Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2020-11-03 07:59:29]
5 Years H
45
Impact Factor
0.45
5 Years IF
0.34
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.09 0.03 0 34 34 153 1 1 71 180 0 0 0.04
1991 0.06 0.08 0.07 0.02 25 59 124 4 5 71 4 174 4 1 25 0 0.04
1992 0 0.09 0.01 0 43 102 126 1 6 59 159 0 1 0.02 0.04
1993 0.01 0.11 0.01 0.01 42 144 154 1 7 68 1 173 1 0 0 0.05
1994 0.04 0.12 0.09 0.04 29 173 162 14 22 85 3 181 7 0 1 0.03 0.06
1995 0.07 0.2 0.2 0.06 28 201 225 40 62 71 5 173 11 37 92.5 1 0.04 0.09
1996 0.21 0.23 0.23 0.13 25 226 225 51 113 57 12 167 21 35 68.6 0 0.11
1997 0.15 0.23 0.27 0.16 41 267 547 71 184 53 8 167 26 59 83.1 2 0.05 0.1
1998 0.23 0.27 0.26 0.18 41 308 415 79 263 66 15 165 29 59 74.7 2 0.05 0.13
1999 0.35 0.29 0.34 0.23 51 359 515 123 386 82 29 164 37 103 83.7 7 0.14 0.14
2000 0.18 0.34 0.29 0.19 51 410 514 117 503 92 17 186 35 82 70.1 6 0.12 0.15
2001 0.25 0.36 0.34 0.24 48 458 589 157 660 102 26 209 50 103 65.6 7 0.15 0.16
2002 0.39 0.4 0.52 0.28 57 515 753 265 926 99 39 232 64 181 68.3 15 0.26 0.21
2003 0.46 0.41 0.5 0.37 70 585 750 290 1216 105 48 248 91 178 61.4 6 0.09 0.2
2004 0.28 0.46 0.41 0.26 62 647 767 263 1479 127 36 277 71 181 68.8 9 0.15 0.2
2005 0.32 0.47 0.44 0.28 70 717 782 318 1798 132 42 288 80 180 56.6 5 0.07 0.22
2006 0.43 0.47 0.52 0.35 72 789 914 407 2208 132 57 307 108 173 42.5 12 0.17 0.21
2007 0.33 0.43 0.4 0.3 63 852 588 334 2548 142 47 331 100 157 47 7 0.11 0.19
2008 0.81 0.45 0.77 0.61 162 1014 1309 777 3329 135 109 337 206 415 53.4 42 0.26 0.21
2009 0.46 0.44 0.66 0.4 106 1120 1276 738 4071 225 103 429 173 294 39.8 17 0.16 0.21
2010 0.52 0.44 0.68 0.47 108 1228 738 829 4903 268 140 473 223 406 49 20 0.19 0.18
2011 0.55 0.47 0.62 0.39 95 1323 660 820 5723 214 118 511 198 374 45.6 14 0.15 0.21
2012 0.48 0.47 0.71 0.43 115 1438 735 1028 6751 203 98 534 232 461 44.8 34 0.3 0.19
2013 0.6 0.53 0.93 0.58 142 1580 737 1476 8227 210 126 586 341 688 46.6 28 0.2 0.22
2014 0.54 0.54 0.71 0.52 104 1684 509 1203 9430 257 139 566 293 476 39.6 25 0.24 0.21
2015 0.61 0.54 0.85 0.5 139 1823 474 1541 10971 246 150 564 284 682 44.3 31 0.22 0.21
2016 0.73 0.54 0.92 0.56 145 1968 349 1805 12776 243 178 595 336 660 36.6 21 0.14 0.19
2017 0.52 0.55 0.76 0.46 104 2072 228 1567 14343 284 149 645 295 477 30.4 22 0.21 0.2
2018 0.45 0.64 0.7 0.41 103 2175 141 1531 15874 249 113 634 260 599 39.1 20 0.19 0.25
2019 0.59 0.74 0.72 0.44 92 2267 45 1641 17515 207 123 595 261 553 33.7 15 0.16 0.27
2020 0.45 0.84 0.55 0.34 88 2355 8 1291 18806 195 88 583 199 339 26.3 11 0.13 0.28
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12009Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198.

Full description at Econpapers || Download paper

308
22009Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213.

Full description at Econpapers || Download paper

230
32002The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33.

Full description at Econpapers || Download paper

206
42002The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161.

Full description at Econpapers || Download paper

169
51997Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183.

Full description at Econpapers || Download paper

168
62002A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393.

Full description at Econpapers || Download paper

149
72006A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570.

Full description at Econpapers || Download paper

122
82004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136.

Full description at Econpapers || Download paper

120
92000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57.

Full description at Econpapers || Download paper

120
102001Mortality derivatives and the option to annuitise. (2001). Promislow, David S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:299-318.

Full description at Econpapers || Download paper

109
112005Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468.

Full description at Econpapers || Download paper

107
121996Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30.

Full description at Econpapers || Download paper

99
131997Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15.

Full description at Econpapers || Download paper

87
141985On convex principles of premium calculation. (1985). Gerber, Hans U. ; Deprez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189.

Full description at Econpapers || Download paper

76
152001Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

Full description at Econpapers || Download paper

74
162005Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634.

Full description at Econpapers || Download paper

73
172003Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272.

Full description at Econpapers || Download paper

71
182006Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Dahl, Mikkel ; Moller, Thomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217.

Full description at Econpapers || Download paper

70
192000Upper and lower bounds for sums of random variables. (2000). Goovaerts, Marc ; Dhaene, Jan ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168.

