| ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER |
11 |
| TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN |
8 |
| ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES |
6 |
| A NEURAL-NETWORK ANALYZER FOR MORTALITY FORECAST |
5 |
| FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS |
5 |
| ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS |
5 |
| STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE |
5 |
| ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY |
4 |
| AGGREGATION OF DEPENDENT RISKS INMIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS |
3 |
| PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL |
3 |
| NATURAL HEDGING IN LONG-TERM CARE INSURANCE |
3 |
| IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH |
3 |
| MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX |
3 |
| SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES |
2 |
| A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES |
2 |
| A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS |
2 |
| FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY |
2 |
| AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY |
2 |
| ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS |
2 |
| MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA |
2 |
| GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS |
2 |
| DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS |
1 |
| COMMON SHOCK MODELS FOR CLAIM ARRAYS |
1 |
| LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS |
1 |
| MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE |
1 |
| OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES |
1 |
| LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK |
1 |
| ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS |
1 |
| SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION |
1 |
| ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION |
1 |
| THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED |
1 |
| CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM |
1 |
| PROPERTY GRAPHS - A STATISTICAL MODEL FOR FIRE AND EXPLOSION LOSSES BASED ON GRAPH THEORY |
1 |
| MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS |
1 |
| BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE-CARTER MORTALITY MODEL |
1 |
| ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING |
1 |
| HOW FUNCTIONAL DATA CAN ENHANCE THE ESTIMATION OF HEALTII EXPECTANCY: THE CASE OF DISABLED SPANISH POPULATION |
1 |
| DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS |
1 |
| FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING |
1 |
| CHAIN-LADDER METHOD AND MIDYEAR LOSS RESERVING |
0 |
| FREQUENTIST INFERENCE IN INSURANCE RATEMAKING MODELS ADJUSTING FOR MISREPRESENTATION |
0 |
| AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL |
0 |
| NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS |
0 |
| PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES |
0 |
| VALUATION OF CONTINGENT GUARANTEES USING LEAST-SQUARES MONTE CARLO |
0 |
| MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION |
0 |
| DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING |
0 |
| A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION |
0 |
| MODELLING ZERO-INFLATED COUNT DATA WITH A SPECIAL CASE OF THE GENERALISED POISSON DISTRIBUTION |
0 |
| ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS |
0 |
