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Content
September 2018, Volume 48, Issue 3
- 969-993 Multivariate Modelling Of Household Claim Frequencies In Motor Third-Party Liability Insurance
by Pechon, Florian & Trufin, Julien & Denuit, Michel
- 995-1024 Linear Versus Nonlinear Allocation Rules In Risk Sharing Under Financial Fairness
by Schumacher, Johannes M.
- 1025-1047 Optimum Insurance Contracts With Background Risk And Higher-Order Risk Attitudes
by Chi, Yichun & Wei, Wei
- 1049-1078 Modelling And Estimating Individual And Firm Effects With Count Panel Data
by Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François
- 1079-1107 Aggregation Of Dependent Risks In Mixtures Of Exponential Distributions And Extensions
by Sarabia, José María & Gómez-Déniz, Emilio & Prieto, Faustino & Jordá, Vanesa
- 1109-1136 Common Shock Models For Claim Arrays
by Avanzi, Benjamin & Taylor, Greg & Wong, Bernard
- 1137-1156 Compound Poisson Claims Reserving Models: Extensions And Inference
by Meng, Shengwang & Gao, Guangyuan
- 1157-1173 An Extreme-Value Theory Approximation Scheme In Reinsurance And Insurance-Linked Securities
by Anonymous
- 1175-1218 Pricing Of Cyber Insurance Contracts In A Network Model
by Fahrenwaldt, Matthias A. & Weber, Stefan & Weske, Kerstin
- 1219-1243 Solvency Requirement In A Unisex Mortality Model
by Chen, An & Guillen, Montserrat & Vigna, Elena
- 1245-1275 Dynamic Hedging Strategies For Cash Balance Pension Plans
by Zhu, Xiaobai & Hardy, Mary R. & Saunders, David
- 1277-1306 Drawing Down Retirement Savings—Do Pensions, Taxes And Government Transfers Matter Much For Optimal Decisions?
by MacDonald, Bonnie-Jeanne & Morrison, Richard J. & Avery, Marvin & Osberg, Lars
- 1307-1347 Gaussian Process Models For Mortality Rates And Improvement Factors
by Ludkovski, Mike & Risk, Jimmy & Zail, Howard
- 1349-1349 Gaussian Process Models For Mortality Rates And Improvement Factors – Corrigendum
by Ludkovski, Mike & Risk, Jimmy & Zail, Howard
May 2018, Volume 48, Issue 2
- 481-508 A Neural-Network Analyzer For Mortality Forecast
by Hainaut, Donatien
- 509-541 Smoothing Poisson Common Factor Model For Projecting Mortality Jointly For Both Sexes
by Pitt, David & Li, Jackie & Lim, Tian Kang
- 543-569 Age-Specific Adjustment Of Graduated Mortality
by Salhi, Yahia & Thérond, Pierre-E.
- 571-609 On Integrated Chance Constraints In Alm For Pension Funds
by Toukourou, Youssouf A. F. & Dufresne, François
- 611-646 Local Hedging Of Variable Annuities In The Presence Of Basis Risk
by Trottier, Denis-Alexandre & Godin, Frédéric & Hamel, Emmanuel
- 647-672 On The Distribution Of The Excedents Of Funds With Assets And Liabilities In Presence Of Solvency And Recovery Requirements
by Avanzi, Benjamin & Henriksen, Lars Frederik Brandt & Wong, Bernard
- 673-698 Systemic Risk: An Asymptotic Evaluation
by Asimit, Alexandru V. & Li, Jinzhu
- 699-747 A Generalized Loss Ratio Method Dealing With Uncertain Volume Measures
by Riegel, Ulrich
- 749-777 Coherent Incurred Paid (Cip) Models For Claims Reserving
by Dupin, Gilles & Koenig, Emmanuel & Le Moine, Pierre & Monfort, Alain & Ratiarison, Eric
- 779-815 Spatial Dependence And Aggregation In Weather Risk Hedging: A Lévy Subordinated Hierarchical Archimedean Copulas (Lshac) Approach
by Zhu, Wenjun & Tan, Ken Seng & Porth, Lysa & Wang, Chou-Wen
- 817-839 On Heterogeneity In The Individual Model With Both Dependent Claim Occurrences And Severities
by Zhang, Yiying & Li, Xiaohu & Cheung, Ka Chun
- 841-870 On The Evaluation Of Multivariate Compound Distributions With Continuous Severity Distributions And Sarmanov'S Counting Distribution
by Tamraz, Maissa & Vernic, Raluca
- 871-904 Modelling Insurance Losses Using Contaminated Generalised Beta Type-Ii Distribution
by Chan, J.S.K. & Choy, S.T.B. & Makov, U.E. & Landsman, Z.