Full description at Econpapers || Download paper

64
202003Pensionmetrics 2: stochastic pension plan design during the distribution phase. (2003). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:29-47.

Full description at Econpapers || Download paper

63
212006Financial valuation of guaranteed minimum withdrawal benefits. (2006). Milevsky, Moshe A. ; Salisbury, Thomas S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:21-38.

Full description at Econpapers || Download paper

63
222000Optimal investment for insurers. (2000). Hipp, Christian ; Plum, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:27:y:2000:i:2:p:215-228.

Full description at Econpapers || Download paper

63
232005Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100.

Full description at Econpapers || Download paper

62
241991Risk theory for the compound Poisson process that is perturbed by diffusion. (1991). Dufresne, Francois ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:10:y:1991:i:1:p:51-59.

Full description at Econpapers || Download paper

60
252006Risk measures via g-expectations. (2006). RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

Full description at Econpapers || Download paper

59
262011Mortality density forecasts: An analysis of six stochastic mortality models. (2011). Blake, David ; Cairns, Andrew J. G., ; Khalaf-Allah, Marwa ; Dowd, Kevin ; Coughlan, Guy D. ; Epstein, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:48:y:2011:i:3:p:355-367.

Full description at Econpapers || Download paper

59
272006Affine stochastic mortality. (2006). Schrager, David F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:1:p:81-97.

Full description at Econpapers || Download paper

59
282011Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Olivieri, Annamaria ; Pitacco, Ermanno ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

Full description at Econpapers || Download paper

59
291998Comonotonicity, correlation order and premium principles. (1998). Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242.

Full description at Econpapers || Download paper

58
302003Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

Full description at Econpapers || Download paper

58
312008Optimal reinsurance under VaR and CTE risk measures. (2008). Weng, Chengguo ; Zhang, YI ; Tan, Ken Seng ; Cai, Jun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196.

Full description at Econpapers || Download paper

55
322009On stochastic mortality modeling. (2009). Plat, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404.

Full description at Econpapers || Download paper

54
331997The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. (1997). Gerber, Hans U. ; Shiu, Elias S. W., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:129-137.

Full description at Econpapers || Download paper

53
342014Generalized quantiles as risk measures. (2014). Müller, Alfred ; Muller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

Full description at Econpapers || Download paper

51
352007Optimal dividends in the dual model. (2007). Avanzi, Benjamin ; S. W. Shiu, Elias, ; Gerber, Hans U.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:41:y:2007:i:1:p:111-123.

Full description at Econpapers || Download paper

51
361999Fitting bivariate loss distributions with copulas. (1999). Parsa, Rahul ; Klugman, Stuart A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:24:y:1999:i:1-2:p:139-148.

Full description at Econpapers || Download paper

51
372005Bivariate option pricing using dynamic copula models. (2005). Werker, Bas ; van den Goorbergh, Rob ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:101-114.

Full description at Econpapers || Download paper

51
382001Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67.

Full description at Econpapers || Download paper

50
392001On the time to ruin for Erlang(2) risk processes. (2001). Hipp, Christian ; Dickson,David C. M., ; Dickson, David C. M., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:3:p:333-344.

Full description at Econpapers || Download paper

50
402011Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154.

Full description at Econpapers || Download paper

49
411999A synthesis of risk measures for capital adequacy. (1999). Wirch, Julia Lynn ; Hardy, Mary R.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347.

Full description at Econpapers || Download paper

48
422009Optimal reinsurance with general risk measures. (2009). Balbas, Alejandro ; Heras, Antonio . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:3:p:374-384.

Full description at Econpapers || Download paper

47
432004Optimal investment choices post-retirement in a defined contribution pension scheme. (2004). Vigna, Elena ; Haberman, Steven ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:321-342.

Full description at Econpapers || Download paper

47
442001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase. (2001). Dowd, Kevin ; Blake, David ; Cairns, Andrew J. G., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:29:y:2001:i:2:p:187-215.

Full description at Econpapers || Download paper

47
451995Ruin estimates under interest force. (1995). Sundt, Bjorn ; TEUGELS, Jozef L.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22.

Full description at Econpapers || Download paper

45
462004Some new classes of consistent risk measures. (2004). Goovaerts, Marc ; Dhaene, Jan ; Tang, Qihe ; Kaas, Rob . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516.

Full description at Econpapers || Download paper

45
472002Optimal investment strategies and risk measures in defined contribution pension schemes. (2002). Vigna, Elena ; Haberman, Steven. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69.

Full description at Econpapers || Download paper

45
481993Pricing equity-linked life insurance with endogenous minimum guarantees. (1993). Ortu, Fulvio ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:12:y:1993:i:3:p:245-257.

Full description at Econpapers || Download paper

44
491997Stop-loss order for portfolios of dependent risks. (1997). Müller, Alfred. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223.

Full description at Econpapers || Download paper

44
502008Coherent risk measures, coherent capital allocations and the gradient allocation principle. (2008). Buch, A. ; Dorfleitner, G.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:1:p:235-242.

Full description at Econpapers || Download paper

44
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009Pair-copula constructions of multiple dependence. (2009). Frigessi, Arnoldo ; Aas, Kjersti ; Bakken, Henrik ; Czado, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:182-198.

Full description at Econpapers || Download paper

56
22009Goodness-of-fit tests for copulas: A review and a power study. (2009). Remillard, Bruno ; Beaudoin, David ; Genest, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:199-213.

Full description at Econpapers || Download paper

38
31996Valuation of the early-exercise price for options using simulations and nonparametric regression. (1996). Carriere, Jacques F.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:19:y:1996:i:1:p:19-30.

