Fang, Ying; Qu, Zhongfeng Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability. (English) Zbl 1284.91230 IMA J. Manag. Math. 25, No. 1, 89-103 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Fang} and \textit{Z. Qu}, IMA J. Manag. Math. 25, No. 1, 89--103 (2014; Zbl 1284.91230) Full Text: DOI
Egozcue, Martín; Massoni, Sébastien; Wong, Wing-Keung; Zitikis, Ričardas Integration-segregation decisions under general value functions: “Create your own bundle-choose 1, 2 or all 3!”. (English) Zbl 1282.90084 IMA J. Manag. Math. 25, No. 1, 57-72 (2014). MSC: 90B50 91G10 90B60 91B16 91B30 PDFBibTeX XMLCite \textit{M. Egozcue} et al., IMA J. Manag. Math. 25, No. 1, 57--72 (2014; Zbl 1282.90084) Full Text: DOI Link
Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio; di Tria, Massimo; Musitelli, Davide Retirement planning in individual asset-liability management. (English) Zbl 1250.91056 IMA J. Manag. Math. 23, No. 4, 365-396 (2012). MSC: 91B30 90C15 90C29 PDFBibTeX XMLCite \textit{G. Consigli} et al., IMA J. Manag. Math. 23, No. 4, 365--396 (2012; Zbl 1250.91056) Full Text: DOI
Mierzejewski, Fernando The optimal liquidity principle and the aggregate money demand. (English) Zbl 1247.91195 IMA J. Manag. Math. 23, No. 3, 241-264 (2012). MSC: 91G40 91B30 PDFBibTeX XMLCite \textit{F. Mierzejewski}, IMA J. Manag. Math. 23, No. 3, 241--264 (2012; Zbl 1247.91195) Full Text: DOI
Musmanno, Roberto; Scordino, Nadia; Triki, Chefi; Violi, Antonio A multistage formulation for generation companies in a multi-auction electricity market. (English) Zbl 1202.91120 IMA J. Manag. Math. 21, No. 2, 165-181 (2010). MSC: 91B26 90C15 91B30 91B24 PDFBibTeX XMLCite \textit{R. Musmanno} et al., IMA J. Manag. Math. 21, No. 2, 165--181 (2010; Zbl 1202.91120) Full Text: DOI Link
Haneveld, Willem K. Klein; Streutker, Matthijs H.; van der Vlerk, Maarten H. Indexation of Dutch pension rights in multistage recourse ALM models. (English) Zbl 1202.91126 IMA J. Manag. Math. 21, No. 2, 131-148 (2010). MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{W. K. K. Haneveld} et al., IMA J. Manag. Math. 21, No. 2, 131--148 (2010; Zbl 1202.91126) Full Text: DOI
D’Amico, Guglielmo A semi-Markov maintenance model with credit rating application. (English) Zbl 1154.91498 IMA J. Manag. Math. 20, No. 1, 51-58 (2009). MSC: 91B30 90B25 PDFBibTeX XMLCite \textit{G. D'Amico}, IMA J. Manag. Math. 20, No. 1, 51--58 (2009; Zbl 1154.91498) Full Text: DOI
Karlis, Dimitris; Rahmouni, Mohieddine Analysis of defaulters’ behaviour using the Poisson-mixture approach. (English) Zbl 1153.91522 IMA J. Manag. Math. 18, No. 3, 297-311 (2007). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{D. Karlis} and \textit{M. Rahmouni}, IMA J. Manag. Math. 18, No. 3, 297--311 (2007; Zbl 1153.91522) Full Text: DOI
Ding, Amy Early discovery of individual firm insolvency. (English) Zbl 1152.91621 IMA J. Manag. Math. 18, No. 3, 269-295 (2007). MSC: 91B38 91B30 91B28 PDFBibTeX XMLCite \textit{A. Ding}, IMA J. Manag. Math. 18, No. 3, 269--295 (2007; Zbl 1152.91621) Full Text: DOI
Rapisarda, Francesco; Brigo, Damiano; Mercurio, Fabio Parameterizing correlations: a geometric interpretation. (English) Zbl 1123.62041 IMA J. Manag. Math. 18, No. 1, 55-73 (2007). MSC: 62H20 91B28 91B26 91B30 62P05 PDFBibTeX XMLCite \textit{F. Rapisarda} et al., IMA J. Manag. Math. 18, No. 1, 55--73 (2007; Zbl 1123.62041) Full Text: DOI Link
