| Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps |
12 |
| Machine learning in individual claims reserving |
8 |
| Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios |
8 |
| Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure |
7 |
| Claims frequency modeling using telematics car driving data |
6 |
| Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting |
6 |
| Randomly weighted sums of dependent subexponential random variables with applications to risk theory |
5 |
| An application of two-stage quantile regression to insurance ratemaking |
5 |
| Computing the Gerber-Shiu function by frame duality projection |
5 |
| A new efficient method for estimating the Gerber-Shiu function in the classical risk model |
4 |
| Optimal retirement time under habit persistence: what makes individuals retire early? |
4 |
| Robust reinsurance contracts in continuous time |
4 |
| Interplay of insurance and financial risks in a stochastic environment |
4 |
| A multi-dimensional Buhlmann credibility approach to modeling multi-population mortality rates |
4 |
| Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios |
3 |
| Budget-constrained optimal reinsurance design under coherent risk measures |
3 |
| Periodic threshold-type dividend strategy in the compound Poisson risk model |
3 |
| A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes |
2 |
| A constraint-free approach to optimal reinsurance |
2 |
| A two-dimensional dividend problem for collaborating companies and an optimal stopping problem |
2 |
| Approximation methods for piecewise deterministic Markov processes and their costs |
2 |
| The expected discounted penalty function: from infinite time to finite time |
2 |
| Valuation of an early exercise defined benefit underpin hybrid pension |
2 |
| A dynamic bivariate common shock model with cumulative effect and its actuarial application |
2 |
| Gibbs posterior inference on value-at-risk |
2 |
| Confidence intervals of the premiums of optimal bonus malus systems |
2 |
| Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty |
2 |
| Ruin probabilities in classical risk models with gamma claims |
2 |
| A data driven binning strategy for the construction of insurance tariff classes |
2 |
| The impact of geographical factors on churn prediction: an application to an insurance company in Madrid's urban area |
2 |
| Survival analysis of pension scheme mortality when data are missing |
2 |
| Life insurance decisions under recursive utility |
1 |
| A proposition of generalized stochastic Milevsky-Promislov mortality models |
1 |
| Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure |
1 |
| Linking dividends and capital injections - a probabilistic approach |
1 |
| Multivariate geometric expectiles |
1 |
| Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations |
1 |
| Precise local large deviations for heavy-tailed random sums with applications to risk models |
1 |
| A note on Mossin's theorem for deductible insurance given random initial wealth |
1 |
| Reinsurance contract design with adverse selection |
1 |
| Optimal proportional reinsurance with a loss-dependent premium principle |
1 |
| Optimal investment and risk control for an insurer with partial information in an anticipating environment |
1 |
| A note on optimal expected utility of dividend payments with proportional reinsurance |
1 |
| Conditional risk measures in a bipartite market structure |
1 |
| Lifetime asset allocation with idiosyncratic and systematic mortality risks |
1 |
| On additivity of tail comonotonic risks |
1 |
| Mathematical foundation of the replicating portfolio approach |
1 |
| Dirichlet process mixture models for insurance loss data |
1 |
| A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time |
1 |
| Focussed selection of the claim severity distribution |
1 |