Full description at Econpapers || Download paper

28
41997Axiomatic characterization of insurance prices. (1997). Panjer, Harry H. ; Young, Virginia R. ; Wang, Shaun S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183.

Full description at Econpapers || Download paper

21
52006A cohort-based extension to the Lee-Carter model for mortality reduction factors. (2006). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:38:y:2006:i:3:p:556-570.

Full description at Econpapers || Download paper

15
62014Generalized quantiles as risk measures. (2014). Müller, Alfred ; Muller, Alfred ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Klar, Bernhard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48.

Full description at Econpapers || Download paper

15
72004Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts. (2004). Dahl, Mikkel . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:113-136.

Full description at Econpapers || Download paper

14
82011Optimal time-consistent investment and reinsurance policies for mean-variance insurers. (2011). Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:1:p:145-154.

Full description at Econpapers || Download paper

13
92009On stochastic mortality modeling. (2009). Plat, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:45:y:2009:i:3:p:393-404.

Full description at Econpapers || Download paper

13
102009To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:2:p:268-277.

Full description at Econpapers || Download paper

13
112002A Poisson log-bilinear regression approach to the construction of projected lifetables. (2002). Vermunt, Jeroen K. ; Brouhns, Natacha ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:3:p:373-393.

Full description at Econpapers || Download paper

12
122002The concept of comonotonicity in actuarial science and finance: applications. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161.

Full description at Econpapers || Download paper

12
132012Modeling dependence dynamics through copulas with regime switching. (2012). Ziegelmann, Flavio Augusto ; Silva Filho, Osvaldo Candido da, ; Dueker, Michael J.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:50:y:2012:i:3:p:346-356.

Full description at Econpapers || Download paper

12
142005Optimal investment for insurer with jump-diffusion risk process. (2005). Zhang, Lihong ; Yang, Hailiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:615-634.

Full description at Econpapers || Download paper

12
152002The concept of comonotonicity in actuarial science and finance: theory. (2002). Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R. ; Denuit, M.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33.

Full description at Econpapers || Download paper

12
162011Variable annuities: A unifying valuation approach. (2011). Millossovich, Pietro ; Olivieri, Annamaria ; Pitacco, Ermanno ; Bacinello, Anna Rita . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:3:p:285-297.

Full description at Econpapers || Download paper

11
171985On convex principles of premium calculation. (1985). Gerber, Hans U. ; Deprez, Olivier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:4:y:1985:i:3:p:179-189.

Full description at Econpapers || Download paper

11
182008Weighted risk capital allocations. (2008). Furman, Edward ; Zitikis, Ricardas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:2:p:263-269.

Full description at Econpapers || Download paper

11
192014Risk aggregation with dependence uncertainty. (2014). Bernard, Carole ; Jiang, Xiao ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:54:y:2014:i:c:p:93-108.

Full description at Econpapers || Download paper

11
202008Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint. (2008). Guo, Junyi ; Bai, Lihua . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:968-975.

Full description at Econpapers || Download paper

11
212015Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process. (2015). Shen, Yang ; Zeng, Yan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:62:y:2015:i:c:p:118-137.

Full description at Econpapers || Download paper

11
222016Marginal Indemnification Function formulation for optimal reinsurance. (2016). Zhuang, Sheng Chao ; Assa, Hirbod ; Tan, Ken Seng ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:65-76.

Full description at Econpapers || Download paper

11
231997Controlled diffusion models for optimal dividend pay-out. (1997). Taksar, Michael ; Asmussen, Soren. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:20:y:1997:i:1:p:1-15.

Full description at Econpapers || Download paper

10
242014Optimal reinsurance and investment with unobservable claim size and intensity. (2014). Bayraktar, Erhan ; Liang, Zhibin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:156-166.

Full description at Econpapers || Download paper

10
252005Estimating the tail-dependence coefficient: Properties and pitfalls. (2005). Frahm, Gabriel ; Schmidt, Rafael ; Junker, Markus. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:1:p:80-100.

Full description at Econpapers || Download paper

10
262009Optimal reinsurance with general risk measures. (2009). Balbas, Alejandro ; Heras, Antonio . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:44:y:2009:i:3:p:374-384.

Full description at Econpapers || Download paper

10
272011Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process. (2011). Guo, Junyi ; Liang, Zhibin ; Yuen, Kam Chuen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:49:y:2011:i:2:p:207-215.

Full description at Econpapers || Download paper

10
282016Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling. (2016). Zhang, Xin ; Zeng, Yan ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:125-132.

Full description at Econpapers || Download paper

10
292006Regret, portfolio choice, and guarantees in defined contribution schemes. (2006). Volkman-Wise, Jacqueline ; Mitchell, Olivia ; Muermann, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:219-229.

Full description at Econpapers || Download paper

10
302005Affine processes for dynamic mortality and actuarial valuations. (2005). Biffis, Enrico. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:37:y:2005:i:3:p:443-468.

Full description at Econpapers || Download paper

10
312001Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. (2001). Taillard, Gregory ; Huang, ShaoJuan ; Boulier, Jean-Francois. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189.

Full description at Econpapers || Download paper

10
322004An optimization approach to the dynamic allocation of economic capital. (2004). Laeven, Roger ; Goovaerts, Marc ; Laeven, Roger J. A., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:2:p:299-319.

Full description at Econpapers || Download paper

10
332016Generalized linear models for dependent frequency and severity of insurance claims. (2016). Genest, C ; Garrido, J ; Schulz, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:205-215.

Full description at Econpapers || Download paper

10
342013Optimal reinsurance with general premium principles. (2013). Chi, Yichun ; Tan, Ken Seng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:52:y:2013:i:2:p:180-189.

