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Computing the Gerber-Shiu function by frame duality projection

Wang, Wenyuan; Zhang, Zhimin - In: Scandinavian actuarial journal 2019 (2019) 4, pp. 291-307

Persistent link: https://www.econbiz.de/10012194952

An introduction to gevistic regression mortality models

Medford, Anthony; Vaupel, James W. - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 604-620

Persistent link: https://www.econbiz.de/10012194980

Optimal investment and risk control strategies for an insurance fund in stochastic framework

Mwanakatwe, Patrick Kandege; Wang, Xiaoguang; Su, Yue - In: Journal of mathematical finance 9 (2019) 3, pp. 254-265

Persistent link: https://www.econbiz.de/10012210171

Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle

Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903

Persistent link: https://www.econbiz.de/10012313745

Livestock mortality catastrophe insurance using fatal shock process

Pai, Jeffrey; Ravishanker, Nalini - In: Insurance / Mathematics & economics 90 (2020), pp. 58-65

Persistent link: https://www.econbiz.de/10012169498

Valuation of contingent convertible catastrophe bonds : the case for equity conversion

Burnecki, Krzysztof; Giuricich, Mario Nicoló; … - In: Insurance / Mathematics & economics 88 (2019), pp. 238-254

Persistent link: https://www.econbiz.de/10012105571

Robust optimal investment and reinsurance problems with learning

Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109

Persistent link: https://www.econbiz.de/10012500254

Dividend optimisation : a behaviouristic approach

Brinker, Leonie Violetta; Eisenberg, Julia - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 202-224

Persistent link: https://www.econbiz.de/10012793924

Introducing and evaluating a new multiple-component stochastic mortality model

Hatzopoulos, Peter; Sagianou, Aliki - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 3, pp. 393-445

Persistent link: https://www.econbiz.de/10012289582

Asymptotically normal estimators of the ruin probability for Lévy insurance surplus from discrete samples

Shimizu, Yasutaka; Zhang, Zhimin - In: Risks : open access journal 7 (2019) 2/37, pp. 1-22

A statistical inference for ruin probability from a certain discrete sample of the surplus is discussed under a spectrally negative Lévy insurance risk. We consider the Laguerre series expansion of ruin probability, and provide an estimator for any of its partial sums by computing the...

Persistent link: https://www.econbiz.de/10012019305