Chi, Yichun; Zhou, Xun Yu; Zhuang, Sheng Chao Variance insurance contracts. (English) Zbl 07822350 Insur. Math. Econ. 115, 62-82 (2024). MSC: 91G05 91B41 PDFBibTeX XMLCite \textit{Y. Chi} et al., Insur. Math. Econ. 115, 62--82 (2024; Zbl 07822350) Full Text: DOI arXiv
Jeong, Himchan Tweedie multivariate semi-parametric credibility with the exchangeable correlation. (English) Zbl 07822347 Insur. Math. Econ. 115, 13-21 (2024). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Jeong}, Insur. Math. Econ. 115, 13--21 (2024; Zbl 07822347) Full Text: DOI
Mousa, A. S.; Pinheiro, D.; Pinheiro, S.; Pinto, A. A. Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy. (English) Zbl 07808324 Optimization 73, No. 2, 359-399 (2024). MSC: 91G05 93E20 49L20 PDFBibTeX XMLCite \textit{A. S. Mousa} et al., Optimization 73, No. 2, 359--399 (2024; Zbl 07808324) Full Text: DOI
Wu, Yen-Tung; Lee, Chia-Yen Does marginal productivity of product mix matter? Data envelopment analysis for marginal profit consistency in Taiwan’s life insurance industry. (English) Zbl 07806987 SN Oper. Res. Forum 5, No. 1, Paper No. 7, 25 p. (2024). MSC: 91G05 90C08 PDFBibTeX XMLCite \textit{Y.-T. Wu} and \textit{C.-Y. Lee}, SN Oper. Res. Forum 5, No. 1, Paper No. 7, 25 p. (2024; Zbl 07806987) Full Text: DOI
Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; Taylor, Charles Bayesian CART models for insurance claims frequency. (English) Zbl 07804022 Insur. Math. Econ. 114, 108-131 (2024). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Insur. Math. Econ. 114, 108--131 (2024; Zbl 07804022) Full Text: DOI arXiv
Liu, Xijun; Gao, Qingwu; Dong, Zimai Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims. (English) Zbl 07803299 Stoch. Models 40, No. 1, 97-122 (2024). MSC: 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{X. Liu} et al., Stoch. Models 40, No. 1, 97--122 (2024; Zbl 07803299) Full Text: DOI
Yang, Yang; Bian, Tongxin; Chen, Shaoying Tail behavior of discounted portfolio loss under upper tail comonotonicity. (English) Zbl 07799967 J. Ind. Manag. Optim. 20, No. 3, 1296-1317 (2024). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 20, No. 3, 1296--1317 (2024; Zbl 07799967) Full Text: DOI
Joshi, Neeraj; Bapat, Sudeep R.; Sengupta, Raghu Nandan Estimation of fixed-accuracy confidence interval of the stress-strength reliability for inverse Pareto distribution using two-stage sampling technique. (English) Zbl 07798885 Sequential Anal. 43, No. 1, 79-102 (2024). MSC: 62F12 62L12 62L15 62P05 62P30 PDFBibTeX XMLCite \textit{N. Joshi} et al., Sequential Anal. 43, No. 1, 79--102 (2024; Zbl 07798885) Full Text: DOI
Yang, Yang; Chen, Shaoying; Yuen, Kam Chuen Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance. (English) Zbl 07791016 Sci. China, Math. 67, No. 1, 163-186 (2024). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Sci. China, Math. 67, No. 1, 163--186 (2024; Zbl 07791016) Full Text: DOI
Wang, Yike; Liu, Jingzhen; Siu, Tak Kuen Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting. (English) Zbl 1528.91069 Finance Stoch. 28, No. 1, 161-214 (2024). MSC: 91G10 91G05 91B42 93E20 PDFBibTeX XMLCite \textit{Y. Wang} et al., Finance Stoch. 28, No. 1, 161--214 (2024; Zbl 1528.91069) Full Text: DOI
Michaelides, Marie; Pigeon, Mathieu; Cossette, Hélène Individual claims reserving using activation patterns. (English) Zbl 07807632 Eur. Actuar. J. 13, No. 2, 837-869 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Michaelides} et al., Eur. Actuar. J. 13, No. 2, 837--869 (2023; Zbl 07807632) Full Text: DOI arXiv
Zhao, Jinbo; Salter-Townshend, Michael; O’Hagan, Adrian A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance. (English) Zbl 07807630 Eur. Actuar. J. 13, No. 2, 775-813 (2023). MSC: 91G05 92C32 PDFBibTeX XMLCite \textit{J. Zhao} et al., Eur. Actuar. J. 13, No. 2, 775--813 (2023; Zbl 07807630) Full Text: DOI OA License
Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong Optimal insurance for a prudent decision maker under heterogeneous beliefs. (English) Zbl 07807627 Eur. Actuar. J. 13, No. 2, 703-730 (2023). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Ghossoub} et al., Eur. Actuar. J. 13, No. 2, 703--730 (2023; Zbl 07807627) Full Text: DOI