Full description at Econpapers || Download paper

9
352013Conditional copula simulation for systemic risk stress testing. (2013). Czado, Claudia ; Hendrich, Katharina ; Brechmann, Eike C.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:722-732.

Full description at Econpapers || Download paper

9
362000Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies. (2000). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:26:y:2000:i:1:p:37-57.

Full description at Econpapers || Download paper

9
372003Optimal investment strategies in the presence of a minimum guarantee. (2003). Deelstra, Griselda ; Koehl, Pierre-Francois ; Grasselli, Martino. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

Full description at Econpapers || Download paper

9
382006Risk measures via g-expectations. (2006). RosazzaGianin, Emanuela . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

Full description at Econpapers || Download paper

9
392018On optimal periodic dividend strategies for Lévy risk processes. (2018). Noba, Kei ; Yano, Kouji ; Yamazaki, Kazutoshi ; Perez, Jose-Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:29-44.

Full description at Econpapers || Download paper

9
402008Optimal reinsurance under VaR and CTE risk measures. (2008). Weng, Chengguo ; Zhang, YI ; Tan, Ken Seng ; Cai, Jun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:43:y:2008:i:1:p:185-196.

Full description at Econpapers || Download paper

9
412008Optimal dividend and issuance of equity policies in the presence of proportional costs. (2008). Lokka, Arne ; Zervos, Mihail. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:42:y:2008:i:3:p:954-961.

Full description at Econpapers || Download paper

9
421998Optimal proportional reinsurance policies for diffusion models with transaction costs. (1998). Hojgaard, Bjarne ; Taksar, Michael. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:22:y:1998:i:1:p:41-51.

Full description at Econpapers || Download paper

8
432006Valuation and hedging of life insurance liabilities with systematic mortality risk. (2006). Dahl, Mikkel ; Moller, Thomas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:39:y:2006:i:2:p:193-217.

Full description at Econpapers || Download paper

8
442003Lee-Carter mortality forecasting with age-specific enhancement. (2003). Renshaw, A. E. ; Haberman, S.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:33:y:2003:i:2:p:255-272.

Full description at Econpapers || Download paper

8
452004Optimal control of risk exposure, reinsurance and investments for insurance portfolios. (2004). Irgens, Christian ; Paulsen, Jostein . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:35:y:2004:i:1:p:21-51.

Full description at Econpapers || Download paper

8
462016Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps. (2016). Zeng, Yan ; Gu, Ailing ; Li, Danping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152.

Full description at Econpapers || Download paper

8
472001Optimal reinsurance under mean-variance premium principles. (2001). Kaluszka, Marek . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:28:y:2001:i:1:p:61-67.

Full description at Econpapers || Download paper

8
482014On optimal periodic dividend strategies in the dual model with diffusion. (2014). Avanzi, Benjamin ; Tu, Vincent ; Wong, Bernard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:55:y:2014:i:c:p:210-224.

Full description at Econpapers || Download paper

8
492017Optimal investment and reinsurance for an insurer under Markov-modulated financial market. (2017). Xu, Lin ; Yao, Dingjun ; Zhang, Liming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:7-19.

Full description at Econpapers || Download paper

8
502018Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200.

Full description at Econpapers || Download paper

8
Citing documents used to compute impact factor: 88
YearTitle
2020A note on the worst case approach for a market with a stochastic interest rate. (2020). Zawisza, Dariusz . In: Papers. RePEc:arx:papers:2001.01998.

Full description at Econpapers || Download paper

2020The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process. (2020). Xu, Xiao. In: Papers. RePEc:arx:papers:2005.10661.

Full description at Econpapers || Download paper

2020Robust optimal reinsurance–investment strategy with price jumps and correlated claims. (2020). Yang, Peng ; Chen, Zhiping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:27-46.

Full description at Econpapers || Download paper

2020Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572.

Full description at Econpapers || Download paper

2020Optimal insurance with background risk: An analysis of general dependence structures. (2020). Chi, Yichun ; Wei, Wei. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00429-0.

Full description at Econpapers || Download paper

2020Preservation of weak SAI’s under increasing transformations with applications. (2020). Li, Xiaohu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301310.

Full description at Econpapers || Download paper

2020Towards an Economic Cyber Loss Index for Parametric Cover Based on IT Security Indicator: A Preliminary Analysis. (2020). Moro, Eric Dal . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:45-:d:355195.

Full description at Econpapers || Download paper

2020Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology. (2020). Lanchier, Nicolas ; Jevti, Petar. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:209-223.

Full description at Econpapers || Download paper

2020Cyber risk cost and management in IoT devices-linked health insurance. (2020). Chen, Yen-Chih ; Leong, Yin-Yee. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:4:d:10.1057_s41288-020-00169-4.

Full description at Econpapers || Download paper

2020Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368.

Full description at Econpapers || Download paper

2020On double-boundary non-crossing probability for a class of compound processes with applications. (2020). Tan, Senren ; Kaishev, Vladimir K ; Ignatov, Zvetan G ; Dimitrova, Dimitrina S. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:602-613.

Full description at Econpapers || Download paper

2020The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty. (2020). Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:1-26.

Full description at Econpapers || Download paper

2020Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Oyekunrin, Oluwaseun A. In: MPRA Paper. RePEc:pra:mprapa:102873.

Full description at Econpapers || Download paper

2020Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims. (2020). Madadi, Mohsen ; Rezapour, Mohsen ; Tata, Mahbanoo ; Ariyafar, Saeed. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19304841.

