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2011, Volume 49, Issue 3
- 310-324 Asymptotics for risk capital allocations based on Conditional Tail Expectation
by Asimit, Alexandru V. & Furman, Edward & Tang, Qihe & Vernic, Raluca
- 325-334 Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
by Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas
- 335-344 Sensitivity of risk measures with respect to the normal approximation of total claim distributions
by Krätschmer, Volker & Zähle, Henryk
- 345-352 Asymptotic behavior of the empirical conditional value-at-risk
by Gao, Fuqing & Wang, Shaochen
- 353-360 Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
by Zhang, Wei-Guo & Zhang, Xili & Chen, Yunxia
- 361-370 Portfolio insurance under a risk-measure constraint
by De Franco, Carmine & Tankov, Peter
- 371-379 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
by Landriault, David & Shi, Tianxiang & Willmot, Gordon E.
- 380-392 Worst case risk measurement: Back to the future?
by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.
- 393-400 Valuing variable annuity guarantees with the multivariate Esscher transform
by Ng, Andrew Cheuk-Yin & Li, Johnny Siu-Hang
- 401-409 A risk-based model for the valuation of pension insurance
by Chen, An
- 410-417 A characterization of the multivariate excess wealth ordering
by Fernández-Ponce, J.M. & Pellerey, F. & Rodríguez-Griñolo, M.R.
- 418-428 Behavioral optimal insurance
by Sung, K.C.J. & Yam, S.C.P. & Yung, S.P. & Zhou, J.H.
- 429-437 Accounting for regime and parameter uncertainty in regime-switching models
by Hartman, Brian M. & Heaton, Matthew J.
- 438-453 Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging
by Cairns, Andrew J.G.
- 454-461 Modelling losses and locating the tail with the Pareto Positive Stable distribution
by Guillen, Montserrat & Prieto, Faustino & Sarabia, José María
- 462-470 One-year Value-at-Risk for longevity and mortality
by Plat, Richard
- 471-486 The uncertain mortality intensity framework: Pricing and hedging unit-linked life insurance contracts
by Li, Jing & Szimayer, Alexander
- 487-495 Archimedean copulas in finite and infinite dimensions—with application to ruin problems
by Constantinescu, Corina & Hashorva, Enkelejd & Ji, Lanpeng
- 496-500 Modeling of claim exceedances over random thresholds for related insurance portfolios
by Eryilmaz, Serkan & Gebizlioglu, Omer L. & Tank, Fatih
- 501-511 Optimal dividend and investing control of an insurance company with higher solvency constraints
by Liang, Zongxia & Huang, Jianping
- 512-519 A new look at the homogeneous risk model
by Lefèvre, Claude & Picard, Philippe
- 520-536 Pricing catastrophe swaps: A contingent claims approach
by Braun, Alexander
- 537-546 Second order regular variation and conditional tail expectation of multiple risks
by Hua, Lei & Joe, Harry
- 547-564 Equity-linked pension schemes with guarantees
by Nielsen, J. Aase & Sandmann, Klaus & Schlögl, Erik
- 565-579 Analytic loss distributional approach models for operational risk from the α-stable doubly stochastic compound processes and implications for capital allocation
by Peters, Gareth W. & Shevchenko, Pavel V. & Young, Mark & Yip, Wendy
- 580-596 A joint valuation of premium payment and surrender options in participating life insurance contracts
by Schmeiser, H. & Wagner, J.
September 2011, Volume 49, Issue 2
- 155-174 A dynamic parameterization modeling for the age-period-cohort mortality
by Hatzopoulos, P. & Haberman, S.
- 175-187 Optimality of general reinsurance contracts under CTE risk measure
by Tan, Ken Seng & Weng, Chengguo & Zhang, Yi
- 188-193 Detection and correction of outliers in the bivariate chain-ladder method
by Verdonck, T. & Van Wouwe, M.
- 194-206 Minimizing the probability of lifetime ruin under stochastic volatility
by Bayraktar, Erhan & Hu, Xueying & Young, Virginia R.
- 207-215 Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
by Liang, Zhibin & Yuen, Kam Chuen & Guo, Junyi
- 216-225 Exponential change of measure applied to term structures of interest rates and exchange rates
by Bo, Lijun
- 226-239 A copula approach to test asymmetric information with applications to predictive modeling
by Shi, Peng & Valdez, Emiliano A.