Ruß, Jochen; Schelling, Stefan; Schultze, Mark B. What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products. (English) Zbl 07807624 Eur. Actuar. J. 13, No. 2, 607-635 (2023). MSC: 91G05 91B42 91B16 PDFBibTeX XMLCite \textit{J. Ruß} et al., Eur. Actuar. J. 13, No. 2, 607--635 (2023; Zbl 07807624) Full Text: DOI OA License
Ahmad, Jamaal; Bladt, Mogens Phase-type representations of stochastic interest rates with applications to life insurance. (English) Zbl 07807623 Eur. Actuar. J. 13, No. 2, 571-606 (2023). MSC: 91G05 91G30 62M05 PDFBibTeX XMLCite \textit{J. Ahmad} and \textit{M. Bladt}, Eur. Actuar. J. 13, No. 2, 571--606 (2023; Zbl 07807623) Full Text: DOI arXiv OA License
Reck, Lucas; Schupp, Johannes; Reuß, Andreas Identifying the determinants of lapse rates in life insurance: an automated Lasso approach. (English) Zbl 07807622 Eur. Actuar. J. 13, No. 2, 541-569 (2023). MSC: 91G05 62P05 62J07 PDFBibTeX XMLCite \textit{L. Reck} et al., Eur. Actuar. J. 13, No. 2, 541--569 (2023; Zbl 07807622) Full Text: DOI OA License
Nyegaard, Anna Kamille Natural hedging in continuous time life insurance. (English) Zbl 07807620 Eur. Actuar. J. 13, No. 2, 497-515 (2023). Reviewer: Andrius Grigutis (Vilnius) MSC: 91G05 35Q91 PDFBibTeX XMLCite \textit{A. K. Nyegaard}, Eur. Actuar. J. 13, No. 2, 497--515 (2023; Zbl 07807620) Full Text: DOI
Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi Diagnostic tests before modeling longitudinal actuarial data. (English) Zbl 07804014 Insur. Math. Econ. 113, 310-325 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{Y. Li} et al., Insur. Math. Econ. 113, 310--325 (2023; Zbl 07804014) Full Text: DOI arXiv
Ventura-Marco, Manuel; Vidal-Meliá, Carlos; Pérez-Salamero González, Juan Manuel Joint life care annuities to help retired couples to finance the cost of long-term care. (English) Zbl 07804003 Insur. Math. Econ. 113, 122-139 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Ventura-Marco} et al., Insur. Math. Econ. 113, 122--139 (2023; Zbl 07804003) Full Text: DOI
Peng, Xingchun; Li, Baihui Optimal investment, consumption and life insurance purchase with learning about return predictability. (English) Zbl 07804001 Insur. Math. Econ. 113, 70-95 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{X. Peng} and \textit{B. Li}, Insur. Math. Econ. 113, 70--95 (2023; Zbl 07804001) Full Text: DOI
Grün, Bettina; Miljkovic, Tatjana The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures. (English) Zbl 07803714 N. Am. Actuar. J. 27, No. 4, 731-750 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{B. Grün} and \textit{T. Miljkovic}, N. Am. Actuar. J. 27, No. 4, 731--750 (2023; Zbl 07803714) Full Text: DOI OA License
Yang, Peng Optimal reinsurance strategy based on competition under two kinds of dependent insurance business. (Chinese. English summary) Zbl 07801528 Acta Math. Appl. Sin. 46, No. 3, 412-426 (2023). MSC: 91B30 97M30 PDFBibTeX XMLCite \textit{P. Yang}, Acta Math. Appl. Sin. 46, No. 3, 412--426 (2023; Zbl 07801528) Full Text: Link
Tian, Yougong Investment decision-making on precautionary effort conditional on random income. (Chinese. English summary) Zbl 07801524 Acta Math. Appl. Sin. 46, No. 3, 366-377 (2023). MSC: 60E15 62P05 91B06 91B30 PDFBibTeX XMLCite \textit{Y. Tian}, Acta Math. Appl. Sin. 46, No. 3, 366--377 (2023; Zbl 07801524) Full Text: Link
Hao, Wenjing; Qiu, Zhijian; Li, Lu The investment and reinsurance game of insurers and reinsurers with default risk under CEV model. (English) Zbl 07792467 RAIRO, Oper. Res. 57, No. 5, 2853-2872 (2023). MSC: 62P05 91B30 93E20 PDFBibTeX XMLCite \textit{W. Hao} et al., RAIRO, Oper. Res. 57, No. 5, 2853--2872 (2023; Zbl 07792467) Full Text: DOI
Fan, Yulian Optimal insurance design under belief-dependent utility and ambiguity. (English) Zbl 07786149 Math. Financ. Econ. 17, No. 4, 721-748 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{Y. Fan}, Math. Financ. Econ. 17, No. 4, 721--748 (2023; Zbl 07786149) Full Text: DOI
Bae, Sanghyeon; Lee, Yongjae; Kim, Woo Chang Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products. (English) Zbl 07778531 Quant. Finance 23, No. 11, 1597-1615 (2023). MSC: 91G10 91G05 PDFBibTeX XMLCite \textit{S. Bae} et al., Quant. Finance 23, No. 11, 1597--1615 (2023; Zbl 07778531) Full Text: DOI