Full description at Econpapers || Download paper

2020Application of parametric insurance in principle‐compliant and innovative ways. (2020). Kwon, W. Jean ; Lin, Xiao. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:2:p:121-150.

Full description at Econpapers || Download paper

2020Covid-19: implications for insurer risk management and the insurability of pandemic risk. (2020). Wilson, Thomas C ; Richter, Andreas. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:45:y:2020:i:2:d:10.1057_s10713-020-00054-z.

Full description at Econpapers || Download paper

2020Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility. (2020). Wong, Hoi Ying ; Yan, Tingjin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:105-119.

Full description at Econpapers || Download paper

2020Non-concave expected utility optimization with uncertain time horizon: an application to participating life insurance contracts. (2020). Stadje, Mitja ; Nguyen, Thai ; Dehm, Christian. In: Papers. RePEc:arx:papers:2005.13831.

Full description at Econpapers || Download paper

2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

Full description at Econpapers || Download paper

2020A generalization of the Aumann–Shapley value for risk capital allocation problems. (2020). De Waegenaere, Anja ; Norde, Henk ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:277-287.

Full description at Econpapers || Download paper

2020Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments. (2020). Woo, Jae-Kyung ; Xu, Ran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:1-16.

Full description at Econpapers || Download paper

2020On the optimality of joint periodic and extraordinary dividend strategies. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2006.00717.

Full description at Econpapers || Download paper

2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

Full description at Econpapers || Download paper

2020The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

Full description at Econpapers || Download paper

2020Optimal periodic dividend strategies for spectrally positive L\evy risk processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2003.13275.

Full description at Econpapers || Download paper

2020Optimal periodic dividend strategies for spectrally negative L\evy processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2004.01838.

Full description at Econpapers || Download paper

2020Double continuation regions for American options under Poisson exercise opportunities. (2020). Yamazaki, Kazutoshi ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2004.03330.

Full description at Econpapers || Download paper

2020On the dual risk model with diffusion under a mixed dividend strategy. (2020). Hu, Yijun ; Chen, Ping ; Liu, Zhang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300849.

Full description at Econpapers || Download paper

2020Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. (2020). Wong, Bernard ; Lau, Hayden ; Avanzi, Benjamin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:315-332.

Full description at Econpapers || Download paper

2020The Leland–Toft optimal capital structure model under Poisson observations. (2020). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Perez, Jose Luis ; Palmowski, Zbigniew. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00431-6.

Full description at Econpapers || Download paper

2020Robust Optimal Investment and Reinsurance Problems with Learning. (2020). Leimcke, Gregor ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2001.11301.

Full description at Econpapers || Download paper

2020Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network. (2020). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2008.07564.

Full description at Econpapers || Download paper

2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

Full description at Econpapers || Download paper

2020Duration of long-term care: Socio-economic factors, type of care interactions and evolution. (2020). Wagner, Joel ; Fuino, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:151-168.

Full description at Econpapers || Download paper

2020On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation. (2020). Balakrishnan, Narayanaswamy ; Roozegar, Roohollah ; Jamalizadeh, Ahad. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x19304087.

Full description at Econpapers || Download paper

2020Explicit expressions for joint moments of $n$-dimensional elliptical distributions. (2020). Balakrishnan, Narayanaswamy ; Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2007.09349.

Full description at Econpapers || Download paper

2020Conditional tail risk expectations for location-scale mixture of elliptical distributions. (2020). Yin, Chuancun ; Zuo, Baishuai. In: Papers. RePEc:arx:papers:2007.09350.

Full description at Econpapers || Download paper

2020Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum–Saunders mixture model. (2020). Jamalizadeh, Ahad ; Bekker, Andriette ; Hashemi, Farzane ; Naderi, Mehrdad. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300783.

Full description at Econpapers || Download paper

2020Type-I heavy tailed family with applications in medicine, engineering and insurance. (2020). Afify, Ahmed Z ; Aslam, Muhammad ; Ahmad, Zubair ; Khosa, Saima K ; Zhao, Wei. In: PLOS ONE. RePEc:plo:pone00:0237462.

Full description at Econpapers || Download paper

2020Adjusted Expected Shortfall. (2020). Munari, Cosimo ; Burzoni, Matteo ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2007.08829.

Full description at Econpapers || Download paper

2020Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach. (2020). Weber, Stefan ; Kim, Sojung. In: Papers. RePEc:arx:papers:2009.03653.

Full description at Econpapers || Download paper

2020Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257.

Full description at Econpapers || Download paper

2020Inf-convolution and optimal risk sharing with arbitrary sets of risk measures. (2020). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2003.05797.

Full description at Econpapers || Download paper

2020Is the inf-convolution of law-invariant preferences law-invariant?. (2020). Wang, Ruodu ; Liu, Peng ; Wei, Linxiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:144-154.

Full description at Econpapers || Download paper

2020Characterizing optimal allocations in quantile-based risk sharing. (2020). Wei, Yunran ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:288-300.

Full description at Econpapers || Download paper

2020Intra-City Inequalities, Neighborhoods and Economic Development. (2020). Vakulabharanam, Vamsi ; Motiram, Sripad. In: Working Papers. RePEc:mab:wpaper:2020-01.

Full description at Econpapers || Download paper

2020Risk Management with Tail Quasi-Linear Means. (2019). Shushi, Tomer ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:1902.06941.

Full description at Econpapers || Download paper

2020Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220.

Full description at Econpapers || Download paper

2020Optimal reinsurance under the mean–variance premium principle to minimize the probability of ruin. (2020). Young, Virginia R ; Liang, Zhibin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:128-146.