- 905-960 On A New Paradigm Of Optimal Reinsurance: A Stochastic Stackelberg Differential Game Between An Insurer And A Reinsurer
by Chen, Lv & Shen, Yang
January 2018, Volume 48, Issue 1
- 3-24 Chain-Ladder Method And Midyear Loss Reserving
by Dahms, René
- 25-53 A Mixture Model For Payments And Payment Numbers In Claims Reserving
by Gigante, Patrizia & Picech, Liviana & Sigalotti, Luciano
- 55-88 Stochastic Claims Reserving Via A Bayesian Spline Model With Random Loss Ratio Effects
by Gao, Guangyuan & Meng, Shengwang
- 89-110 Parsimonious Parameterization Of Age-Period-Cohort Models By Bayesian Shrinkage
by Venter, Gary & Şahın, Şule
- 111-137 Implementing Individual Savings Decisions For Retirement With Bounds On Wealth
by Donnelly, Catherine & Guillen, Montserrat & Nielsen, Jens Perch & Pérez-Marín, Ana Maria
- 139-169 Fourier Space Time-Stepping Algorithm For Valuing Guaranteed Minimum Withdrawal Benefits In Variable Annuities Under Regime-Switching And Stochastic Mortality
by Ignatieva, Katja & Song, Andrew & Ziveyi, Jonathan
- 171-196 Fast Computation Of Risk Measures For Variable Annuities With Additional Earnings By Conditional Moment Matching
by Privault, Nicolas & Wei, Xiao
- 197-232 Dynamic Hedging Of Longevity Risk: The Effect Of Trading Frequency
by Li, Hong
- 233-274 Natural Hedging In Long-Term Care Insurance
by Levantesi, Susanna & Menzietti, Massimiliano
- 275-309 Robust And Efficient Fitting Of Severity Models And The Method Of Winsorized Moments
by Zhao, Qian & Brazauskas, Vytaras & Ghorai, Jugal
- 311-337 On The Aggregation Of Experts' Information In Bonus–Malus Systems
by Blanco, Víctor & Pérez-Sánchez, José M.
