| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Bayesian nonparametric model and its application in insurance loss prediction
|
Huang, Yifan
|
|
|
93 |
C |
p. 84-94
|
article
|
| 2 |
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
|
Avanzi, Benjamin
|
|
|
93 |
C |
p. 50-71
|
article
|
| 3 |
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
|
Lehtomaa, Jaakko
|
|
|
93 |
C |
p. 262-277
|
article
|
| 4 |
Bachelier model with stopping time and its insurance application
|
Glazyrina, Anna
|
|
|
93 |
C |
p. 156-167
|
article
|
| 5 |
Calculation of changes in life expectancy based on proportional hazards model of an intervention
|
Kulinskaya, Elena
|
|
|
93 |
C |
p. 27-35
|
article
|
| 6 |
Characterizing optimal allocations in quantile-based risk sharing
|
Wang, Ruodu
|
|
|
93 |
C |
p. 288-300
|
article
|
| 7 |
Double-counting problem of the bonus–malus system
|
Oh, Rosy
|
|
|
93 |
C |
p. 141-155
|
article
|
| 8 |
Editorial Board
|
|
|
|
93 |
C |
p. ii
|
article
|
| 9 |
Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
|
Eckert, Christian
|
|
|
93 |
C |
p. 72-83
|
article
|
| 10 |
Evolutionary credibility risk premium
|
Chen, Yongzhao
|
|
|
93 |
C |
p. 216-229
|
article
|
| 11 |
Expected utility approximation and portfolio optimisation
|
Fahrenwaldt, Matthias A.
|
|
|
93 |
C |
p. 301-314
|
article
|
| 12 |
Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data
|
Bozikas, Apostolos
|
|
|
93 |
C |
p. 353-368
|
article
|
| 13 |
Innovation in long-term care insurance: Joint contracts for mitigating relational moral hazard
|
Zweifel, Peter
|
|
|
93 |
C |
p. 116-124
|
article
|
| 14 |
Liquidation risk in insurance under contemporary regulatory frameworks
|
Li, Xin
|
|
|
93 |
C |
p. 36-49
|
article
|
| 15 |
Modelling life tables with advanced ages: An extreme value theory approach
|
Huang, Fei
|
|
|
93 |
C |
p. 95-115
|
article
|
| 16 |
Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
|
Shushi, Tomer
|
|
|
93 |
C |
p. 178-186
|
article
|
| 17 |
Nash equilibria in optimal reinsurance bargaining
|
Anthropelos, Michail
|
|
|
93 |
C |
p. 196-205
|
article
|
| 18 |
Nonlinear reserving and multiple contract modifications in life insurance
|
Christiansen, Marcus C.
|
|
|
93 |
C |
p. 187-195
|
article
|
| 19 |
Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR
|
Forsyth, Peter A.
|
|
|
93 |
C |
p. 230-245
|
article
|
| 20 |
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
|
Avanzi, Benjamin
|
|
|
93 |
C |
p. 315-332
|
article
|
| 21 |
Optimal reinsurance-investment strategy for a dynamic contagion claim model
|
Cao, Jingyi
|
|
|
93 |
C |
p. 206-215
|
article
|
| 22 |
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
|
Palmowski, Z.
|
|
|
93 |
C |
p. 168-177
|
article
|
| 23 |
Prevention efforts, insurance demand and price incentives under coherent risk measures
|
Bensalem, Sarah
|
|
|
93 |
C |
p. 369-386
|
article
|
| 24 |
Rate of convergence of the probability of ruin in the Cramér–Lundberg model to its diffusion approximation
|
Cohen, Asaf
|
|
|
93 |
C |
p. 333-340
|
article
|
| 25 |
Relative bound and asymptotic comparison of expectile with respect to expected shortfall
|
Tadese, Mekonnen
|
|
|
93 |
C |
p. 387-399
|
article
|
| 26 |
Ruin-based risk measures in discrete-time risk models
|
Cossette, Hélène
|
|
|
93 |
C |
p. 246-261
|
article
|
| 27 |
Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
|
Barmalzan, Ghobad
|
|
|
93 |
C |
p. 341-352
|
article
|
| 28 |
Sustainability of pension systems with voluntary participation
|
Romp, Ward
|
|
|
93 |
C |
p. 125-140
|
article
|
| 29 |
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
|
Li, Johnny Siu-Hang
|
|
|
93 |
C |
p. 1-26
|
article
|
| 30 |
The participation puzzle with reference-dependent expected utility preferences
|
Wang, Jianli
|
|
|
93 |
C |
p. 278-287
|
article
|
Journal description