Full description at Econpapers || Download paper

2020A Bayesian nonparametric model and its application in insurance loss prediction. (2020). Meng, Shengwang ; Huang, Yifan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:84-94.

Full description at Econpapers || Download paper

2020Evolutionary credibility risk premium. (2020). Phillip, Sheung Chi ; Cheung, Hugo Ming ; Chen, Yongzhao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:216-229.

Full description at Econpapers || Download paper

2020Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application. (2019). Lindensjo, Kristoffer ; Christensen, Soren. In: Papers. RePEc:arx:papers:1909.11921.

Full description at Econpapers || Download paper

2020A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598.

Full description at Econpapers || Download paper

2020Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR. (2020). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:230-245.

Full description at Econpapers || Download paper

2020On occupation times in the red of Lévy risk models. (2020). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:17-26.

Full description at Econpapers || Download paper

2020Optimal insurance with belief heterogeneity and incentive compatibility. (2020). Chi, Yichun ; Zhuang, Sheng Chao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:104-114.

Full description at Econpapers || Download paper

2020Reinsurance of multiple risks with generic dependence structures. (2020). Moura, Alexandra B ; Guerra, Manuel. In: Papers. RePEc:arx:papers:2009.12274.

Full description at Econpapers || Download paper

2020Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (2020). Tan, Ken Seng ; Zhuang, Sheng Chao ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:345-362.

Full description at Econpapers || Download paper

2020Mixture modeling of data with multiple partial right-censoring levels. (2020). Melnykov, Volodymyr ; Miljkovic, Tatjana ; Michael, Semhar . In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:2:d:10.1007_s11634-020-00391-x.

Full description at Econpapers || Download paper

2020Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?. (2020). Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:147-161.

Full description at Econpapers || Download paper

2020Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384.

Full description at Econpapers || Download paper

2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911.

Full description at Econpapers || Download paper

2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langrene, Nicolas ; Chen, Wen. In: Working Papers. RePEc:hal:wpaper:hal-02909818.

Full description at Econpapers || Download paper

2020Nash Equilibria in Optimal Reinsurance Bargaining. (2019). Anthropelos, Michail ; Boonen, Tim J. In: Papers. RePEc:arx:papers:1909.01739.

Full description at Econpapers || Download paper

2020Concave distortion risk minimizing reinsurance design under adverse selection. (2020). Phillip, Sheung Chi ; Cheung, Ka Chun ; Zhang, Yiying ; Yuen, Fei Lung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:155-165.

Full description at Econpapers || Download paper

2020A Bowley solution with limited ceded risk for a monopolistic reinsurer. (2020). Chi, Yichun ; Zhuang, Sheng Chao ; Tan, Ken Seng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:188-201.

Full description at Econpapers || Download paper

2020Nash equilibria in optimal reinsurance bargaining. (2020). Anthropelos, Michail ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:196-205.

Full description at Econpapers || Download paper

2020Prevention efforts, insurance demand and price incentives under coherent risk measures. (2020). Kazi-Tani, Nabil ; Santibaez, Nicolas Hernandez ; Bensalem, Sarah. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:369-386.

Full description at Econpapers || Download paper

2020Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities. (2020). Balakrishnan, Narayanaswamy ; Akrami, Abbas ; Barmalzan, Ghobad. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:341-352.

Full description at Econpapers || Download paper

2020Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive. (2020). Dagpunar, John. In: Papers. RePEc:arx:papers:2005.00715.

Full description at Econpapers || Download paper

2020Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103.

Full description at Econpapers || Download paper

2020Expected utility approximation and portfolio optimisation. (2020). Sun, Chaofan ; Fahrenwaldt, Matthias A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:301-314.

Full description at Econpapers || Download paper

2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

Full description at Econpapers || Download paper

2020A BSDE-based approach for the optimal reinsurance problem under partial information. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1910.05999.

Full description at Econpapers || Download paper

2020Optimal reinsurance and investment in a diffusion model. (2020). Schmidli, Hanspeter ; Brachetta, Matteo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00265-8.

Full description at Econpapers || Download paper

2020Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. (2020). Zheng, Harry ; Dong, Yinghui. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:341-356.

Full description at Econpapers || Download paper

2020Detection of arbitrage opportunities in multi-asset derivatives markets. (2020). Sarmiento, Paulo Yanez ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2002.06227.

Full description at Econpapers || Download paper

2020Social insurance for the elderly. (2020). Park, Kyunghyun ; Koo, Hyeng Keun ; Jeon, Junkee ; Bae, Se Yung. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:274-299.

Full description at Econpapers || Download paper

2020Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Papers. RePEc:arx:papers:2007.08804.

Full description at Econpapers || Download paper

2020Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-02896141.

Full description at Econpapers || Download paper

2020Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

Full description at Econpapers || Download paper

2020On the asymptotic equilibrium of a population system with migration. (2020). Varga, Zoltan ; Bianchi, Sergio ; Attias, Anna ; Pianese, Augusto. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:115-127.

Full description at Econpapers || Download paper

2020An analytical study of participating policies with minimum guaranteed and surrender option. (2020). Stabile, Gabriele ; de Angelis, Tiziano ; Chiarolla, Maria B. In: Papers. RePEc:arx:papers:2004.06982.

Full description at Econpapers || Download paper

2020Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). Su, Xiaoshan ; Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w.

Full description at Econpapers || Download paper

2020Liquidation risk in insurance under contemporary regulatory frameworks. (2020). Zhu, Jinxia ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:36-49.

