Fröhlich, Andreas; Weng, Annegret Parameter uncertainty and reserve risk under Solvency II. (English) Zbl 1416.91177 Insur. Math. Econ. 81, 130-141 (2018). MSC: 91B30 62P05 62F40 PDF BibTeX XML Cite \textit{A. Fröhlich} and \textit{A. Weng}, Insur. Math. Econ. 81, 130--141 (2018; Zbl 1416.91177) Full Text: DOI
Zhang, Yi; Wen, Limin; Wang, Jiangfeng; Wang, Wei The credibility estimation of accident year mean in the model of stochastic B-F reserve. (Chinese. English summary) Zbl 1363.91053 Acta Math. Appl. Sin. 39, No. 2, 306-320 (2016). MSC: 91B30 62P05 62F15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Acta Math. Appl. Sin. 39, No. 2, 306--320 (2016; Zbl 1363.91053)
Fersini, Paola; Melisi, Giuseppe Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective. (English) Zbl 1369.91084 Insur. Math. Econ. 68, 27-44 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{P. Fersini} and \textit{G. Melisi}, Insur. Math. Econ. 68, 27--44 (2016; Zbl 1369.91084) Full Text: DOI
Schiegl, Magda A model study about the applicability of the chain ladder method. (English) Zbl 1401.91190 Scand. Actuar. J. 2015, No. 6, 482-499 (2015). MSC: 91B30 62E15 62P05 PDF BibTeX XML Cite \textit{M. Schiegl}, Scand. Actuar. J. 2015, No. 6, 482--499 (2015; Zbl 1401.91190) Full Text: DOI
Miranda, María Dolores Martínez; Nielsen, Jens Perch; Verrall, Richard; Wüthrich, Mario V. Double chain ladder, claims development inflation and zero-claims. (English) Zbl 1401.91174 Scand. Actuar. J. 2015, No. 5, 383-405 (2015). MSC: 91B30 62F40 62P05 PDF BibTeX XML Cite \textit{M. D. M. Miranda} et al., Scand. Actuar. J. 2015, No. 5, 383--405 (2015; Zbl 1401.91174) Full Text: DOI
Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. (English) Zbl 1396.91292 Eur. Actuar. J. 5, No. 2, 381-425 (2015). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 60J75 60G51 PDF BibTeX XML Cite \textit{Z. Ben-Salah} et al., Eur. Actuar. J. 5, No. 2, 381--425 (2015; Zbl 1396.91292) Full Text: DOI arXiv
Dong, A. X. D.; Chan, J. S. K. Bayesian analysis of loss reserving using dynamic models with generalized beta distribution. (English) Zbl 1304.91100 Insur. Math. Econ. 53, No. 2, 355-365 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{A. X. D. Dong} and \textit{J. S. K. Chan}, Insur. Math. Econ. 53, No. 2, 355--365 (2013; Zbl 1304.91100) Full Text: DOI
Detering, Nils; Weber, Andreas; Wystup, Uwe Return distributions of equity-linked retirement plans under jump and interest rate risk. (English) Zbl 1278.91135 Eur. Actuar. J. 3, No. 1, 203-228 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{N. Detering} et al., Eur. Actuar. J. 3, No. 1, 203--228 (2013; Zbl 1278.91135) Full Text: DOI
Korn, Ralf; Menkens, Olaf; Steffensen, Mogens Worst-case-optimal dynamic reinsurance for large claims. (English) Zbl 1269.91044 Eur. Actuar. J. 2, No. 1, 21-48 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{R. Korn} et al., Eur. Actuar. J. 2, No. 1, 21--48 (2012; Zbl 1269.91044) Full Text: DOI
Liu, Yuping; Ma, Jin Optimal reinsurance/investment problems for general insurance models. (English) Zbl 1168.91392 Ann. Appl. Probab. 19, No. 4, 1495-1528 (2009). MSC: 91G10 91B30 60H10 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{J. Ma}, Ann. Appl. Probab. 19, No. 4, 1495--1528 (2009; Zbl 1168.91392) Full Text: DOI arXiv