Sandvig Thorsen, Ingrid; Støve, Bård; Skaug, Hans J. A TMB approach to study spatial variation in weather-generated claims in insurance. (English) Zbl 07776276 SN Oper. Res. Forum 4, No. 4, Paper No. 79, 27 p. (2023). MSC: 91G05 35R60 PDFBibTeX XMLCite \textit{I. Sandvig Thorsen} et al., SN Oper. Res. Forum 4, No. 4, Paper No. 79, 27 p. (2023; Zbl 07776276) Full Text: DOI OA License
Buchardt, Kristian; Furrer, Christian; Lunding Sandqvist, Oliver Transaction time models in multi-state life insurance. (English) Zbl 1527.91140 Scand. Actuar. J. 2023, No. 10, 974-999 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{K. Buchardt} et al., Scand. Actuar. J. 2023, No. 10, 974--999 (2023; Zbl 1527.91140) Full Text: DOI arXiv
Wu, Tao Weak solution of non-Newtonian polytropic variational inequality in fresh agricultural product supply chain problem. (English) Zbl 1526.35226 Open Math. 21, Article ID 20220590, 12 p. (2023). MSC: 35K86 35K92 97M30 PDFBibTeX XMLCite \textit{T. Wu}, Open Math. 21, Article ID 20220590, 12 p. (2023; Zbl 1526.35226) Full Text: DOI
Liu, Xijun; Gao, Qingwu Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-Stationary arrivals. (English) Zbl 07753898 J. Math. Inequal. 17, No. 3, 849-865 (2023). MSC: 62P05 62E20 91B30 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, J. Math. Inequal. 17, No. 3, 849--865 (2023; Zbl 07753898) Full Text: DOI
Jasiulis-Gołdyn, Barbara Helena; Lechańska, Alicja; KrystynaMisiewicz, Jolanta Cramér-Lundberg model for some classes of extremal Markov sequences. (English) Zbl 1527.91141 Lith. Math. J. 63, No. 3, 272-290 (2023). MSC: 91G05 60G70 44A35 60G50 PDFBibTeX XMLCite \textit{B. H. Jasiulis-Gołdyn} et al., Lith. Math. J. 63, No. 3, 272--290 (2023; Zbl 1527.91141) Full Text: DOI arXiv OA License
Dizaji, Atefeh Kanani; Payandeh Najafabadi, Amir T. Updating bonus-malus indexing mechanism to adjust long-term health insurance premiums. (English) Zbl 1528.91061 N. Am. Actuar. J. 27, No. 3, 546-559 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDFBibTeX XMLCite \textit{A. K. Dizaji} and \textit{A. T. Payandeh Najafabadi}, N. Am. Actuar. J. 27, No. 3, 546--559 (2023; Zbl 1528.91061) Full Text: DOI
Wang, Hao; Wang, Ning; Xu, Lin; Hu, Shujie; Yan, Xingyu Household investment-consumption-insurance policies under the age-dependent risk preferences. (English) Zbl 1526.91005 Int. J. Control 96, No. 10, 2542-2554 (2023). MSC: 91B42 91G05 60G46 PDFBibTeX XMLCite \textit{H. Wang} et al., Int. J. Control 96, No. 10, 2542--2554 (2023; Zbl 1526.91005) Full Text: DOI
Joseph, Gilles; Maingé, Paul-Emile Characterization of optimal durations of unemployment benefits in a nonstationary job search model. (English) Zbl 1522.91146 Math. Soc. Sci. 125, 76-93 (2023). MSC: 91B39 91G05 PDFBibTeX XMLCite \textit{G. Joseph} and \textit{P.-E. Maingé}, Math. Soc. Sci. 125, 76--93 (2023; Zbl 1522.91146) Full Text: DOI
Cheng, Gongpin; Wang, Qinghua; Yao, Dingjun Research on design innovation and pricing of our country’s long-term care insurance. (Chinese. English summary) Zbl 07745108 Chin. J. Appl. Probab. Stat. 39, No. 2, 283-300 (2023). MSC: 62P05 60J20 PDFBibTeX XMLCite \textit{G. Cheng} et al., Chin. J. Appl. Probab. Stat. 39, No. 2, 283--300 (2023; Zbl 07745108) Full Text: Link
Zubchenko, V. P.; Aleksandrova, P. V. Mathematical modeling of the dynamics of an insurance company based on macro indicators. (Ukrainian. English summary) Zbl 07744780 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 1, 44-47 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{V. P. Zubchenko} and \textit{P. V. Aleksandrova}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 1, 44--47 (2023; Zbl 07744780) Full Text: DOI
Colivicchi, Ilaria; Iannucci, Gianluca The environmental responsibility of firms and insurance coverage in an evolutionary game. (English) Zbl 1522.91173 Dyn. Games Appl. 13, No. 3, 801-818 (2023). MSC: 91B76 91B54 91A22 91G05 PDFBibTeX XMLCite \textit{I. Colivicchi} and \textit{G. Iannucci}, Dyn. Games Appl. 13, No. 3, 801--818 (2023; Zbl 1522.91173) Full Text: DOI
Jarrow, Robert A. The no-arbitrage pricing of non-traded assets. (English) Zbl 1522.91291 Ann. Finance 19, No. 3, 401-418 (2023). MSC: 91G30 91G50 91G05 PDFBibTeX XMLCite \textit{R. A. Jarrow}, Ann. Finance 19, No. 3, 401--418 (2023; Zbl 1522.91291) Full Text: DOI
