Errais, Eymen Pricing insurance premia: a top down approach. (English) Zbl 07553139 Ann. Oper. Res. 313, No. 2, 899-914 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{E. Errais}, Ann. Oper. Res. 313, No. 2, 899--914 (2022; Zbl 07553139) Full Text: DOI OpenURL
Amini, Hamed; Minca, Andreea; Sulem, Agnès A dynamic contagion risk model with recovery features. (English) Zbl 07548073 Math. Oper. Res. 47, No. 2, 1412-1442 (2022). MSC: 91B30 91G50 90B15 90B50 90B10 91B15 60J10 PDF BibTeX XML Cite \textit{H. Amini} et al., Math. Oper. Res. 47, No. 2, 1412--1442 (2022; Zbl 07548073) Full Text: DOI OpenURL
Xie, Lin; Xiao, Hongmin; He, Yan The limit property of a risk model based on entrance processes. (English) Zbl 07545787 Commun. Stat., Simulation Comput. 51, No. 3, 955-972 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Xie} et al., Commun. Stat., Simulation Comput. 51, No. 3, 955--972 (2022; Zbl 07545787) Full Text: DOI OpenURL
Jin, Zhuo; Quan Xu, Zuo; Zou, Bin A perturbation approach to optimal investment, liability ratio, and dividend strategies. (English) Zbl 07544491 Scand. Actuar. J. 2022, No. 2, 165-188 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Jin} et al., Scand. Actuar. J. 2022, No. 2, 165--188 (2022; Zbl 07544491) Full Text: DOI OpenURL
Chen, An; Li, Hong; Schultze, Mark B. Tail index-linked annuity: a longevity risk sharing retirement plan. (English) Zbl 07544490 Scand. Actuar. J. 2022, No. 2, 139-164 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Chen} et al., Scand. Actuar. J. 2022, No. 2, 139--164 (2022; Zbl 07544490) Full Text: DOI OpenURL
Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 07544489 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 07544489) Full Text: DOI OpenURL
Haçarız, Oytun; Kleinow, Torsten; Macdonald, Angus S. An actuarial model of arrhythmogenic right ventricular cardiomyopathy and life insurance. (English) Zbl 07544488 Scand. Actuar. J. 2022, No. 2, 94-114 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{O. Haçarız} et al., Scand. Actuar. J. 2022, No. 2, 94--114 (2022; Zbl 07544488) Full Text: DOI OpenURL
Coculescu, Delia; Delbaen, Freddy Group cohesion under individual regulatory constraints. (English) Zbl 07544487 Scand. Actuar. J. 2022, No. 1, 80-93 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Coculescu} and \textit{F. Delbaen}, Scand. Actuar. J. 2022, No. 1, 80--93 (2022; Zbl 07544487) Full Text: DOI OpenURL
Bergeron-Boucher, Marie-Pier; Kjærgaard, Søren Mortality forecasting at age 65 and above: an age-specific evaluation of the Lee-Carter model. (English) Zbl 07544486 Scand. Actuar. J. 2022, No. 1, 64-79 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{M.-P. Bergeron-Boucher} and \textit{S. Kjærgaard}, Scand. Actuar. J. 2022, No. 1, 64--79 (2022; Zbl 07544486) Full Text: DOI OpenURL
Schmidli, Hanspeter Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times. (English) Zbl 07544485 Scand. Actuar. J. 2022, No. 1, 49-63 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Schmidli}, Scand. Actuar. J. 2022, No. 1, 49--63 (2022; Zbl 07544485) Full Text: DOI OpenURL
Gavagan, Joshua; Hu, Liang; Lee, Gee Y.; Liu, Haiyan; Weixel, Anna Optimal reinsurance with model uncertainty and Stackelberg game. (English) Zbl 07544484 Scand. Actuar. J. 2022, No. 1, 29-48 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Gavagan} et al., Scand. Actuar. J. 2022, No. 1, 29--48 (2022; Zbl 07544484) Full Text: DOI OpenURL
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. Collective reserving using individual claims data. (English) Zbl 07544483 Scand. Actuar. J. 2022, No. 1, 1-28 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{Ł. Delong} et al., Scand. Actuar. J. 2022, No. 1, 1--28 (2022; Zbl 07544483) Full Text: DOI OpenURL
Chudziak, Jacek Characterization of positive homogeneity for the principle of equivalent utility. (English) Zbl 07541287 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 127, 13 p. (2022). MSC: 91B06 91B30 39B72 PDF BibTeX XML Cite \textit{J. Chudziak}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 127, 13 p. (2022; Zbl 07541287) Full Text: DOI OpenURL