- 240-248 A recursive approach to mortality-linked derivative pricing
by Shang, Zhaoning & Goovaerts, Marc & Dhaene, Jan
- 249-264 Risk comparison of different bonus distribution approaches in participating life insurance
by Zemp, Alexandra
- 265-284 A generalized beta copula with applications in modeling multivariate long-tailed data
by Yang, Xipei & Frees, Edward W. & Zhang, Zhengjun
July 2011, Volume 49, Issue 1
- 1-10 A utility-based comparison of pension funds and life insurance companies under regulatory constraints
by Broeders, Dirk & Chen, An & Koos, Birgit
- 11-17 Stochastic comparisons of distorted variability measures
by Sordo, Miguel A. & Suárez-Llorens, Alfonso
- 18-26 Bias-reduced estimators for bivariate tail modelling
by Beirlant, J. & Dierckx, G. & Guillou, A.
- 27-37 A generalized linear model with smoothing effects for claims reserving
by Björkwall, Susanna & Hössjer, Ola & Ohlsson, Esbjörn & Verrall, Richard
- 38-46 Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
by Zhu, Wenge
- 47-52 Stochastic orders in time transformed exponential models with applications
by Li, Xiaohu & Lin, Jianhua
- 53-60 Calibrating affine stochastic mortality models using term assurance premiums
by Russo, Vincenzo & Giacometti, Rosella & Ortobelli, Sergio & Rachev, Svetlozar & Fabozzi, Frank J.
- 61-69 On "optimal pension management in a stochastic framework" with exponential utility
by Ma, Qing-Ping
- 70-80 Actuarial applications of the linear hazard transform in life contingencies
by Tsai, Cary Chi-Liang & Jiang, Lingzhi
- 81-88 Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality
by Li, Johnny Siu-Hang & Chan, Wai-Sum
- 89-99 Reactive investment strategies
by Leung, Andrew P.
- 100-114 Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
by Ngai, Andrew & Sherris, Michael
- 115-125 Risk analysis and valuation of life insurance contracts: Combining actuarial and financial approaches
by Graf, Stefan & Kling, Alexander & Ruß, Jochen
- 126-131 A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
by Diko, Peter & Usábel, Miguel
- 132-144 The influence of non-linear dependencies on the basis risk of industry loss warranties
by Gatzert, Nadine & Kellner, Ralf
- 145-154 Optimal time-consistent investment and reinsurance policies for mean-variance insurers
by Zeng, Yan & Li, Zhongfei
May 2011, Volume 48, Issue 3
- 315-325 Household consumption, investment and life insurance
by Bruhn, Kenneth & Steffensen, Mogens
- 326-337 On the threshold dividend strategy for a generalized jump-diffusion risk model
by Chi, Yichun & Lin, X. Sheldon
- 338-343 Stochastic comparisons for allocations of policy limits and deductibles with applications
by Lu, ZhiYi & Meng, LiLi
- 344-354 Classical and singular stochastic control for the optimal dividend policy when there is regime switching
by Sotomayor, Luz R. & Cadenillas, Abel
- 355-367 Mortality density forecasts: An analysis of six stochastic mortality models
by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa
- 368-373 Characterization of upper comonotonicity via tail convex order
by Nam, Hee Seok & Tang, Qihe & Yang, Fan
- 374-377 Convolutions of multivariate phase-type distributions
by Berdel, Jasmin & Hipp, Christian
- 378-383 Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size
by Orbán Mihálykó, Éva & Mihálykó, Csaba
- 384-397 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
by Cheung, Eric C.K.
- 398-405 Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
by Bäuerle, Nicole & Blatter, Anja
- 406-412 A new discrete distribution with actuarial applications
by Gómez-Déniz, Emilio & Sarabia, José María & Calderín-Ojeda, Enrique
March 2011, Volume 48, Issue 2
- 161-175 Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
by Nteukam T., Oberlain & Planchet, Frédéric & Thérond, Pierre-E.