- 339-374 Evolutionary Hierarchical Credibility
by Taylor, Greg
- 375-411 Analyzing And Predicting Cat Bond Premiums: A Financial Loss Premium Principle And Extreme Value Modeling
by Stupfler, Gilles & Yang, Fan
- 413-434 Stochastic Differential Games Between Two Insurers With Generalized Mean-Variance Premium Principle
by Chen, Shumin & Yang, Hailiang & Zeng, Yan
- 435-477 On The Compound Poisson Risk Model With Periodic Capital Injections
by Zhang, Zhimin & Cheung, Eric C.K. & Yang, Hailiang
- 479-479 Parsimonious Parameterization Of Age-Period-Cohort Models By Bayesian Shrinkage - Erratum
by Venter, Gary & Şahın, Şule
September 2017, Volume 47, Issue 3
- 631-679 A Comparative Study Of Two-Population Models For The Assessment Of Basis Risk In Longevity Hedges
by Villegas, Andrés M. & Haberman, Steven & Kaishev, Vladimir K. & Millossovich, Pietro
- 681-713 A Bayesian Joint Model For Population And Portfolio-Specific Mortality
by van Berkum, Frank & Antonio, Katrien & Vellekoop, Michel
- 715-735 Testing For A Unit Root In Lee–Carter Mortality Model
by Leng, Xuan & Peng, Liang
- 737-785 Probability Of Sufficiency Of Solvency Ii Reserve Risk Margins: Practical Approximations
by Moro, Eric Dal & Krvavych, Yuriy
- 787-801 An Economic Premium Principle Under The Dual Theory Of The Smooth Ambiguity Model
by Fujii, Yoichiro & Iwaki, Hideki & Osaki, Yusuke
- 803-836 Lifelong Health Insurance Covers With Surrender Values: Updating Mechanisms In The Presence Of Medical Inflation
by Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel & Hanbali, Hamza
- 837-874 Broken-Heart, Common Life, Heterogeneity: Analyzing The Spousal Mortality Dependence
by Lu, Yang
- 875-894 Ratemaking Of Dependent Risks
by Andrade e Silva, J. M. & Centeno, M. de Lourdes
- 895-917 The Full Tails Gamma Distribution Applied To Model Extreme Values
by del Castillo, Joan & Daoudi, Jalila & Serra, Isabel
- 919-942 Beyond The Pearson Correlation: Heavy-Tailed Risks, Weighted Gini Correlations, And A Gini-Type Weighted Insurance Pricing Model
by Furman, Edward & Zitikis, Ričardas
- 943-961 Bayesian Analysis Of Big Data In Insurance Predictive Modeling Using Distributed Computing
by Zhang, Yanwei
May 2017, Volume 47, Issue 2
- 361-389 Collective Risk Models With Dependence Uncertainty
by Liu, Haiyan & Wang, Ruodu
- 391-415 Risk Sharing With Expected And Dual Utilities
by Boonen, Tim J.
- 417-435 Measuring The Impact Of A Bonus-Malus System In Finite And Continuous Time Ruin Probabilities For Large Portfolios In Motor Insurance
by Afonso, Lourdes B. & Cardoso, Rui M. R. & Egídio dos Reis, Alfredo D. & Guerreiro, Gracinda Rita
- 437-465 Territorial Risk Classification Using Spatially Dependent Frequency-Severity Models
by Shi, Peng & Shi, Kun
- 467-499 A Neyman-Pearson Perspective On Optimal Reinsurance With Constraints
by Lo, Ambrose
- 501-525 Risk Management Of Financial Crises: An Optimal Investment Strategy With Multivariate Jump-Diffusion Models
by Wang, Chou-Wen & Huang, Hong-Chih
- 527-561 Continuous-Time Semi-Markov Inference Of Biometric Laws Associated With A Long-Term Care Insurance Portfolio
by Biessy, Guillaume
- 563-600 Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach
by Li, Hong & Lu, Yang
- 601-629 Modelling Mortality For Pension Schemes
by Hunt, Andrew & Blake, David
January 2017, Volume 47, Issue 1
- 1-41 Existence And Uniqueness Of Chain Ladder Solutions
by Taylor, Greg
- 43-77 Longevity Risk Management And Shareholder Value For A Life Annuity Business
by Blackburn, Craig & Hanewald, Katja & Olivieri, Annamaria & Sherris, Michael
- 79-151 The Locally Linear Cairns–Blake–Dowd Model: A Note On Delta–Nuga Hedging Of Longevity Risk
by Liu, Yanxin & Li, Johnny Siu-Hang
- 153-167 Model Selection And Averaging Of Health Costs In Episode Treatment Groups
by Huang, Shujuan & Hartman, Brian & Brazauskas, Vytaras
- 169-198 Approximating The Density Of The Time To Ruin Via Fourier-Cosine Series Expansion
by Zhang, Zhimin
- 199-238 Refraction–Reflection Strategies In The Dual Model
by Pérez, José-Luis & Yamazaki, Kazutoshi
- 239-268 Optimal Financing And Dividend Distribution With Transaction Costs In The Case Of Restricted Dividend Rates
by Zhu, Jinxia
- 269-302 Potential Games With Aggregation In Non-Cooperative General Insurance Markets
by Wu, Renchao & Pantelous, Athanasios A.
