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Content
January 2021, Volume 51, Issue 1
- 1-25 Predictive Claim Scores For Dynamic Multi-Product Risk Classification In Insurance
by Verschuren, Robert Matthijs
- 27-55 Addressing Imbalanced Insurance Data Through Zero-Inflated Poisson Regression With Boosting
by Lee, Simon C.K.
- 57-99 Generalizing The Log-Moyal Distribution And Regression Models For Heavy-Tailed Loss Data
by Li, Zhengxiao & Beirlant, Jan & Meng, Shengwang
- 101-130 Quantifying The Trade-Off Between Income Stability And The Number Of Members In A Pooled Annuity Fund
by Bernhardt, Thomas & Donnelly, Catherine
- 131-159 A Mixed Bond And Equity Fund Model For The Valuation Of Variable Annuities
by Augustyniak, Maciej & Godin, Frédéric & Hamel, Emmanuel
- 161-189 Mortality Forecasting With A Spatially Penalized Smoothed Var Model
by Chang, Le & Shi, Yanlin
- 191-219 Why Does A Human Die? A Structural Approach To Cohort-Wise Mortality Prediction Under Survival Energy Hypothesis
by Shimizu, Yasutaka & Minami, Yuki & Ito, Ryunosuke
- 221-243 Universally Marketable Insurance Under Multivariate Mixtures
by Lo, Ambrose & Tang, Qihe & Tang, Zhaofeng
- 245-266 A Gamma Moving Average Process For Modelling Dependence Across Development Years In Run-Off Triangles
by Nieto-Barajas, Luis E. & Targino, Rodrigo S.
- 267-301 Applying State Space Models To Stochastic Claims Reserving
by Hendrych, Radek & Cipra, Tomas
- 303-347 The Impacts Of Individual Information On Loss Reserving
by Wang, Zhigao & Wu, Xianyi & Qiu, Chunjuan
September 2020, Volume 50, Issue 3
- 675-707 Wavelet-Based Feature Extraction For Mortality Projection
by Hainaut, Donatien & Denuit, Michel
- 709-742 Valuation Of Hybrid Financial And Actuarial Products In Life Insurance By A Novel Three-Step Method
by Deelstra, Griselda & Devolder, Pierre & Gnameho, Kossi & Hieber, Peter
- 743-776 Joint Optimization Of Transition Rules And The Premium Scale In A Bonus-Malus System
by Ágoston, Kolos Csaba & Gyetvai, Márton
- 777-798 Testing For Random Effects In Compound Risk Models Via Bregman Divergence
by Jeong, Himchan
- 799-825 A Statistical Methodology For Assessing The Maximal Strength Of Tail Dependence
by Sun, Ning & Yang, Chen & Zitikis, Ričardas
- 827-851 Distortion Riskmetrics On General Spaces
by Wang, Qiuqi & Wang, Ruodu & Wei, Yunran
- 853-871 An Effective Bias-Corrected Bagging Method For The Valuation Of Large Variable Annuity Portfolios
by Gweon, Hyukjun & Li, Shu & Mamon, Rogemar
- 873-912 Portfolio Insurance Strategies For A Target Annuitization Fund
by Xu, Mengyi & Sherris, Michael & Shao, Adam W.
- 913-957 Efficient Dynamic Hedging For Large Variable Annuity Portfolios With Multiple Underlying Assets
by Lin, X. Sheldon & Yang, Shuai
- 959-999 Risk-Based Capital For Variable Annuity Under Stochastic Interest Rate
by Wang, JinDong & Xu, Wei
- 1001-1035 Taxation Of A Gmwb Variable Annuity In A Stochastic Interest Rate Model
by Molent, Andrea
- 1037-1064 A Method For Constructing And Interpreting Some Weighted Premium Principles
by Castaño-Martínez, Antonia & López-Blazquez, Fernando & Pigueiras, Gema & Sordo, Miguel Á.
- 1065-1092 Risk Measures Derived From A Regulator’S Perspective On The Regulatory Capital Requirements For Insurers
by Cai, Jun & Mao, Tiantian
- 1093-1122 Large-Loss Behavior Of Conditional Mean Risk Sharing
by Denuit, Michel & Robert, Christian Y.