- 176-188 Optimal investment and consumption decision of a family with life insurance
by Kwak, Minsuk & Shin, Yong Hyun & Choi, U Jin
- 189-196 Refinements of two-sided bounds for renewal equations
by Woo, Jae-Kyung
- 197-204 Entropy, longevity and the cost of annuities
by Haberman, Steven & Khalaf-Allah, Marwa & Verrall, Richard
- 205-213 Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas
by Choe, Geon Ho & Jang, Hyun Jin
- 214-216 A new proof of Cheung's characterization of comonotonicity
by Mao, Tiantian & Hu, Taizhong
- 217-225 On 1-convexity and nucleolus of co-insurance games
by Driessen, Theo S.H. & Fragnelli, Vito & Katsev, Ilya V. & Khmelnitskaya, Anna B.
- 226-236 Bayesian multivariate Poisson models for insurance ratemaking
by Bermúdez, Lluís & Karlis, Dimitris
- 237-245 Adaptive Importance Sampling for simulating copula-based distributions
by Bee, Marco
- 246-256 Approximation of bivariate copulas by patched bivariate Fréchet copulas
by Zheng, Yanting & Yang, Jingping & Huang, Jianhua Z.
- 257-264 Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
by Sendov, Hristo S. & Wang, Ying & Zitikis, Ricardas
- 265-270 Explicit ruin formulas for models with dependence among risks
by Albrecher, Hansjörg & Constantinescu, Corina & Loisel, Stephane
- 271-279 An application of comonotonicity theory in a stochastic life annuity framework
by Liu, Xiaoming & Jang, Jisoo & Mee Kim, Sun
- 280-286 Quantile hedging for equity-linked contracts
by Klusik, Przemyslaw & Palmowski, Zbigniew
- 287-303 Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?
by Peters, Gareth W. & Byrnes, Aaron D. & Shevchenko, Pavel V.
- 304-313 An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
by Feng, Runhuan
January 2011, Volume 48, Issue 1
- 1-18 Three retirement decision models for defined contribution pension plan members: A simulation study
by MacDonald, Bonnie-Jeanne & Cairns, Andrew J.G.
- 19-28 Risk models based on time series for count random variables
by Cossette, Hélène & Marceau, Étienne & Toureille, Florent
- 29-34 The strictest common relaxation of a family of risk measures
by Roorda, Berend & Schumacher, J.M.
- 35-55 A comparative study of parametric mortality projection models
by Haberman, Steven & Renshaw, Arthur
- 56-63 On the distribution of the (un)bounded sum of random variables
by Cherubini, Umberto & Mulinacci, Sabrina & Romagnoli, Silvia
- 64-71 Optimal non-proportional reinsurance control and stochastic differential games
by Taksar, Michael & Zeng, Xudong
- 72-84 Robust-efficient credibility models with heavy-tailed claims: A mixed linear models perspective
by Dornheim, Harald & Brazauskas, Vytaras
- 85-98 The influence of individual claims on the chain-ladder estimates: Analysis and diagnostic tool
by Verdonck, T. & Debruyne, M.
- 99-110 Multivariate density estimation using dimension reducing information and tail flattening transformations
by Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch
- 111-122 Risk measures in ordered normed linear spaces with non-empty cone-interior
by Konstantinides, Dimitrios G. & Kountzakis, Christos E.
- 123-133 On absolute ruin minimization under a diffusion approximation model
by Luo, Shangzhen & Taksar, Michael
- 134-145 Risk processes with shot noise Cox claim number process and reserve dependent premium rate
by Macci, Claudio & Torrisi, Giovanni Luca
- 146-152 Portfolio selection and duality under mean variance preferences
by Eichner, Thomas
- 153-160 Tails of correlation mixtures of elliptical copulas
by Manner, Hans & Segers, Johan
December 2010, Volume 47, Issue 3
- 255-265 Evaluating the goodness of fit of stochastic mortality models
by Dowd, Kevin & Cairns, Andrew J.G. & Blake, David & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa
- 266-277 Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
by van Haastrecht, Alexander & Plat, Richard & Pelsser, Antoon
- 278-293 An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process
by Delong, Lukasz
- 294-302 Decision principles derived from risk measures
by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.
- 303-314 Long-tail longitudinal modeling of insurance company expenses
by Shi, Peng & Frees, Edward W.
- 315-326 On optimal investment in a reinsurance context with a point process market model
by Edoli, Enrico & Runggaldier, Wolfgang J.