- 303-329 Risk Redistribution Games With Dual Utilities
by Boonen, Tim J.
- 331-357 A Form Of Multivariate Pareto Distribution With Applications To Financial Risk Measurement
by Su, Jianxi & Furman, Edward
- 359-359 Simple Continuity Inequalities For Ruin Probability In The Classical Risk Model-Corrigendum
by Gordienko, Evgueni & Vázquez-Ortega, Patricia
September 2016, Volume 46, Issue 3
- 531-569 A Credibility Approach For Combining Likelihoods Of Generalized Linear Models
by Christiansen, Marcus C. & Schinzinger, Edo
- 571-604 Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating
by Milevsky, Moshe A. & Salisbury, Thomas S.
- 605-626 Optimal Asset Allocation In Life Insurance: The Impact Of Regulation
by Chen, An & Hieber, Peter
- 627-676 How Accurately Does 70% Final Employment Earnings Replacement Measure Retirement Income (In)Adequacy? Introducing The Living Standards Replacement Rate (Lsrr)
by MacDonald, Bonnie-Jeanne & Osberg, Lars & Moore, Kevin D.
- 677-707 Guarantee Valuation In Notional Defined Contribution Pension Systems
by Alonso-García, Jennifer & Devolder, Pierre
- 709-746 On The Interface Between Optimal Periodic And Continuous Dividend Strategies In The Presence Of Transaction Costs
by Avanzi, Benjamin & Tu, Vincent & Wong, Bernard
- 747-778 Robust Stability, Stabilisation And H-Infinity Control For Premium-Reserve Models In A Markovian Regime Switching Discrete-Time Framework
by Yang, Lin & Pantelous, Athanasios A. & Assa, Hirbod
- 779-799 EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION
by Yin, Cuihong & Lin, X. Sheldon
- 801-814 Simple Continuity Inequalities For Ruin Probability In The Classical Risk Model
by Gordienko, Evgueni & Vázquez-Ortega, Patricia
- 815-849 Optimal Reinsurance From The Perspectives Of Both An Insurer And A Reinsurer
by Cai, Jun & Lemieux, Christiane & Liu, Fangda
May 2016, Volume 46, Issue 2
- 191-224 Consistent Yield Curve Prediction
by Teichmann, Josef & Wüthrich, Mario V.
- 225-263 Correlations Between Insurance Lines Of Business: An Illusion Or A Real Phenomenon? Some Methodological Considerations
by Avanzi, Benjamin & Taylor, Greg & Wong, Bernard
- 265-291 Insurance Loss Coverage Under Restricted Risk Classification: The Case Of Iso-Elastic Demand
by Hao, MingJie & Macdonald, Angus S. & Tapadar, Pradip & Thomas, R. Guy
- 293-330 Chain Ladder And Error Propagation
by Röhr, Ancus
- 331-363 Life Care Annuities (Lca) Embedded In A Notional Defined Contribution (Ndc) Framework
by Pla-Porcel, Javier & Ventura-Marco, Manuel & Vidal-Meliá, Carlos
- 365-399 Optimal Dividend And Reinsurance Strategies With Financing And Liquidation Value
by Yao, Dingjun & Yang, Hailiang & Wang, Rongming
- 401-430 Modeling The Number Of Insured Households In An Insurance Portfolio Using Queuing Theory
by Boucher, Jean-Philippe & Couture-Piché, Guillaume
- 431-467 The Efficient Computation And The Sensitivity Analysis Of Finite-Time Ruin Probabilities And The Estimation Of Risk-Based Regulatory Capital
by Joshi, Mark S. & Zhu, Dan
- 469-485 Using Weighted Distributions To Model Operational Risk
by Afonso, Lourdes B. & Corte Real, Pedro
- 487-505 Marital Status As A Risk Factor In Life Insurance: An Empirical Study In Taiwan
by Wang, Hsin Chung & Yue, Jack C. & Tsai, Yi-Hsuan
- 507-530 Pricing In Reinsurance Bargaining With Comonotonic Additive Utility Functions
by Boonen, Tim J. & Tan, Ken Seng & Zhuang, Sheng Chao
January 2016, Volume 46, Issue 1
- 1-7 Taming Uncertainty: The Limits To Quantification1
by Tsanakas, Andreas & Beck, M. Bruce & Thompson, Michael
- 9-38 International Cause-Specific Mortality Rates: New Insights From A Cointegration Analysis
by Arnold-Gaille, Séverine & Sherris, Michael
- 39-69 The Use Of Annual Mileage As A Rating Variable
by Lemaire, Jean & Park, Sojung Carol & Wang, Kili C.