Baker, Rose Risk aversion in maintenance: overmaintenance and the principal-agent problem. (English) Zbl 1137.90437 IMA J. Manag. Math. 17, No. 2, 99-113 (2006). MSC: 90B25 90B50 91B30 PDFBibTeX XMLCite \textit{R. Baker}, IMA J. Manag. Math. 17, No. 2, 99--113 (2006; Zbl 1137.90437) Full Text: DOI
Kalapodas, Evangelos; Thomson, Mary E. Credit risk assessment: a challenge for financial institutions. (English) Zbl 1140.91422 IMA J. Manag. Math. 17, No. 1, 25-46 (2006). MSC: 91B30 91B28 PDFBibTeX XMLCite \textit{E. Kalapodas} and \textit{M. E. Thomson}, IMA J. Manag. Math. 17, No. 1, 25--46 (2006; Zbl 1140.91422) Full Text: DOI
Blake, David Take (smoothed) risks when you are young, not when you are old: how to get the best from your pension plan. (English) Zbl 1106.91321 IMA J. Manag. Math. 14, No. 2, 145-161 (2003). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{D. Blake}, IMA J. Manag. Math. 14, No. 2, 145--161 (2003; Zbl 1106.91321) Full Text: DOI Link
Owadally, M. Iqbal; Haberman, Steven Exponential smoothing methods in pension funding. (English) Zbl 1073.91039 IMA J. Manag. Math. 14, No. 2, 129-143 (2003). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{M. I. Owadally} and \textit{S. Haberman}, IMA J. Manag. Math. 14, No. 2, 129--143 (2003; Zbl 1073.91039) Full Text: DOI Link
Haberman, S.; Khorasanee, M. Z.; Ngwira, B.; Wright, I. D. Risk measurement and management of defined benefit pension schemes: a stochastic approach. (English) Zbl 1106.91338 IMA J. Manag. Math. 14, No. 2, 111-128 (2003). MSC: 91B30 PDFBibTeX XMLCite \textit{S. Haberman} et al., IMA J. Manag. Math. 14, No. 2, 111--128 (2003; Zbl 1106.91338) Full Text: DOI
Keating, Con Pensions modelling. (English) Zbl 1106.91328 IMA J. Manag. Math. 14, No. 2, 101-109 (2003). MSC: 91B28 91B30 91D30 PDFBibTeX XMLCite \textit{C. Keating}, IMA J. Manag. Math. 14, No. 2, 101--109 (2003; Zbl 1106.91328) Full Text: DOI
Booth, Philip; Walsh, Duncan Cash flow models for pricing mortgages. (English) Zbl 1037.91514 IMA J. Manag. Math. 12, No. 2, 157-172 (2001). MSC: 91B24 91B28 91B30 PDFBibTeX XMLCite \textit{P. Booth} and \textit{D. Walsh}, IMA J. Manag. Math. 12, No. 2, 157--172 (2001; Zbl 1037.91514) Full Text: DOI
Hand, David J. Modelling consumer credit risk. (English) Zbl 1001.91061 IMA J. Manag. Math. 12, No. 2, 139-155 (2001). MSC: 91B42 91B30 PDFBibTeX XMLCite \textit{D. J. Hand}, IMA J. Manag. Math. 12, No. 2, 139--155 (2001; Zbl 1001.91061) Full Text: DOI
Robson, Mark; Saporta, Victoria Assessing and managing credit risk in retail financial services. (English) Zbl 1037.91532 IMA J. Manag. Math. 12, No. 2, 127-137 (2001). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{M. Robson} and \textit{V. Saporta}, IMA J. Manag. Math. 12, No. 2, 127--137 (2001; Zbl 1037.91532) Full Text: DOI
Thomas, L. C.; Ho, J.; Scherer, W. T. Time will tell: Behavioural scoring and the dynamics of consumer credit assessment. (English) Zbl 0990.91032 IMA J. Manag. Math. 12, No. 1, 89-103 (2001). MSC: 91B42 91B30 PDFBibTeX XMLCite \textit{L. C. Thomas} et al., IMA J. Manag. Math. 12, No. 1, 89--103 (2001; Zbl 0990.91032) Full Text: DOI Link