- 327-336 A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities
by Debón, A. & Martínez-Ruiz, F. & Montes, F.
- 337-351 Correlated intensity, counter party risks, and dependent mortalities
by Ma, Jin & Yun, Youngyun
- 352-357 Bounds for the bias of the empirical CTE
by Russo, Ralph P. & Shyamalkumar, Nariankadu D.
- 358-373 On the robustness of longevity risk pricing
by Chen, Bingzheng & Zhang, Lihong & Zhao, Lin
- 374-384 A hidden Markov regime-switching model for option valuation
by Liew, Chuin Ching & Siu, Tak Kuen
- 385-390 A note on the connection between the Esscher-Girsanov transform and the Wang transform
by Labuschagne, Coenraad C.A. & Offwood, Theresa M.
- 391-404 Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach
by Stadje, Mitja
- 405-414 Asymptotics of random contractions
by Hashorva, Enkelejd & Pakes, Anthony G. & Tang, Qihe
- 415-422 Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
by Xu, Guoping & Zheng, Harry
- 423-427 Distributional analysis of a generalization of the Polya process
by Willmot, Gordon E.
- 428-433 On the DFR property of the compound geometric distribution with applications in risk theory
by Psarrakos, Georgios
October 2010, Volume 47, Issue 2
- 105-112 Forward mortality and other vital rates -- Are they the way forward?
by Norberg, Ragnar
- 113-122 Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
by Apaydin, Aysen & Baser, Furkan
- 123-129 Valuation of equity-indexed annuity under stochastic mortality and interest rate
by Qian, Linyi & Wang, Wei & Wang, Rongming & Tang, Yincai
- 130-136 Characterizing a comonotonic random vector by the distribution of the sum of its components
by Cheung, Ka Chun
- 137-143 Joint characteristic functions construction via copulas
by Komelj, Janez & Perman, Mihael
- 144-153 Optimal investment-reinsurance policy for an insurance company with VaR constraint
by Chen, Shumin & Li, Zhongfei & Li, Kemian
- 154-158 Comonotonic convex upper bound and majorization
by Cheung, Ka Chun
- 159-166 Upper comonotonicity and convex upper bounds for sums of random variables
by Dong, Jing & Cheung, Ka Chun & Yang, Hailiang
- 167-175 On optimal allocation of risk vectors
by Kiesel, Swen & Rüschendorf, Ludger
- 176-186 Pricing longevity risk with the parametric bootstrap: A maximum entropy approach
by Li, Johnny Siu-Hang
- 187-189 A note on additive risk measures in rank-dependent utility
by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.
- 190-197 Biometric worst-case scenarios for multi-state life insurance policies
by Christiansen, Marcus C.
- 198-205 Bias correction for estimated distortion risk measure using the bootstrap
by Kim, Joseph H.T.
- 206-207 Obtaining the dividends-penalty identities by interpretation
by Gerber, Hans U. & Yang, Hailiang
- 208-215 Optimal premium policy of an insurance firm: Full and partial information
by Huang, Jianhui & Wang, Guangchen & Wu, Zhen
- 216-223 Pricing maturity guarantee with dynamic withdrawal benefit
by Ko, Bangwon & Shiu, Elias S.W. & Wei, Li
- 224-233 Parameter estimation of a bivariate compound Poisson process
by Esmaeili, Habib & Klüppelberg, Claudia
- 234-245 Catastrophe risk management with counterparty risk using alternative instruments
by Wu, Yang-Che & Chung, San-Lin
- 246-254 Optimal non-proportional reinsurance control
by Hipp, Christian & Taksar, Michael
August 2010, Volume 47, Issue 1
- 1-12 Optimal risk transfer for agents with germs
by Li, Peng & Lim, Andrew E.B. & Shanthikumar, J. George
- 13-20 Estimating generalized state density of near-extreme events and its applications in analyzing stock data
by Lin, Jin-Guan & Huang, Chao & Zhuang, Qing-Yun & Zhu, Li-Ping
- 21-26 Asymptotic analysis of a risk process with high dividend barrier
by Frostig, Esther
- 27-35 Optimal joint survival reinsurance: An efficient frontier approach
by Dimitrova, Dimitrina S. & Kaishev, Vladimir K.