- 71-102 Life Insurance And Pension Contracts Ii: The Life Cycle Model With Recursive Utility
by Aase, Knut K.
- 103-139 How A Single-Factor Capm Works In A Multi-Currency World
by Thomson, Robert & Şahin, Şule & Reddy, Taryn
- 141-163 The Design Of An Optimal Retrospective Rating Plan
by Chen, Xinxiang & Chi, Yichun & Tan, Ken Seng
- 165-190 Modeling Longevity Risk With Generalized Dynamic Factor Models And Vine-Copulae
by Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M.
September 2015, Volume 45, Issue 3
- 477-502 Differences In European Mortality Rates: A Geometric Approach On The Age–Period Plane
by Christiansen, Marcus C. & Spodarev, Evgeny & Unseld, Verena
- 503-550 Risk Margin Quantile Function Via Parametric And Non-Parametric Bayesian Approaches
by Dong, Alice X.D. & Chan, Jennifer S.K. & Peters, Gareth W.
- 551-575 Optimal Mix Between Pay As You Go And Funding For Pension Liabilities In A Stochastic Framework
by Devolder, Pierre & Melis, Roberta
- 577-599 Modeling Dependence Between Loss Triangles With Hierarchical Archimedean Copulas
by Abdallah, Anas & Boucher, Jean-Philippe & Cossette, Hélène
- 601-637 Comparison Of Approximations For Compound Poisson Processes
by Seri, Raffaello & Choirat, Christine
- 639-660 Modelling Insurance Data With The Pareto Arctan Distribution
by Gómez-Déniz, Emilio & Calderín-Ojeda, Enrique
- 661-678 Paths And Indices Of Maximal Tail Dependence
by Furman, Edward & Su, Jianxi & Zitikis, Ričardas
- 679-702 Disappointment Aversion Premium Principle
by Cheung, Ka Chun & Chong, Wing Fung & Elliott, Robert & Yam, Sheung Chi Phillip
- 703-728 Competitive Equilibria With Distortion Risk Measures
by Boonen, Tim J.