May 2020, Volume 50, Issue 2
- 325-356 A New Inference Strategy For General Population Mortality Tables
by Boumezoued, Alexandre & Hoffmann, Marc & Jeunesse, Paulien
- 357-379 Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality
by Shang, Han Lin & Haberman, Steven
- 381-417 Less-Expensive Valuation And Reserving Of Long-Dated Variable Annuities When Interest Rates And Mortality Rates Are Stochastic
by Fergusson, Kevin
- 419-447 Optimal Asset Allocation For Dc Pension Decumulation With A Variable Spending Rule
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham
- 449-477 Optimal Insurance Strategies: A Hybrid Deep Learning Markov Chain Approximation Approach
by Cheng, Xiang & Jin, Zhuo & Yang, Hailiang
- 479-511 One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution
by Delong, Łukasz & Szatkowski, Marcin
- 513-553 A Generalised Property Exposure Rating Framework That Incorporates Scale-Independent Losses And Maximum Possible Loss Uncertainty
by Parodi, Pietro
- 555-583 An Em Algorithm For Fitting A New Class Of Mixed Exponential Regression Models With Varying Dispersion
by Tzougas, George & Karlis, Dimitris
- 585-618 Poisson Models With Dynamic Random Effects And Nonnegative Credibilities Per Period
by Pinquet, Jean
- 619-646 Optimal Insurance Contracts Under Distortion Risk Measures With Ambiguity Aversion
by Jiang, Wenjun & Escobar-Anel, Marcos & Ren, Jiandong
- 647-673 Weighted Comonotonic Risk Sharing Under Heterogeneous Beliefs
by Liu, Haiyan
January 2020, Volume 50, Issue 1
- 1-24 Actuarial Applications Of Word Embedding Models
by Lee, Gee Y & Manski, Scott & Maiti, Tapabrata
- 25-60 A Neural Network Boosted Double Overdispersed Poisson Claims Reserving Model
by Gabrielli, Andrea
- 61-93 On Marine Liability Portfolio Modeling
by Guevara-Alarcón, William & Albrecher, Hansjörg & Chowdhury, Parvez
- 95-129 On The Optimal Combination Of Annuities And Tontines
by Chen, An & Rach, Manuel & Sehner, Thorsten
- 131-154 The Effect Of The Assumed Interest Rate And Smoothing On Variable Annuities
by Balter, Anne G. & Werker, Bas J. M.
- 155-185 Natural Hedges With Immunization Strategies Of Mortality And Interest Rates
by Lin, Tzuling & Tsai, Cary Chi-liang
- 187-221 Reaching A Bequest Goal With Life Insurance: Ambiguity About The Risky Asset'S Drift And Mortality'S Hazard Rate
by Liang, Xiaoqing & Young, Virginia R.
- 223-263 Multivariate Long-Memory Cohort Mortality Models
by Yan, Hongxuan & Peters, Gareth W. & Chan, Jennifer S.K.
- 265-292 Multivariate Geometric Tail- And Range-Value-At-Risk
by Herrmann, Klaus & Hofert, Marius & Mailhot, Mélina
- 293-323 Bilateral Risk Sharing With Heterogeneous Beliefs And Exposure Constraints
by Boonen, Tim J. & Ghossoub, Mario
September 2019, Volume 49, Issue 3
- 555-590 Modelling Socio-Economic Differences In Mortality Using A New Affluence Index
by Cairns, Andrew J.G. & Kallestrup-Lamb, Malene & Rosenskjold, Carsten & Blake, David & Dowd, Kevin
- 591-617 Size-Biased Transform And Conditional Mean Risk Sharing, With Application To P2p Insurance And Tontines
by Denuit, Michel
- 619-645 Dynamic Principal Component Regression: Application To Age-Specific Mortality Forecasting
by Shang, Han Lin
- 647-688 A Class Of Mixture Of Experts Models For General Insurance: Application To Correlated Claim Frequencies
by Chai Fung, Tsz & Badescu, Andrei L. & Sheldon Lin, X.
- 689-707 Modelling Zero-Inflated Count Data With A Special Case Of The Generalised Poisson Distribution
by CalderÃn-Ojeda, Enrique & GóMez-Déniz, Emilio & Barranco-Chamorro, Inmaculada
- 709-739 A Marked Cox Model For The Number Of Ibnr Claims: Estimation And Application
by Badescu, Andrei L. & Chen, Tianle & Lin, X. Sheldon & Tang, Dameng
- 741-762 A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims
by Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E.