- 36-51 Chain ladder method: Bayesian bootstrap versus classical bootstrap
by Peters, Gareth W. & Wüthrich, Mario V. & Shevchenko, Pavel V.
- 52-63 Comparison of three semiparametric methods for estimating dependence parameters in copula models
by Kojadinovic, Ivan & Yan, Jun
- 64-75 Stationary-excess operator and convex stochastic orders
by Lefèvre, Claude & Loisel, Stéphane
- 76-83 On the Lagrangian Katz family of distributions as a claim frequency model
by Gathy, Maude & Lefèvre, Claude
- 84-89 A method for determining risk aversion functions from uncertain market prices of risk
by Gzyl, Henryk & Mayoral, Silvia
- 90-97 Optimal portfolio selection for general provisioning and terminal wealth problems
by Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc
- 98-104 A linear algebraic method for pricing temporary life annuities and insurance policies
by Date, P. & Mamon, R. & Jalen, L. & Wang, I.C.
June 2010, Volume 46, Issue 3
- 437-442 The conversion option in life insurance
by Su, Karen C.
- 443-449 The compound binomial model with randomly paying dividends to shareholders and policyholders
by He, Lei & Yang, Xiangqun
- 450-460 The optimal reinsurance strategy -- the individual claim case
by Centeno, M.L. & Guerra, M.
- 461-469 Markov-modulated jump-diffusions for currency option pricing
by Bo, Lijun & Wang, Yongjin & Yang, Xuewei
- 470-478 Optimal design of profit sharing rates by FFT
by Hainaut, Donatien
- 479-484 Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
by Perera, Ryle S.
- 485-492 On the optimal design of insurance contracts with guarantees
by Branger, Nicole & Mahayni, Antje & Schneider, Judith C.
- 493-499 A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
by Zhang, Wei-Guo & Zhang, Xi-Li & Xu, Wei-Jun
- 500-510 The development of a simple and intuitive rating system under Solvency II
by Van Laere, Elisabeth & Baesens, Bart
- 511-530 An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts
by Gao, Jianwei
- 531-540 Dependence structure of risk factors and diversification effects
by Zhou, Chen
- 541-546 Risk concentration and diversification: Second-order properties
by Degen, Matthias & Lambrigger, Dominik D. & Segers, Johan
- 547-553 On the Tail Mean-Variance optimal portfolio selection
by Landsman, Zinoviy
- 554-567 Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany
by Berry-Stölzle, Thomas R. & Koissi, Marie-Claire & Shapiro, Arnold F.
- 568-579 Paid-incurred chain claims reserving method
by Merz, Michael & Wüthrich, Mario V.
- 580-587 Constant elasticity of variance model for proportional reinsurance and investment strategies
by Gu, Mengdi & Yang, Yipeng & Li, Shoude & Zhang, Jingyi
- 588-599 A general multivariate chain ladder model
by Zhang, Yanwei
April 2010, Volume 46, Issue 2
- 271-280 Optimal asset allocation for a general portfolio of life insurance policies
by Huang, Hong-Chih & Lee, Yung-Tsung
- 281-289 Conditional law of risk processes given that ruin occurs
by Schmidli, Hanspeter
- 290-299 Applying copula models to individual claim loss reserving methods
by Zhao, XiaoBing & Zhou, Xian
- 300-307 Optimal insurance in the presence of insurer's loss limit
by Zhou, Chunyang & Wu, Wenfeng & Wu, Chongfeng
- 308-316 On a multivariate Pareto distribution
by Asimit, Alexandru V. & Furman, Edward & Vernic, Raluca
- 317-327 A benchmarking approach to optimal asset allocation for insurers and pension funds
by Lim, Andrew E.B. & Wong, Bernard
- 328-333 Stochastic comparisons for time transformed exponential models
by Mulero, Julio & Pellerey, Franco & Rodríguez-Griñolo, Rosario
- 334-338 A new approach to the credibility formula
by Payandeh Najafabadi, Amir T.
- 339-350 Constrained smoothing B-splines for the term structure of interest rates
by Poletti Laurini, Márcio & Moura, Marcelo
- 351-361 Multivariate Tweedie distributions and some related capital-at-risk analyses
by Furman, Edward & Landsman, Zinoviy
- 362-370 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
by Tang, Qihe & Wang, Guojing & Yuen, Kam C.