- 729-758 Fitting Mixtures Of Erlangs To Censored And Truncated Data Using The Em Algorithm
by Verbelen, Roel & Gong, Lan & Antonio, Katrien & Badescu, Andrei & Lin, Sheldon
May 2015, Volume 45, Issue 2
- 239-266 Calculating Variable Annuity Liability “Greeks” Using Monte Carlo Simulation
by Cathcart, Mark J. & Lok, Hsiao Yen & McNeil, Alexander J. & Morrison, Steven
- 267-307 A Quantitative Study Of Chain Ladder Based Pricing Approaches For Long-Tail Quota Shares
by Riegel, Ulrich
- 309-353 Credibility Claims Reserving With Stochastic Diagonal Effects
by Bühlmann, Hans & Moriconi, Franco
- 355-395 Valuing Equity-Linked Death Benefits In A Regime-Switching Framework
by Siu, Chi Chung & Yam, Sheung Chi Phillip & Yang, Hailiang
- 397-419 Optimal Investment For A Defined-Contribution Pension Scheme Under A Regime Switching Model
by Chen, An & Delong, Łukasz
- 421-443 Recursive Calculation Of Ruin Probabilities At Or Before Claim Instants For Non-Identically Distributed Claims
by Raducan, Anisoara Maria & Vernic, Raluca & Zbaganu, Gheorghita
- 445-475 Composite Bernstein Copulas
by Yang, Jingping & Chen, Zhijin & Wang, Fang & Wang, Ruodu
January 2015, Volume 45, Issue 1
- 1-47 Life Insurance And Pension Contracts I: The Time Additive Life Cycle Model
by Aase, Knut K.
- 49-74 Actuarial Fairness And Solidarity In Pooled Annuity Funds
by Donnelly, Catherine
- 75-99 Bayesian Chain Ladder Models
by Taylor, Greg
- 101-125 Pricing A Motor Extended Warranty With Limited Usage Cover
by Musakwa, Fidelis T.
- 127-150 SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL
by Rodríguez-Martínez, Eugenio V. & Cardoso, Rui M. R. & Egídio dos Reis, Alfredo D.
- 151-173 On Some Properties Of A Class Of Multivariate Erlang Mixtures With Insurance Applications
by Willmot, Gordon E. & Woo, Jae-Kyung
- 175-205 On Sarmanov Mixed Erlang Risks In Insurance Applications
by Hashorva, Enkelejd & Ratovomirija, Gildas
- 207-238 Portfolio Selection By Minimizing The Present Value Of Capital Injection Costs
by Zhou, Ming & Yuen, Kam C.
September 2014, Volume 44, Issue 3
- 495-499 An Industry Question: The Ultimate And One-Year Reserving Uncertainty For Different Non-Life Reserving Methodologies
by Dal Moro, Eric & Lo, Joseph
- 501-533 Fundamental Definition Of The Solvency Capital Requirement In Solvency Ii
by Christiansen, Marcus C. & Niemeyer, Andreas
- 535-558 Annuitization Behavior: Tax Incentives Vs. Product Design
by Kling, Alexander & Richter, Andreas & Ruß, Jochen
- 559-585 State-Dependent Fees For Variable Annuity Guarantees
by Bernard, Carole & Hardy, Mary & Mackay, Anne
- 587-612 A Posteriori Ratemaking With Panel Data
by Boucher, Jean-Philippe & Inoussa, Rofick
- 613-633 On Some Properties Of Two Vector-Valued Var And Cte Multivariate Risk Measures For Archimedean Copulas
by Hürlimann, Werner
- 635-651 On The Optimal Dividend Problem For A Spectrally Positive Lévy Process
by Yin, Chuancun & Wen, Yuzhen & Zhao, Yongxia
- 653-681 Spectral Methods For The Calculation Of Risk Measures For Variable Annuity Guaranteed Benefits
by Feng, Runhuan & Volkmer, Hans W.
May 2014, Volume 44, Issue 2
- 173-195 The Importance Of The Choice Of Test For Finding Evidence Of Asymmetric Information
by Donnelly, Catherine & Englund, Martin & Nielsen, Jens Perch
- 197-236 Risk Analysis Of Annuity Conversion Options In A Stochastic Mortality Environment
by Kling, Alexander & Ruß, Jochen & Schilling, Katja
- 237-276 Using Model-Independent Lower Bounds To Improve Pricing Of Asian Style Options In Lévy Markets
by Deelstra, Griselda & Rayée, Grégory & Vanduffel, Steven & Yao, Jing
- 277-302 Distortion Risk Measures, Ambiguity Aversion And Optimal Effort
by Robert, Christian Y. & Therond, Pierre-E.