Belkina, Tat’yana Andreevna; Ogareva, Anna Sergeevna Risky investments and survival probability in the insurance model with two-sided jumps: problems for integrodifferential equations and ordinary differential equation and their equivalence. (English) Zbl 1522.91202 Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 23, No. 3, 278-285 (2023). MSC: 91G05 91G10 PDFBibTeX XMLCite \textit{T. A. Belkina} and \textit{A. S. Ogareva}, Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 23, No. 3, 278--285 (2023; Zbl 1522.91202) Full Text: DOI MNR
Hoshiea, M.; Mousa, A. S.; Pinto, A. A. Optimal social welfare policy within financial and life insurance markets. (English) Zbl 1522.91116 Optimization 72, No. 9, 2367-2391 (2023). MSC: 91B15 93E20 91G15 91G05 49L20 PDFBibTeX XMLCite \textit{M. Hoshiea} et al., Optimization 72, No. 9, 2367--2391 (2023; Zbl 1522.91116) Full Text: DOI
Kaufmann, Christoph; Attinasi, Maria Grazia; Hauptmeier, Sebastian Macroeconomic stabilisation properties of a euro area unemployment insurance scheme. (English) Zbl 07737408 J. Econ. Dyn. Control 153, Article ID 104698, 34 p. (2023). MSC: 91B64 91G05 91B51 PDFBibTeX XMLCite \textit{C. Kaufmann} et al., J. Econ. Dyn. Control 153, Article ID 104698, 34 p. (2023; Zbl 07737408) Full Text: DOI
Shen, Xinmei; Yuan, Meng; Lu, Dawei Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims. (English) Zbl 07736121 Commun. Stat., Theory Methods 52, No. 19, 6878-6895 (2023). MSC: 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{X. Shen} et al., Commun. Stat., Theory Methods 52, No. 19, 6878--6895 (2023; Zbl 07736121) Full Text: DOI
Feng, Frank Y.; Zeng, Xudong; Zhu, Guanxia Insurance pricing in an equilibrium model. (English) Zbl 1521.91313 Scand. Actuar. J. 2023, No. 8, 834-852 (2023). MSC: 91G05 91B51 49L20 PDFBibTeX XMLCite \textit{F. Y. Feng} et al., Scand. Actuar. J. 2023, No. 8, 834--852 (2023; Zbl 1521.91313) Full Text: DOI
Kim, Yonggyun Comparing information in general monotone decision problems. (English) Zbl 1521.91071 J. Econ. Theory 211, Article ID 105679, 31 p. (2023). MSC: 91B06 91G05 91B24 PDFBibTeX XMLCite \textit{Y. Kim}, J. Econ. Theory 211, Article ID 105679, 31 p. (2023; Zbl 1521.91071) Full Text: DOI
Gu, Ailing; He, Xinya; Chen, Shumin; Yao, Haixiang Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity. (English) Zbl 1517.91201 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023). MSC: 91G10 90C39 91G05 PDFBibTeX XMLCite \textit{A. Gu} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 77, 19 p. (2023; Zbl 1517.91201) Full Text: DOI
Park, Jaevin Rights to retrade, free-riding and insurance requirement. (English) Zbl 1518.91224 Econ. Lett. 225, Article ID 111064, 4 p. (2023). MSC: 91G05 91B41 PDFBibTeX XMLCite \textit{J. Park}, Econ. Lett. 225, Article ID 111064, 4 p. (2023; Zbl 1518.91224) Full Text: DOI
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; Shao, Adam W. Insuring longevity risk and long-term care: bequest, housing and liquidity. (English) Zbl 1520.91358 Insur. Math. Econ. 111, 121-141 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Xu} et al., Insur. Math. Econ. 111, 121--141 (2023; Zbl 1520.91358) Full Text: DOI
Engsner, Hampus; Lindskog, Filip; Thøgersen, Julie Multiple-prior valuation of cash flows subject to capital requirements. (English) Zbl 1520.91325 Insur. Math. Econ. 111, 41-56 (2023). MSC: 91G05 60G40 PDFBibTeX XMLCite \textit{H. Engsner} et al., Insur. Math. Econ. 111, 41--56 (2023; Zbl 1520.91325) Full Text: DOI arXiv
Pavía, Jose M.; Lledó, Josep Shortcuts for the construction of sub-annual life tables. (English) Zbl 1520.91348 ASTIN Bull. 53, No. 2, 332-350 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{J. M. Pavía} and \textit{J. Lledó}, ASTIN Bull. 53, No. 2, 332--350 (2023; Zbl 1520.91348) Full Text: DOI
Jonen, Christian; Meyhöfer, Tamino; Nikolić, Zoran Neural networks meet least squares Monte Carlo at internal model data. (English) Zbl 1520.91332 Eur. Actuar. J. 13, No. 1, 399-425 (2023). MSC: 91G05 68T07 PDFBibTeX XMLCite \textit{C. Jonen} et al., Eur. Actuar. J. 13, No. 1, 399--425 (2023; Zbl 1520.91332) Full Text: DOI