- 371-384 Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform
by Chen, Hua & Cox, Samuel H. & Wang, Shaun S.
- 385-396 Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance
by Chi, Yichun
- 397-405 Optimal reinsurance with a rescuing procedure
by Zeng, Xudong
- 406-414 Archimedean copula estimation and model selection via l1-norm symmetric distribution
by Qu, Xiaomei & Zhou, Jie & Shen, Xiaojing
- 415-422 Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
by Xie, Jie-hua & Zou, Wei
- 423-435 An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation
by Lin, Tzuling & Tzeng, Larry Y.
- 436-436 Erratum to "Estimating value at risk of portfolio by conditional copula-GARCH method" [Insurance: Mathematics and Economics 43 (2009) 315-324]
by Huang, Jen-Tsung & Lee, Kuo-Jung & Liang, Hueimei & Lin, Wei-Fu
February 2010, Volume 46, Issue 1
- 1-2 Editorial for the special issue on Gerber-Shiu functions
by Albrecher, Hansjörg & Constantinescu, Corina & Garrido, Jose
- 3-11 On the Gerber-Shiu function and change of measure
by Schmidli, Hanspeter
- 12-18 Finite time ruin problems for the Erlang(2) risk model
by Dickson, David C.M. & Li, Shuanming
- 19-31 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
by Tang, Qihe & Wei, Li
- 32-41 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
by Willmot, Gordon E. & Woo, Jae-Kyung
- 42-51 An algebraic operator approach to the analysis of Gerber-Shiu functions
by Albrecher, Hansjörg & Constantinescu, Corina & Pirsic, Gottlieb & Regensburger, Georg & Rosenkranz, Markus
- 52-66 An insurance risk model with stochastic volatility
by Chi, Yichun & Jaimungal, Sebastian & Lin, X. Sheldon
- 67-84 On the time value of absolute ruin with tax
by Ming, Rui-Xing & Wang, Wen-Yuan & Xiao, Li-Qun
- 85-91 A note on scale functions and the time value of ruin for Lévy insurance risk processes
by Biffis, Enrico & Kyprianou, Andreas E.
- 92-97 On a generalization of the Gerber-Shiu function to path-dependent penalties
by Biffis, Enrico & Morales, Manuel
- 98-108 De Finetti's optimal dividends problem with an affine penalty function at ruin
by Loeffen, Ronnie L. & Renaud, Jean-François
- 109-116 An elementary approach to discrete models of dividend strategies
by Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang
- 117-126 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
by Cheung, Eric C.K. & Landriault, David & Willmot, Gordon E. & Woo, Jae-Kyung
- 127-134 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
by Cheung, Eric C.K. & Landriault, David
- 135-138 Longevity risk and capital markets: The 2008-2009 update
by Blake, David & De Waegenaere, Anja & MacMinn, Richard & Nijman, Theo
- 139-149 On the pricing of longevity-linked securities
by Bauer, Daniel & Börger, Matthias & Ruß, Jochen
- 150-161 Longevity bond premiums: The extreme value approach and risk cubic pricing
by Chen, Hua & Cummins, J. David
- 162-172 A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
by Kogure, Atsuyuki & Kurachi, Yoshiyuki
- 173-185 Securitization, structuring and pricing of longevity risk
by Wills, Samuel & Sherris, Michael
- 186-197 Securitizing and tranching longevity exposures
by Biffis, Enrico & Blake, David
- 198-209 Optimizing the equity-bond-annuity portfolio in retirement: The impact of uncertain health expenses
by Pang, Gaobo & Warshawsky, Mark
- 210-221 Evaluating the Advanced Life Deferred Annuity -- An annuity people might actually buy
by Gong, Guan & Webb, Anthony
- 222-234 Longevity risk in pension annuities with exchange options: The effect of product design
by Stevens, Ralph & De Waegenaere, Anja & Melenberg, Bertrand
- 235-241 On the optimal product mix in life insurance companies using conditional value at risk
by Tsai, Jeffrey T. & Wang, Jennifer L. & Tzeng, Larry Y.
- 242-253 Mortality risk modeling: Applications to insurance securitization
by Cox, Samuel H. & Lin, Yijia & Pedersen, Hal