- 303-334 Valuation Of Mortgage Insurance Contracts With Counterparty Default Risk: Reduced-Form Approach
by Chang, Chia-Chien
- 335-365 The Impact Of Inflation Risk On Financial Planning And Risk-Return Profiles
by Graf, Stefan & Haertel, Lena & Kling, Alexander & Ruß, Jochen
- 367-415 An Actuarial Balance Sheet Model For Defined Benefit Pay-As-You-Go Pension Systems With Disability And Retirement Contingencies
by Ventura-Marco, Manuel & Vidal-Meliá, Carlos
- 417-444 Optimal Bonus-Malus Systems Using Finite Mixture Models
by Tzougas, George & Vrontos, Spyridon & Frangos, Nicholas
- 445-457 Bayesian Asymmetric Logit Model For Detecting Risk Factors In Motor Ratemaking
by Pérez-Sánchez, J.M. & Negrín-Hernández, M.A. & García-García, C. & Gómez-Déniz, E.
- 459-494 Dividend Optimization For A Regime-Switching Diffusion Model With Restricted Dividend Rates
by Zhu, Jinxia
January 2014, Volume 44, Issue 1
- 1-38 Modeling The Mortality Trend Under Modern Solvency Regimes
by Börger, Matthias & Fleischer, Daniel & Kuksin, Nikita
- 39-61 Pricing And Solvency Of Value-Maximizing Life Annuity Providers
by Nirmalendran, Maathumai & Sherris, Michael & Hanewald, Katja
- 63-83 Statistical Approach For Open Bonus Malus
by Guerreiro, Gracinda Rita & Mexia, João Tiago & de Fátima Miguens, Maria
- 85-102 A Copula Regression For Modeling Multivariate Loss Triangles And Quantifying Reserving Variability
by Shi, Peng
- 103-126 Optimal Reinsurance With Limited Ceded Risk: A Stochastic Dominance Approach
by Chi, Yichun & Lin, X. Sheldon
- 127-172 A Bifurcation Approach For Attritional And Large Losses In Chain Ladder Calculations
by Riegel, Ulrich
September 2013, Volume 43, Issue 3
- 271-299 Var-Based Optimal Partial Hedging
by Cong, Jianfa & Tan, Ken Seng & Weng, Chengguo
- 301-322 Market Value Margin Via Mean–Variance Hedging
by Tsanakas, Andreas & Wüthrich, Mario V. & Černý, Aleš
- 323-357 Safe-Side Scenarios For Financial And Biometrical Risk
by Christiansen, Marcus C. & Steffensen, Mogens
- 359-372 On Optimal Dividends In The Dual Model
by Bayraktar, Erhan & Kyprianou, Andreas E. & Yamazaki, Kazutoshi
- 373-398 Exogenous And Endogenous Risk Factors Management To Predict Surrender Behaviours
by Milhaud, Xavier
- 399-428 Individual Loss Reserving With The Multivariate Skew Normal Framework
by Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel
May 2013, Volume 43, Issue 2
- 81-95 Statistical Inference For Copulas In High Dimensions: A Simulation Study
by Embrechts, Paul & Hofert, Marius
- 97-121 The Pricing Of Mortality-Linked Contingent Claims: An Equilibrium Approach
by Tsai, Jeffrey T. & Tzeng, Larry Y.
