| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts
|
Geiger, Daniel J.
|
|
|
24 |
2 |
p. 815-829
|
article
|
| 2 |
A Numerical Method for Hedging Bermudan Options under Model Uncertainty
|
Imai, Junichi
|
|
|
24 |
2 |
p. 893-916
|
article
|
| 3 |
A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy
|
Hu, Wentao
|
|
|
24 |
2 |
p. 831-874
|
article
|
| 4 |
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling
|
Moutanabbir, Khouzeima
|
|
|
24 |
2 |
p. 1093-1118
|
article
|
| 5 |
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback
|
Chakraborty, Prakash
|
|
|
24 |
2 |
p. 613-634
|
article
|
| 6 |
Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance
|
Mesfioui, Mhamed
|
|
|
24 |
2 |
p. 1051-1059
|
article
|
| 7 |
Deep Learning for Constrained Utility Maximisation
|
Davey, Ashley
|
|
|
24 |
2 |
p. 661-692
|
article
|
| 8 |
Dynamic Bivariate Mortality Modelling
|
Jiao, Ying
|
|
|
24 |
2 |
p. 917-938
|
article
|
| 9 |
Editorial for special issue on advances in Actuarial Science and quantitative finance
|
Feng, Runhuan
|
|
|
24 |
2 |
p. 475-479
|
article
|
| 10 |
Estimation of Tempered Stable Lévy Models of Infinite Variation
|
Figueroa-López, José E.
|
|
|
24 |
2 |
p. 713-747
|
article
|
| 11 |
Fraction-Degree Reference Dependent Stochastic Dominance
|
Yang, Jianping
|
|
|
24 |
2 |
p. 1193-1219
|
article
|
| 12 |
General Draw-Down Times for Refracted Spectrally Negative Lévy Processes
|
Huang, Xuan
|
|
|
24 |
2 |
p. 875-891
|
article
|
| 13 |
Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing
|
Zhang, Haoyan
|
|
|
24 |
2 |
p. 1237-1251
|
article
|
| 14 |
Inference for the Lee-Carter Model With An AR(2) Process
|
Li, Deyuan
|
|
|
24 |
2 |
p. 991-1019
|
article
|
| 15 |
Manage Pension Deficit with Heterogeneous Insurance
|
Sheng, De-Lei
|
|
|
24 |
2 |
p. 1119-1141
|
article
|
| 16 |
On Accelerating Monte Carlo Integration Using Orthogonal Projections
|
Teng, Huei-Wen
|
|
|
24 |
2 |
p. 1143-1168
|
article
|
| 17 |
On a Markovian Game Model for Competitive Insurance Pricing
|
Mouminoux, Claire
|
|
|
24 |
2 |
p. 1061-1091
|
article
|
| 18 |
On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence
|
Adékambi, Franck
|
|
|
24 |
2 |
p. 481-513
|
article
|
| 19 |
On The Randomized Schmitter Problem
|
Albrecher, Hansjörg
|
|
|
24 |
2 |
p. 515-535
|
article
|
| 20 |
On the Risk of Ruin in a SIS Type Epidemic
|
Lefèvre, Claude
|
|
|
24 |
2 |
p. 939-961
|
article
|
| 21 |
Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process
|
Zhang, Xiaoyi
|
|
|
24 |
2 |
p. 1253-1270
|
article
|
| 22 |
Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions
|
Gapeev, Pavel V.
|
|
|
24 |
2 |
p. 789-813
|
article
|
| 23 |
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process
|
Tian, Yingxu
|
|
|
24 |
2 |
p. 1169-1191
|
article
|
| 24 |
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes
|
Gapeev, Pavel V.
|
|
|
24 |
2 |
p. 749-788
|
article
|
| 25 |
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
|
Denuit, Michel
|
|
|
24 |
2 |
p. 693-711
|
article
|
| 26 |
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees
|
MacKay, Anne
|
|
|
24 |
2 |
p. 1021-1049
|
article
|
| 27 |
Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment
|
Chen, Fenge
|
|
|
24 |
2 |
p. 635-659
|
article
|
| 28 |
Robust Optimal Investment Problem with Delay under Heston’s Model
|
Zhao, Ying
|
|
|
24 |
2 |
p. 1271-1296
|
article
|
| 29 |
Ruin and Dividend Measures in the Renewal Dual Risk Model
|
Alcoforado, Renata G.
|
|
|
24 |
2 |
p. 537-569
|
article
|
| 30 |
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model
|
Yang, Yang
|
|
|
24 |
2 |
p. 1221-1236
|
article
|
| 31 |
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red
|
Callant, Julien
|
|
|
24 |
2 |
p. 595-611
|
article
|
| 32 |
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model
|
Baltazar-Larios, F.
|
|
|
24 |
2 |
p. 571-593
|
article
|
| 33 |
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model
|
Njike Leunga, Charles Guy
|
|
|
24 |
2 |
p. 963-990
|
article
|
Journal description