Boonen, Tim J.; Jiang, Wenjun Mean-variance insurance design with counterparty risk and incentive compatibility. (English) Zbl 07540874 ASTIN Bull. 52, No. 2, 645-667 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{T. J. Boonen} and \textit{W. Jiang}, ASTIN Bull. 52, No. 2, 645--667 (2022; Zbl 07540874) Full Text: DOI OpenURL
Hieber, Peter; Lucas, Nathalie Modern life-care tontines. (English) Zbl 07540871 ASTIN Bull. 52, No. 2, 563-589 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{P. Hieber} and \textit{N. Lucas}, ASTIN Bull. 52, No. 2, 563--589 (2022; Zbl 07540871) Full Text: DOI OpenURL
Maciak, Matúš; Mizera, Ivan; Pešta, Michal Functional profile techniques for claims reserving. (English) Zbl 07540868 ASTIN Bull. 52, No. 2, 449-482 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Maciak} et al., ASTIN Bull. 52, No. 2, 449--482 (2022; Zbl 07540868) Full Text: DOI OpenURL
Zhang, Pengcheng; Pitt, David; Wu, Xueyuan A new multivariate zero-inflated hurdle model with applications in automobile insurance. (English) Zbl 07540866 ASTIN Bull. 52, No. 2, 393-416 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{P. Zhang} et al., ASTIN Bull. 52, No. 2, 393--416 (2022; Zbl 07540866) Full Text: DOI OpenURL
Meng, Shengwang; Wang, He; Shi, Yanlin; Gao, Guangyuan Improving automobile insurance claims frequency prediction with telematics car driving data. (English) Zbl 07540865 ASTIN Bull. 52, No. 2, 363-391 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{S. Meng} et al., ASTIN Bull. 52, No. 2, 363--391 (2022; Zbl 07540865) Full Text: DOI OpenURL
Akahori, J.; Constantinescu, C.; Imamura, Y.; Pham, H. H. An application of risk theory to mortgage lending. (English) Zbl 07540574 Scand. Actuar. J. 2022, No. 5, 447-469 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Akahori} et al., Scand. Actuar. J. 2022, No. 5, 447--469 (2022; Zbl 07540574) Full Text: DOI OpenURL
Hanna, Vanessa; Hieber, Peter; Devolder, Pierre Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. (English) Zbl 07540573 Scand. Actuar. J. 2022, No. 5, 421-446 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{V. Hanna} et al., Scand. Actuar. J. 2022, No. 5, 421--446 (2022; Zbl 07540573) Full Text: DOI OpenURL
Ahmad, Jamaal Multivariate higher order moments in multi-state life insurance. (English) Zbl 07540572 Scand. Actuar. J. 2022, No. 5, 399-420 (2022). MSC: 91B30 60J28 91G99 PDF BibTeX XML Cite \textit{J. Ahmad}, Scand. Actuar. J. 2022, No. 5, 399--420 (2022; Zbl 07540572) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hierarchical Bayesian modeling of multi-country mortality rates. (English) Zbl 07540571 Scand. Actuar. J. 2022, No. 5, 375-398 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2022, No. 5, 375--398 (2022; Zbl 07540571) Full Text: DOI OpenURL
Li, Jackie; Pitt, David; Li, Han Dispersion modelling of mortality for both sexes with Tweedie distributions. (English) Zbl 07540570 Scand. Actuar. J. 2022, No. 4, 356-374 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Li} et al., Scand. Actuar. J. 2022, No. 4, 356--374 (2022; Zbl 07540570) Full Text: DOI OpenURL
Yuan, Yu; Liang, Zhibin; Han, Xia Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (English) Zbl 07540569 Scand. Actuar. J. 2022, No. 4, 328-355 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Yuan} et al., Scand. Actuar. J. 2022, No. 4, 328--355 (2022; Zbl 07540569) Full Text: DOI OpenURL
Hambel, Christoph; Kraft, Holger; Munk, Claus Solving life-cycle problems with biometric risk by artificial insurance markets. (English) Zbl 07540568 Scand. Actuar. J. 2022, No. 4, 307-327 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Hambel} et al., Scand. Actuar. J. 2022, No. 4, 307--327 (2022; Zbl 07540568) Full Text: DOI OpenURL
Glauner, Alexander Dynamic reinsurance in discrete time minimizing the insurer’s cost of capital. (English) Zbl 07540567 Scand. Actuar. J. 2022, No. 4, 279-306 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{A. Glauner}, Scand. Actuar. J. 2022, No. 4, 279--306 (2022; Zbl 07540567) Full Text: DOI OpenURL