Louloudis, Emmanouil; Zimbidis, Alexandros; Yannacopoulos, Athanasios Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues. (English) Zbl 1520.91341 Eur. Actuar. J. 13, No. 1, 375-397 (2023). MSC: 91G05 86A15 PDFBibTeX XMLCite \textit{E. Louloudis} et al., Eur. Actuar. J. 13, No. 1, 375--397 (2023; Zbl 1520.91341) Full Text: DOI
Eckert, Jonas; Graf, Stefan; Kling, Alexander; Ruß, Jochen Cross-subsidizing effects between existing and new policyholders in traditional life insurance. (English) Zbl 1520.91324 Eur. Actuar. J. 13, No. 1, 183-211 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Eckert} et al., Eur. Actuar. J. 13, No. 1, 183--211 (2023; Zbl 1520.91324) Full Text: DOI
Bücher, Axel; Rosenstock, Alexander Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks. (English) Zbl 1521.91310 Eur. Actuar. J. 13, No. 1, 55-90 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{A. Rosenstock}, Eur. Actuar. J. 13, No. 1, 55--90 (2023; Zbl 1521.91310) Full Text: DOI
Awiszus, Kerstin; Knispel, Thomas; Penner, Irina; Svindland, Gregor; Voß, Alexander; Weber, Stefan Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks. (English) Zbl 1521.91308 Eur. Actuar. J. 13, No. 1, 1-53 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 60G55 91A80 92D30 PDFBibTeX XMLCite \textit{K. Awiszus} et al., Eur. Actuar. J. 13, No. 1, 1--53 (2023; Zbl 1521.91308) Full Text: DOI arXiv
Cao, Jingyi; Li, Dongchen; Young, Virginia R.; Zou, Bin Stackelberg differential game for insurance under model ambiguity: general divergence. (English) Zbl 1520.91314 Scand. Actuar. J. 2023, No. 7, 735-763 (2023). MSC: 91G05 91A65 91A23 91A80 PDFBibTeX XMLCite \textit{J. Cao} et al., Scand. Actuar. J. 2023, No. 7, 735--763 (2023; Zbl 1520.91314) Full Text: DOI
Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta Some optimisation problems in insurance with a terminal distribution constraint. (English) Zbl 1520.91320 Scand. Actuar. J. 2023, No. 7, 655-678 (2023). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{K. Colaneri} et al., Scand. Actuar. J. 2023, No. 7, 655--678 (2023; Zbl 1520.91320) Full Text: DOI arXiv
Cao, Jingyi; Young, Virginia R. Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity. (English) Zbl 1518.91215 Scand. Actuar. J. 2023, No. 6, 598-623 (2023). MSC: 91G05 91A65 91A23 PDFBibTeX XMLCite \textit{J. Cao} and \textit{V. R. Young}, Scand. Actuar. J. 2023, No. 6, 598--623 (2023; Zbl 1518.91215) Full Text: DOI
Chen, Yiqing; Liu, Jiajun; Yang, Yang Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks. (English) Zbl 1514.62204 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023). MSC: 62P05 62E20 91G05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023; Zbl 1514.62204) Full Text: DOI
Song, Zhan-Jie; Sun, Fu-Yun The dual risk model under a mixed ratcheting and periodic dividend strategy. (English) Zbl 07706253 Commun. Stat., Theory Methods 52, No. 10, 3526-3540 (2023). MSC: 91B30 97M30 60J75 PDFBibTeX XMLCite \textit{Z.-J. Song} and \textit{F.-Y. Sun}, Commun. Stat., Theory Methods 52, No. 10, 3526--3540 (2023; Zbl 07706253) Full Text: DOI
Ng, Tak Wa; Nguyen, Thai Portfolio performance under benchmarking relative loss and portfolio insurance: from omega ratio to loss aversion. (English) Zbl 1519.91218 ASTIN Bull. 53, No. 1, 149-183 (2023). MSC: 91G05 91G10 PDFBibTeX XMLCite \textit{T. W. Ng} and \textit{T. Nguyen}, ASTIN Bull. 53, No. 1, 149--183 (2023; Zbl 1519.91218) Full Text: DOI
Zhang, Aili; Li, Shuanming; Wang, Wenyuan A scale function based approach for solving integral-differential equations in insurance risk models. (English) Zbl 07701061 Appl. Math. Comput. 450, Article ID 127965, 12 p. (2023). MSC: 91G05 91B05 97M30 PDFBibTeX XMLCite \textit{A. Zhang} et al., Appl. Math. Comput. 450, Article ID 127965, 12 p. (2023; Zbl 07701061) Full Text: DOI
Jeon, Junkee; Kwak, Minsuk; Park, Kyunghyun Horizon effect on optimal retirement decision. (English) Zbl 1518.91222 Quant. Finance 23, No. 1, 123-148 (2023). MSC: 91G05 60G40 35R35 PDFBibTeX XMLCite \textit{J. Jeon} et al., Quant. Finance 23, No. 1, 123--148 (2023; Zbl 1518.91222) Full Text: DOI
Feng, Runhuan; Liu, Chongda; Taylor, Stephen Peer-to-peer risk sharing with an application to flood risk pooling. (English) Zbl 1518.91219 Ann. Oper. Res. 321, No. 1-2, 813-842 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{R. Feng} et al., Ann. Oper. Res. 321, No. 1--2, 813--842 (2023; Zbl 1518.91219) Full Text: DOI
