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Actuarial mathematics
86
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43
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43
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21
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Dickson, David C. M.
4
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3
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3
Barigou, Karim
2
Chen, An
2
Chen, Yiqing
2
Cheung, Eric C. K.
2
Dhaene, Jan
2
Frostig, Esther
2
Genest, Christian
2
Laeven, Roger J. A.
2
Li, Shuanming
2
Milevsky, Moshe Arye
2
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2
Plat, Richard
2
Račev, Svetlozar T.
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Scherer, Matthias
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Centeno, Lourdes
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Insurance / Mathematics & economics
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25
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Astin bulletin : the journal of the International Actuarial Association
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Dresdner Schriften zur Versicherungsmathematik
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6
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
6
Reihe: Versicherungswirtschaft
6
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6
AFI
5
ASTIN bulletin : the journal of the International Actuarial Association
5
Assurances et gestion des risques : revue trimestrielle
5
Chapman & Hall/CRC financial mathematics series
5
Langfristige Versicherungsverhältnisse : Ökonomie, Technik, Institutionen ; [aus Anlaß des hundertjährigen Bestehens des Seminars für Versicherungswissenschaft der Universität Göttingen wurde vom 13. bis 16. September des Jahres 1995 ein Symposium "Langfristige Versicherungsverhältnisse - Ökonomie, Technik, Institutionen" veranstaltet]
5
Monographs on statistics and applied probability
5
Revolution in der Alterssicherung : Beitragskonten auf Umlagebasis
5
Risikoforschung und Versicherung : Festschrift für Elmar Helten zum 65. Geburtstag
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Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik
5
Veröffentlichungen des Seminars für Versicherungswissenschaft der Universität Hamburg und des Vereins zur Förderung der Versicherungswissenschaft in Hamburg e.V. / B
5
ACTEX academic series
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Asia-Pacific journal of risk and insurance : APJRI
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ECONIS (ZBW)
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1
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
2
Actuarial fairness and social welfare in mixed-cohort tontines
Chen, An
;
Rach, Manuel
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 214-229
Persistent link: https://www.econbiz.de/10014317146
Saved in:
3
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
4
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
5
Model mortality rates using property and casualty insurance reserving methods
Tsai, Cary Chi-Liang
;
Kim, Seyeon
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 326-340
Persistent link: https://www.econbiz.de/10013380573
Saved in:
6
An insurance risk process with a generalized income process : a solvency analysis
Wang, Zijia
;
Landriault, David
;
Li, Shu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 133-146
Persistent link: https://www.econbiz.de/10012545277
Saved in:
7
Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
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8
Behavioral insurance : mathematics and economics
Laeven, Roger J. A.
(
ed.
);
Milevsky, Moshe Arye
(
ed.
); …
-
2021
Persistent link: https://www.econbiz.de/10012806095
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9
Longevity risk and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
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10
SynthETIC : an individual insurance claim simulator with feature control
Avanzi, Benjamin
;
Taylor, Greg
;
Wang, Melantha
;
Wong, …
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 296-308
Persistent link: https://www.econbiz.de/10012622394
Saved in:
11
Editorial to the special issue on behavioral insurance : mathematics and economics
Laeven, Roger J. A.
;
Milevsky, Moshe Arye
;
Scherer, Matthias
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012793905
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12
Reinsurance of multiple risks with generic dependence structures
Guerra, Manuel
;
Moura, Alexandra Bugalho de
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012793952
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13
Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni
;
Borgonovo, Emanuele
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
Saved in:
14
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
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15
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
Tsai, Cary Chi-Liang
;
Wu, Adelaide Di
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 37-54
Persistent link: https://www.econbiz.de/10012241979
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16
Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim
;
Chen, Ze
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
Saved in:
17
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
18
Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin
;
Liu, Yanchu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
Saved in:
19
A dependent frequency-severity approach to modeling longitudinal insurance claims
Lee, Gee
;
Shi, Peng
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 115-129
Persistent link: https://www.econbiz.de/10012058928
Saved in:
20
Explicit moments for a class of micro-models in non-life insurance
Wahl, Felix
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 140-156
Persistent link: https://www.econbiz.de/10012133521
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21
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
22
Do actuaries believe in longevity deceleration?