Milidonis, Andreas; Grace, Martin F. Tax-deductible pre-event catastrophe loss reserves: the case of Florida. (English) Zbl 1169.91391 Astin Bull. 38, No. 1, 13-51 (2008). MSC: 91B30 91B74 PDF BibTeX XML Cite \textit{A. Milidonis} and \textit{M. F. Grace}, ASTIN Bull. 38, No. 1, 13--51 (2008; Zbl 1169.91391) Full Text: DOI
Bäuerle, Nicole; Grübel, Rudolf Multivariate risk processes with interacting intensities. (English) Zbl 1152.60058 Adv. Appl. Probab. 40, No. 2, 578-601 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J20 91B30 60G55 60K99 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{R. Grübel}, Adv. Appl. Probab. 40, No. 2, 578--601 (2008; Zbl 1152.60058) Full Text: DOI
Belzunce, Félix; Ortega, Eva-María; Ruiz, José M. On non-monotonic ageing properties from the Laplace transform, with actuarial applications. (English) Zbl 1273.91231 Insur. Math. Econ. 40, No. 1, 1-14 (2007). MSC: 91B30 44A10 PDF BibTeX XML Cite \textit{F. Belzunce} et al., Insur. Math. Econ. 40, No. 1, 1--14 (2007; Zbl 1273.91231) Full Text: DOI
Chiu, Sung Nok; Yin, Chuan Cun The first exit time and ruin time for a risk process with reserve-dependent income. (English) Zbl 1046.91071 Stat. Probab. Lett. 60, No. 4, 417-424 (2002). Reviewer: Bogdan Choczewski (Kraków) MSC: 91B30 44A10 60H30 62P05 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{C. C. Yin}, Stat. Probab. Lett. 60, No. 4, 417--424 (2002; Zbl 1046.91071) Full Text: DOI
Jasiulewicz, Helena Probability of ruin with variable premium rate in a Markovian environment. (English) Zbl 0999.91048 Insur. Math. Econ. 29, No. 2, 291-296 (2001). Reviewer: Josef Steinebach (Marburg) MSC: 91B30 60J27 60K15 PDF BibTeX XML Cite \textit{H. Jasiulewicz}, Insur. Math. Econ. 29, No. 2, 291--296 (2001; Zbl 0999.91048) Full Text: DOI
De Vylder, F. Etienne; Goovaerts, Marc J. Explicit finite-time and infinite-time ruin probabilities in the continuous case. (English) Zbl 0963.91062 Insur. Math. Econ. 24, No. 3, 155-172 (1999). MSC: 91B30 PDF BibTeX XML Cite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 155--172 (1999; Zbl 0963.91062) Full Text: DOI
Embrechts, Paul; Schmidli, Hanspeter Ruin estimation for a general insurance risk model. (English) Zbl 0811.62096 Adv. Appl. Probab. 26, No. 2, 404-422 (1994). Reviewer: M.Schäl (Bonn) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{H. Schmidli}, Adv. Appl. Probab. 26, No. 2, 404--422 (1994; Zbl 0811.62096) Full Text: DOI
Hipp, Christian; Michel, Reinhard Risikotheorie: stochastische Modelle und statistische Methoden. (Risk theory: stochastic models and statistical methods). (German) Zbl 0709.62095 Deutsche Gesellschaft für Versicherungsmathematik, Karlsruhe. Schriftenreihe Angewandte Versicherungsmathematik, 24. Karlsruhe: Verl. Versicherungswirtschaft. 198 S. DM 28.00 (1990). Reviewer: A.Reich MSC: 62P05 62-02 PDF BibTeX XML Cite \textit{C. Hipp} and \textit{R. Michel}, Risikotheorie: stochastische Modelle und statistische Methoden. (Risk theory: stochastic models and statistical methods). Karlsruhe: Verl. Versicherungswirtschaft (1990; Zbl 0709.62095)