-
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Author: Liu, Yuxuan; Jiang, Zhengjun; Zhang, Yiwen
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. 2023, Issue 1, pp. 38-50. DOI: 10.1080/03461238.2022.2078221
-
Parisian excursion with capital injection for drawdown reflected Levy insurance risk process
Author: Surya, Budhi; Wang, Wenyuan; Zhao, Xianghua; Zhou, Xiaowen
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. 2023, Issue 2, pp. 97-122. DOI: 10.1080/03461238.2022.2086063
-
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Author: Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. 2023, Issue 2, pp. 123-152. DOI: 10.1080/03461238.2022.2089050
-
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory
Author: Xu, Zuo Quan
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. 2023, Issue 3, pp. 269-289. DOI: 10.1080/03461238.2022.2092892
-
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Levy models
Author: Ai, Meiqiao; Zhang, Zhimin; Zhu, Dan
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. 2023, Issue 4, pp. 330-358. DOI: 10.1080/03461238.2022.2099296
-
Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Author: Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. 2023, Issue 5, pp. 413-449. DOI: 10.1080/03461238.2022.2108335
-
A refracted Levy process with delayed dividend pullbacks
Author: Wang, Zijia; Lkabous, Mohamed Amine; Landriault, David
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2022.2163512
-
A Stackelberg reinsurance-investment game under alpha-maxmin mean-variance criterion and stochastic volatility
Author: Guan, Guohui; Liang, Zongxia; Song, Yilun
Journal: SCANDINAVIAN ACTUARIAL JOURNAL. 2023; Vol. , Issue , pp. -. DOI: 10.1080/03461238.2023.2208583