Yu, Luyang; Lin, Liyuan; Guan, Guohui; Liu, Jingzhen Time-consistent lifetime portfolio selection under smooth ambiguity. (English) Zbl 1518.91253 Math. Control Relat. Fields 13, No. 3, 967-987 (2023). MSC: 91G10 91G05 PDFBibTeX XMLCite \textit{L. Yu} et al., Math. Control Relat. Fields 13, No. 3, 967--987 (2023; Zbl 1518.91253) Full Text: DOI
Cheung, Eric C. K.; Liu, Haibo Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion. (English) Zbl 1518.91216 Probab. Eng. Inf. Sci. 37, No. 2, 387-417 (2023). MSC: 91G05 45J05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{H. Liu}, Probab. Eng. Inf. Sci. 37, No. 2, 387--417 (2023; Zbl 1518.91216) Full Text: DOI
Fishman, George S.; Stidham, Shaler An adaptive strategy for offering \(m\)-out-of-\(n\) insurance policies. (English) Zbl 1519.91211 Probab. Eng. Inf. Sci. 37, No. 1, 106-134 (2023). MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{G. S. Fishman} and \textit{S. Stidham}, Probab. Eng. Inf. Sci. 37, No. 1, 106--134 (2023; Zbl 1519.91211) Full Text: DOI
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio Actuarial pricing with financial methods. (English) Zbl 1521.91309 Scand. Actuar. J. 2023, No. 5, 450-476 (2023). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91G15 PDFBibTeX XMLCite \textit{A. Balbás} et al., Scand. Actuar. J. 2023, No. 5, 450--476 (2023; Zbl 1521.91309) Full Text: DOI
Hillairet, Caroline; Réveillac, Anthony; Rosenbaum, Mathieu An expansion formula for Hawkes processes and application to cyber-insurance derivatives. (English) Zbl 1511.60071 Stochastic Processes Appl. 160, 89-119 (2023). MSC: 60G55 60H07 91G05 PDFBibTeX XMLCite \textit{C. Hillairet} et al., Stochastic Processes Appl. 160, 89--119 (2023; Zbl 1511.60071) Full Text: DOI arXiv
Fan, Qi; Tan, Ken Seng; Zhang, Jinggong Empirical tail risk management with model-based annealing random search. (English) Zbl 1512.91104 Insur. Math. Econ. 110, 106-124 (2023). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{Q. Fan} et al., Insur. Math. Econ. 110, 106--124 (2023; Zbl 1512.91104) Full Text: DOI
Xing, Jie; Ma, Jingtang; Yang, Wensheng Optimal entry decision of unemployment insurance under partial information. (English) Zbl 1517.91195 Insur. Math. Econ. 110, 31-52 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G40 PDFBibTeX XMLCite \textit{J. Xing} et al., Insur. Math. Econ. 110, 31--52 (2023; Zbl 1517.91195) Full Text: DOI
Park, Kyunghyun; Wong, Hoi Ying; Yan, Tingjin Robust retirement and life insurance with inflation risk and model ambiguity. (English) Zbl 1517.91193 Insur. Math. Econ. 110, 1-30 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 90C17 PDFBibTeX XMLCite \textit{K. Park} et al., Insur. Math. Econ. 110, 1--30 (2023; Zbl 1517.91193) Full Text: DOI
Xu, Zuo Quan Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory. (English) Zbl 1512.91111 Scand. Actuar. J. 2023, No. 3, 269-289 (2023). MSC: 91G05 91B41 91B16 49N90 62P05 PDFBibTeX XMLCite \textit{Z. Q. Xu}, Scand. Actuar. J. 2023, No. 3, 269--289 (2023; Zbl 1512.91111) Full Text: DOI arXiv
Birghila, Corina; Boonen, Tim J.; Ghossoub, Mario Optimal insurance under maxmin expected utility. (English) Zbl 1517.91187 Finance Stoch. 27, No. 2, 467-501 (2023). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 90C90 PDFBibTeX XMLCite \textit{C. Birghila} et al., Finance Stoch. 27, No. 2, 467--501 (2023; Zbl 1517.91187) Full Text: DOI arXiv
Shi, Ailing; Li, Xingyi; Li, Zhongfei Optimal portfolio selection with life insurance under subjective survival belief and habit formation. (English) Zbl 1524.91109 J. Ind. Manag. Optim. 19, No. 4, 2464-2484 (2023). MSC: 91G10 91G05 93E20 PDFBibTeX XMLCite \textit{A. Shi} et al., J. Ind. Manag. Optim. 19, No. 4, 2464--2484 (2023; Zbl 1524.91109) Full Text: DOI
Lee, Hangsuck; Song, Seongjoo; Lee, Gaeun Insurance guaranty premiums and exchange options. (English) Zbl 1508.91476 Math. Financ. Econ. 17, No. 1, 49-77 (2023). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{H. Lee} et al., Math. Financ. Econ. 17, No. 1, 49--77 (2023; Zbl 1508.91476) Full Text: DOI
Liu, Wenyue; Cadenillas, Abel Optimal insurance contracts for a shot-noise Cox claim process and persistent insured’s actions. (English) Zbl 1508.91479 Insur. Math. Econ. 109, 69-93 (2023). MSC: 91G05 91B41 93E20 PDFBibTeX XMLCite \textit{W. Liu} and \textit{A. Cadenillas}, Insur. Math. Econ. 109, 69--93 (2023; Zbl 1508.91479) Full Text: DOI