Zhang, Yan; Wu, Yonghong; Yao, Haixiang Optimal health insurance with constraints under utility of health, wealth and income. (English) Zbl 07538977 J. Ind. Manag. Optim. 18, No. 3, 1519-1540 (2022). MSC: 91B30 97M30 46N10 47N10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 18, No. 3, 1519--1540 (2022; Zbl 07538977) Full Text: DOI OpenURL
Farbmacher, Helmut; Löw, Leander; Spindler, Martin An explainable attention network for fraud detection in claims management. (English) Zbl 07538779 J. Econom. 228, No. 2, 244-258 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{H. Farbmacher} et al., J. Econom. 228, No. 2, 244--258 (2022; Zbl 07538779) Full Text: DOI OpenURL
Dassa, Meriyam; Chala, Adel Stochastic maximum principle for optimal control problem under G-expectation utility. (English) Zbl 07537010 Random Oper. Stoch. Equ. 30, No. 2, 121-135 (2022). MSC: 60G65 91B30 49K35 PDF BibTeX XML Cite \textit{M. Dassa} and \textit{A. Chala}, Random Oper. Stoch. Equ. 30, No. 2, 121--135 (2022; Zbl 07537010) Full Text: DOI OpenURL
Feng, Zhigang; Villamil, Anne Funding employer-based insurance: regressive taxation and premium exclusions. (English) Zbl 07535174 Econ. Theory 73, No. 2-3, 509-540 (2022). MSC: 91G05 91B64 PDF BibTeX XML Cite \textit{Z. Feng} and \textit{A. Villamil}, Econ. Theory 73, No. 2--3, 509--540 (2022; Zbl 07535174) Full Text: DOI OpenURL
Jing, Haojie; Peng, Jiangyan; Jiang, Zhiquan; Bao, Qian Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations. (English) Zbl 07533658 Commun. Stat., Theory Methods 51, No. 11, 3761-3786 (2022). MSC: 62P05 62E20 62-XX PDF BibTeX XML Cite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI OpenURL
Yan, Rongfang; Wang, Junrui Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components. (English) Zbl 07533631 Commun. Stat., Theory Methods 51, No. 6, 1724-1744 (2022). MSC: 91B16 91B30 60E15 62-XX PDF BibTeX XML Cite \textit{R. Yan} and \textit{J. Wang}, Commun. Stat., Theory Methods 51, No. 6, 1724--1744 (2022; Zbl 07533631) Full Text: DOI OpenURL
Peng, Xingchun Expected utility maximization for an insurer with investment and risk control under inside information. (English) Zbl 07533592 Commun. Stat., Theory Methods 51, No. 4, 1029-1053 (2022). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{X. Peng}, Commun. Stat., Theory Methods 51, No. 4, 1029--1053 (2022; Zbl 07533592) Full Text: DOI OpenURL
Chang, Hsiaoyin; Schmeiser, Hato Life insurance surrender and liquidity risks. (English) Zbl 07532611 Quant. Finance 22, No. 4, 761-776 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Chang} and \textit{H. Schmeiser}, Quant. Finance 22, No. 4, 761--776 (2022; Zbl 07532611) Full Text: DOI OpenURL
Zeng, Xianfu; Song, Haiyan; Chen, Yanhong; Hu, Yijun Multivariate shortfall risk statistics with scenario analysis. (English) Zbl 07532297 Commun. Stat., Theory Methods 51, No. 3, 649-668 (2022). MSC: 91B30 91B32 91B70 62-XX PDF BibTeX XML Cite \textit{X. Zeng} et al., Commun. Stat., Theory Methods 51, No. 3, 649--668 (2022; Zbl 07532297) Full Text: DOI OpenURL
Tang, Qihe; Tong, Zhiwei; Xun, Li Insurance risk analysis of financial networks vulnerable to a shock. (English) Zbl 07529773 Eur. J. Oper. Res. 301, No. 2, 756-771 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{Q. Tang} et al., Eur. J. Oper. Res. 301, No. 2, 756--771 (2022; Zbl 07529773) Full Text: DOI OpenURL
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 91G70 PDF BibTeX XML Cite \textit{Y. Hou}, Insur. Math. Econ. 104, 283--301 (2022; Zbl 07525962) 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 62P05 62G08 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 91G70 PDF BibTeX XML Cite \textit{Z. Liang} et al., Insur. Math. Econ. 104, 200--221 (2022; Zbl 07525958) 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). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91B41 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 91G70 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). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 104, 35--59 (2022; Zbl 07525951) Full Text: DOI OpenURL