Full description at Econpapers || Download paper

2020Risk Modelling on Liquidations with L\{e}vy Processes. (2020). Chen, Ping ; Zhang, Aili ; Wang, Wenyuan ; Li, Shuanming. In: Papers. RePEc:arx:papers:2007.01426.

Full description at Econpapers || Download paper

2020Parisian excursion with capital injection for draw-down reflected Levy insurance risk process. (2020). Zhou, Xiaowen ; Zhao, Xianghua ; Wang, Wenyuan ; Surya, Budhi. In: Papers. RePEc:arx:papers:2005.09214.

Full description at Econpapers || Download paper

2020Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (2020). Chen, Ping ; Wang, Wenyuan ; Li, Shuanming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:12-25.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020

YearCiting document
2020Risk Modelling on Liquidations with L\{e}vy Processes. (2020). Chen, Ping ; Zhang, Aili ; Wang, Wenyuan ; Li, Shuanming. In: Papers. RePEc:arx:papers:2007.01426.

Full description at Econpapers || Download paper

2020A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598.

Full description at Econpapers || Download paper

2020Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257.

Full description at Econpapers || Download paper

2020The participation puzzle with reference-dependent expected utility preferences. (2020). Neilson, William ; Liu, Liqun ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:278-287.

Full description at Econpapers || Download paper

2020Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368.

Full description at Econpapers || Download paper

2020Liquidation risk in insurance under contemporary regulatory frameworks. (2020). Zhu, Jinxia ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:36-49.

Full description at Econpapers || Download paper

2020Quantile Credibility Models with Common Effects. (2020). Yuan, Quan ; Yang, Zhixin ; Wen, Limin ; Wang, Wei. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:100-:d:419448.

Full description at Econpapers || Download paper

2020Self-insurance and Non-concave Distortion Risk Measures. (2020). Bensalem, Sarah. In: Working Papers. RePEc:hal:wpaper:hal-02936349.

Full description at Econpapers || Download paper

2020A probabilistic projection of beneficiaries of long-term care insurance in Germany by severity of disability. (2020). Vanella, Patrizio ; Wilke, Christina B ; Hess, Moritz. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:54:y:2020:i:3:d:10.1007_s11135-020-00968-w.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Optimal excess-of-loss reinsurance for stochastic factor risk models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Papers. RePEc:arx:papers:1904.05422.

Full description at Econpapers || Download paper

2019A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834.

Full description at Econpapers || Download paper

2019Two frameworks for pricing defaultable derivatives. (2019). Savov, Mladen ; Kounchev, Ognyan ; Zaevski, Tsvetelin S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:123:y:2019:i:c:p:309-319.

Full description at Econpapers || Download paper

2019Optimal robust insurance with a finite uncertainty set. (2019). Hu, Junlei ; Asimit, Alexandru V ; Xie, Yuantao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:67-81.

Full description at Econpapers || Download paper

2019Fair valuation of insurance liability cash-flow streams in continuous time: Theory. (2019). Barigou, Karim ; Dhaene, Jan ; Delong, Ukasz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208.

Full description at Econpapers || Download paper

2019On the existence of a representative reinsurer under heterogeneous beliefs. (2019). Ghossoub, Mario ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:209-225.

Full description at Econpapers || Download paper

2019Stochastic differential reinsurance games with capital injections. (2019). Qian, Linyi ; Jin, Zhuo ; Zhang, Nan ; Fan, Kun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:7-18.

Full description at Econpapers || Download paper

2019Explicit moments for a class of micro-models in non-life insurance. (2019). Wahl, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:140-156.

Full description at Econpapers || Download paper

2019Stochastic utilities with subsistence and satiation: Optimal life insurance purchase, consumption and investment. (2019). Ye, Jinchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:193-212.

Full description at Econpapers || Download paper

2019Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (2019). Lu, YI ; Wang, Suxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:46-62.

Full description at Econpapers || Download paper

2019Does the trans-regional transfer of resource-oriented enterprises generate a stress effect?. (2019). Li, Danping ; Dong, Mei ; Lai, Yongzeng ; Zhang, BO. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303009.

Full description at Econpapers || Download paper

2019Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models. (2019). Ceci, Claudia ; Brachetta, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:48-:d:227464.

Full description at Econpapers || Download paper

2019Does the pension system’s income statement really matter? A proposal for an NDC scheme with disability and minimum pension benefits. (2019). Vidal-Melia, Carlos ; Ventura-Marco, Manuel ; Garvey, Anne M. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1922.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018Probability measure-valued polynomial diffusions. (2018). Svaluto-Ferro, Sara ; Larsson, Martin ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:1807.03229.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018Waiting for Godot: the Failure of SMEs in the Italian Manufacturing Industry to Grow. (2018). Autore, Quarto ; Secondo, Universita Cattolicaauthor-Name. In: DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali. RePEc:ctc:serie2:dises132.

Full description at Econpapers || Download paper

2018A two-decrement model for the valuation and risk measurement of a guaranteed annuity option. (2018). Zhao, Yixing ; GAO, Huan ; Mamon, Rogemar. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:231-249.

Full description at Econpapers || Download paper

2018Upper bounds for strictly concave distortion risk measures on moment spaces. (2018). Cornilly, D ; Vanduffel, S ; Ruschendorf, L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:141-151.

Full description at Econpapers || Download paper

2018Poissonian potential measures for Lévy risk models. (2018). Landriault, David ; Xu, DI ; Li, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:152-166.

Full description at Econpapers || Download paper

2018Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance. (2018). Guibert, Quentin ; Planchet, Frederic. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:21-36.

Full description at Econpapers || Download paper

2018Time-consistent proportional reinsurance and investment strategies under ambiguous environment. (2018). Guan, Guohui ; Feng, Jian ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:122-133.