- 123-157 Hedging Mortality Claims With Longevity Bonds
by Biagini, Francesca & Rheinländer, Thorsten & Widenmann, Jan
- 159-187 Participating Payout Life Annuities: Lessons From Germany
by Maurer, Raimond & Rogalla, Ralph & Siegelin, Ivonne
- 189-212 Some Distributional Properties Of A Class Of Counting Distributions With Claims Analysis Applications
by Willmot, Gordon E. & Woo, Jae-Kyung
- 213-243 From Ruin To Bankruptcy For Compound Poisson Surplus Processes
by Albrecher, Hansjörg & Lautscham, Volkmar
- 245-270 Multivariate Tail Estimation With Application To Analysis Of Covar
by Nguyen, Tilo & Samorodnitsky, Gennady
January 2013, Volume 43, Issue 1
November 2012, Volume 42, Issue 2
- 389-411 Invited Discussion Paper 1 : Surprise, Surprise from Neoclassical Economics to E-Life 2
by Ingram, David & Tayler, Paul & Thompson, Michael
- 413-452 Key Q-Duration: A Framework for Hedging Longevity Risk
by Li, Johnny Siu-Hang & Luo, Ancheng
- 453-499 On the Calculation of the Solvency Capital Requirement Based on Nested Simulations
by Bauer, Daniel & Reuss, Andreas & Singer, Daniela
- 501-527 The Impact of Culture on the Demand for Non-Life Insurance
by Park, Sojung Carol & Lemaire, Jean
- 529-557 Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
by Chi, Yichun
- 559-574 Are Flexible Premium Variable Annuities Under-Priced?
by Chi, Yichun & Lin, X. Sheldon
- 575-600 Average Value-at-Risk Minimizing Reinsurance Under Wang's Premium Principle with Constraints
by Cheung, K.C. & Liu, F. & Yam, S.C.P.
- 601-629 Tail Comonotonicity and Conservative Risk Measures
by Hua, Lei & Joe, Harry
- 631-653 The Covariance Between the Surplus Prior to and at Ruin in the Classical Risk Model
by Psarrakos, Georgios & Politis, Konstadinos
- 655-678 A Multivariate Discrete Poisson-Lindley Distribution: Extensions and Actuarial Applications
by Gómez-Déniz, Emilio & Sarabia, José María & Balakrishnan, N.
May 2012, Volume 42, Issue 1
- 1-34 Linear Stochastic Reserving Methods
by Dahms, René
- 35-58 Modelling Claims Run-Off with Reversible Jump Markov Chain Monte Carlo Methods
by Verrall, Richard & Hössjer, Ola & Björkwall, Susanna
- 59-76 Double Chain Ladder
by Miranda, María Dolores Martínez & Nielsen, Jens Perch & Verrall, Richard
- 77-101 Global Warming, Extreme Weather Events, and Forecasting Tropical Cyclones: A Market-Based Forward-Looking Approach
by Chang, Carolyn W. & Chang, Jack S.K. & Lim, Kian Guan
- 103-122 Mean-Value Principle under Cumulative Prospect Theory
by Kaluszka, Marek & Krzeszowiec, Michał
- 123-152 Parameter Uncertainty in Exponential Family Tail Estimation
by Landsman, Z. & Tsanakas, A.
- 153-180 Modeling Dependent Risks with Multivariate Erlang Mixtures
by Lee, Simon C.K. & Lin, X. Sheldon
- 181-202 A Nonhomogeneous Poisson Hidden Markov Model for Claim Counts
by Lu, Yi & Zeng, Leilei
- 203-232 No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process
by Delong, Łukasz
- 233-270 Experience and Exposure Rating for Property Per Risk Excess of Loss Reinsurance Revisited
by Desmedt, S. & Snoussi, M. & Chenut, X. & Walhin, J. F.
- 271-290 Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach
by Arbenz, Philipp & Canestraro, Davide
- 291-324 Bootstrapping Individual Claim Histories
by Rosenlund, Stig
- 325-342 Conditional Tail Expectation and Premium Calculation
by Heras, Antonio & Balbás, Beatriz & Vilar, José Luis
- 343-353 On Approximating Law-Invariant Comonotonic Coherent Risk Measures
by Nakano, Yumiharu
- 355-384 Higher Moments of the Claims Development Result in General Insurance
by Salzmann, Robert & Wüthrich, Mario V. & Merz, Michael
November 2011, Volume 41, Issue 2
Printed from https://ideas.repec.org/s/cup/astinb2.html