Mert, Özenç Murat; Selcuk-Kestel, A. Sevtap Optimal premium allocation under stop-loss insurance using exposure curves. (English) Zbl 07523316 Hacet. J. Math. Stat. 51, No. 1, 288-307 (2022). MSC: 97M30 91G05 91G70 PDF BibTeX XML Cite \textit{Ö. M. Mert} and \textit{A. S. Selcuk-Kestel}, Hacet. J. Math. Stat. 51, No. 1, 288--307 (2022; Zbl 07523316) Full Text: DOI OpenURL
Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; Froyn, Sindre; Piacek, Daniel Spatial modelling of risk premiums for water damage insurance. (English) Zbl 07518394 Scand. Actuar. J. 2022, No. 3, 216-233 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. C. Wahl} et al., Scand. Actuar. J. 2022, No. 3, 216--233 (2022; Zbl 07518394) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Dam rain and cumulative gain. (English) Zbl 07516339 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 65-86 (2022). MSC: 91G40 91G20 91G05 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 65--86 (2022; Zbl 07516339) Full Text: DOI OpenURL
Ahmad, Jamaal; Buchardt, Kristian; Furrer, Christian Computation of bonus in multi-state life insurance. (English) Zbl 1484.91364 ASTIN Bull. 52, No. 1, 291-331 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{J. Ahmad} et al., ASTIN Bull. 52, No. 1, 291--331 (2022; Zbl 1484.91364) Full Text: DOI OpenURL
Bhati, Deepesh; Calderín-Ojeda, Enrique On the \(r\mathcal{B}ell\) family of distributions with actuarial applications. (English) Zbl 1484.91373 ASTIN Bull. 52, No. 1, 185-210 (2022). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{D. Bhati} and \textit{E. Calderín-Ojeda}, ASTIN Bull. 52, No. 1, 185--210 (2022; Zbl 1484.91373) Full Text: DOI OpenURL
Lindholm, M.; Richman, R.; Tsanakas, A.; Wüthrich, M. V. Discrimination-free insurance pricing. (English) Zbl 1484.91396 ASTIN Bull. 52, No. 1, 55-89 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Lindholm} et al., ASTIN Bull. 52, No. 1, 55--89 (2022; Zbl 1484.91396) Full Text: DOI OpenURL
Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne Geographic ratemaking with spatial embeddings. (English) Zbl 1484.91375 ASTIN Bull. 52, No. 1, 1-31 (2022). MSC: 91G05 91D20 91B72 PDF BibTeX XML Cite \textit{C. Blier-Wong} et al., ASTIN Bull. 52, No. 1, 1--31 (2022; Zbl 1484.91375) Full Text: DOI OpenURL
Furrer, Christian Scaled insurance cash flows: representation and computation via change of measure techniques. (English) Zbl 1484.91384 Finance Stoch. 26, No. 2, 359-382 (2022). MSC: 91G05 60G57 60J28 PDF BibTeX XML Cite \textit{C. Furrer}, Finance Stoch. 26, No. 2, 359--382 (2022; Zbl 1484.91384) Full Text: DOI OpenURL
He, Junxia; Liu, Jian; Yang, Fan; Zhao, Xia Returns freight insurance policy and the impact from a BOPS retailer. (English) Zbl 1484.91214 SN Oper. Res. Forum 3, No. 1, Paper No. 7, 36 p. (2022). MSC: 91B26 91G05 PDF BibTeX XML Cite \textit{J. He} et al., SN Oper. Res. Forum 3, No. 1, Paper No. 7, 36 p. (2022; Zbl 1484.91214) Full Text: DOI OpenURL
Desmettre, Sascha; Hochgerner, Simon; Omerovic, Sanela; Thonhauser, Stefan A mean-field extension of the LIBOR market model. (English) Zbl 1484.91495 Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250005, 35 p. (2022). MSC: 91G30 91A16 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250005, 35 p. (2022; Zbl 1484.91495) Full Text: DOI OpenURL
Gómez, Fabio; Londoño, Jaime A. Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach. (English) Zbl 07494119 Int. J. Comput. Math. 99, No. 2, 185-203 (2022). MSC: 91G80 PDF BibTeX XML Cite \textit{F. Gómez} and \textit{J. A. Londoño}, Int. J. Comput. Math. 99, No. 2, 185--203 (2022; Zbl 07494119) Full Text: DOI OpenURL
Meghir, Costas; Mobarak, A. Mushfiq; Mommaerts, Corina; Morten, Melanie Migration and informal insurance: evidence from a randomized controlled trial and a structural model. (English) Zbl 1484.91399 Rev. Econ. Stud. 89, No. 1, 452-480 (2022). MSC: 91G05 91D25 91B16 PDF BibTeX XML Cite \textit{C. Meghir} et al., Rev. Econ. Stud. 89, No. 1, 452--480 (2022; Zbl 1484.91399) Full Text: DOI OpenURL