Gao, Guangyuan; Li, Jiahong Dependence modeling of frequency-severity of insurance claims using waiting time. (English) Zbl 1508.91471 Insur. Math. Econ. 109, 29-51 (2023). MSC: 91G05 62P05 62H05 60G55 PDFBibTeX XMLCite \textit{G. Gao} and \textit{J. Li}, Insur. Math. Econ. 109, 29--51 (2023; Zbl 1508.91471) Full Text: DOI
Golubin, A. Y.; Gridin, V. N. Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process. (English) Zbl 1508.91472 Scand. Actuar. J. 2023, No. 1, 20-37 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{A. Y. Golubin} and \textit{V. N. Gridin}, Scand. Actuar. J. 2023, No. 1, 20--37 (2023; Zbl 1508.91472) Full Text: DOI
Falden, Debbie Kusch; Nyegaard, Anna Kamille Reserve-dependent management actions in life insurance. (English) Zbl 1508.91469 Scand. Actuar. J. 2023, No. 1, 1-19 (2023). MSC: 91G05 35Q91 PDFBibTeX XMLCite \textit{D. K. Falden} and \textit{A. K. Nyegaard}, Scand. Actuar. J. 2023, No. 1, 1--19 (2023; Zbl 1508.91469) Full Text: DOI
Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (English) Zbl 1507.91174 Insur. Math. Econ. 108, 46-59 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{C. Y. Robert}, Insur. Math. Econ. 108, 46--59 (2023; Zbl 1507.91174) Full Text: DOI
Li, Xun; Yu, Xiang; Zhang, Qinyi Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (English) Zbl 1507.91188 Insur. Math. Econ. 108, 25-45 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{X. Li} et al., Insur. Math. Econ. 108, 25--45 (2023; Zbl 1507.91188) Full Text: DOI arXiv
Carvajal, Andrés; Thereze, João Insurance contracts and financial markets. (English) Zbl 1506.91150 Math. Soc. Sci. 121, 8-19 (2023). MSC: 91G05 91G15 PDFBibTeX XMLCite \textit{A. Carvajal} and \textit{J. Thereze}, Math. Soc. Sci. 121, 8--19 (2023; Zbl 1506.91150) Full Text: DOI
Huh, Jeonggyu; Jeon, Junkee; Park, Kyunghyun Variable annuity with a surrender option under multiscale stochastic volatility. (English) Zbl 1506.35245 Japan J. Ind. Appl. Math. 40, No. 1, 1-39 (2023). Reviewer: Piotr Biler (Wrocław) MSC: 35Q91 91G05 35B20 35R60 PDFBibTeX XMLCite \textit{J. Huh} et al., Japan J. Ind. Appl. Math. 40, No. 1, 1--39 (2023; Zbl 1506.35245) Full Text: DOI
Antoci, Angelo; Galeotti, Marcello; Rabitti, Giovanni; Russu, Paolo A coevolution model of defensive medicine, litigation and medical malpractice insurance. (English) Zbl 1505.91072 Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106935, 16 p. (2023). MSC: 91A22 91G05 PDFBibTeX XMLCite \textit{A. Antoci} et al., Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106935, 16 p. (2023; Zbl 1505.91072) Full Text: DOI
Yong, Yaodi; Yang, Hailiang Valuation of cliquet-style guarantees with death benefits. (English) Zbl 1513.91067 J. Ind. Manag. Optim. 19, No. 1, 359-375 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{Y. Yong} and \textit{H. Yang}, J. Ind. Manag. Optim. 19, No. 1, 359--375 (2023; Zbl 1513.91067) Full Text: DOI
Xiao, Lin Compound binomial risk model with random income in Markov chain environment. (Chinese. English summary) Zbl 07822715 Acta Math. Sin., Chin. Ser. 65, No. 6, 1067-1082 (2022). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{L. Xiao}, Acta Math. Sin., Chin. Ser. 65, No. 6, 1067--1082 (2022; Zbl 07822715) Full Text: DOI
Darus, M.; Taib, C. M. I. C. Modelling temperature using CARMA processes with stochastic speed of mean reversion for temperature insurance pricing. (English) Zbl 07811511 Malays. J. Math. Sci. 16, No. 2, 273-288 (2022). MSC: 91G05 62P05 60H30 PDFBibTeX XMLCite \textit{M. Darus} and \textit{C. M. I. C. Taib}, Malays. J. Math. Sci. 16, No. 2, 273--288 (2022; Zbl 07811511) Full Text: DOI
Côté, Marie-Pier; Genest, Christian; Stephens, David A. A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims. (English) Zbl 07809843 Bayesian Anal. 17, No. 1, 67-93 (2022). MSC: 62P05 62F15 62H05 PDFBibTeX XMLCite \textit{M.-P. Côté} et al., Bayesian Anal. 17, No. 1, 67--93 (2022; Zbl 07809843) Full Text: DOI Link
Xin, Li; Feng, Jiang Liquidation risk for exponential spectrally negative Lévy processes. (Chinese. English summary) Zbl 07801181 Acta Math. Appl. Sin. 45, No. 5, 732-751 (2022). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{L. Xin} and \textit{J. Feng}, Acta Math. Appl. Sin. 45, No. 5, 732--751 (2022; Zbl 07801181) Full Text: Link
