| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
|
Li, Jinzhu
|
|
|
107 |
C |
p. 38-56
|
article
|
| 2 |
Asymptotic theory for Mack's model
|
Steinmetz, Julia
|
|
|
107 |
C |
p. 223-268
|
article
|
| 3 |
Basis risk management and randomly scaled uncertainty
|
Mercè Claramunt, M.
|
|
|
107 |
C |
p. 123-139
|
article
|
| 4 |
BERT-based NLP techniques for classification and severity modeling in basic warranty data study
|
Xu, Shuzhe
|
|
|
107 |
C |
p. 57-67
|
article
|
| 5 |
Bilateral risk sharing in a comonotone market with rank-dependent utilities
|
Boonen, Tim J.
|
|
|
107 |
C |
p. 361-378
|
article
|
| 6 |
Copula-based inference for bivariate survival data with left truncation and dependent censoring
|
Deresa, N.W.
|
|
|
107 |
C |
p. 1-21
|
article
|
| 7 |
Cyber-contagion model with network structure applied to insurance
|
Hillairet, Caroline
|
|
|
107 |
C |
p. 88-101
|
article
|
| 8 |
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
|
Hanbali, Hamza
|
|
|
107 |
C |
p. 22-37
|
article
|
| 9 |
Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk
|
Liu, Haiyan
|
|
|
107 |
C |
p. 393-417
|
article
|
| 10 |
Editorial Board
|
|
|
|
107 |
C |
p. ii
|
article
|
| 11 |
Editorial to the virtual special issue on emerging risks and insurance technology
|
Feng, Runhuan
|
|
|
107 |
C |
p. 418-421
|
article
|
| 12 |
Extension of as-if-Markov modeling to scaled payments
|
Christiansen, Marcus C.
|
|
|
107 |
C |
p. 288-306
|
article
|
| 13 |
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
|
Goegebeur, Yuri
|
|
|
107 |
C |
p. 102-122
|
article
|
| 14 |
Frequency-severity experience rating based on latent Markovian risk profiles
|
Verschuren, Robert Matthijs
|
|
|
107 |
C |
p. 379-392
|
article
|
| 15 |
Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants
|
Gribkova, N.V.
|
|
|
107 |
C |
p. 199-222
|
article
|
| 16 |
Irreversible reinsurance: A singular control approach
|
Yan, Tingjin
|
|
|
107 |
C |
p. 326-348
|
article
|
| 17 |
Leveraging high-resolution weather information to predict hail damage claims: A spatial point process for replicated point patterns
|
Gao, Lisa
|
|
|
107 |
C |
p. 161-179
|
article
|
| 18 |
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
|
Fung, Tsz Chai
|
|
|
107 |
C |
p. 180-198
|
article
|
| 19 |
Mortality modeling and regression with matrix distributions
|
Albrecher, Hansjörg
|
|
|
107 |
C |
p. 68-87
|
article
|
| 20 |
Multivariate claim processes with rough intensities: Properties and estimation
|
Hainaut, Donatien
|
|
|
107 |
C |
p. 269-287
|
article
|
| 21 |
Pareto-optimal reinsurance under individual risk constraints
|
Ghossoub, Mario
|
|
|
107 |
C |
p. 307-325
|
article
|
| 22 |
Ratemaking territories and adverse selection for flood insurance
|
Boudreault, Mathieu
|
|
|
107 |
C |
p. 349-360
|
article
|
| 23 |
The Parisian and ultimate drawdowns of Lévy insurance models
|
Li, Shu
|
|
|
107 |
C |
p. 140-160
|
article
|
Journal description