Barnichon, Regis; Zylberberg, Yanos A menu of insurance contracts for the unemployed. (English) Zbl 1484.91372 Rev. Econ. Stud. 89, No. 1, 118-141 (2022). MSC: 91G05 91B39 91B41 PDF BibTeX XML Cite \textit{R. Barnichon} and \textit{Y. Zylberberg}, Rev. Econ. Stud. 89, No. 1, 118--141 (2022; Zbl 1484.91372) Full Text: DOI OpenURL
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas Risk measures induced by efficient insurance contracts. (English) Zbl 1484.91411 Insur. Math. Econ. 103, 56-65 (2022). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{Q. Wang} et al., Insur. Math. Econ. 103, 56--65 (2022; Zbl 1484.91411) Full Text: DOI arXiv OpenURL
Chi, Yichun; Zhuang, Sheng Chao Regret-based optimal insurance design. (English) Zbl 1484.91380 Insur. Math. Econ. 102, 22-41 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{S. C. Zhuang}, Insur. Math. Econ. 102, 22--41 (2022; Zbl 1484.91380) Full Text: DOI OpenURL
Dosis, Anastasios Price caps and efficiency in markets with adverse selection. (English) Zbl 07485616 J. Math. Econ. 99, Article ID 102591, 11 p. (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 PDF BibTeX XML Cite \textit{A. Dosis}, J. Math. Econ. 99, Article ID 102591, 11 p. (2022; Zbl 07485616) Full Text: DOI OpenURL
Abdikerimova, Samal; Feng, Runhuan Peer-to-peer multi-risk insurance and mutual aid. (English) Zbl 07479771 Eur. J. Oper. Res. 299, No. 2, 735-749 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Abdikerimova} and \textit{R. Feng}, Eur. J. Oper. Res. 299, No. 2, 735--749 (2022; Zbl 07479771) Full Text: DOI OpenURL
Gong, Yishan; Yang, Yang Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model. (English) Zbl 07475171 J. Ind. Manag. Optim. 18, No. 2, 1321-1337 (2022). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{Y. Gong} and \textit{Y. Yang}, J. Ind. Manag. Optim. 18, No. 2, 1321--1337 (2022; Zbl 07475171) Full Text: DOI OpenURL
Lensman, Todd; Troshkin, Maxim Implications of uncertainty for optimal policies. (English) Zbl 1481.91173 J. Econ. Theory 199, Article ID 105206, 39 p. (2022). MSC: 91G05 91B64 91B69 PDF BibTeX XML Cite \textit{T. Lensman} and \textit{M. Troshkin}, J. Econ. Theory 199, Article ID 105206, 39 p. (2022; Zbl 1481.91173) Full Text: DOI OpenURL
Guo, Fenglong Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors. (English) Zbl 07427459 Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{F. Guo}, Appl. Math. Comput. 413, Article ID 126634, 30 p. (2022; Zbl 07427459) Full Text: DOI OpenURL
Frederick, Joshua D.; Fung, Derrick W. H.; Yang, Charles C.; Yeh, Jason J. H. Individual health insurance reforms in the U.S.: expanding interstate markets, medicare for all, or medicaid for all? (English) Zbl 07422931 Eur. J. Oper. Res. 297, No. 2, 753-765 (2022). MSC: 90B90 90B50 62P20 91G05 PDF BibTeX XML Cite \textit{J. D. Frederick} et al., Eur. J. Oper. Res. 297, No. 2, 753--765 (2022; Zbl 07422931) Full Text: DOI OpenURL
Zhao, Zifeng; Shi, Peng; Feng, Xiaoping Knowledge learning of insurance risks using dependence models. (English) Zbl 07548832 INFORMS J. Comput. 33, No. 3, 1177-1196 (2021). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{Z. Zhao} et al., INFORMS J. Comput. 33, No. 3, 1177--1196 (2021; Zbl 07548832) Full Text: DOI OpenURL
Bulinskaya, Ekaterina V.; Shigida, Boris I. Modeling and asymptotic analysis of insurance company performance. (English) Zbl 07545692 Commun. Stat., Simulation Comput. 50, No. 9, 2743-2756 (2021). MSC: 62F12 91B30 90C31 PDF BibTeX XML Cite \textit{E. V. Bulinskaya} and \textit{B. I. Shigida}, Commun. Stat., Simulation Comput. 50, No. 9, 2743--2756 (2021; Zbl 07545692) Full Text: DOI OpenURL
Melnikov, Alexander; Wan, Hongxi CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs. (English) Zbl 07537232 Probab. Uncertain. Quant. Risk 6, No. 4, 343-368 (2021). MSC: 91G20 91G05 62P05 60J74 PDF BibTeX XML Cite \textit{A. Melnikov} and \textit{H. Wan}, Probab. Uncertain. Quant. Risk 6, No. 4, 343--368 (2021; Zbl 07537232) Full Text: DOI OpenURL
