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Level premium rates as a function of initial capital

JOURNAL ARTICLE published March 2013 in Insurance: Mathematics and Economics

Authors: Vsevolod K. Malinovskii

https://doi.org/10.1016/j.insmatheco.2013.02.001 Actions

ECOMOR and LCR reinsurance with gamma-like claims

JOURNAL ARTICLE published July 2013 in Insurance: Mathematics and Economics

Research funded by Swiss National Science Foundation (200021-1401633/1,200021-134785) | National Natural Science Foundation of China (11201245)

Authors: Enkelejd Hashorva | Jinzhu Li

https://doi.org/10.1016/j.insmatheco.2013.05.004 Actions

Pricing European options on deferred annuities

JOURNAL ARTICLE published March 2013 in Insurance: Mathematics and Economics

Authors: Jonathan Ziveyi | Craig Blackburn | Michael Sherris

https://doi.org/10.1016/j.insmatheco.2013.01.004 Actions

Extremes and products of multivariate AC-product risks

JOURNAL ARTICLE published March 2013 in Insurance: Mathematics and Economics

Authors: Yang Yang | Enkelejd Hashorva

https://doi.org/10.1016/j.insmatheco.2013.01.005 Actions

Pure robust versus robust portfolio unbiased—Credibility and asymptotic optimality

JOURNAL ARTICLE published March 2013 in Insurance: Mathematics and Economics

Authors: Georgios Pitselis

https://doi.org/10.1016/j.insmatheco.2013.01.008 Actions

Rationale of underwriters’ pricing conduct on competitive insurance market

JOURNAL ARTICLE published September 2013 in Insurance: Mathematics and Economics

Authors: Vsevolod K. Malinovskii

https://doi.org/10.1016/j.insmatheco.2013.06.006 Actions

Optimal proportional reinsurance and investment under partial information

JOURNAL ARTICLE published September 2013 in Insurance: Mathematics and Economics

Authors: Xingchun Peng | Yijun Hu

https://doi.org/10.1016/j.insmatheco.2013.07.004 Actions

Exchanging uncertain mortality for a cost

JOURNAL ARTICLE published January 2013 in Insurance: Mathematics and Economics

Authors: Catherine Donnelly | Montserrat Guillén | Jens Perch Nielsen

https://doi.org/10.1016/j.insmatheco.2012.11.001 Actions

Pricing Variable Annuity Guarantees in a local volatility framework

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Authors: Griselda Deelstra | Grégory Rayée

https://doi.org/10.1016/j.insmatheco.2013.09.007 Actions

Constant proportion portfolio insurance under a regime switching exponential Lévy process

JOURNAL ARTICLE published May 2013 in Insurance: Mathematics and Economics

Authors: Chengguo Weng

https://doi.org/10.1016/j.insmatheco.2013.03.001 Actions

Consistent dynamic affine mortality models for longevity risk applications

JOURNAL ARTICLE published July 2013 in Insurance: Mathematics and Economics

Authors: Craig Blackburn | Michael Sherris

https://doi.org/10.1016/j.insmatheco.2013.04.007 Actions

Modified Gaussian pseudo-copula: Applications in insurance and finance

JOURNAL ARTICLE published July 2013 in Insurance: Mathematics and Economics

Authors: Y. Fang | L. Madsen

https://doi.org/10.1016/j.insmatheco.2013.05.009 Actions

Insurance bargaining under ambiguity

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Authors: Rachel J. Huang | Yi-Chieh Huang | Larry Y. Tzeng

https://doi.org/10.1016/j.insmatheco.2013.10.001 Actions

A bivariate shot noise self-exciting process for insurance

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Authors: Jiwook Jang | Angelos Dassios

https://doi.org/10.1016/j.insmatheco.2013.08.003 Actions

Optimal bond portfolios with fixed time to maturity

JOURNAL ARTICLE published September 2013 in Insurance: Mathematics and Economics

Authors: Patrik Andersson | Andreas N. Lagerås

https://doi.org/10.1016/j.insmatheco.2013.07.009 Actions

Optimal dividends and ALM under unhedgeable risk

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Research funded by NWO Grant (42511013)

Authors: Antoon A.J. Pelsser | Roger J.A. Laeven

https://doi.org/10.1016/j.insmatheco.2013.07.007 Actions

On iterative premium calculation principles under Cumulative Prospect Theory

JOURNAL ARTICLE published May 2013 in Insurance: Mathematics and Economics

Authors: Marek Kaluszka | Michał Krzeszowiec

https://doi.org/10.1016/j.insmatheco.2013.02.009 Actions

Application of data clustering and machine learning in variable annuity valuation

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Authors: Guojun Gan

https://doi.org/10.1016/j.insmatheco.2013.09.021 Actions

Tail Variance premiums for log-elliptical distributions

JOURNAL ARTICLE published May 2013 in Insurance: Mathematics and Economics

Authors: Zinoviy Landsman | Nika Pat | Jan Dhaene

https://doi.org/10.1016/j.insmatheco.2013.02.012 Actions

Modelling and projecting mortality improvement rates using a cohort perspective

JOURNAL ARTICLE published July 2013 in Insurance: Mathematics and Economics

Authors: Steven Haberman | Arthur Renshaw

https://doi.org/10.1016/j.insmatheco.2013.04.006 Actions
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