- 763-786 Calendar Year Effect Modeling For Claims Reserving In Hglm
by Gigante, Patrizia & Picech, Liviana & Sigalotti, Luciano
- 787-821 The Reserve Uncertainties In The Chain Ladder Model Of Mack Revisited
by Gisler, Alois
- 823-846 Analyzing Mortality Bond Indexes Via Hierarchical Forecast Reconciliation
by Li, Han & Tang, Qihe
- 847-883 Minimizing The Probability Of Lifetime Ruin: Two Riskless Assets With Transaction Costs
by Liang, Xiaoqing & Young, Virginia R.
- 885-918 Compatibility And Attainability Of Matrices Of Correlation-Based Measures Of Concordance
by Hofert, Marius & Koike, Takaaki
- 919-919 A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims €“ Erratum
by Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E.
May 2019, Volume 49, Issue 2
- 263-297 Property Graphs €“ A Statistical Model For Fire And Explosion Losses Based On Graph Theory
by Parodi, Pietro & Watson, Peter
- 299-333 Fair Valuation Of Insurance Liability Cash-Flow Streams In Continuous Time: Applications
by Delong, Å ukasz & Dhaene, Jan & Barigou, Karim
- 335-372 Economic Scenario Generator And Parameter Uncertainty: A Bayesian Approach
by Bégin, Jean-François
- 373-407 Modelling Mortality Dependence With Regime-Switching Copulas
by Zhou, Rui
- 409-432 Joint Life Insurance Pricing Using Extended Marshall–Olkin Models
by Gobbi, Fabio & Kolev, Nikolai & Mulinacci, Sabrina
- 433-455 Bias-Corrected Inference For A Modified Lee–Carter Mortality Model
by Liu, Qing & Ling, Chen & Li, Deyuan & Peng, Liang
- 457-490 Cat Bond Pricing Under A Product Probability Measure With Pot Risk Characterization
by Tang, Qihe & Yuan, Zhongyi
- 491-523 Index Insurance Design
by Zhang, Jinggong & Tan, Ken Seng & Weng, Chengguo
- 525-554 Ordering Properties Of Extreme Claim Amounts From Heterogeneous Portfolios
by Zhang, Yiying & Cai, Xiong & Zhao, Peng
January 2019, Volume 49, Issue 1
- 5-30 Tonuity: A Novel Individual-Oriented Retirement Plan
by Chen, An & Hieber, Peter & Klein, Jakob K.
- 31-56 Valuation Of Contingent Guarantees Using Least-Squares Monte Carlo
by Bienek, T. & Scherer, M.
- 57-84 How Functional Data Can Enhance The Estimation Of Health Expectancy: The Case Of Disabled Spanish Population
by Albarrán, Irene & Alonso-González, Pablo J. & Arribas-Gil, Ana & Grané, Aurea
- 85-116 Personal Non-Life Insurance Decisions And The Welfare Loss From Flat Deductibles
by Steffensen, Mogens & Thøgersen, Julie
- 117-146 Frequentist Inference In Insurance Ratemaking Models Adjusting For Misrepresentation
by Akakpo, Rexford M. & Xia, Michelle & Polansky, Alan M.
- 147-168 Deriving Robust Bayesian Premiums Under Bands Of Prior Distributions With Applications
by Sánchez-Sánchez, M. & Sordo, M.A. & Suárez-Llorens, A. & Gómez-Déniz, E.
- 169-187 New Results On The Distribution Of Discounted Compound Poisson Sums
by Zhang, Zhehao
- 189-215 Aggregate Claim Estimation Using Bivariate Hidden Markov Model
by Oflaz, Zarina Nukeshtayeva & Yozgatligil, Ceylan & Selcuk-Kestel, A. Sevtap
- 217-242 A Conditional Equity Risk Model For Regulatory Assessment
by Floryszczak, A. & Lévy Véhel, J. & Majri, M.
- 243-262 On The Optimality Of A Straight Deductible Under Belief Heterogeneity
by Chi, Yichun
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 MarÃa & 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 Lã‰Vy 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-MarÃn, 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, VÃctor & 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, RiÄ ardas
- 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. & EgÃdio 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-GarcÃa, 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 & Åžahin, Åžule & 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 & CalderÃn-Ojeda, Enrique
- 661-678 Paths And Indices Of Maximal Tail Dependence
by Furman, Edward & Su, Jianxi & Zitikis, RiÄ ardas
- 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 €Œgreeks†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, Å ukasz
- 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
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