Sun, Fuyun; Li, Yuelei On the improved thinning risk model under a periodic dividend barrier strategy. (English) Zbl 07533495 AIMS Math. 6, No. 12, 13448-13463 (2021). MSC: 91B30 97M30 PDF BibTeX XML Cite \textit{F. Sun} and \textit{Y. Li}, AIMS Math. 6, No. 12, 13448--13463 (2021; Zbl 07533495) Full Text: DOI OpenURL
Lin, Jianxi Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims. (English) Zbl 07532943 Commun. Stat., Theory Methods 50, No. 5, 1200-1209 (2021). MSC: 91B30 62E20 60G50 62-XX PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 50, No. 5, 1200--1209 (2021; Zbl 07532943) Full Text: DOI OpenURL
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Yajie Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon. (English) Zbl 07532933 Commun. Stat., Theory Methods 50, No. 4, 993-1017 (2021). MSC: 91G10 62-XX PDF BibTeX XML Cite \textit{P. Wang} et al., Commun. Stat., Theory Methods 50, No. 4, 993--1017 (2021; Zbl 07532933) Full Text: DOI OpenURL
Zhang, Qiang; Chen, Ping Regression credibility estimator with two-level common effects. (English) Zbl 07532928 Commun. Stat., Theory Methods 50, No. 4, 910-931 (2021). MSC: 62P05 91B30 97M30 62-XX PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{P. Chen}, Commun. Stat., Theory Methods 50, No. 4, 910--931 (2021; Zbl 07532928) Full Text: DOI OpenURL
Yan, Xingyu; Zhang, Yiying; Zhao, Peng Standby redundancies at component level versus system level in series system. (English) Zbl 07532133 Commun. Stat., Theory Methods 50, No. 2, 473-485 (2021). MSC: 91B16 91B30 60E15 62-XX PDF BibTeX XML Cite \textit{X. Yan} et al., Commun. Stat., Theory Methods 50, No. 2, 473--485 (2021; Zbl 07532133) Full Text: DOI OpenURL
Wei, Shengxue; Gan, Xiaoli; Xing, Guodong Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure. (English) Zbl 07532110 Commun. Stat., Theory Methods 50, No. 1, 132-142 (2021). MSC: 60F05 91B30 62-XX PDF BibTeX XML Cite \textit{S. Wei} et al., Commun. Stat., Theory Methods 50, No. 1, 132--142 (2021; Zbl 07532110) Full Text: DOI OpenURL
Chen, Yanhong; Hu, Yijun Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition. (English) Zbl 07531008 Commun. Stat., Theory Methods 50, No. 15, 3677-3694 (2021). MSC: 91B30 91B32 91B70 62-XX PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Hu}, Commun. Stat., Theory Methods 50, No. 15, 3677--3694 (2021; Zbl 07531008) Full Text: DOI OpenURL
Chen, Fenge; Peng, Xingchun Optimal deterministic reinsurance and investment for an insurer under mean-variance criterion. (English) Zbl 07530971 Commun. Stat., Theory Methods 50, No. 13, 3123-3136 (2021). MSC: 97M30 91G80 93E20 60H30 62-XX PDF BibTeX XML Cite \textit{F. Chen} and \textit{X. Peng}, Commun. Stat., Theory Methods 50, No. 13, 3123--3136 (2021; Zbl 07530971) Full Text: DOI OpenURL
Guo, Jie; Qian, Xiaosong; Wang, Guojing Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model. (English) Zbl 07530957 Commun. Stat., Theory Methods 50, No. 9, 2117-2135 (2021). MSC: 60J27 91G20 91G40 91B30 62-XX PDF BibTeX XML Cite \textit{J. Guo} et al., Commun. Stat., Theory Methods 50, No. 9, 2117--2135 (2021; Zbl 07530957) Full Text: DOI OpenURL
Guambe, Calisto; Kufakunesu, Rodwell; van Zyl, Gusti; Beyers, Conrad Optimal asset allocation for a DC plan with partial information under inflation and mortality risks. (English) Zbl 07530952 Commun. Stat., Theory Methods 50, No. 9, 2048-2061 (2021). MSC: 60H30 91B30 93E20 91G10 91G80 62-XX PDF BibTeX XML Cite \textit{C. Guambe} et al., Commun. Stat., Theory Methods 50, No. 9, 2048--2061 (2021; Zbl 07530952) Full Text: DOI OpenURL
Wang, Yajie; Rong, Ximin; Zhao, Hui; Li, Danping Optimal investment problem between two insurers with value-added service. (English) Zbl 07530937 Commun. Stat., Theory Methods 50, No. 8, 1781-1806 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1781--1806 (2021; Zbl 07530937) Full Text: DOI OpenURL
Diawara, Daouda; Kane, Ladji; Dembele, Soumaila; Lo, Gane Samb Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance. (English. French summary) Zbl 1485.62145 Afr. Stat. 16, No. 3, 2883-2909 (2021). MSC: 62P05 60G70 62G32 PDF BibTeX XML Cite \textit{D. Diawara} et al., Afr. Stat. 16, No. 3, 2883--2909 (2021; Zbl 1485.62145) Full Text: Link OpenURL