Debonneuil, Edouard
;
Loisel, Stéphane
;
Planchet, Frédéric
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 325-338
Persistent link: https://www.econbiz.de/10011825314
Saved in:
23
De-risking strategy : longevity spread buy-in
D'Amato, Valeria
;
Di Lorenzo, Emilia
;
Haberman, Steven
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 124-136
Persistent link: https://www.econbiz.de/10011825420
Saved in:
24
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
25
Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
Hahn, Lukas
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 71-81
Persistent link: https://www.econbiz.de/10011740726
Saved in:
26
Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
Saved in:
27
Purchasing casualty insurance to avoid lifetime ruin
Young, Virginia R.
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 133-142
Persistent link: https://www.econbiz.de/10011783935
Saved in:
28
A unisex stochastic mortality model to comply with EU Gender Directive
Chen, An
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 124-136
Persistent link: https://www.econbiz.de/10011702055
Saved in:
29
A state dependent reinsurance model
Boxma, Onno
;
Frostig, Esther
;
Perry, David
;
Yosef, Rami
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 170-181
Persistent link: https://www.econbiz.de/10011712465
Saved in:
30
A note on some joint distribution functions involving the time of ruin
Dickson, David C. M.
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 120-124
Persistent link: https://www.econbiz.de/10011457185
Saved in:
31
Generalized linear models for dependent frequency and severity of insurance claims
Garrido, J.
;
Genest, Christian
;
Schulz, J.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 205-215
Persistent link: https://www.econbiz.de/10011597273
Saved in:
32
Credible risk measures with applications in actuarial sciences and finance
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 373-386
Persistent link: https://www.econbiz.de/10011597330
Saved in:
33
Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond
;
Mitchell, Olivia S.
;
Rogalla, Ralph
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 268-283
Persistent link: https://www.econbiz.de/10011630840
Saved in:
34
On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
Saved in:
35
Time-consistent actuarial valuations
Pelsser, Antoon André Jean
;
Salahnejhad Ghalehjooghi, Ahmad
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 97-112
Persistent link: https://www.econbiz.de/10011442716
Saved in:
36
Applications of central limit theorems for equity-linked insurance
Feng, Runhuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
Saved in:
37
A simple compound scan statistic useful for modeling insurance and risk management problems
Koutras, Vasileios M.
;
Koutras, Markos V.
;
Yalcin, Femin
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011530961
Saved in:
38
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
39
Some ruin problems for the MAP risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
Saved in:
40
On a partial integrodifferential equation of Seal’s type
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 54-61
Persistent link: https://www.econbiz.de/10011312088
Saved in:
41
Age-specific copula-AR-GARCH mortality models
Lin, Tzuling
;
Wang, Chou-Wen
;
Tsai, Cary Chi-Liang
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 110-124
Persistent link: https://www.econbiz.de/10010515911
Saved in:
42
Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds : a practical approach
Wan, Cheng
;
Bertschi, Ljudmila
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 66-75
Persistent link: https://www.econbiz.de/10011349851
Saved in:
43
Risk aggregration and stochastic claims reserving in disability insurance
Djehiche, Boualem
;
Löfdahl, Björn
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 100-108
Persistent link: https://www.econbiz.de/10010469169
Saved in:
44
On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
Lee, Wing Yan
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010469196
Saved in:
45
Polynomial extensions of distributions and their applications in actuarial and financial modeling
Li, Hao
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 250-260
Persistent link: https://www.econbiz.de/10010366169
Saved in:
46
Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes
Heilpern, Stanislaw
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 251-257
Persistent link: https://www.econbiz.de/10010470011
Saved in:
47
Stochastic analysis of life insurance surplus
Nolde, Natalia
;
Parker, Gary
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 1-13
Persistent link: https://www.econbiz.de/10010385047
Saved in:
48
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Cheung, Eric C. K.
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 343-354
Persistent link: https://www.econbiz.de/10010195920
Saved in:
49
Survival probabilities in bivariate risk models, with application to reinsurance
Castañer, Anna
;
Claramunt, Maria Mercè
;
Lefevre, Claude
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 632-642
Persistent link: https://www.econbiz.de/10010227916
Saved in:
50
Actuarial applications of the linear hazard transform in mortality immunization
Tsai, Cary Chi-liang
;
Chung, San-lin
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 48-63
Persistent link: https://www.econbiz.de/10009785423
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