Full description at Econpapers || Download paper

2018Euler allocations in the presence of non-linear reinsurance: Comment on Major (2018). (2018). Pesenti, Silvana M ; Millossovich, Pietro ; Tsanakas, Andreas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:29-31.

Full description at Econpapers || Download paper

2018Gini estimation under infinite variance. (2018). Fontanari, Andrea ; Cirillo, Pasquale ; Taleb, Nassim Nicholas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:256-269.

Full description at Econpapers || Download paper

2018Why Insurers Are Wrong about Adverse Selection. (2018). Thomas, Guy R. In: Laws. RePEc:gam:jlawss:v:7:y:2018:i:2:p:13-:d:141165.

Full description at Econpapers || Download paper

2018Company Value with Ruin Constraint in Lundberg Models. (2018). Hipp, Christian. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:73-:d:159090.

Full description at Econpapers || Download paper

2018On a Multiplicative Multivariate Gamma Distribution with Applications in Insurance. (2018). Semenikhine, Vadim ; Su, Jianxi ; Furman, Edward. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:79-:d:163347.

Full description at Econpapers || Download paper

2018On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform. (2018). Vernic, Raluca. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:87-:d:165887.

Full description at Econpapers || Download paper

2018Some Results on Measures of Interaction between Paired Risks. (2018). Fang, Rui ; Li, Xiaohu. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:88-:d:166067.

Full description at Econpapers || Download paper

2018A Quantum-Type Approach to Non-Life Insurance Risk Modelling. (2018). Lefevre, Claude ; Utev, Sergey ; Tamturk, Muhsin ; Loisel, Stephane. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:99-:d:169842.

Full description at Econpapers || Download paper

2018
2018
2018Risk management with multiple VaR constraints. (2018). Chen, AN ; Stadje, Mitja ; Nguyen, Thai. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0637-1.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017Parameter uncertainty and reserve risk under Solvency II. (2017). Frohlich, Andreas ; Weng, Annegret . In: Papers. RePEc:arx:papers:1612.03066.

Full description at Econpapers || Download paper

2017Risk-Minimizing Hedging of Counterparty Risk. (2017). Ceci, Claudia ; Capponi, Agostino ; Bo, Lijun. In: Papers. RePEc:arx:papers:1709.01115.

Full description at Econpapers || Download paper

2017Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach. (2017). Kufakunesu, Rodwell ; Guambe, Calisto. In: Papers. RePEc:arx:papers:1711.01760.

Full description at Econpapers || Download paper

2017Forecasting of a Hierarchical Functional Time Series on Example of Macromodel for Day and Night Air Pollution in Silesia Region: A Critical Overview. (2017). Rydlewski, Jerzy P ; Mielczarek, Dominik ; Kosiorowski, Daniel. In: Papers. RePEc:arx:papers:1712.03797.

Full description at Econpapers || Download paper

2017Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds. (2017). van Wijnbergen, Sweder ; Chen, Damiaan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12497.

Full description at Econpapers || Download paper

2017The compound Poisson risk model under a mixed dividend strategy. (2017). Zhang, Zhimin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:1-12.

Full description at Econpapers || Download paper

2017Parisian ruin for a refracted Lévy process. (2017). Lkabous, Mohamed Amine ; Renaud, Jean-Franois ; Czarna, Irmina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:153-163.

Full description at Econpapers || Download paper

2017Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:46-62.

Full description at Econpapers || Download paper

2017A general approach to full-range tail dependence copulas. (2017). Su, Jianxi ; Hua, Lei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:49-64.

Full description at Econpapers || Download paper

2017Interplay of subexponential and dependent insurance and financial risks. (2017). Chen, Yiqing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:78-83.

Full description at Econpapers || Download paper

2017The composite iteration algorithm for finding efficient and financially fair risk-sharing rules. (2017). Schumacher, Johannes ; Pazdera, Jaroslav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:72:y:2017:i:c:p:122-133.

Full description at Econpapers || Download paper

2017The Solvency II Standard Formula, Linear Geometry, and Diversification. (2017). Paulusch, Joachim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:11-:d:98991.

Full description at Econpapers || Download paper

2017Intelligent Decision Support in Proportional–Stop-Loss Reinsurance Using Multiple Attribute Decision-Making (MADM). (2017). Xuan, Shirley Jie ; Poh, Kim Leng. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:22-:d:120649.

Full description at Econpapers || Download paper

2017Asymptotic Estimates for the One-Year Ruin Probability under Risky Investments. (2017). Liu, Jing ; Zhang, Huan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:28-:d:97825.

Full description at Econpapers || Download paper

2017Actuarial Geometry. (2017). Mildenhall, Stephen J. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:31-:d:101685.

Full description at Econpapers || Download paper

2017Valuation of Non-Life Liabilities from Claims Triangles. (2017). Lindholm, Mathias ; Wahl, Felix ; Lindskog, Filip. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:39-:d:105172.

Full description at Econpapers || Download paper

2017Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425.

Full description at Econpapers || Download paper

2017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832.

Full description at Econpapers || Download paper

2017Optimal Initial Capital Induced by the Optimized Certainty Equivalent. (2017). Nishide, Katsumasa ; Arai, Takuji ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:981.

Full description at Econpapers || Download paper

2017Rising interest rates, lapse risk, and the stability of life insurers. (2017). Gründl, Helmut ; Kubitza, Christian ; Grundl, Helmut ; Berdin, Elia. In: ICIR Working Paper Series. RePEc:zbw:icirwp:2917.

Full description at Econpapers || Download paper