Binder, Andreas; Jadhav, Onkar; Mehrmann, Volker Model order reduction for the simulation of parametric interest rate models in financial risk analysis. (English) Zbl 1485.65092 J. Math. Ind. 11, Paper No. 8, 34 p. (2021). MSC: 65M06 91G60 PDF BibTeX XML Cite \textit{A. Binder} et al., J. Math. Ind. 11, Paper No. 8, 34 p. (2021; Zbl 1485.65092) Full Text: DOI OpenURL
Belolipetskiy, A. A.; Sychev, A. A. A mathematical model of insurer bankruptcy on a finite time interval. (English. Russian original) Zbl 07522911 Comput. Math. Model. 32, No. 3, 259-275 (2021); translation from Prikl. Mat. Inf. 67, 4-18 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 PDF BibTeX XML Cite \textit{A. A. Belolipetskiy} and \textit{A. A. Sychev}, Comput. Math. Model. 32, No. 3, 259--275 (2021; Zbl 07522911); translation from Prikl. Mat. Inf. 67, 4--18 (2021) Full Text: DOI OpenURL
Yang, Lu Assessment of regression models with discrete outcomes using quasi-empirical residual distribution functions. (English) Zbl 07499934 J. Comput. Graph. Stat. 30, No. 4, 1019-1035 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Yang}, J. Comput. Graph. Stat. 30, No. 4, 1019--1035 (2021; Zbl 07499934) Full Text: DOI OpenURL
Ghanavatinegad, Vida; Esmaeelzade Aghdam, Yones; Neisy, Abdolsadeh Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate. (English) Zbl 07489881 Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 258, 11 p. (2021). MSC: 91B30 97M30 35R60 PDF BibTeX XML Cite \textit{V. Ghanavatinegad} et al., Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 258, 11 p. (2021; Zbl 07489881) Full Text: DOI OpenURL
Putri, Endah R. M.; Tjahjono, Venansius R.; Imron, Chairul A deposit insurance pricing with a multi-state regime-switching volatility. (English) Zbl 07489876 Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 253, 20 p. (2021). MSC: 91G60 60J65 91-08 PDF BibTeX XML Cite \textit{E. R. M. Putri} et al., Int. J. Appl. Comput. Math. 7, No. 6, Paper No. 253, 20 p. (2021; Zbl 07489876) Full Text: DOI OpenURL
Dupret, Jean-Loup; Hainaut, Donatien Portfolio insurance under rough volatility and Volterra processes. (English) Zbl 1484.91418 Int. J. Theor. Appl. Finance 24, No. 6-7, Article ID 2150036, 35 p. (2021). MSC: 91G10 91G05 PDF BibTeX XML Cite \textit{J.-L. Dupret} and \textit{D. Hainaut}, Int. J. Theor. Appl. Finance 24, No. 6--7, Article ID 2150036, 35 p. (2021; Zbl 1484.91418) Full Text: DOI OpenURL
Rusyda, H. A.; Noviyanti, L.; Soleh, A. Z.; Chadidjah, A.; Indrayatna, F. The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach. (English) Zbl 07484690 J. Appl. Stat. 48, No. 13-15, 2920-2930 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{H. A. Rusyda} et al., J. Appl. Stat. 48, No. 13--15, 2920--2930 (2021; Zbl 07484690) Full Text: DOI OpenURL
Altun, Emrah The Lomax regression model with residual analysis: an application to insurance data. (English) Zbl 07484667 J. Appl. Stat. 48, No. 13-15, 2515-2524 (2021). MSC: 62E15 62Pxx PDF BibTeX XML Cite \textit{E. Altun}, J. Appl. Stat. 48, No. 13--15, 2515--2524 (2021; Zbl 07484667) Full Text: DOI OpenURL
Halder, Aritra; Mohammed, Shariq; Chen, Kun; Dey, Dipak K. Spatial Tweedie exponential dispersion models: an application to insurance rate-making. (English) Zbl 1484.91385 Scand. Actuar. J. 2021, No. 10, 1017-1036 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Halder} et al., Scand. Actuar. J. 2021, No. 10, 1017--1036 (2021; Zbl 1484.91385) Full Text: DOI OpenURL
Lkabous, Mohamed Amine Poissonian occupation times of spectrally negative Lévy processes with applications. (English) Zbl 1484.91397 Scand. Actuar. J. 2021, No. 10, 916-935 (2021). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{M. A. Lkabous}, Scand. Actuar. J. 2021, No. 10, 916--935 (2021; Zbl 1484.91397) Full Text: DOI arXiv OpenURL