Attar, Andrea; Mariotti, Thomas; Salanié, François Regulating insurance markets: multiple contracting and adverse selection. (English) Zbl 07766699 Int. Econ. Rev. 63, No. 3, 981-1020 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91B41 PDFBibTeX XMLCite \textit{A. Attar} et al., Int. Econ. Rev. 63, No. 3, 981--1020 (2022; Zbl 07766699) Full Text: DOI
Chen, Jing; Wei, Hang; Xie, Lei Optimal strategy in managing product quality risk for a manufacturer: prevention or mitigation? (English) Zbl 1527.91043 Nav. Res. Logist. 69, No. 2, 287-302 (2022). MSC: 91B05 91G05 PDFBibTeX XMLCite \textit{J. Chen} et al., Nav. Res. Logist. 69, No. 2, 287--302 (2022; Zbl 1527.91043) Full Text: DOI
Coculescu, Delia; Delbaen, Freddy Fairness principles for insurance contracts in the presence of default risk. (English) Zbl 1525.91152 Math. Finance 32, No. 2, 595-626 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 91A12 91A80 PDFBibTeX XMLCite \textit{D. Coculescu} and \textit{F. Delbaen}, Math. Finance 32, No. 2, 595--626 (2022; Zbl 1525.91152) Full Text: DOI arXiv OA License
Yang, Ying; Chai, Rui; Sun, Xinyu; Li, Yiming Optimal pricing and return-freight insurance: strategic analysis of \(E\)-sellers in the presence of reputation differentiation. (English) Zbl 1521.91121 J. Syst. Sci. Complex. 35, No. 6, 2302-2318 (2022). MSC: 91B24 91G05 91A80 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Syst. Sci. Complex. 35, No. 6, 2302--2318 (2022; Zbl 1521.91121) Full Text: DOI
Hu, Shaoyong; Yin, Weiyue; Hu, Jun The optimal strategy of generalized underwriting with the variance premium principle for the inclusive health insurance. (English) Zbl 07701196 Chin. J. Appl. Probab. Stat. 38, No. 4, 617-632 (2022). MSC: 91G05 35Q91 PDFBibTeX XMLCite \textit{S. Hu} et al., Chin. J. Appl. Probab. Stat. 38, No. 4, 617--632 (2022; Zbl 07701196) Full Text: Link
Chiaradonna, Stefano; Lanchier, Nicolas Exact insurance premiums for cyber risk of small and medium-sized enterprises. (English) Zbl 1511.60143 Math. Model. Nat. Phenom. 17, Paper No. 40, 23 p. (2022). MSC: 60K35 91G05 PDFBibTeX XMLCite \textit{S. Chiaradonna} and \textit{N. Lanchier}, Math. Model. Nat. Phenom. 17, Paper No. 40, 23 p. (2022; Zbl 1511.60143) Full Text: DOI arXiv
Wang, Jianli; Su, Yingrong; Li, Jingyuan; Yick, Ho Yin Demand for insurance with nonadditive probabilistic beliefs. (English) Zbl 1517.91194 Bull. Econ. Res. 74, No. 3, 854-862 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Wang} et al., Bull. Econ. Res. 74, No. 3, 854--862 (2022; Zbl 1517.91194) Full Text: DOI
Shi, Peng; Lee, Gee Y. Copula regression for compound distributions with endogenous covariates with applications in insurance deductible pricing. (English) Zbl 1506.62417 J. Am. Stat. Assoc. 117, No. 539, 1094-1109 (2022). MSC: 62P05 PDFBibTeX XMLCite \textit{P. Shi} and \textit{G. Y. Lee}, J. Am. Stat. Assoc. 117, No. 539, 1094--1109 (2022; Zbl 1506.62417) Full Text: DOI
Riad, Fathy H.; Hussam, Eslam; Gemeay, Ahmed M.; Aldallal, Ramy A.; Afify, Ahmed Z. Classical and Bayesian inference of the weighted-exponential distribution with an application to insurance data. (English) Zbl 1508.91484 Math. Biosci. Eng. 19, No. 7, 6551-6581 (2022). MSC: 91G05 62P05 62F15 PDFBibTeX XMLCite \textit{F. H. Riad} et al., Math. Biosci. Eng. 19, No. 7, 6551--6581 (2022; Zbl 1508.91484) Full Text: DOI
Lesage, Laurent; Deaconu, Madalina; Lejay, Antoine; Meira, Jorge Augusto; Nichil, Geoffrey; State, Radu Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance. (English) Zbl 1506.60053 Methodol. Comput. Appl. Probab. 24, No. 4, 2509-2537 (2022). MSC: 60G55 91G05 PDFBibTeX XMLCite \textit{L. Lesage} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2509--2537 (2022; Zbl 1506.60053) Full Text: DOI
Feng, Runhuan (ed.); Laeven, Roger J. A. (ed.); Lin, X. Sheldon (ed.) Editorial to the virtual special issue on emerging risks and insurance technology. (English) Zbl 07648752 Insur. Math. Econ. 107, 418-421 (2022). MSC: 00Bxx 91G05 PDFBibTeX XMLCite \textit{R. Feng} (ed.) et al., Insur. Math. Econ. 107, 418--421 (2022; Zbl 07648752) Full Text: DOI