-20 (2004). MSC: 62P05 60J70 91G50 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 8, No. 1, 1--20 (2004; Zbl 1085.62122) Full Text: DOI OpenURL
Beekman, John A. “Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends” by Hans U. Gerber and Elias S. W. Shiu, July 2003 (discussion). (English) Zbl 1084.91512 N. Am. Actuar. J. 7, No. 4, 102-103 (2003). MSC: 91B30 62P05 60J65 91G20 PDF BibTeX XML Cite \textit{J. A. Beekman}, N. Am. Actuar. J. 7, No. 4, 102--103 (2003; Zbl 1084.91512) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60546 N. Am. Actuar. J. 7, No. 4, 96-101 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 4, 96--101 (2003; Zbl 1084.60546) Full Text: DOI OpenURL
Decamps, Marc; Goovaerts, Marc J. “Pricing lookback options and dynamic guarantees” by H.U.Gerber and E.S.W.Shiu (discussion with a reply by the authors). (English) Zbl 1085.91511 N. Am. Actuar. J. 7, No. 4, 94-96 (2003). MSC: 91B28 62P05 60E10 60J65 62E10 PDF BibTeX XML Cite \textit{M. Decamps} and \textit{M. J. Goovaerts}, N. Am. Actuar. J. 7, No. 4, 94--96 (2003; Zbl 1085.91511) Full Text: DOI OpenURL
Lin, X. Sheldon; Tan, Ken Seng Valuation of equity-indexed annuities under stochastic interest rates. (English) Zbl 1084.60530 N. Am. Actuar. J. 7, No. 4, 72-91 (2003). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. S. Tan}, N. Am. Actuar. J. 7, No. 4, 72--91 (2003; Zbl 1084.60530) Full Text: DOI OpenURL
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob Stable laws and the present value of fixed cash flows. (English) Zbl 1084.91508 N. Am. Actuar. J. 7, No. 4, 32-43 (2003). MSC: 91B28 60E07 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., N. Am. Actuar. J. 7, No. 4, 32--43 (2003; Zbl 1084.91508) Full Text: DOI OpenURL
Lin, X. Sheldon “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60548 N. Am. Actuar. J. 7, No. 3, 122-124 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{X. S. Lin}, N. Am. Actuar. J. 7, No. 3, 122--124 (2003; Zbl 1084.60548) Full Text: DOI OpenURL
Li, Shuanming “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60547 N. Am. Actuar. J. 7, No. 3, 119-122 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{S. Li}, N. Am. Actuar. J. 7, No. 3, 119--122 (2003; Zbl 1084.60547) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60545 N. Am. Actuar. J. 7, No. 3, 117-119 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 3, 117--119 (2003; Zbl 1084.60545) Full Text: DOI OpenURL
Kaas, Rob; Tang, Qihe Note on the tail behavior of random walk maxima with heavy tails and negative drift. (English) Zbl 1084.60515 N. Am. Actuar. J. 7, No. 3, 57-61 (2003). MSC: 60G50 PDF BibTeX XML Cite \textit{R. Kaas} and \textit{Q. Tang}, N. Am. Actuar. J. 7, No. 3, 57--61 (2003; Zbl 1084.60515) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends. With discussion by X. Sheldon Lin, Marc Decamps and Marc Goovaerts and a reply by the authors. (English) Zbl 1084.91517 N. Am. Actuar. J. 7, No. 3, 37-56 (2003). MSC: 91B30 60J70 60J65 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 3, 37--56 (2003; Zbl 1084.91517) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Pricing perpetual fund protection with withdrawal option (With discussion and a reply by the authors). (English) Zbl 1084.60512 N. Am. Actuar. J. 7, No. 2, 60-92 (2003). MSC: 60G35 60G17 91G20 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 2, 60--92 (2003; Zbl 1084.60512) Full Text: DOI OpenURL
Young, Virginia R. Equity-indexed life insurance: pricing and reserving using the principle of equivalent utility. (English) Zbl 1084.91521 N. Am. Actuar. J. 7, No. 1, 68-86 (2003). MSC: 91B30 60H10 60H30 91B70 PDF BibTeX XML Cite \textit{V. R. Young}, N. Am. Actuar. J. 7, No. 1, 68--86 (2003; Zbl 1084.91521) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. Pricing lookback options and dynamic guarantees. With discussion by Griselda Deelstra. (English) Zbl 1084.91507 N. Am. Actuar. J. 7, No. 1, 48-67 (2003). MSC: 91G20 60J70 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 7, No. 1, 48--67 (2003; Zbl 1084.91507) Full Text: DOI OpenURL
Cheng, Yebin; Tang, Qihe Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. (English) Zbl 1084.60544 N. Am. Actuar. J. 7, No. 1, 1-12 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{Y. Cheng} and \textit{Q. Tang}, N. Am. Actuar. J. 7, No. 1, 1--12 (2003; Zbl 1084.60544) Full Text: DOI OpenURL
Imai, Junichi; Boyle, Phelim P. Dynamic fund protection. With a discussion by Hans U. Gerber and Elias S. W. Shiu. (English) Zbl 1083.60513 N. Am. Actuar. J. 5, No. 3, 31-51 (2001). MSC: 60H30 60H15 PDF BibTeX XML Cite \textit{J. Imai} and \textit{P. P. Boyle}, N. Am. Actuar. J. 5, No. 3, 31--51 (2001; Zbl 1083.60513) Full Text: DOI OpenURL