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming Household consumption-investment-insurance decisions with uncertain income and market ambiguity. (English) Zbl 1485.91211 Scand. Actuar. J. 2021, No. 10, 832-865 (2021). MSC: 91G05 91B42 PDF BibTeX XML Cite \textit{N. Wang} et al., Scand. Actuar. J. 2021, No. 10, 832--865 (2021; Zbl 1485.91211) Full Text: DOI OpenURL
Tien, Joseph J.; Tian, Wei-Hua Who purchases private health insurance under Taiwan’s national health insurance program: an empirical study from latent class analysis. (English) Zbl 1485.91210 Int. J. Inf. Manage. Sci. 32, No. 3, 195-208 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{J. J. Tien} and \textit{W.-H. Tian}, Int. J. Inf. Manage. Sci. 32, No. 3, 195--208 (2021; Zbl 1485.91210) Full Text: DOI OpenURL
Biswas, Aniket; Chakraborty, Subrata; Mukherjee, Meghna On estimation of stress-strength reliability with log-Lindley distribution. (English) Zbl 07480671 J. Stat. Comput. Simulation 91, No. 1, 128-150 (2021). MSC: 62F15 62P05 62-XX PDF BibTeX XML Cite \textit{A. Biswas} et al., J. Stat. Comput. Simulation 91, No. 1, 128--150 (2021; Zbl 07480671) Full Text: DOI OpenURL
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, Janos; Schmedders, Karl A large-scale optimization model for replicating portfolios in the life insurance industry. (English) Zbl 07474550 Oper. Res. 69, No. 4, 1134-1157 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G10 90C05 PDF BibTeX XML Cite \textit{M. Adelmann} et al., Oper. Res. 69, No. 4, 1134--1157 (2021; Zbl 07474550) Full Text: DOI OpenURL
Xie, Yuantao; Huang, Huijun; He, Xiaowei; Chen, Yanjun Using hyperparameter Bayes optimized LightGBM for frequency prediction of auto insurance. (English) Zbl 07472352 J. Nonlinear Convex Anal. 22, No. 10, 2139-2153 (2021). MSC: 62-XX 68T05 PDF BibTeX XML Cite \textit{Y. Xie} et al., J. Nonlinear Convex Anal. 22, No. 10, 2139--2153 (2021; Zbl 07472352) Full Text: Link OpenURL
Boxma, Onno; Mandjes, Michel Affine storage and insurance risk models. (English) Zbl 07470603 Math. Oper. Res. 46, No. 4, 1282-1302 (2021). MSC: 60K30 90B15 91G05 PDF BibTeX XML Cite \textit{O. Boxma} and \textit{M. Mandjes}, Math. Oper. Res. 46, No. 4, 1282--1302 (2021; Zbl 07470603) Full Text: DOI OpenURL
Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu On fitting dependent nonhomogeneous loss models to unearned premium risk. (English) Zbl 07469932 N. Am. Actuar. J. 25, No. 4, 524-542 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Jessup} et al., N. Am. Actuar. J. 25, No. 4, 524--542 (2021; Zbl 07469932) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan Valid model-free prediction of future insurance claims. (English) Zbl 07469929 N. Am. Actuar. J. 25, No. 4, 473-483 (2021). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G05 62G30 60G25 62M20 62G05 62G07 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, N. Am. Actuar. J. 25, No. 4, 473--483 (2021; Zbl 07469929) Full Text: DOI OpenURL
Landais, Camille; Spinnewijn, Johannes The value of unemployment insurance. (English) Zbl 1481.91171 Rev. Econ. Stud. 88, No. 6, 3041-3085 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Landais} and \textit{J. Spinnewijn}, Rev. Econ. Stud. 88, No. 6, 3041--3085 (2021; Zbl 1481.91171) Full Text: DOI OpenURL
Chang, Yongsung; Park, Yena Optimal taxation with private insurance. (English) Zbl 1481.91116 Rev. Econ. Stud. 88, No. 6, 2766-2798 (2021). MSC: 91B64 91G05 PDF BibTeX XML Cite \textit{Y. Chang} and \textit{Y. Park}, Rev. Econ. Stud. 88, No. 6, 2766--2798 (2021; Zbl 1481.91116) Full Text: DOI OpenURL
Farhi, Emmanuel; Tirole, Jean; Guerrieri, Veronica Shadow banking and the four pillars of traditional financial intermediation. (English) Zbl 1481.91216 Rev. Econ. Stud. 88, No. 6, 2622-2653 (2021). MSC: 91G45 PDF BibTeX XML Cite \textit{E. Farhi} et al., Rev. Econ. Stud. 88, No. 6, 2622--2653 (2021; Zbl 1481.91216) Full Text: DOI OpenURL
Lefèvre, Claude; Simon, Matthieu Ruin problems for epidemic insurance. (English) Zbl 1481.91172 Adv. Appl. Probab. 53, No. 2, 484-509 (2021). MSC: 91G05 92D30 60J28 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{M. Simon}, Adv. Appl. Probab. 53, No. 2, 484--509 (2021; Zbl 1481.91172) Full Text: DOI OpenURL